| PARAMETER |
TRADE 4 CASH |
SCMV WEEKLY |
TIER 1 STEADY MV |
WAVE RIDER |
| System Type |
Volatility |
Momentum Value |
Momentum Value |
Trend Following |
| Trades in All Markets? |
Yes |
Bull Only |
Bull Only |
Bull Only |
| System Portfolio Size |
10 stocks |
10 stocks |
7 stocks |
10 stocks |
| Average Annual Return |
285.9% |
58.83% |
97.30% |
56.29% |
| System Profit Factor |
1.37 |
2.05 |
2.36 |
2.56 |
| Average Gain per Trade |
2.50% |
7.05% |
5.60% |
8.08% |
| Closed Trades per Month |
45.9 |
6.86 |
8.57 |
6.32 |
| Winning Percentage |
70.0% |
52.3% |
63.2% |
59.4% |
| Drawdown-Days per Year |
1,115 |
1,273 |
539 |
835 |
|
|
Last Updated ( Sunday, 24 August 2008 )
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