The systems returns for the week ending 5-08 were 1.57% and 1.51% for the spx and rut using the systems variable allocation adjustments.
If one had traded a 2x fund that tracked these two indexes at full allocation the returns could have been 0.81% and 0.51% respectively. Pretty much a flat week.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with 2x leverage would be 26.2% and 43.2%.
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