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To: Mark Marcellus who wrote (40579)12/14/2010 8:35:29 AM
From: Madharry  Read Replies (1) | Respond to of 78763
 
what approach does he advocate if you own them in a tax free account?



To: Mark Marcellus who wrote (40579)12/14/2010 10:36:06 AM
From: Paul Senior  Respond to of 78763
 
Ok, thanks for the correction and further information.



To: Mark Marcellus who wrote (40579)12/14/2010 11:06:53 PM
From: Shane M  Read Replies (1) | Respond to of 78763
 
I was reading through Greenblatt's website and there is an awful lot about 1 yr holding period in the studies he uses and it is core to what is posted there.

It took me a while but I finally dug up the article where Marc Gerstein performed some studies using what he called an enhanced Greenblatt which is what I guess is closer to what I'm doing. This study uses a 4 week refresh which is probably where I locked in that more frequent refresh might be desirable.

seekingalpha.com

You all are right though. Official Greenblatt is 12mo holding period. (I'm trading much of this strategy in retirement account and at Zecco with 10 free trades per mo, so the transaction cost and tax impacts of 12mo holding don't mean much too me.)