Showing posts with label Returns-November. Show all posts
Showing posts with label Returns-November. Show all posts

Monday, November 30, 2009

Returns for week ending 11-27.




Some gains ...system calls were not following the best index, but system at allocation is designed to be more conservative. I am generally happy to see the system's calls move to the fore, but if the system's calls have a hot streak it may fall behind the eem calls.

Wednesday, November 25, 2009

Returns for week ending 11-20.



Forgot to post this earlier...nothing too exciting...small gain, but have not hit too well on the days with larger moves. Think I just need to be long on Monday's despite the system.

Tuesday, November 10, 2009

Returns for week ending 11-6.



Not getting rich fast...but with this system if the drawdowns aren't too severe then I wait and hope for a good run to get some meaningful gains. The plan is to have at least 50% gains per year...but expect more.