The systems returns for the week ending 6-19 were system spx 3.74% ......rut 5.00% ....and eem 2.75% 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 4.2%, 6.0% and 2.5% respectively.
Since first starting this blog, over 2 months ago, the cumulative gains for the indexes I follow would be... spx 42.6% ....rut 63.9% .....eem 122.9% 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 73.2% and at full 2x...98.5%.
Following the sys calls as they switched from one index to another reduced our gains somewhat in contrast to staying with a single index. I am posting a chart of the recent returns of the system. Overall the eem is still the leader, being more volatile, but if the system were to have a poor spell then having less exposure should help. Of course I am not expecting any poor spells ;>)
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