Posted by sbaxman111 on 10th of Aug 2016 at 07:40 pm
jjj2016 - Using the 200% Rydex L/S RUT funds as my
trading investment, I have calculated the hypothetical returns of
the newly listed and back tested trade dates for Spy Pro. Winning
trades since 1-1-08 take place approximately 75% of the time with
no other technical indicators applied to these signals. No leverage
used would simply be half of the stated amounts. The hypothetical
SPY results can be found on the new SPY PRO page for
comparison.
A starting balance of $10,000 in a tax free or tax deferred
account on 1-1-08 would have hypothetically compounded to
$15,226,912 - an annualized return of 133.88% and would have spent
far less time in the market than buy and hold. Without the use of
leverage this model would have compounded $10,000 on 1-1-08 to
$7,618,456 as of 8-10-16. I think it's interesting to recognize
that the financial crisis and excessive volatility has actually
been a good time to employ this strategy. Extremely low volatility
for most of 2014 resulted in only a modest gain.
Depending on the size of your account, using index etf's to
execute trades may certainly be less expensive to trade than the
funds that I like. The funds I use do have unlimited "free" trades
and no T-3 limitations.
New Spy Pro trade dates
New Spy Pro trade dates
Posted by sbaxman111 on 10th of Aug 2016 at 07:40 pm
Thanks sbaxman
Posted by stevieb294 on 11th of Aug 2016 at 07:18 am
"I think it's interesting to recognize that the financial crisis and excessive volatility has actually been a good time to employ this strategy."
I think that might be true of most of Matt's strategies. Witness the recent Brexit trade on the ES system.