Monday, July 8, 2013

Long Term Mechanical System for SPX additional

I've completed the states if you shorted vs going to cash, here they are and a couple chart examples - system goes up to 400 times the original investment vs 168 via non short, that's just crazy!  $100K invested into the S&P 500 from Nov 1962 until present would have turned into $2.6 million, whereas that same $100K would have turned into $40 million via this system.

Obviously the current long from 3/31/09 is still open, so we'll see where this trade ends, at 1559 days into the trade from 3/31/09, it's still still been in this trade less than the average 1702 days that the system remained in long trades in the past.  

Average time in long trade is 1702 days, average time in short trade is 396 days

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