Subject: Re: new dervied Nasdaq100 weekly strategy
trading the zacks strategy monthly also works but ups the maximum drawdown:
<pre
average the worst start
cagr 22.87 17.4
gsd 36.2
sharpe .75 .59
ldd 20
ui 18.9
beta 1.0 1
ti 23.25
at 12.38
mdd -66.0 -75.4
Warning: I can't get adding daily dollar volume and price criteria to work correctly; when I add them to screens I am getting weird results that can't be correct.