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SECTOR Averages ranked by percent gain from 4/18/05:(Last intermed..
LOW)
HiTech 10.3
Bd-USGOV 0.9
Latin
10.3 Bd-Junk 0.8
Telecom 9.4 Europe 0.8
NASDAQ 8.5 VMFXX
0.2
DJ-20 6.4 Precious
-0.6
NCALPHA Mutual Fund Trading Systems using Mc2x signal.
Mc2x signal went to BUY on 5/17/05. Trade next day.
SYSTEM.....HOLDS.....GAIN%......CAR/MDD.....ONE YEAR
SHARP......SHARP.....1.93......30.5/6.8.......17.8
LOSDF......LOSDF.....1.89......24.8/7.0.......20.5
MDSDF......MDSDF.....1.93......23.3/8.3.......18.9
CALP.......NCALP.....1.93......28.8/8.6.......15.6
S&P500.....SP-CP.....1.12.......7.4/13.1.......8.8
OTC-C.....OTC_C.....2.22......14.2/20.2......14.5
RUT-I......RUT-I.....1.48......21.4/8.3.......11.4
S&P500....Buy/Hold.............-4.4/48.9.......6.9
OTC-C.....Buy/Hold............-13.0/73.9.......4.6
RUT-I.....Buy/Hold..............2.7/40.0.......8.5
REF: Data from Barron’s weekly magazine.
Buy/Hold is for one year. Compound annual rate of return(CAR)
and maximum draw down(MDD)of holdings are for the last 5
years.
SHARP: DREGX,WWNPX,TWMIX
LOSDF: WWNPX,RSPFX,DGSNX
MDSDF: DREGX,TWMIX,WWNPX
NCALP: DREGX,TWMIX,WWNPX
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