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what is the bare minimum capital required to construct portfolio for this strategy.

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This looks impressive. Some questions:

1. How do you account for the survivor ship bias of the top 300 companies?Have you back-tested the results with unlisted companies as well?

2. How do you decide when to move into cash? Do you use any index filter to move into cash?

3. What if one of the stocks in the portfolio doesn't move by 1-2% in the 3 months? What time frame do use to evaluate such stocks in your portfolio?

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