exp system

[exp]

larry, since i am trading spx (general market index) and ndx (general tech sector index) in profunds i deem my profunds portfolios well-diversified with only systematic risk being present...as a result i prefer to use Treynor's index (return in excess of the risk-free rate divided by portfolio's beta) instead of Sharpe's index (return in excess of the risk-free rate divided by the portfolio's returns standard deviation)..