Std1 Strategy

Delayed 4 weeks data!

Std1Holds:TLT   from:2011/08/12,For:190 days,Gaining: 11.6%,Gain/Day: 0.06%,Strength:17%

Std1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/23] 1.0X    42%     1.6     4.4   21.1%, 2006/06/13    9.5%     347% [2006/01/03-2007/01/03] 1.0X    85%     3.3     8.9   21.1%, 2006/06/13    9.5%     100% [2007/01/03-2008/01/02] 1.0X    62%     1.9     7.1   16.0%, 2007/08/16    8.6%     300% [2008/01/02-2009/01/02] 1.0X    48%     2.0     6.5   12.8%, 2008/03/20    7.3%     496% [2009/01/02-2010/01/04] 1.0X    51%     1.5     5.7   17.8%, 2009/07/08    8.8%     398% [2010/01/04-2011/01/03] 1.0X    28%     1.7     7.5    8.2%, 2010/11/30    3.6%     299% [2011/01/03-2012/01/03] 1.0X    -0%    -0.0    -0.1   19.5%, 2011/08/10    8.1%     498% Efficiency= 72% [W 435%:H 251%:L-224%], $1Becomes=$  8.5, R(2003)= 4.4, R(2006)= 4.6,    %WinningTr= 71% {Number[15: 6], Average[ 18.1%: -3.3%], SD[ 18.6%:  3.4%]}, GSD=22%