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One more clarification: how does the “rolling 60 days” requirement work for the Sp500 out-performance work?
First, does it mean a strategy has a 60 day ‘countdown’, and if it isn’t beating by 1% after that, then the window for C2 Star status is closed forever?
As time goes on, does it then have to stay >1% for each and every 60 day window?
