Std2 Strategy

Delayed 4 weeks data!

Std2Holds:EWZ   from:2012/01/23,For: 26 days,Gaining:  0.0%,Gain/Day: 0.00%,Strength: 5%

Std2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/23] 1.0X    42%     1.6     3.4   21.7%, 2011/10/27   12.1%     446% [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    28%     1.0     2.7   16.3%, 2007/03/05   10.0%     700% [2008/01/02-2009/01/02] 1.0X    57%     2.2     4.6   19.8%, 2008/09/22   12.1%     397% [2009/01/02-2010/01/04] 1.0X    69%     1.9     7.1   18.0%, 2009/02/10    9.7%     896% [2010/01/04-2011/01/03] 1.0X    19%     1.2     3.5   12.5%, 2010/10/04    5.3%     299% [2011/01/03-2012/01/03] 1.0X    13%     0.6     1.2   21.7%, 2011/10/27   10.8%     199% Efficiency= 68% [W 502%:H 245%:L-292%], $1Becomes=$  8.5, R(2003)= 3.8, R(2006)= 4.5,    %WinningTr= 74% {Number[20: 7], Average[ 14.2%: -6.4%], SD[ 13.6%:  3.9%]}, GSD=20%