What

First and foremost, this is an unproven method of choosing when to enter and exit a position. Since back-testing is used to produce the models future results may not reflect or produce expected returns.

2013-12-27

EOY - Reset

It appears that the models will not be making any more moves for 2013 so I will rebuild the models for 2014 and restart the paper accounts at $10,000.

Paper Trade Results for 2013

bibnet: 20265.06Buy and Hold: 24572.73
drnnet: 10451.38Buy and Hold: 9490.30
erxnet: 13468.90Buy and Hold: 17026.04
fasnet: 17393.44Buy and Hold: 20718.09
midunet: 15887.96Buy and Hold: 20234.48
retlnet: 13888.81Buy and Hold: 23136.63
spxlnet: 14287.85Buy and Hold: 20050.89
teclnet: 11798.60Buy and Hold: 17048.96
tnanet: 18177.87Buy and Hold: 22500.00
urtynet: 14561.13Buy and Hold: 22657.09


Only one model (DRN's) did better than buy and hold.

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