LSM900.Mackenzie
3 Years
This long/short system trades stocks listed in S&P 900 (large- and mid-capitalization companies). It maintains diversified portfolio of about 40 different stocks balanced between long and short. About 60% of trades are long and the rest are short.
LSM900.Columbia
3 Years
This long/short system trades stocks listed in S&P 900 (large- and mid-capitalization companies). It maintains diversified portfolio of about 40 different stocks balanced between long and short. About 55% of trades are long and the rest are short with margin used only for short sales. It generated on average 3 trades each day.
LSM900.Mississippi
3 Years
This long/short system trades stocks listed in S&P 900 (large- and mid-capitalization companies). It maintains diversified portfolio of about 40 different stocks balanced between long and short. About 60% of trades are long and the rest are short. Margin is only used for short sales. It generated on average 3 trades each day.
LSM900.Okanogan
3 Years
This long/short system trades stocks listed in S&P 900 (large- and mid-capitalization companies). It maintains diversified portfolio of about 40 different stocks balanced between long and short. About 60% of trades are long and the rest are short. Margin is only used for short sales. It generated on average 3 trades each day.