The systems returns for the week ending 5-08 were 5.00% and 4.24% for the spx and rut using the systems variable allocation adjustments.
If one had traded the Direxion funds that track these two indexes at full allocation the returns could have been 10.93% and 9.21% respectively.
Obviously when the system is right in its calls then being all in will generate much better returns.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with direxion would be 22% and 37%.
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