This page demonstrates monthly performance since we started to test our model on real market data.

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Model started

January-13-2009

Monthly Performance:

Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
TOTAL
Year
2009
-3.72
0.17
3.44
24.28
5.58
7.51
-1.56
2.22
2.92
-1.33
4.80
5.19
58.55
2010
0.21
13.97
0.68
5.71
1.18
-8.05
6.19
-0.52
4.88
4.79
-0.52
5.32
37.55
2011
0.41
2.46
0.48
-0.85
-1.33
2.15
-6.73
-1.07
-1.32
15.08
10.24
-4.49
13.97
2012
2.21
-0.79
1.41
TOTAL CUMULATIVE RETURN
152.06

 

Cumulative Return:

 

Symbol
Side
Entry Time
Entry Price
Exit Time
Exit Price
Weight %
Weighted
Gain %
Weighted
Average
Gain %

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