The models have been built using the latest data for the 10 leverage ETFs.
Based on what I have seen during the last 3 weeks of testing is that there will be very little trading.
Most likely the calls will be monthly for most of the ETFS.
Here are the results using a start date of 2013-01-01
Based on what I have seen during the last 3 weeks of testing is that there will be very little trading.
Most likely the calls will be monthly for most of the ETFS.
Here are the results using a start date of 2013-01-01
Symbol | Backtest $ | Buy & Hold $ | Previous Call | Execute Date | Current Call | Execute Date |
BIB | 33,576.45 | 32,763.86 | SELL | 2014-03-19** | BUY | 2014-04-28** |
ERX | 26,159.17 | 25,257.91 | SELL | 2014-01-07** | BUY | 2014-01-24** |
FAS | 20,109.48 | 24,167.40 | SELL | 2014-04-02** | BUY | 2014-04-25** |
MIDU | 25,156.36 | 24,948.73 | SELL | 2014-04-22** | BUY | 2014-04-28** |
SPXL | 21,527.27 | 25,346.83 | SELL | 2014-04-02** | BUY | 2014-04-07** |
TECL | 24,508.88 | 22,497.35 | SELL | 2014-03-31** | BUY | 2014-05-07** |
TNA | 26,329.15 | 24,746.31 | SELL | 2014-03-18** | BUY | 2014-05-15** |
UGAZ | 25,489.76 | 10,431.86 | BUY | 2014-01-09** | SELL | 2014-02-04** |
UGLD | 14,118.30 | 3,761.09 | SELL | 2014-04-04** | BUY | 2014-05-28** |
URTY | 27,938.29 | 24,969.03 | SELL | 2014-04-01** | BUY | 2014-05-15** |
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