Based on the tests run over the past 3 weeks these new models should trade a bit more actively than the models built earlier in the year.
Here are the results using a start date of 2013-01-01
** - before model build date of 2014-06-30
Here are the results using a start date of 2013-01-01
Symbol | Backtest $ | Buy&Hold | Previous Call | Date | Current Call | Date |
bib | 41,595.63 | 30,541.38 | SELL | 2014-05-06** | BUY | 2014-05-08** |
erx | 17,557.99 | 25,108.92 | BUY | 2014-06-26** | SELL | Today |
fas | 17,769.73 | 23,387.34 | SELL | 2014-05-15** | BUY | 2014-05-19** |
midu | 14,679.79 | 24,197.09 | SELL | 2014-05-06** | BUY | 2014-05-08** |
spxl | 21,619.78 | 24,564.77 | SELL | 2014-04-28** | BUY | 2014-04-30** |
tecl | 22,020.07 | 21,418.19 | SELL | 2014-04-25** | BUY | 2014-04-29** |
tna | 24,235.51 | 23,740.55 | SELL | 2014-05-06** | BUY | 2014-05-08** |
ugaz | 13,693.12 | 11,548.47 | SELL | 2014-06-24** | BUY | 2014-06-26** |
ugld | 13,026.25 | 3,751.80 | SELL | 2014-04-07** | BUY | 2014-05-27** |
urty | 25,515.98 | 23,922.07 | SELL | 2014-05-06** | BUY | 2014-05-08** |
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