Pro3 Strategy

Delayed 4 weeks data!

Pro3Holds:IEF   from:2011/09/02,For:169 days,Gaining:  0.5%,Gain/Day: 0.00%,Strength:51%

Pro3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/23] 1.0X    51%     1.8     2.1   29.5%, 2011/05/12   24.0%     661% [2006/01/03-2007/01/03] 1.0X    80%     3.2     8.4   21.1%, 2006/06/13    9.5%     300% [2007/01/03-2008/01/02] 1.0X    11%     0.4     1.2   16.6%, 2007/03/05    8.9%    1400% [2008/01/02-2009/01/02] 1.0X    52%     2.1    13.2    9.3%, 2008/05/01    3.9%     298% [2009/01/02-2010/01/04] 1.0X   105%     2.9    14.0   12.0%, 2009/03/03    7.5%     797% [2010/01/04-2011/01/03] 1.0X    46%     2.0     5.5   12.7%, 2010/06/03    8.1%     697% [2011/01/03-2012/01/03] 1.0X    28%     0.9     1.2   29.5%, 2011/05/12   24.0%     498% Efficiency= 65% [W 592%:H 268%:L-341%], $1Becomes=$ 11.9, R(2003)= 3.5, R(2006)= 4.9,    %WinningTr= 80% {Number[32: 8], Average[  9.4%: -4.2%], SD[  7.9%:  3.0%]}, GSD=23%