Normal
The issue of liquidity when back-testing does raise the issue as noted by buggalug.Perhaps one should include a CPI related turnover filter in their back-testing.When you take into consideration that $500K now equated to approx $387K in Dec 1997.
The issue of liquidity when back-testing does raise the issue as noted by buggalug.
Perhaps one should include a CPI related turnover filter in their back-testing.
When you take into consideration that $500K now equated to approx $387K in Dec 1997.
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