Std4 Strategy

Delayed 4 weeks data!

Std4Holds:FXI   from:2012/01/23,For: 26 days,Gaining:  0.0%,Gain/Day: 0.00%,Strength: 0%

Std4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/23] 1.0X    45%     1.3     2.5   40.5%, 2011/12/30   18.0%     644% [2006/01/03-2007/01/03] 1.0X    78%     3.0     8.2   21.1%, 2006/06/13    9.5%     600% [2007/01/03-2008/01/02] 1.0X    63%     1.4     3.6   26.2%, 2007/11/26   17.6%     400% [2008/01/02-2009/01/02] 1.0X    43%     1.4     2.9   22.3%, 2008/08/12   14.5%     298% [2009/01/02-2010/01/04] 1.0X   144%     3.8    15.0   16.0%, 2009/07/07    9.6%     697% [2010/01/04-2011/01/03] 1.0X    19%     0.7     1.4   19.8%, 2010/02/04   13.9%     598% [2011/01/03-2012/01/03] 1.0X   -23%    -0.7    -1.3   40.5%, 2011/12/30   18.0%    1096% Efficiency= 67% [W 559%:H 269%:L-319%], $1Becomes=$  9.4, R(2003)= 2.9, R(2006)= 2.5,    %WinningTr= 62% {Number[24:15], Average[ 14.3%: -5.3%], SD[ 16.8%:  5.4%]}, GSD=43%