Does 1MO Work on Foreign Indices?

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From World Beta

I take a look at the top 5 countries in the MSCI EAFE Index – UK, Japan, France, Switzerland, Germany, and Cash.

Much better return with similar volatility (resulting in a higher Sharpe), and lower drawdown.

No allowances made for commissions, slippage, taxes, etc.

Equity Curves, log and non-log. . .