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Michael Bommarito » Comments » CH
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ETFs/CEFs Furthest From 20-DMA; Best YTD Performance [View article]
Yes, I agree that volatility of returns is very important. If you're interested, I've described a similar setup with weighted rankings on the various estimated moments and metrics of return distributions.
Just curious, do you have all funds categorized as you do in that table? Also, just to see if we're on the same page, I'm currently tracking about 1140 funds; does that number sound similar to yours?