exp,
the question is still open.
After I published my results here I had a couple of flat months, and a -5% one. That wouldn't be too bad, except for the fact that I have to take money out regularly for living expenses.(And my capitalization is not too great to say the least...)
So I put myself to work, and I came out with a completely different system that I started using 6/10/03. In back-testing it yielded more than 15% a month, but in real money, "forward-testing," it has yielded around 10% per month in each of the first 2 months, and it's flat for the first third of the third month so far.
I'll be very happy if any of these systems could stand the test of time, and give consistent results for at least over a year. (I'm trying... <g>)
What follows is a "real-account" transcript of the system. This is done with Rydex Dynamic funds (Velocity, and Venture) trading only at the end of the day, and not always being 100% invested. (Usually between 70%, and 95%)
(I apologize for leaving the dollar amount in --I know it's tacky-- but I didn't know how to remove it without affecting the formulas...)
Note: I'm long for today 8/22.
Date, Amount, Daily, From 6/10
6/10/03 $23,124.24 0.00% 0.00%
6/11/03 $23,559.26 1.88% 1.88%
6/12/03 $23,598.91 0.17% 2.05%
6/13/03 $22,741.51 -3.63% -1.66%
6/16/03 $24,149.82 6.19% 4.44%
6/17/03 $24,081.92 -0.28% 4.14%
6/18/03 $24,175.22 0.39% 4.54%
6/19/03 $23,332.83 -3.48% 0.90%
6/20/03 $23,245.50 -0.37% 0.52%
6/23/03 $23,966.37 3.10% 3.64%
6/24/03 $24,194.77 0.95% 4.63%
6/25/03 $24,319.06 0.51% 5.17%
6/26/03 $25,265.94 3.89% 9.26%
6/27/03 $24,983.22 -1.12% 8.04%
6/30/03 $25,088.90 0.42% 8.50%
7/1/03 $24,493.65 -2.37% 5.92%
7/2/03 $25,575.57 4.42% 10.60%
7/3/03 $25,003.04 -2.24% 8.12%
7/7/03 $26,978.86 7.90% 16.67%
7/8/03 $26,358.41 -2.30% 13.99%
7/9/03 $26,505.55 0.56% 14.62%
7/10/03 $25,508.56 -3.76% 10.31%
7/11/03 $26,014.14 1.98% 12.50%
7/14/03 $26,652.75 2.45% 15.26%
7/15/03 $26,617.30 -0.13% 15.11%
7/16/03 $26,705.36 0.33% 15.49%
7/17/03 $28,211.51 5.64% 22.00%
7/18/03 $27,986.42 -0.80% 21.03%
7/21/03 $28,666.18 2.43% 23.97%
7/22/03 $27,958.64 -2.47% 20.91%
7/23/03 $27,561.34 -1.42% 19.19%
7/24/03 $28,128.22 2.06% 21.64%
7/25/03 $27,125.62 -3.56% 17.30%
7/28/03 $27,257.77 0.49% 17.88%
7/29/03 $26,987.40 -0.99% 16.71%
7/30/03 $26,569.37 -1.55% 14.90%
7/31/03 $26,203.86 -1.38% 13.32%
8/1/03 $26,556.42 1.35% 14.84%
8/4/03 $26,427.14 -0.49% 14.28%
8/5/03 $27,751.30 5.01% 20.01%
8/6/03 $28,219.51 1.69% 22.03%
8/7/03 $28,303.57 0.30% 22.40%
8/8/03 $27,828.11 -1.68% 20.34%
8/11/03 $28,420.57 2.13% 22.90%
8/12/03 $27,747.21 -2.37% 19.99%
8/13/03 $27,748.21 0.00% 20.00%
8/14/03 $27,782.31 0.12% 20.14%
8/15/03 $27,414.80 -1.32% 18.55%
8/18/03 $28,505.88 3.98% 23.27%
8/19/03 $27,954.91 -1.93% 20.89%
8/20/03 $27,997.36 0.15% 21.07%
8/21/03 $28,505.71 1.82% 23.27%
