Thursday, May 07, 2009

SigmaStock VAMI

Here are the latest performance results from the SigmaStock system. Correlation to the S&P 500 is .4 on a monthly basis. Results last year were quite good. This year it is lagging slightly but a look at the performance since 1950 shows that over long periods of time, SigmaStock strongly outperforms the S&P 500 index.

All of this is done on very minimal trading. Averages of about 7 trades a year. Some years there are only 1-2 trades while others in which trend changes occur may see 10+.




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