3 Years

This system trades stocks listed in S&P 900 (large and mid capitalization companies). The system maintains somewhat concentrated portfolio of 20 stocks with average of 19 trades/week. Even though it is long only system with high correlation to market movements the system did recover from recent market declines at the end of 2008 and start of 2009 but it experienced high volatility during that time.

Statistics

3 Years

This system trades stocks listed in S&P 900 (large and mid capitalization companies). The system maintains diversified portfolio of 50 stocks with average of 40 trades/week. Recent market declines had less impact on it because this is long/short system.

Statistics

3 Years

This system trades stocks listed in S&P 900 (large and mid capitalization companies). The system maintains somewhat concentrated portfolio of 20 stocks with average of just 10 trades/week. Even though it is long/short system it did experience high volatility at the end of 2008 and start of 2009 because of small portfolio size.

Statistics

3 Years

This system trades stocks listed in S&P 900 (large and mid capitalization companies). The system maintains portfolio of 22 stocks with average of just 20 trades/week. Unlike other trading systems it did not experience high volatility at the end of 2008 and start of 2009 because of good balance of short and long positions and maintained quite low maximum drawdown of 28%. This is currently our favorite system which we use in our own trading.

Statistics

3 Years

This system trades stocks listed in S&P 500. It maintains portfolio of 20 stocks with average of 20 trades/week. Majority of these trades are long and just 5% are short which means that it is going to have high correlation to stock market movements. Because system is limited to S&P 500 stocks its returns are lower than other systems which can select stocks from broader sets but on the other hand it provides more safety because it only trades large publicly held companies like ExxonMobil, Microsoft, JPMorgan Chase, General Electric, Apple etc.

Statistics

3 Years

This system manages a portfolio of 20 stocks selected from broad market list representing the large-cap and mid-cap of the U.S. equity market (S&P 900). It executes 18 trades/week on average with 75% of these trades being long and 25% short with small margin. Maximum expected drawdown is 30% for period of six month.

Statistics

3 Years

This system manages a portfolio of 20 stocks selected from broad market list representing the large-cap and mid-cap of the U.S. equity market (S&P 900). It executes about 20 trades/week on average with 90% of these trades being long and just 10% short without using margin borrowing. Maximum expected drawdown is 25% for period of six month.

Statistics

3 Years

Coming soon

Statistics