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 Post subject: Attn: Sigma Hunters
 Post Posted: Thu Oct 05, 2017 8:07 pm 
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Joined: Sep 26, 2012
Posts: 118
Location: San Diego, CA
Flag: United States - California (05)
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In your quest for the highest Mean/StD. ratio, how low of a mean are you willing to take?

I found a 10.06 But the mean is 28.6: 16252

The best >30 I have made so far was a 7.75: 16366

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100% in the daily system since August 2, 2017.
Following strategy #17680.


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AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)

S&P 500 (C Fund)
S&P 500 INDEX,RTH (^GSPC)

DWCPF (S Fund)
Dow Jones U.S. Completion Total Stock Market Index (^DWCPF)

EFA (I Fund)
iShares MSCI EAFE Index (EFA)