Friday, 22 March 2013

SP500 Long/Short System 2 - Out of sample simulation


Total Return 28/Oct/1990 - 08/Feb/2013: 8,646.38%
Statistics for Feb/2010 - Feb/2013
Annual Return: 35.7%
Annual Sharpe Ratio: 1.50
Posted by at
Labels:

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)