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Sort Money's avatar

Wow man. This is amazing. I bet the volatility was lower too!

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Coffee Can Investor's avatar

Thanks for the kind words. It would be far more pleasing to achieve this in real life investment, out in the future, than just in backtesting. Fingers-crossed for that.

As for volatility, I haven't done the analysis yet. It is possible to put together the data to do so, though. Let me see if I can put something together sometime.. My gut feel tells me that volatility will be very similar, but let me come back on that after doing the analysis.

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