My data is slightly different from yours. I have we started on
5/5 (I don't have any record of being part of the profitable 4/11
trade). So if we use the 5/5 start point, single entry system with
complete reinvestment of profits vs SPY buy&hold
5/5 trade to the 9/15 trade: SPY system = 0.72%
5/5 to 9/27 SPY buy&hold = -12.03%
Realtime as of now: SPY system = -2.46% and Buy&Hold =
-8.56%
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burkmere, My data is slightly different
SPY System Performance vs. Market since first trade
Posted by kbgupta on 19th of Oct 2011 at 10:09 am
burkmere,
My data is slightly different from yours. I have we started on 5/5 (I don't have any record of being part of the profitable 4/11 trade). So if we use the 5/5 start point, single entry system with complete reinvestment of profits vs SPY buy&hold
5/5 trade to the 9/15 trade: SPY system = 0.72%
5/5 to 9/27 SPY buy&hold = -12.03%
Realtime as of now: SPY system = -2.46% and Buy&Hold = -8.56%