Returns for week ending 6-05.

The systems returns for the week ending 6-05 were 7.47% - spx .....10.80% - rut....and 9.98%-eem 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 11.53%, 16.11% and 15.84% respectively.



Since first starting this blog, over 2 months ago, the cumulative gains for the indexes I follow would be... spx 31.9% ....rut 45.5% .....eem 99.2% if trading 2x funds.

As I mentioned last week I will post the systems returns as if one had traded the signals and switched indexes per system calls. Sys. at allocation 72.5% and at full 2x...90.7%. At this point just trading the eem would bring the best results but that is because the eem is the most volatile....if the system has a period of poor calls then the eem will suffer the most, so I am expecting following the systems calls as to which index to trade should do better or equally. Tho, when the eem correlates well to the domestic markets then trading the eem could do best.