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System Variable based Grouping/Filtering
Nested Time Filters are used when you want to combine "Response Based" grouping and Time Based Grouping. For example, if you have a data-segment called "males" -- i.e. users who have selected Male as the gender, and you want to further segment based on time -- (Jan 1st 2006 - Dec 31st 2006) -- you can use the nested Time Filters to achieve this.
1. Screenshot
System Variable based Grouping/Filtering