PERFORMANCE FOR CURRENT SYSTEM(S)
|
System |
Signals for |
Current Signal |
Annualized return |
|
DELTA |
DIA, QQQQ, SPY, IJR |
31.5% |
|
|
DALLAS |
USO |
LONG |
46.8% |
|
TRENTON |
DIA, QQQQ, SPY, IJR |
LONG |
30.2% |
|
|
|
Signals are updated weekly on this site; daily updates are available by subscription |
|
System Details:
DELTA is a proprietary index trading system with a four year track record. DELTA has averaged eight trades/year over this period.
DALLAS is a proprietary trading system for crude oil prices, used to trade the United States Oil Fund LP exchange traded fund or crude oil futures.
TRENTON is a trend following system introduced at the 2009 Trenton Computer Festival and detailed in this paper.
Trading parameters: 1) evaluated over 2-4 year period 2) trading $100,000 starting account equity and reinvesting full account balance with each trade 3) all signals generated after market close and executed at next market opening price 4) $0.005/share commission charged
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