Marcin I understand and am trying to be helpful.
If you compre a 22 day ROC with a 4 week ROC with a 1 Month ROC, and make the comparison at the end/start of the month, those measures should be very close.
If your strategy fails because the 4 week data is slightly different than the 1 month data, you should consider how robust (and not overly curve fit) your strategy is.
Best of luck,
Larry P
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Posted by: portfoliobuilder99@gmail.com
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