Pro2 Strategy

Delayed 4 weeks data!

Pro2Holds:MSB   from:2012/01/06,For: 43 days,Gaining: 17.1%,Gain/Day: 0.40%,Strength:50%

Pro2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/23] 1.0X    67%     2.2     4.5   29.2%, 2010/10/19   14.7%     661% [2006/01/03-2007/01/03] 1.0X    54%     2.2     5.6   21.1%, 2006/06/13    9.5%     700% [2007/01/03-2008/01/02] 1.0X    96%     2.9     9.5   18.1%, 2007/03/05   10.0%     600% [2008/01/02-2009/01/02] 1.0X    73%     2.7     8.6   13.4%, 2008/05/01    8.4%     595% [2009/01/02-2010/01/04] 1.0X    34%     1.0     2.5   23.4%, 2009/03/02   13.6%     896% [2010/01/04-2011/01/03] 1.0X    86%     2.3     5.8   29.2%, 2010/10/19   14.7%     797% [2011/01/03-2012/01/03] 1.0X    45%     1.8     4.8   15.9%, 2011/12/15    9.1%     299% Efficiency= 63% [W 860%:H 367%:L-487%], $1Becomes=$ 22.6, R(2003)= 3.1, R(2006)= 5.2,    %WinningTr= 75% {Number[30:10], Average[ 13.1%: -2.8%], SD[ 18.9%:  1.9%]}, GSD=14%