// QUANTGPT · LESSON 2 · BECOME A QUANT
THE RULE · OWN 1.2x when close > 200-day · T-BILLS when below
REAL DATA SINCE JAN 2000 · 1.2X ABOVE THE 200-DAY, BORROWED AT THE T-BILL · CASH EARNS THE 3-MONTH T-BILL · GROSS, NO TRADING COSTS · PRICE INDEXES · NOT INVESTMENT ADVICE