Disliked{quote} I haven't had a chance yet to punch out that new 'Clenow' universe. I will get cracking as soon as I am back......but it's going to take some time with EDTT. The reverter however is a breeze to test. What is interesting is the low level of correlation with the CTA's and also the S&P500TR. Refer to the correlations on the performance charts in the prior performance post. This augers very well for future allocations if it proves to hold up......which you and I both know it will.....but as they say pride comes before a fall. I should have the...Ignored
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)