Subject: Re: Low Vol Screen Using NAS100
I simulated LMMS on P123 using the following code:

TICKER("EWA,EWO,EWK,EWC,EDEN,EFNL,EWQ,EWG,EWH,EIRL,EIS,EWI,EWJ,EWN,ENZL,ENOR,EWS,EWP,EWD,
EWL,EWU,IVV")
FOrderOLD("100*((Close(0)-Close(130)) / Close(130))",#all,#desc,#previous,true)<=8

Backtested 6-month rebalance since 1999:
6.64% annualized return, S&P 8.47%
-62% Max DD, S&P -55%
0.46 Sortino, S&P 0.63

Taz