Determine the value of $100,000 now if 1 year ago it was invested equally in 10 specified stocks (That is, allocation for each stock is $10,000). The trading strategy is: When the 20-day moving average crosses over the 5-month moving average the complete allocation for that stock is invested and when the 20-day moving average crosses below the 5-month moving average the entire position is sold. The trades happen on the closing price of the trading day.
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