TimingCues Performance Results
Performance of different strategies From 12/31/98 through 12/31/06. Money Market interest is assumed and set equal to commercial paper when signals are in cash. Investment expense ratios and transaction costs are not included. Returns are back-tested.
Trading the |
Long Only | Long w/2x Leverage | Long & Short | Long & Short w/ 2x Leverage |
|---|---|---|---|---|
| Long Term Signal | 792% | 3,806% | 2,355% | 17,262% |
| Short Term Signal | 453% | 2,539% | 1,485% | 11,347% |
| Buy & Hold | -4.2% |
Trading the |
Long Only | Long w/2x Leverage | Long & Short | Long & Short w/2x Leverage |
|---|---|---|---|---|
| Long Term Signal | 204% | 587% | 393% | 1,644% |
| Short Term Signal | 229% | 725% | 494% | 2,242% |
| Buy & Hold | 15% |
*Note: Read FAQ for more information about the special risks/rewards of these strategies.
Long Term Signal Trade Log
Short Term Signal Trade Log