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Yes, last year was the real benchmark for managers/investors/traders ... I hope I learned my lessons ready for the next one. High volatility and correlated screaming bear years are here to stay.... they are the inevitable consequence of momentum trading, which is a self perpetuating system until the music stops and someone is left holding the parcel.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> I suspect that these funds are not run by black boxes although the managers are working within a defined methodology. In any case, over the last couple of years the picture is a little different relative to the S&P500. In that case, all are in the same ballpark (a little higher/lower over time) except for two underperformers - PSP and STH. So, relative to these funds make life simple buy SPY and close your eyes.
>
> Bill
>
>
>
>
> ----- Original Message -----
> From: Ed Hoopes
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: June 02, 2009 11:02 AM
> Subject: [amibroker] Re: Do all trading systems stop working? - Howard Bandy's book
>
>
> There are publicly traded funds organized around various trading systems. Below are a few for comparison:
>
> NFO - Insider Info
> STH - Stealth
> XRO - Sector Rotation
> PIQ - Magni Quant
> PSP - Private Equity
> FVI - ValueLine 100 Stocks
> BWV - Covered Calls
> CSD - Spin Off Companies
> DEF - Defensive Stocks
> EZY - Low PE Ratio Stocks
>
> Now take each one of the above and do a relative performance to the overall market - like VTI Vanguards Total Market ETF - and you can see how well they work.
>
> NFO, PSP, EZY top the list with a modest out performance using my ranking algorithm. The majority equal the market or underperform.
>
> For me the most disappointing is FVI only as good as the broad market - so much for $650.00/yr fundamental/technical analysis newsletter. XRO - is the worst.
>
> ReefBreak
>
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