Subject: Re: Earnings Day and Holding Stock
It seems to me that all these variations of holding period on the NAS100 are insignificant data mining. The elephant in the room would be a cap weighted NAS100 holding, like QQQ. I have a hunch that QQQ would have beaten an equal weighted NAS100 by knockout in a backtest, with 1/100th of the effort, which is of course not a guarantee of future returns.

Elan