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,For this parametric study, we independently varied the number of assets selected each month (1, 2, and 3) and the trade day.They were skillfully created by Herbert Haynes.Heatmaps are presented for CAGR, MaxDD, and Sharpe Ratio.The colors range from red being worst to blue being best.So cold spots [blue] are desired for each variable.The numbers on the top of each heatmap (-10 to 10) correspond to the trade day.Zero (not actually specified) corresponds to the EOM.The number [-1] stands for EOM-1.The number [1] signified EOM+1.Look-back LengthThe number of assets was set to two, and another parametric was run on Haynes' backtester.
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