Returns for week ending 6-12.

The systems returns for the week ending 6-12 were spx(-0.12%) ......rut 0.74% ....and eem 6.78% 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 (-0.1%), 1.4% and 9.2% respectively.



Since first starting this blog, over 2 months ago, the cumulative gains for the indexes I follow would be... spx 36.9% ....rut 54.0% .....eem 117.5% if trading 2x funds.

As I mentioned earlier I will post the systems returns as if one had traded the signals and switched indexes per system calls. Sys. at allocation 73.8% and at full 2x...93.3%.

As it turned out the systems calls were to follow the rut, but if one had followed the eem, returns would have been better. As mentioned last week, if the eem correlates well with domestic markets and the system is performing well then trading the eem should be good for returns. However last week the systems calls were mixed in success in regards to the rut and the eem actually did not follow the domestic markets on wednesday and Friday which helped the eem's returns. My inclination is to continue to follow which ever fund the system indicates...time will tell.