2009 Performance is 24.6%

Publié le par systematictrading.over-blog.com


Performance-2009.jpg
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Monday August 19th 2013 : Entry Point at 2832 (cash level) of the Systematic Trading Model on Eurostox
Monday August 19th 2013 : Entry Point at 2832 (cash level) of the Systematic Trading Model on Eurostox
Friday August 16th 2013 : Position bought back at 2852 (cash level)
Friday August 16th 2013 : Position bought back at 2852 (cash level)
Friday August 16th 2013 : Sell Order executed at 2828 (cash level)
Friday August 16th 2013 : Sell Order executed at 2828 (cash level)
Friday August 16th 2013 : Entry Point at 2828 (cash level) of the Systematic Trading Model on Eurostox
Friday August 16th 2013 : Entry Point at 2828 (cash level) of the Systematic Trading Model on Eurostox
Methodology and Backtesting (2001 - 2010)
2010 Performance is 0.4%
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