Thursday, March 11, 2010

UWM Relative Value System Update

UWM System sold at the close cycle triggered sell. This is not a profit target sell...

Here is a link with an overview of system performances for the last few years:  click here . Also note that this is a simple report based on capital required to trade - it does not reflect a proper allocation. Also, keep in mind that the model is using the same settings for all the securities in this spreadsheet, with the exception of trade frequency - which is a highly unusual capability and also indicates that entries that these results are not curve fit.
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