Std3 Strategy

Delayed 4 weeks data!

Std3Holds:IWO   from:2012/01/06,For: 43 days,Gaining:  4.9%,Gain/Day: 0.11%,Strength: 9%

Std3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/23] 1.0X    50%     1.8     4.5   32.9%, 2011/10/27   10.8%     595% [2006/01/03-2007/01/03] 1.0X    44%     1.9     4.6   21.1%, 2006/06/13    9.5%     700% [2007/01/03-2008/01/02] 1.0X    78%     2.1     8.4   18.1%, 2007/03/05    9.2%     700% [2008/01/02-2009/01/02] 1.0X    75%     3.1    10.3   10.9%, 2008/09/22    7.3%     496% [2009/01/02-2010/01/04] 1.0X   114%     3.1    11.7   14.4%, 2009/07/08    9.7%     697% [2010/01/04-2011/01/03] 1.0X    30%     2.1     8.5    5.5%, 2010/09/10    3.5%     398% [2011/01/03-2012/01/03] 1.0X   -15%    -0.7    -1.5   32.9%, 2011/10/27   10.8%     498% Efficiency= 70% [W 562%:H 304%:L-290%], $1Becomes=$ 11.4, R(2003)= 3.1, R(2006)= 3.3,    %WinningTr= 61% {Number[22:14], Average[ 15.8%: -3.1%], SD[ 23.9%:  3.9%]}, GSD=35%