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Testing
Details
Testing Dates: 01/01/1980 thru 1/25/08
Data Used: CSI Back
Adjusted Contracts (day only when possible)
Position Sizing:
Single Contracts with risk filter
Slippage and Commissions: $75
Account size tested: $50,000
20 Market Portfolio: Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee, Palladium, London Aluminum, London Copper, Crude Oil, Natural Gas, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, Swiss Govt. Bond, Euro-Bund, and the Nikkei.
Synergy Equity Curve 20 Market Portfolio (single Contracts)




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