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Strategies & Market Trends : TA setups-ex th traders -- Ignore unavailable to you. Want to Upgrade?

To: cthruu who wrote (5798)	2/5/2005 10:22:24 AM
From: tom pope	Respond to of 7682

There was a fund some years ago that did just that, or something very similar. It stayed in Treasury bills until the end of the month, and then bought futures to hold over month end, going back into T/Bills shortly after month open. I've now lost touch with it, and I never followed it long enough to judge its results.