No. of Recommendations: 2
I just ran the two "overlaps" GTR1 links, did SHOW COUNTS, downloaded the reports, and processed to show the number of times each stock count was picked.
Number of days: 10,286
without BCC:
Count # of stocks
56 0
481 1
1993 2
3998 3
3226 4
532 5
With BCC:
Count # of stocks
56 0
481 1
1993 2
3998 3
3226 4
532 5
Exactly the same.
With BCC
gtr1.net: GTR1 Backtester - Nas100_Mom9_PHL252_OverlapTest with BCCNo BCC
gtr1.net: GTR1 Backtester - Nas100_Mom9_PHL252_OverlapTest without BCC------------------
But this overlaps data is actually meaningless. This shows the number of picks EVERY DAY, and not the number of picks in each holding period (month).
Ex:
19871016 4
19871019 4
19871020 4
19871021 4
19871022 0
19871023 2
19871026 2
19871027 3
19871028 4
