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.

2014-06-30

New Models Built - Paper Trading Starts Tuesday.

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

SymbolBacktest $Buy&HoldPrevious CallDateCurrent CallDate
bib41,595.6330,541.38SELL2014-05-06**BUY2014-05-08**
erx17,557.9925,108.92BUY2014-06-26**SELLToday
fas17,769.7323,387.34SELL2014-05-15**BUY2014-05-19**
midu14,679.7924,197.09SELL2014-05-06**BUY2014-05-08**
spxl21,619.7824,564.77SELL2014-04-28**BUY2014-04-30**
tecl22,020.0721,418.19SELL2014-04-25**BUY2014-04-29**
tna24,235.5123,740.55SELL2014-05-06**BUY2014-05-08**
ugaz13,693.1211,548.47SELL2014-06-24**BUY2014-06-26**
ugld13,026.253,751.80SELL2014-04-07**BUY2014-05-27**
urty25,515.9823,922.07SELL2014-05-06**BUY2014-05-08**
** - before model build date of 2014-06-30

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