Great post Ash. Do you happen to have the Raw Data anywhere for those of us too lazy to get it ourselves but perhaps interested to see where perhaps 3-6 months would have taken that $100 in each coin instead of 12 months?
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Hi David, I am working on a follow up post that goes into data a bit more indepth. From cursory examinations of the data, it appears the optimum length of time for this strategy is in the 3 month range. I'm glad you enjoyed this post and look forward to your thoughts on the next one.