Combining Mostly USA & Worldwide Systems Creates
Low Risk, Higher Returns Than Trading Either Alone
7.9 years June 28, 2002--May 7, 2010
Mostly USA ETFs & Worldwide ETFs Portfolios
Statistical Footnote below
Total Gain 887% vs S&P 39%
Compound average return 34.6% per year
Position still open as of 5/14/2010
Average holding period 10 weeks
Average profit per trade 10.5%
Average loss per trade -3.8%
Win/Lose $$ ratio 7 to 1
Profit factor 7.0
Biggest win 82.5%
Largest loss -8.0%
Worst drawdown -20%*
Average 5 switches per year
Longest single switch 52 weeks
(2/28/2003, Mostly USA)
*Outcomes are impervious to drawdowns,
but are included here for those who would like
to see how much they would have been worried
had they been on board.
Note the behavior profiles during the two bear-market periods, the first during late 2002-early 2003, the second marked by the magenta bars at the bottom and top of the chart. While the market tanked in each instance,
-56% in the recent crash, the switch-system results curve not only did not drop, it rose strongly and exploded upward in 2008.
6/14/2010 2:45 p.m. EDT
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