The systems returns for the week ending 5-29 were -2.56% and -6.48% 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 -3.5% and -9.1% respectively.
On the other hand if you had traded a 2x entity tracking the eem, last weeks returns would have been 4.2%. In this instance it would have payed off to follow the systems calls and traded a fund or ETF tracking the eem and adre. Last week I traded the emerging markets. this payed off as I had a gain instead of a loss.
Since first starting this blog, over 2 months ago, the cumulative gains for the indexes I follow would be... spx 22.8% ....rut 31.3% .....eem 71.9% if trading 2x funds.
Monday, June 1, 2009
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