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Strategies & Market Trends : Buy and Sell Signals, and Other Market Perspectives
SPY 690.270.0%Dec 26 4:00 PM EST

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To: GROUND ZERO™ who wrote (34057)6/24/2012 9:24:04 AM
From: robert b furman  Read Replies (2) of 220722
 
Never backtested but I suspect you are correct.

I think the game is to anticipate the new entries and pre exist those removed.

I'd say there may be a small impact - but I not be able to say up or down - so nothing to trade on - except you hold an individual stock that either adds to or is removed.

Bob
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