Steve2
 Elite
     Posts: 750
Joined: 10/11/2012
Location: Annapolis, MD
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M&S, nice work!
When each switch occurred, did you force-close open positions or allow them to be closed by the strategies in the "switched-from" portfolio? Are you able to tell from your data how much of the increased returns from switched portfolios vs combined portfolios were due to more profitable trades vs a higher overall TPM vs a higher average % invested?
Steve
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