Strategy Central

[mbcheng]

Ken and Steve, I need to clarify the way I get my result.

1. My result is a truly YTD result starting back from the very beginning of Jan, 2007. My trading date is more accurate than Barry's. I physically go back to every email Drew sent on the Yahoo Group and double check them. Barry's dates are off a bit several times. However, my dates agree with Barry's most of the time. So this should not be the big issue.

2. The BIG difference between my trading time and Barry's lies on the almost 8 hours lags time. Barry and DREW trade ETF's at the beginning of the day, while I trade Ultra Profunds at the end of the day.

I find Drew's signals are little bit earlier than the market action. If I wait until the end of the day to trade, it actually makes a much BETTER entry. That's why my result is so different than Barry's. You can plug in Profunds number even in Barry's trading date (Excel) to find out what I mean.

3.From 9/7/2007, I started tracking Drew's trading dates in real time. Here is the result From 9/7/2007 to the last Short signal:
Ultra NDX: 14.29%
Ultra Small: 43.21%
Ultra S&P 500: 38.91%
Ultra Dow: 37.52%

MC