Re: Market Model Thingy
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I find your analysis quite ineteresting but can't quite define exactly what you mean by the bolded portion in this below quote. In other words what are you calling "the market".
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Although it wasnt quite as successful, it still outperformed the market by quite a bit (geometric mean of 1.0026).
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Does that really matter? Excluding commissions 1.0026/day is about 85%/year assuming 240 trading days.
You'd need pretty big individual positions if you're trading every day through a discount online broker. At $10/trade if you just picked one of your 100 per day you'd eat up close to $5000 in commissions in a year. If your positions were $50K each that would still be 10% of your annual return.
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