| Total Return 28/Oct/1990 - 08/Feb/2013: 9,924.18% |
| Statistics for Feb/2010 - Feb/2013 |
| Annual Return: 48.8% |
| Annual Sharpe Ratio: 1.81 |
To design workable a short-selling strategy is much more difficult to me than making a long-buying strategy. But we can see that after implementing the short-selling strategies into the system, both Sharpe Ratio and Compound Returns are improved.
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