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Thread: Combo-MF Position Sizing

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  1. #1
    Join Date
    Oct 2011
    Location
    Brugge-Belgium
    Posts
    394
    Pascal,

    I know that you have back tested the XLX models and found that they where only "reliable" from 2010.
    I just ran my back tests again, now starting from January 4, 2010 as first period.
    The results that I get are inline with my previous results: only XLB and XLI are looking promising.
    Am I overlooking something?

    PdP
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