Returns for week ending 5-22.

The systems returns for the week ending 5-08 were 0.56% and 0.48% 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 0.82% and 0.56% respectively. Another 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 27.3% and 44.0%.

On the other hand if you had traded a 2x entity tracking the eem, last weeks returns would have been 11.8%. In this instance it would have payed off to follow the systems calls and traded a fund or ETF tracking the eem and adre. I am sure that the difference in returns of trading domestic vs. emerging market funds will not generally be this dramatic. I may post which I consider is currently best to trade and see how that plays out.