Post #144 by 4321rewq on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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BSD,
Thanks for that article.

Are they using 3 month futures in their comparison or 13 week returns on 1 year futures?

How do these buy-sell dates compare to your system? (I see that you have days where you are completely out of the market so I assume it's completely different)

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