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FinancialTools V2.18a (c)2007, ... Dan Micsa(email: dan@dmicsa.com, www: www.dmicsa.com)
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Past performance is no guarantee of future results! These forecasting techniques are based on tuned algorithms for [01/01/2003 through 01/01/2010] period. We do NOT assume any responsibility for money lost! USE IT AT YOUR OWN RISK!
 
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* Statistical Data Explanations (Documentation)
  Period            Time Period                    - The time is split according with a criterion in periods and an asset is chosen for this period. 
  CAGR              Compound Annual Growth Rate    - The year-over-year growth rate of an investment over a specified period of time. We like values over 50%. 
  GSD               Geometric Standard Deviation   - Describes how spread out are anual growth rate using geometric mean. We like values under 30%. 
  Turnover          Turnover                       - How much of the money are reinvested during a year. We like values under 1200%. 
  MaxDD             Maximum Drawdown               - Is the measure of the maximum decline from a historical peak in some variable. We like values under 25%. 
  UIx               Ulcer Index                    - A measure of volatility, but only volatility in the downward direction. (Return - RiskFree) / UPI
  UPI               Ulcer Performance Index        - A measure of volatility, but only volatility in the downward direction. We like values over 3.0. 
  Sharpe            Sharpe Ratio                   - Is a measure of the excess return per unit of risk in an investment. We like values over 1.5. (Return - RiskFree) / SD
  Efficiency        Efficiency                     - Measures how efficient a strategy is at predicting the future. 0% the worst possible, 100% perfect. We like values over 70%. 
  $1Becomes         Growth of $1 over time         - $1 growth without fees or slippage. We like HUGE values here. Product(1 * (1 + %DayGain))
  %WinningTrades    % of Winning Trades            - The amount of wining trades. We like values over 70%. WinningTrades/TotalTrades * 100
  R(2003), R(2006)  Robustness                     - Altering simulations' parameters in various ways we try to quantify robustness. We like values over 4. 
   
   
* All Signals
  Pro1Holds:GSG   from:2012/03/30,For: 43 days,Gaining: -1.3%,Gain/Day:-0.03%,Strength:22%
  Pro2Holds:IWO   from:2012/02/10,For: 92 days,Gaining: -2.1%,Gain/Day:-0.02%,Strength: 9%
  Pro3Holds:IXC   from:2012/03/02,For: 71 days,Gaining: -9.0%,Gain/Day:-0.13%,Strength:50%
  Pro4Holds:FXY   from:2012/04/13,For: 29 days,Gaining:  0.7%,Gain/Day: 0.02%,Strength:14%
  Std1Holds:EWZ   from:2012/04/13,For: 29 days,Gaining: -0.6%,Gain/Day:-0.02%,Strength:12%
  Std2Holds:EWA   from:2012/04/16,For: 26 days,Gaining:  0.0%,Gain/Day: 0.00%,Strength:11%
  Std3Holds:IWP   from:2012/03/16,For: 57 days,Gaining: -2.4%,Gain/Day:-0.04%,Strength:29%
  Std4Holds:ROM   from:2012/02/03,For: 99 days,Gaining: 11.4%,Gain/Day: 0.12%,Strength:48%
  BonsHolds:EWG   from:2012/03/30,For: 43 days,Gaining: -5.8%,Gain/Day:-0.13%,Strength:18%
  FreeHolds:TLT   from:2012/05/11,For:  1 days,Gaining:  0.0%,Gain/Day: 0.00%,Strength: 9%
   
  
* All Performance
Strategies 1 Week 2 Weeks 1 Month 2 Months 3 Months 6 Months 1 Year 2 Years 3_Years____
Pro1........................................................ -1.9% -6.9% -6.6% -8.5% -9.7% -11.3% -9.8% 13.1% 100.8%
Pro2........................................................ -2.0% -4.9% -4.1% -7.3% -7.1% 9.4% 22.0% 72.5% 289.8%
Pro3........................................................ -2.2% -6.2% -2.5% -9.5% -11.3% -10.0% 8.4% 65.9% 164.9%
Pro4........................................................ -2.1% -8.6% -7.8% -9.8% -14.2% -11.3% -21.7% -1.8% 64.1%
Std1........................................................ 1.1% 2.1% -0.6% -4.5% -9.3% -7.9% -5.4% 3.3% 51.4%
Std2........................................................ -2.5% -5.6% -5.7% -8.4% -9.1% -7.8% -3.4% 9.9% 71.2%
Std3........................................................ -1.0% -3.3% -1.3% -2.1% -2.8% 10.9% -12.2% 11.6% 94.4%
Std4........................................................ -2.6% -8.6% -9.5% -11.0% -0.6% -16.0% -25.9% -5.8% 75.0%
Bons........................................................ -5.0% -6.9% -2.2% -11.2% -15.7% -18.3% -3.2% 4.3% 31.6%
Free........................................................ -0.7% -0.6% -1.4% -9.1% -10.3% 2.9% 9.3% 30.6% 80.8%
Diversified................................................. -1.9% -5.0% -4.1% -8.1% -8.9% -5.8% -3.8% 21.0% 101.2%
Benchmark 1 Week 2 Weeks 1 Month 2 Months 3 Months 6 Months 1 Year 2 Years 3_Years____
[UUP] US Dollar............................................. 0.9% 2.0% 0.4% -0.8% 1.0% 1.5% 2.5% -11.7% -9.7%
[FXE] Euro.................................................. -1.0% -2.4% -1.2% -0.9% -2.1% -5.1% -8.3% 4.4% -5.5%
[FXB] British Pound......................................... -0.7% -1.0% 1.4% 2.5% 1.8% 0.8% -1.0% 10.0% 4.7%
[FXY] Japanese Yen.......................................... 0.0% -0.1% 1.4% 4.8% -3.0% -3.0% 0.7% 14.6% 18.4%
[FXF] Swiss Franc........................................... -1.0% -2.4% -1.1% 0.1% -1.5% -2.7% -4.4% 20.8% 17.4%
[BZF] Brazillian Real....................................... -1.1% -2.2% -5.4% -6.5% -10.9% -6.5% -9.8% 5.8% 30.8%
[FXA] Australian Dollar..................................... -1.6% -3.6% -3.0% -3.5% -5.7% 0.7% -1.4% 21.7% 44.9%
[IEF] Bonds 7-10y USA....................................... 0.5% 0.9% 1.4% 4.0% 1.7% 3.2% 14.3% 22.2% 24.6%
[TLT] Bonds >20y USA........................................ 1.1% 2.1% 2.5% 8.2% 2.8% 4.3% 30.0% 35.8% 35.9%
[TIP] TIPS Bonds USA........................................ 0.1% 0.3% 0.6% 2.4% 1.2% 2.5% 12.0% 19.7% 30.9%
[AGG] Aggregate Bond........................................ 0.1% 0.4% 0.6% 1.8% 1.0% 2.3% 6.9% 12.6% 20.6%
[BWX] Intl. Bond............................................ -0.7% -1.3% 0.5% 1.5% -0.2% 1.0% 1.9% 17.6% 18.3%
[PCY] EmMkt Debt............................................ -0.8% -0.0% 1.6% 1.0% 4.0% 5.7% 10.9% 22.5% 49.2%
[MUB] Muni. Bonds........................................... -0.1% 1.0% 2.1% 2.9% -1.9% 6.1% 10.9% 14.1% 19.9%
[LQD] Corp. Bonds 8Y........................................ 0.2% 0.7% 1.1% 2.6% 1.4% 5.1% 10.2% 20.5% 38.7%
[JNK] Junk Bond............................................. -0.2% 0.2% 1.9% 0.8% 2.0% 8.7% 5.5% 23.2% 58.5%
[PGF] Finanicial Prefered................................... -0.5% 0.3% 0.7% 0.3% 3.1% 11.3% 3.9% 25.6% 76.4%
[PFF] Preferred Stock....................................... -0.6% -0.4% 0.2% -0.3% 1.4% 8.5% 2.3% 19.7% 66.5%
[GLD] Gold.................................................. -3.5% -5.1% -4.5% -3.8% -8.3% -10.3% 5.4% 27.6% 68.7%
[SLV] Silver................................................ -3.9% -6.7% -8.1% -10.2% -14.3% -15.3% -18.3% 48.3% 102.7%
[PPLT] Platinum............................................. -4.2% -6.5% -7.5% -12.4% -11.4% -9.9% -17.4% -15.8% N/A
[PALL] Palladium............................................ -7.3% -12.1% -6.9% -13.8% -13.9% -7.4% -15.9% 12.5% N/A
[DBA] Agriculture........................................... -2.2% -3.3% -4.1% -7.3% -8.4% -11.8% -17.9% 11.1% -2.4%
[DBB] Basic Materials....................................... -2.8% -5.0% -1.5% -7.5% -7.4% 0.1% -16.8% -2.9% 34.6%
[DBO] Oil................................................... -2.2% -8.8% -7.6% -10.6% -6.7% -0.9% -7.9% 8.8% 24.7%
[DBC] Broad Commodities..................................... -1.8% -6.1% -5.9% -8.6% -6.5% -4.3% -8.1% 18.2% 22.8%
[DBV] Currency Harvest...................................... -1.0% -2.6% -3.4% -3.9% -3.5% 1.7% -0.6% 3.3% 15.8%
[TAO] China Real Est........................................ -4.7% -6.0% -4.7% -6.8% -2.3% 11.7% -11.2% 9.5% 24.9%
[CIM] Chimera............................................... -1.1% -2.4% 2.5% -2.4% -2.1% 18.5% -14.3% -2.1% 25.3%
[AGNC] American Capital..................................... 2.3% 3.5% 7.4% 9.9% 10.7% 26.8% 31.7% 85.4% 211.5%
[NLY] Annaly................................................ 2.1% 2.1% 6.1% 6.5% 3.6% 10.2% 8.4% 38.9% 77.4%
[ICF] Real Estate USA....................................... -0.2% 0.3% 5.7% 5.0% 5.2% 18.7% 12.0% 38.9% 144.7%
[RWX] Real Estate Int....................................... -2.6% -3.9% -0.5% -2.0% 1.5% 8.4% -6.3% 24.6% 64.9%
[SPY] SP500 LargeCap USA.................................... -1.1% -3.0% -1.1% -2.6% 0.6% 10.3% 3.3% 24.0% 60.4%
[IWM] SmallCap USA.......................................... -0.5% -3.2% -0.8% -3.9% -3.9% 9.7% -4.1% 16.6% 71.2%
[EEM] Emerging Markets...................................... -3.7% -5.3% -5.2% -8.7% -8.4% 1.3% -13.1% 4.8% 38.5%
[EFA] Europe + Asia......................................... -2.8% -4.8% -2.2% -6.3% -5.0% 2.4% -12.9% 8.6% 26.8%
[ILF] South America......................................... -4.7% -6.1% -6.4% -10.9% -11.4% -2.1% -12.0% 1.9% 42.9%
[IEV] Europe................................................ -2.8% -4.8% -1.3% -7.4% -6.2% 2.2% -16.0% 9.4% 25.1%
[AAXJ] Asia ex-Japan........................................ -3.6% -4.8% -4.1% -6.9% -5.7% 2.8% -12.8% 1.7% 36.6%
[EWY] Korea................................................. -3.9% -5.1% -4.8% -6.4% -4.4% 6.4% -11.5% 17.3% 63.8%
[EWJ] Japan................................................. -2.3% -4.9% -4.7% -7.0% -4.8% 1.6% -7.7% -4.1% 7.3%
[EWZ] Brazil................................................ -3.9% -6.2% -9.6% -16.6% -17.8% -5.7% -19.2% -9.2% 27.3%
[EWW] Mexico................................................ -5.4% -4.9% -2.2% -3.0% -3.6% 7.5% -0.8% 18.7% 74.3%
[FXI] China................................................. -5.0% -6.9% -5.6% -8.6% -10.4% -4.3% -16.7% -6.0% 9.8%
[EWM] Malaysia.............................................. -0.7% -0.6% -1.4% -0.1% -0.5% 10.2% 2.9% 29.3% 88.9%
[EWS] Singapore............................................. -2.0% -3.8% -1.9% -2.1% -1.9% 9.7% -7.2% 16.7% 62.9%
[IFN] India................................................. -3.5% -6.3% -8.1% -15.1% -14.6% -15.7% -30.4% -24.6% 5.7%
[TUR] Turkey................................................ -1.6% -3.2% -2.1% -0.8% -2.8% 6.1% -17.5% -7.3% 59.4%
Diversified................................................. -1.8% -2.9% -1.8% -3.2% -3.4% 2.7% -2.5% 16.3% 44.5%
Strategies $1 Becomes CAGR SharpeRatio UPI MaxDD Turnover GSD %Winning %Efficiency R(2003) R(2006) R(ALL)
Pro1........................................................ $7.1 36% 1.2 2.0 42% 692% 36% 61% 64% 4.0 4.4 4.3
Pro2........................................................ $20.4 61% 2.0 4.1 24% 629% 23% 73% 64% 3.1 5.2 4.5
Pro3........................................................ $11.3 46% 1.7 1.9 29% 645% 37% 76% 65% 3.5 4.9 4.4
Pro4........................................................ $8.0 39% 1.4 2.9 30% 566% 36% 56% 63% 4.7 4.5 4.6
Diversified................................................. $11.5 47% 2.0 4.1 21% N/A 28% N/A N/A 3.5 3.5 3.5
Strategies $1 Becomes CAGR SharpeRatio UPI MaxDD Turnover GSD %Winning %Efficiency R(2003) R(2006) R(ALL)
Pro1........................................................ $7.1 36% 1.2 2.0 42% 692% 36% 61% 64% 4.0 4.4 4.3
Pro2........................................................ $20.4 61% 2.0 4.1 24% 629% 23% 73% 64% 3.1 5.2 4.5
Pro3........................................................ $11.3 46% 1.7 1.9 29% 645% 37% 76% 65% 3.5 4.9 4.4
Pro4........................................................ $8.0 39% 1.4 2.9 30% 566% 36% 56% 63% 4.7 4.5 4.6
Std1........................................................ $7.8 38% 1.5 4.0 21% 378% 35% 67% 70% 4.4 4.6 4.5
Std2........................................................ $7.8 38% 1.5 3.1 24% 440% 34% 71% 66% 3.8 4.5 4.3
Std3........................................................ $11.9 48% 1.7 4.4 32% 582% 32% 65% 71% 3.1 3.3 3.2
Std4........................................................ $10.0 44% 1.3 2.4 41% 645% 41% 63% 68% 2.9 2.5 2.6
Bons........................................................ $5.5 31% 1.2 3.2 24% 440% 40% 57% 64% 2.9 3.7 3.5
Free........................................................ $8.2 39% 1.3 2.0 30% 724% 25% 61% 65% 2.5 2.2 2.3
Diversified................................................. $9.9 44% 2.0 4.7 21% N/A 28% N/A N/A 3.6 3.6 3.6
Benchmark $1 Becomes CAGR SharpeRatio UPI MaxDD Turnover GSD %Winning %Efficiency R(2003) R(2006) R(ALL)
[UUP] US Dollar............................................. $0.9 -2% -0.2 -0.4 23% N/A 5% N/A N/A -0.4 -0.4 -0.4
[FXE] Euro.................................................. $1.1 2% 0.1 0.2 25% N/A 8% N/A N/A 0.2 0.2 0.2
[FXB] British Pound......................................... $0.9 -1% -0.2 -0.2 34% N/A 15% N/A N/A -0.3 -0.3 -0.3
[FXY] Japanese Yen.......................................... $1.5 8% 0.6 1.2 14% N/A 10% N/A N/A 1.0 1.0 1.0
[FXF] Swiss Franc........................................... $1.3 5% 0.4 0.4 24% N/A 4% N/A N/A 0.5 0.5 0.5
[BZF] Brazillian Real....................................... $1.2 4% 0.1 0.2 38% N/A 31% N/A N/A 0.2 0.2 0.2
[FXA] Australian Dollar..................................... $1.6 9% 0.5 0.5 38% N/A 16% N/A N/A 0.7 0.7 0.7
[IEF] Bonds 7-10y USA....................................... $1.6 8% 0.9 1.9 10% N/A 6% N/A N/A 1.6 1.6 1.6
[TLT] Bonds >20y USA........................................ $1.6 8% 0.5 0.9 27% N/A 17% N/A N/A 0.8 0.8 0.8
[TIP] TIPS Bonds USA........................................ $1.5 7% 0.8 1.0 15% N/A 6% N/A N/A 1.2 1.2 1.2
[AGG] Aggregate Bond........................................ $1.4 6% 0.9 1.1 13% N/A 1% N/A N/A 1.2 1.2 1.2
[BWX] Intl. Bond............................................ $1.3 5% 0.4 0.7 17% N/A 6% N/A N/A 0.7 0.7 0.7
[PCY] EmMkt Debt............................................ $1.5 9% 0.3 0.3 49% N/A 13% N/A N/A 0.4 0.4 0.4
[MUB] Muni. Bonds........................................... $1.3 5% 0.7 0.8 12% N/A 4% N/A N/A 1.0 1.0 1.0
[LQD] Corp. Bonds 8Y........................................ $1.5 6% 0.6 0.6 22% N/A 4% N/A N/A 0.8 0.8 0.8
[JNK] Junk Bond............................................. $1.4 8% 0.4 0.4 38% N/A 22% N/A N/A 0.5 0.5 0.5
[PGF] Finanicial Prefered................................... $1.1 1% 0.0 0.0 76% N/A 25% N/A N/A 0.0 0.0 0.0
[PFF] Preferred Stock....................................... $1.1 2% 0.1 0.1 66% N/A 22% N/A N/A 0.1 0.1 0.1
[GLD] Gold.................................................. $2.9 18% 0.8 1.1 29% N/A 12% N/A N/A 1.2 1.2 1.2
[SLV] Silver................................................ $2.0 12% 0.3 0.5 57% N/A 33% N/A N/A 0.5 0.5 0.5
[PPLT] Platinum............................................. $0.9 -4% -0.2 -0.3 28% N/A 15% N/A N/A -0.3 -0.3 -0.3
[PALL] Palladium............................................ $1.3 13% 0.4 0.8 35% N/A 47% N/A N/A 0.6 0.6 0.6
[DBA] Agriculture........................................... $1.1 2% 0.0 0.1 49% N/A 23% N/A N/A 0.1 0.1 0.1
[DBB] Basic Materials....................................... $0.9 -3% -0.1 -0.2 60% N/A 42% N/A N/A -0.2 -0.2 -0.2
[DBO] Oil................................................... $1.2 3% 0.1 0.1 71% N/A 38% N/A N/A 0.1 0.1 0.1
[DBC] Broad Commodities..................................... $1.2 3% 0.1 0.1 60% N/A 22% N/A N/A 0.1 0.1 0.1
[DBV] Currency Harvest...................................... $1.0 0% -0.0 -0.0 36% N/A 16% N/A N/A -0.0 -0.0 -0.0
[TAO] China Real Est........................................ $0.8 -6% -0.2 -0.3 71% N/A 118% N/A N/A -0.3 -0.3 -0.3
[CIM] Chimera............................................... $0.3 -22% -0.3 -0.5 90% N/A 183% N/A N/A -0.5 -0.5 -0.5
[AGNC] American Capital..................................... $3.6 38% 1.1 2.0 31% N/A 12% N/A N/A 1.8 1.8 1.8
[NLY] Annaly................................................ $3.0 19% 0.5 0.9 41% N/A 13% N/A N/A 0.8 0.8 0.8
[ICF] Real Estate USA....................................... $1.3 4% 0.1 0.1 78% N/A 36% N/A N/A 0.1 0.1 0.1
[RWX] Real Estate Int....................................... $0.7 -6% -0.2 -0.3 74% N/A 40% N/A N/A -0.3 -0.3 -0.3
[SPY] SP500 LargeCap USA.................................... $1.2 3% 0.1 0.1 55% N/A 22% N/A N/A 0.2 0.2 0.2
[IWM] SmallCap USA.......................................... $1.2 4% 0.1 0.1 59% N/A 23% N/A N/A 0.2 0.2 0.2
[EEM] Emerging Markets...................................... $1.4 6% 0.1 0.2 67% N/A 40% N/A N/A 0.2 0.2 0.2
[EFA] Europe + Asia......................................... $1.0 -1% -0.0 -0.0 62% N/A 27% N/A N/A -0.1 -0.1 -0.1
[ILF] South America......................................... $1.9 11% 0.3 0.3 67% N/A 45% N/A N/A 0.4 0.4 0.4
[IEV] Europe................................................ $1.0 -0% -0.0 -0.0 63% N/A 29% N/A N/A -0.0 -0.0 -0.0
[AAXJ] Asia ex-Japan........................................ $1.1 3% 0.1 0.1 49% N/A 61% N/A N/A 0.1 0.1 0.1
[EWY] Korea................................................. $1.3 4% 0.1 0.1 74% N/A 46% N/A N/A 0.1 0.1 0.1
[EWJ] Japan................................................. $0.7 -5% -0.2 -0.3 55% N/A 14% N/A N/A -0.3 -0.3 -0.3
[EWZ] Brazil................................................ $1.9 11% 0.2 0.3 73% N/A 61% N/A N/A 0.3 0.3 0.3
[EWW] Mexico................................................ $1.7 9% 0.2 0.3 65% N/A 32% N/A N/A 0.3 0.3 0.3
[FXI] China................................................. $1.8 10% 0.2 0.4 73% N/A 44% N/A N/A 0.3 0.3 0.3
[EWM] Malaysia.............................................. $2.4 15% 0.6 1.1 53% N/A 33% N/A N/A 1.0 1.0 1.0
[EWS] Singapore............................................. $1.8 10% 0.3 0.4 64% N/A 41% N/A N/A 0.4 0.4 0.4
[IFN] India................................................. $0.8 -3% -0.1 -0.1 73% N/A 61% N/A N/A -0.1 -0.1 -0.1
[TUR] Turkey................................................ $1.1 2% 0.0 0.0 69% N/A 72% N/A N/A 0.0 0.0 0.0
Diversified................................................. $1.5 7% 0.4 0.4 39% N/A 17% N/A N/A 0.5 0.5 0.5
 
  
* Surfrs' Statistics
  Pro1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    38%     1.3     2.1   41.8%, 2008/11/12   18.0%     685%
  [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    63%     2.1     7.4   13.6%, 2007/12/17    8.4%     700%
  [2008/01/02-2009/01/02] 1.0X     2%     0.0     0.1   41.8%, 2008/11/12   18.0%     496%
  [2009/01/02-2010/01/04] 1.0X    83%     2.2     5.1   20.6%, 2009/03/10   16.1%     697%
  [2010/01/04-2011/01/03] 1.0X    34%     1.6     5.2   11.4%, 2010/01/29    6.4%    1394%
  [2011/01/03-2012/01/03] 1.0X     1%     0.0     0.1   15.0%, 2011/11/25    8.6%     697%
  [2012/01/03-2012/04/16] 1.0X    -7%    -0.4    -1.3    9.5%, 2012/04/10    5.9%    1050%
  Efficiency= 64% [W 594%:H 235%:L-400%], $1Becomes=$  7.6, R(2003)= 4.0, R(2006)= 4.4,   
  %WinningTr= 63% {Number[27:16], Average[ 10.7%: -3.3%], SD[ 14.0%:  4.4%]}, GSD=32%     
  Pro2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    63%     2.1     4.2   23.8%, 2010/10/19   14.7%     605%
  [2006/01/03-2007/01/03] 1.0X    56%     2.3     5.9   21.1%, 2006/06/13    9.5%     500%
  [2007/01/03-2008/01/02] 1.0X    96%     2.9     9.5   18.1%, 2007/03/05   10.0%     600%
  [2008/01/02-2009/01/02] 1.0X    72%     2.6     8.5   13.4%, 2008/05/01    8.4%     595%
  [2009/01/02-2010/01/04] 1.0X    25%     0.8     2.7   19.6%, 2009/03/09    9.2%     896%
  [2010/01/04-2011/01/03] 1.0X   100%     2.8     6.8   23.8%, 2010/10/19   14.7%     697%
  [2011/01/03-2012/01/03] 1.0X    45%     1.8     4.8   15.9%, 2011/12/15    9.1%     299%
  [2012/01/03-2012/04/16] 1.0X    29%     1.1     5.0   11.0%, 2012/04/10    5.8%     700%
  Efficiency= 64% [W 857%:H 360%:L-506%], $1Becomes=$ 21.2, R(2003)= 3.1, R(2006)= 5.2,   
  %WinningTr= 76% {Number[29: 9], Average[ 13.4%: -3.1%], SD[ 19.1%:  2.7%]}, GSD=19%     
  Pro3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    48%     1.7     2.0   29.5%, 2011/05/12   24.0%     637%
  [2006/01/03-2007/01/03] 1.0X    80%     3.2     8.4   21.1%, 2006/06/13    9.5%     300%
  [2007/01/03-2008/01/02] 1.0X    17%     0.6     1.8   16.6%, 2007/03/05    8.9%    1300%
  [2008/01/02-2009/01/02] 1.0X    52%     2.1    13.2    9.3%, 2008/05/01    3.9%     298%
  [2009/01/02-2010/01/04] 1.0X   105%     2.9    14.0   12.0%, 2009/03/03    7.5%     797%
  [2010/01/04-2011/01/03] 1.0X    46%     2.0     5.5   12.8%, 2010/06/03    8.1%     697%
  [2011/01/03-2012/01/03] 1.0X    28%     0.9     1.2   29.5%, 2011/05/12   24.0%     498%
  [2012/01/03-2012/04/16] 1.0X   -27%    -2.0    -5.3   10.8%, 2012/04/10    5.1%     350%
  Efficiency= 65% [W 597%:H 266%:L-353%], $1Becomes=$ 11.6, R(2003)= 3.5, R(2006)= 4.9,   
  %WinningTr= 78% {Number[31: 9], Average[  9.9%: -4.6%], SD[  7.8%:  3.3%]}, GSD=36%     
  Pro4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    41%     1.5     3.1   26.3%, 2008/01/23   13.3%     541%
  [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    60%     1.8     5.1   20.8%, 2007/12/17   11.6%     400%
  [2008/01/02-2009/01/02] 1.0X    36%     1.2     2.6   17.0%, 2008/08/15   13.3%     496%
  [2009/01/02-2010/01/04] 1.0X    79%     2.2     7.0   18.9%, 2009/07/08   11.1%     498%
  [2010/01/04-2011/01/03] 1.0X    29%     1.5     4.5   11.4%, 2010/01/29    6.3%     896%
  [2011/01/03-2012/01/03] 1.0X    -8%    -0.4    -0.9   25.9%, 2011/11/25    9.1%     598%
  [2012/01/03-2012/04/16] 1.0X    -1%    -0.1    -0.2   12.4%, 2012/04/10    7.5%    1400%
  Efficiency= 64% [W 582%:H 258%:L-308%], $1Becomes=$  8.7, R(2003)= 4.7, R(2006)= 4.5,   
  %WinningTr= 59% {Number[20:14], Average[ 15.9%: -4.2%], SD[ 16.2%:  4.4%]}, GSD=29%     
  Std1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    39%     1.5     4.0   21.1%, 2006/06/13    9.5%     366%
  [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%
  [2012/01/03-2012/04/16] 1.0X   -33%    -2.3    -5.8   12.2%, 2012/04/16    5.8%     700%
  Efficiency= 70% [W 442%:H 242%:L-233%], $1Becomes=$  7.8, R(2003)= 4.4, R(2006)= 4.6,   
  %WinningTr= 65% {Number[15: 8], Average[ 17.8%: -3.1%], SD[ 18.7%:  3.1%]}, GSD=38%     
  Std2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    40%     1.5     3.2   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   12.4%, 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%
  [2012/01/03-2012/04/16] 1.0X   -20%    -1.5    -6.5    7.8%, 2012/04/16    3.1%     700%
  Efficiency= 67% [W 511%:H 241%:L-302%], $1Becomes=$  8.2, R(2003)= 3.8, R(2006)= 4.5,   
  %WinningTr= 71% {Number[20: 8], Average[ 14.2%: -6.0%], SD[ 13.6%:  3.8%]}, GSD=30%     
  Std3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    49%     1.8     4.4   31.9%, 2011/10/27   10.8%     589%
  [2006/01/03-2007/01/03] 1.0X    46%     1.9     4.8   21.1%, 2006/06/13    9.5%     600%
  [2007/01/03-2008/01/02] 1.0X    77%     2.0     8.3   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   -14%    -0.6    -1.4   31.9%, 2011/10/27   10.8%     498%
  [2012/01/03-2012/04/16] 1.0X    33%     2.1    16.6    5.0%, 2012/03/06    2.0%    1050%
  Efficiency= 71% [W 565%:H 310%:L-304%], $1Becomes=$ 12.1, R(2003)= 3.1, R(2006)= 3.3,   
  %WinningTr= 65% {Number[24:13], Average[ 14.8%: -3.4%], SD[ 23.1%:  3.9%]}, GSD=31%     
  Std4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    46%     1.3     2.5   41.3%, 2012/01/30   18.0%     637%
  [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%
  [2012/01/03-2012/04/16] 1.0X    46%     1.9    16.4    8.7%, 2012/04/16    2.8%    1050%
  Efficiency= 68% [W 579%:H 284%:L-330%], $1Becomes=$ 10.8, R(2003)= 2.9, R(2006)= 2.5,   
  %WinningTr= 65% {Number[26:14], Average[ 13.8%: -5.3%], SD[ 16.2%:  5.4%]}, GSD=39%     
  Bons                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/04/16] 1.0X    32%     1.3     3.3   22.9%, 2012/04/10    9.5%     414%
  [2006/01/03-2007/01/03] 1.0X    34%     1.4     3.6   21.1%, 2006/06/13    9.5%     600%
  [2007/01/03-2008/01/02] 1.0X    83%     2.6     8.9   18.1%, 2007/03/05    9.2%     200%
  [2008/01/02-2009/01/02] 1.0X    51%     2.0     6.9   10.0%, 2008/03/20    7.4%     397%
  [2009/01/02-2010/01/04] 1.0X    46%     1.7     6.1   13.8%, 2009/07/08    7.4%     398%
  [2010/01/04-2011/01/03] 1.0X     6%     0.4     0.9   13.5%, 2010/02/18    6.7%     498%
  [2011/01/03-2012/01/03] 1.0X    11%     0.5     1.1   15.4%, 2011/09/28    9.1%     299%
  [2012/01/03-2012/04/16] 1.0X   -41%    -2.3    -6.0   17.0%, 2012/04/10    6.9%     700%
  Efficiency= 65% [W 401%:H 194%:L-192%], $1Becomes=$  5.7, R(2003)= 2.9, R(2006)= 3.7,   
  %WinningTr= 62% {Number[16:10], Average[ 13.9%: -2.8%], SD[ 11.6%:  2.0%]}, GSD=40%     
  Free                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    39%     1.3     2.0   29.7%, 2007/11/26   18.9%     724%
  [2006/01/03-2007/01/03] 1.0X    78%     2.8     7.9   21.8%, 2006/06/14    9.8%     700%
  [2007/01/03-2008/01/02] 1.0X    65%     1.4     3.4   29.7%, 2007/11/26   18.9%     500%
  [2008/01/02-2009/01/02] 1.0X    28%     1.1     2.2   20.9%, 2008/08/12   12.6%     496%
  [2009/01/02-2010/01/04] 1.0X    69%     1.9     7.1   14.4%, 2009/07/13    9.7%    1295%
  [2010/01/04-2011/01/03] 1.0X     3%     0.1     0.2   19.2%, 2010/02/08   11.9%     797%
  [2011/01/03-2012/01/03] 1.0X    21%     1.0     2.0   20.8%, 2011/10/27   10.4%     299%
  [2012/01/03-2012/05/11] 1.0X    -2%    -0.1    -0.4   13.5%, 2012/05/09    5.7%    1385%
  Efficiency= 65% [W 506%:H 229%:L-289%], $1Becomes=$  8.2, R(2003)= 2.5, R(2006)= 2.2,   
  %WinningTr= 61% {Number[28:18], Average[  9.7%: -2.6%], SD[  8.5%:  2.8%]}, GSD=25%     
   
   
* Benchmarks' Statistics
  [UUP] US Dollar         Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/03/01-2012/05/11] 1.0X    -2%    -0.2    -0.4   22.7%, 2011/07/26    6.5%      19%
  [2007/03/01-2008/01/02] 1.0X    -6%    -0.7    -3.3    7.8%, 2007/11/21    2.0%     118%
  [2008/01/02-2009/01/02] 1.0X     6%     0.4     0.9   11.5%, 2008/12/17    6.1%       0%
  [2009/01/02-2010/01/04] 1.0X    -8%    -0.7    -1.9   17.6%, 2009/11/25    4.5%       0%
  [2010/01/04-2011/01/03] 1.0X    -0%    -0.1    -0.2   14.9%, 2010/11/04    4.2%       0%
  [2011/01/03-2012/01/03] 1.0X    -2%    -0.3    -0.8   10.4%, 2011/07/26    3.6%       0%
  [2012/01/03-2012/05/11] 1.0X    -0%    -0.1    -0.4    4.3%, 2012/02/28    2.7%       0%
  $1Becomes=$  0.9, R(2003)=-0.4, R(2006)=-0.4,   GSD= 5%                                 
  [FXE] Euro              Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     2%     0.1     0.2   24.9%, 2010/06/07    7.9%      16%
  [2006/01/03-2007/01/03] 1.0X    11%     1.4     4.2    3.7%, 2006/02/27    2.4%     100%
  [2007/01/03-2008/01/02] 1.0X    14%     2.2     6.6    3.6%, 2007/12/20    2.1%       0%
  [2008/01/02-2009/01/02] 1.0X    -5%    -0.4    -0.7   21.5%, 2008/11/12    7.9%       0%
  [2009/01/02-2010/01/04] 1.0X     4%     0.3     0.7    8.5%, 2009/02/18    4.9%       0%
  [2010/01/04-2011/01/03] 1.0X    -8%    -0.7    -1.4   18.0%, 2010/06/07    5.9%       0%
  [2011/01/03-2012/01/03] 1.0X    -2%    -0.2    -0.5   12.6%, 2011/12/28    4.9%       0%
  [2012/01/03-2012/05/11] 1.0X    -3%    -0.4    -1.8    4.1%, 2012/05/11    2.0%       0%
  $1Becomes=$  1.1, R(2003)= 0.2, R(2006)= 0.2,   GSD= 8%                                 
  [FXB] British Pound     Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/06/26-2012/05/11] 1.0X    -1%    -0.2    -0.2   33.8%, 2009/03/10    8.5%      17%
  [2006/06/26-2007/01/03] 1.0X    15%     2.2     9.0    2.8%, 2006/10/10    1.7%     191%
  [2007/01/03-2008/01/02] 1.0X     5%     0.6     1.6    5.8%, 2008/01/02    2.8%       0%
  [2008/01/02-2009/01/02] 1.0X   -26%    -1.9    -3.1   28.3%, 2008/12/30    8.5%       0%
  [2009/01/02-2010/01/04] 1.0X    11%     0.7     1.7    9.8%, 2009/03/10    6.0%       0%
  [2010/01/04-2011/01/03] 1.0X    -4%    -0.5    -1.0   12.6%, 2010/05/18    4.5%       0%
  [2011/01/03-2012/01/03] 1.0X     1%     0.0     0.1    8.2%, 2011/09/22    3.7%       0%
  [2012/01/03-2012/05/11] 1.0X     7%     1.1     6.2    2.0%, 2012/03/12    1.1%       0%
  $1Becomes=$  0.9, R(2003)=-0.3, R(2006)=-0.3,   GSD=15%                                 
  [FXY] Japanese Yen      Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/02/13-2012/05/11] 1.0X     8%     0.6     1.2   13.6%, 2009/04/06    6.4%      19%
  [2007/02/13-2008/01/02] 1.0X    12%     1.1     2.7    6.5%, 2007/06/22    4.2%     113%
  [2008/01/02-2009/01/02] 1.0X    18%     1.1     4.4   12.0%, 2008/08/15    4.0%       0%
  [2009/01/02-2010/01/04] 1.0X    -1%    -0.1    -0.2   12.3%, 2009/04/06    6.4%       0%
  [2010/01/04-2011/01/03] 1.0X    13%     1.2     4.0    6.6%, 2010/05/03    3.1%       0%
  [2011/01/03-2012/01/03] 1.0X     6%     0.7     1.1    7.6%, 2011/04/06    5.1%       0%
  [2012/01/03-2012/05/11] 1.0X   -11%    -1.4    -2.9    9.0%, 2012/03/14    4.0%       0%
  $1Becomes=$  1.5, R(2003)= 1.2, R(2006)= 1.2,   GSD=10%                                 
  [FXF] Swiss Franc       Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/06/26-2012/05/11] 1.0X     5%     0.4     0.4   24.4%, 2012/01/06   10.9%      17%
  [2006/06/26-2007/01/03] 1.0X     3%     0.3     1.3    4.2%, 2006/10/13    1.9%     191%
  [2007/01/03-2008/01/02] 1.0X    11%     1.4     2.8    5.4%, 2007/12/20    3.6%       0%
  [2008/01/02-2009/01/02] 1.0X     3%     0.2     0.5   19.3%, 2008/11/20    5.4%       0%
  [2009/01/02-2010/01/04] 1.0X     5%     0.3     0.9    8.2%, 2009/03/13    4.6%       0%
  [2010/01/04-2011/01/03] 1.0X    10%     0.9     1.8   12.9%, 2010/06/07    5.1%       0%
  [2011/01/03-2012/01/03] 1.0X    -0%    -0.0    -0.1   24.2%, 2011/12/14   10.9%       0%
  [2012/01/03-2012/05/11] 1.0X     0%    -0.0    -0.1    3.9%, 2012/03/14    2.2%       0%
  $1Becomes=$  1.3, R(2003)= 0.6, R(2006)= 0.6,   GSD= 4%                                 
  [BZF] Brazillian Real   Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2008/05/22-2012/05/11] 1.0X     4%     0.1     0.2   38.1%, 2008/11/21   16.3%      25%
  [2008/05/22-2009/01/02] 1.0X   -36%    -0.8    -2.2   38.1%, 2008/11/21   16.3%     162%
  [2009/01/02-2010/01/04] 1.0X    46%     2.3     6.0   12.8%, 2009/03/02    7.5%       0%
  [2010/01/04-2011/01/03] 1.0X    12%     0.9     2.2    8.3%, 2010/01/29    5.2%       0%
  [2011/01/03-2012/01/03] 1.0X    -4%    -0.3    -0.5   18.6%, 2011/10/03    9.7%       0%
  [2012/01/03-2012/05/11] 1.0X   -10%    -1.0    -2.3   12.1%, 2012/05/09    4.6%       0%
  $1Becomes=$  1.2, R(2003)= 0.2, R(2006)= 0.2,   GSD=31%                                 
  [FXA] Australian Dollar Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/06/26-2012/05/11] 1.0X     9%     0.5     0.5   37.6%, 2008/10/27   15.8%      17%
  [2006/06/26-2007/01/03] 1.0X    18%     2.5     7.6    3.7%, 2006/10/06    2.3%     191%
  [2007/01/03-2008/01/02] 1.0X    16%     1.3     2.8   10.4%, 2007/08/16    5.4%       0%
  [2008/01/02-2009/01/02] 1.0X   -18%    -0.7    -1.2   37.6%, 2008/10/27   15.8%       0%
  [2009/01/02-2010/01/04] 1.0X    31%     1.5     3.5   12.9%, 2009/03/02    8.6%       0%
  [2010/01/04-2011/01/03] 1.0X    15%     1.0     2.0   12.9%, 2010/06/07    7.0%       0%
  [2011/01/03-2012/01/03] 1.0X     6%     0.4     0.9   12.7%, 2011/10/04    6.3%       0%
  [2012/01/03-2012/05/11] 1.0X    -6%    -0.7    -2.5    6.4%, 2012/05/11    2.4%       0%
  $1Becomes=$  1.6, R(2003)= 0.7, R(2006)= 0.7,   GSD=16%                                 
  [IEF] Bonds 7-10y USA   Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     8%     0.9     1.9   10.4%, 2009/06/10    3.7%      16%
  [2006/01/03-2007/01/03] 1.0X     3%     0.5     1.8    4.0%, 2006/05/12    1.3%     100%
  [2007/01/03-2008/01/02] 1.0X    10%     1.7     5.8    3.9%, 2007/06/12    1.7%       0%
  [2008/01/02-2009/01/02] 1.0X    15%     1.5     4.7    6.5%, 2008/06/13    3.0%       0%
  [2009/01/02-2010/01/04] 1.0X    -5%    -0.6    -1.5    9.7%, 2009/06/10    3.7%       0%
  [2010/01/04-2011/01/03] 1.0X     9%     1.1     2.3    7.2%, 2010/12/15    3.5%       0%
  [2011/01/03-2012/01/03] 1.0X    15%     1.8     5.5    4.4%, 2011/10/27    2.7%       0%
  [2012/01/03-2012/05/11] 1.0X     6%     0.9     2.8    3.9%, 2012/03/19    2.0%       0%
  $1Becomes=$  1.6, R(2003)= 1.9, R(2006)= 1.9,   GSD= 6%                                 
  [TLT] Bonds >20y USA    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     8%     0.5     0.9   26.6%, 2009/06/10    8.8%      16%
  [2006/01/03-2007/01/03] 1.0X     2%     0.1     0.3    9.3%, 2006/05/12    3.5%     100%
  [2007/01/03-2008/01/02] 1.0X    11%     1.0     3.5    7.9%, 2007/06/12    2.9%       0%
  [2008/01/02-2009/01/02] 1.0X    26%     1.5     6.4    8.2%, 2008/06/13    4.0%       0%
  [2009/01/02-2010/01/04] 1.0X   -20%    -1.1    -2.4   22.9%, 2009/06/10    8.8%       0%
  [2010/01/04-2011/01/03] 1.0X     8%     0.5     1.6   15.1%, 2010/12/15    4.7%       0%
  [2011/01/03-2012/01/03] 1.0X    33%     1.6     4.7   10.9%, 2011/10/27    6.8%       0%
  [2012/01/03-2012/05/11] 1.0X     3%     0.2     0.6    8.9%, 2012/03/19    4.2%       0%
  $1Becomes=$  1.6, R(2003)= 0.9, R(2006)= 0.9,   GSD=17%                                 
  [TIP] TIPS Bonds USA    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     7%     0.8     1.0   14.6%, 2008/11/24    6.4%      16%
  [2006/01/03-2007/01/03] 1.0X     0%    -0.0    -0.0    3.7%, 2006/04/13    1.5%     100%
  [2007/01/03-2008/01/02] 1.0X    12%     2.0     5.9    3.2%, 2007/06/12    2.0%       0%
  [2008/01/02-2009/01/02] 1.0X    -3%    -0.3    -0.6   14.6%, 2008/11/24    6.4%       0%
  [2009/01/02-2010/01/04] 1.0X    11%     1.4     3.9    4.4%, 2009/03/10    2.7%       0%
  [2010/01/04-2011/01/03] 1.0X     5%     0.9     2.4    5.3%, 2010/12/14    2.1%       0%
  [2011/01/03-2012/01/03] 1.0X    14%     1.9     5.8    3.8%, 2011/08/24    2.3%       0%
  [2012/01/03-2012/05/11] 1.0X     9%     1.7     7.3    1.8%, 2012/03/20    1.1%       0%
  $1Becomes=$  1.5, R(2003)= 1.3, R(2006)= 1.3,   GSD= 6%                                 
  [AGG] Aggregate Bond    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     6%     0.9     1.1   12.8%, 2008/10/10    5.0%      16%
  [2006/01/03-2007/01/03] 1.0X     4%     1.1     4.1    2.4%, 2006/06/26    0.9%     100%
  [2007/01/03-2008/01/02] 1.0X     7%     1.6     5.5    2.5%, 2007/06/12    1.2%       0%
  [2008/01/02-2009/01/02] 1.0X     7%     0.5     1.2   12.8%, 2008/10/10    5.0%       0%
  [2009/01/02-2010/01/04] 1.0X     4%     0.6     1.3    4.3%, 2009/03/09    2.5%       0%
  [2010/01/04-2011/01/03] 1.0X     6%     1.5     4.0    3.5%, 2010/12/15    1.4%       0%
  [2011/01/03-2012/01/03] 1.0X     8%     1.8     6.9    1.7%, 2011/02/10    1.0%       0%
  [2012/01/03-2012/05/11] 1.0X     5%     1.5     4.8    1.6%, 2012/03/19    0.9%       0%
  $1Becomes=$  1.4, R(2003)= 1.4, R(2006)= 1.4,   GSD= 1%                                 
  [BWX] Intl. Bond        Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/10/11-2012/05/11] 1.0X     5%     0.4     0.7   16.9%, 2008/10/10    6.7%      22%
  [2007/10/11-2008/01/02] 1.0X    22%     2.8     7.2    4.6%, 2007/12/17    3.0%     442%
  [2008/01/02-2009/01/02] 1.0X     3%     0.2     0.3   16.9%, 2008/10/10    6.7%       0%
  [2009/01/02-2010/01/04] 1.0X     7%     0.5     1.5    9.4%, 2009/03/03    4.1%       0%
  [2010/01/04-2011/01/03] 1.0X     3%     0.3     0.5    9.4%, 2010/06/07    5.4%       0%
  [2011/01/03-2012/01/03] 1.0X     5%     0.5     1.2    8.1%, 2011/11/25    3.8%       0%
  [2012/01/03-2012/05/11] 1.0X     3%     0.4     1.4    3.0%, 2012/03/15    1.7%       0%
  $1Becomes=$  1.3, R(2003)= 0.8, R(2006)= 0.8,   GSD= 6%                                 
  [PCY] EmMkt Debt        Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/10/11-2012/05/11] 1.0X     9%     0.3     0.3   49.1%, 2008/10/27   31.1%      22%
  [2007/10/11-2008/01/02] 1.0X    13%     1.2     7.3    2.5%, 2007/11/23    1.6%     442%
  [2008/01/02-2009/01/02] 1.0X   -13%    -0.3    -0.4   49.1%, 2008/10/27   31.1%       0%
  [2009/01/02-2010/01/04] 1.0X    28%     1.4     5.2   11.3%, 2009/03/03    5.3%       0%
  [2010/01/04-2011/01/03] 1.0X    12%     1.5     3.2    6.5%, 2010/12/17    3.4%       0%
  [2011/01/03-2012/01/03] 1.0X     7%     1.0     1.6    6.8%, 2011/10/04    4.1%       0%
  [2012/01/03-2012/05/11] 1.0X    20%     4.3    15.0    1.7%, 2012/03/22    1.3%       0%
  $1Becomes=$  1.5, R(2003)= 0.5, R(2006)= 0.5,   GSD=13%                                 
  [MUB] Muni. Bonds       Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/09/10-2012/05/11] 1.0X     5%     0.7     0.8   12.3%, 2008/10/15    6.0%      21%
  [2007/09/10-2008/01/02] 1.0X     7%     1.1     6.4    1.6%, 2007/11/08    1.0%     315%
  [2008/01/02-2009/01/02] 1.0X     1%     0.0     0.0   12.3%, 2008/10/15    6.0%       0%
  [2009/01/02-2010/01/04] 1.0X     7%     1.1     2.6    4.8%, 2009/01/26    2.4%       0%
  [2010/01/04-2011/01/03] 1.0X     0%    -0.0    -0.1    8.2%, 2010/12/14    3.2%       0%
  [2011/01/03-2012/01/03] 1.0X    13%     2.2     8.0    3.6%, 2011/01/14    1.5%       0%
  [2012/01/03-2012/05/11] 1.0X    10%     1.2     2.5    5.4%, 2012/03/15    3.7%       0%
  $1Becomes=$  1.3, R(2003)= 1.1, R(2006)= 1.1,   GSD= 4%                                 
  [LQD] Corp. Bonds 8Y    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     6%     0.6     0.6   21.5%, 2008/09/29   10.4%      16%
  [2006/01/03-2007/01/03] 1.0X     3%     0.7     2.4    3.9%, 2006/06/28    1.2%     100%
  [2007/01/03-2008/01/02] 1.0X     5%     0.8     2.5    3.7%, 2007/06/12    1.9%       0%
  [2008/01/02-2009/01/02] 1.0X     0%    -0.0    -0.0   21.5%, 2008/09/29   10.4%       0%
  [2009/01/02-2010/01/04] 1.0X    10%     1.0     1.9   10.9%, 2009/03/09    5.1%       0%
  [2010/01/04-2011/01/03] 1.0X     9%     1.4     3.7    5.2%, 2010/12/15    2.4%       0%
  [2011/01/03-2012/01/03] 1.0X     9%     1.4     2.9    4.7%, 2011/11/29    3.0%       0%
  [2012/01/03-2012/05/11] 1.0X    12%     2.4     7.3    2.5%, 2012/03/20    1.6%       0%
  $1Becomes=$  1.5, R(2003)= 0.9, R(2006)= 0.9,   GSD= 4%                                 
  [JNK] Junk Bond         Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2008/01/28-2012/05/11] 1.0X     8%     0.4     0.4   38.1%, 2008/11/21   15.8%      23%
  [2008/01/28-2009/01/02] 1.0X   -24%    -0.8    -1.5   38.1%, 2008/11/21   15.8%     106%
  [2009/01/02-2010/01/04] 1.0X    41%     2.0     4.3   21.2%, 2009/03/09    9.6%       0%
  [2010/01/04-2011/01/03] 1.0X    13%     1.2     2.5    8.8%, 2010/05/20    4.9%       0%
  [2011/01/03-2012/01/03] 1.0X     5%     0.4     0.9   10.9%, 2011/10/04    5.4%       0%
  [2012/01/03-2012/05/11] 1.0X    14%     2.5    12.2    2.4%, 2012/04/10    1.1%       0%
  $1Becomes=$  1.4, R(2003)= 0.6, R(2006)= 0.6,   GSD=22%                                 
  [PGF] Finanicial Prefe> Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/01/19-2012/05/11] 1.0X     1%     0.0     0.0   75.7%, 2009/03/09   30.9%      19%
  [2007/01/19-2008/01/02] 1.0X   -14%    -1.2    -1.8   17.9%, 2007/12/20    8.1%     105%
  [2008/01/02-2009/01/02] 1.0X   -26%    -0.4    -1.3   56.4%, 2008/11/21   20.7%       0%
  [2009/01/02-2010/01/04] 1.0X    32%     0.5     1.0   64.5%, 2009/03/09   30.9%       0%
  [2010/01/04-2011/01/03] 1.0X    15%     1.2     2.6   11.8%, 2010/05/20    5.4%       0%
  [2011/01/03-2012/01/03] 1.0X    -1%    -0.1    -0.2   17.5%, 2011/08/08    5.9%       0%
  [2012/01/03-2012/05/11] 1.0X    37%     6.5    48.6    1.5%, 2012/04/20    0.8%       0%
  $1Becomes=$  1.1, R(2003)= 0.0, R(2006)= 0.0,   GSD=25%                                 
  [PFF] Preferred Stock   Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/03/30-2012/05/11] 1.0X     2%     0.1     0.1   65.6%, 2009/03/06   25.1%      20%
  [2007/03/30-2008/01/02] 1.0X   -13%    -0.7    -1.6   15.5%, 2007/12/20    8.7%     131%
  [2008/01/02-2009/01/02] 1.0X   -23%    -0.5    -1.2   52.2%, 2008/11/20   19.0%       0%
  [2009/01/02-2010/01/04] 1.0X    34%     0.7     1.3   52.5%, 2009/03/06   25.1%       0%
  [2010/01/04-2011/01/03] 1.0X    13%     1.2     2.4   10.1%, 2010/05/06    5.4%       0%
  [2011/01/03-2012/01/03] 1.0X    -1%    -0.1    -0.3   15.2%, 2011/08/08    5.5%       0%
  [2012/01/03-2012/05/11] 1.0X    28%     5.5    42.9    1.5%, 2012/04/11    0.6%       0%
  $1Becomes=$  1.1, R(2003)= 0.1, R(2006)= 0.1,   GSD=22%                                 
  [GLD] Gold              Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    18%     0.8     1.1   29.4%, 2008/11/12   16.2%      16%
  [2006/01/03-2007/01/03] 1.0X    17%     0.7     1.7   21.8%, 2006/06/14    9.8%     100%
  [2007/01/03-2008/01/02] 1.0X    36%     2.0     7.2    7.6%, 2007/03/05    5.0%       0%
  [2008/01/02-2009/01/02] 1.0X     2%     0.0     0.1   29.4%, 2008/11/12   16.2%       0%
  [2009/01/02-2010/01/04] 1.0X    27%     1.3     3.3   12.9%, 2009/04/17    8.1%       0%
  [2010/01/04-2011/01/03] 1.0X    26%     1.5     5.3    7.8%, 2010/02/08    4.7%       0%
  [2011/01/03-2012/01/03] 1.0X    13%     0.6     1.4   18.6%, 2011/12/29    9.1%       0%
  [2012/01/03-2012/05/11] 1.0X    -4%    -0.3    -0.8   11.5%, 2012/05/11    6.0%       0%
  $1Becomes=$  2.9, R(2003)= 1.3, R(2006)= 1.3,   GSD=12%                                 
  [SLV] Silver            Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/04/28-2012/05/11] 1.0X    12%     0.3     0.5   57.1%, 2008/10/27   23.8%      17%
  [2006/04/28-2007/01/03] 1.0X   -13%    -0.3    -0.8   35.3%, 2006/06/13   17.8%     147%
  [2007/01/03-2008/01/02] 1.0X    21%     0.8     1.9   21.7%, 2007/08/21   10.7%       0%
  [2008/01/02-2009/01/02] 1.0X   -25%    -0.5    -1.2   57.1%, 2008/10/27   20.5%       0%
  [2009/01/02-2010/01/04] 1.0X    51%     1.5     4.6   20.6%, 2009/07/10   10.9%       0%
  [2010/01/04-2011/01/03] 1.0X    74%     2.5     5.2   20.1%, 2010/02/08   14.0%       0%
  [2011/01/03-2012/01/03] 1.0X    -4%    -0.1    -0.2   44.4%, 2011/12/28   23.8%       0%
  [2012/01/03-2012/05/11] 1.0X    -7%    -0.3    -0.7   21.6%, 2012/05/11   10.2%       0%
  $1Becomes=$  2.0, R(2003)= 0.6, R(2006)= 0.6,   GSD=33%                                 
  [PPLT] Platinum         Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2010/01/08-2012/05/11] 1.0X    -4%    -0.2    -0.3   28.4%, 2011/12/29   13.8%      43%
  [2010/01/08-2011/01/03] 1.0X    11%     0.5     1.0   14.0%, 2010/07/01   10.7%     101%
  [2011/01/03-2012/01/03] 1.0X   -20%    -1.0    -1.4   28.4%, 2011/12/29   13.8%       0%
  [2012/01/03-2012/05/11] 1.0X     6%     0.3     1.2   15.2%, 2012/05/11    4.3%       0%
  $1Becomes=$  0.9, R(2003)=-0.4, R(2006)=-0.4,   GSD=15%                                 
  [PALL] Palladium        Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2010/01/14-2012/05/11] 1.0X    13%     0.4     0.8   35.4%, 2011/10/04   16.3%      43%
  [2010/01/14-2011/01/03] 1.0X    80%     2.2     4.9   26.0%, 2010/05/20   16.3%     103%
  [2011/01/03-2012/01/03] 1.0X   -17%    -0.5    -1.2   35.4%, 2011/10/04   15.3%       0%
  [2012/01/03-2012/05/11] 1.0X   -24%    -0.9    -3.2   17.1%, 2012/05/11    7.6%       0%
  $1Becomes=$  1.3, R(2003)= 0.7, R(2006)= 0.7,   GSD=47%                                 
  [DBA] Agriculture       Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/01/05-2012/05/11] 1.0X     2%     0.0     0.1   48.9%, 2008/12/05   19.1%      19%
  [2007/01/05-2008/01/02] 1.0X    36%     1.7     6.7   10.1%, 2007/05/10    5.2%     101%
  [2008/01/02-2009/01/02] 1.0X   -20%    -0.5    -1.1   48.9%, 2008/12/05   19.1%       0%
  [2009/01/02-2010/01/04] 1.0X     2%     0.1     0.2   18.3%, 2009/07/07    8.3%       0%
  [2010/01/04-2011/01/03] 1.0X    21%     1.2     4.2   15.3%, 2010/06/07    4.8%       0%
  [2011/01/03-2012/01/03] 1.0X   -10%    -0.6    -1.4   22.1%, 2011/12/15    7.6%       0%
  [2012/01/03-2012/05/11] 1.0X   -24%    -2.0    -7.0   10.5%, 2012/05/11    3.5%       0%
  $1Becomes=$  1.1, R(2003)= 0.1, R(2006)= 0.1,   GSD=23%                                 
  [DBB] Basic Materials   Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/01/05-2012/05/11] 1.0X    -3%    -0.1    -0.2   60.2%, 2009/02/23   20.3%      19%
  [2007/01/05-2008/01/02] 1.0X    -2%    -0.1    -0.3   24.2%, 2007/12/18    8.0%     101%
  [2008/01/02-2009/01/02] 1.0X   -43%    -1.1    -2.1   59.3%, 2008/12/18   20.3%       0%
  [2009/01/02-2010/01/04] 1.0X    84%     2.2     9.0   15.9%, 2009/02/23    9.3%       0%
  [2010/01/04-2011/01/03] 1.0X     8%     0.3     0.7   28.9%, 2010/06/07   11.4%       0%
  [2011/01/03-2012/01/03] 1.0X   -23%    -0.9    -2.0   29.4%, 2011/10/20   11.8%       0%
  [2012/01/03-2012/05/11] 1.0X     1%     0.0     0.2   10.8%, 2012/05/11    4.6%       0%
  $1Becomes=$  0.9, R(2003)=-0.2, R(2006)=-0.2,   GSD=42%                                 
  [DBO] Oil               Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/01/05-2012/05/11] 1.0X     3%     0.1     0.1   71.2%, 2009/02/18   22.6%      19%
  [2007/01/05-2008/01/02] 1.0X    54%     2.1     9.7    9.7%, 2007/01/18    5.5%     101%
  [2008/01/02-2009/01/02] 1.0X   -42%    -0.9    -1.9   68.5%, 2008/12/24   22.6%       0%
  [2009/01/02-2010/01/04] 1.0X    35%     0.9     2.9   27.9%, 2009/02/18   11.9%       0%
  [2010/01/04-2011/01/03] 1.0X     1%     0.0     0.0   22.8%, 2010/07/02   15.7%       0%
  [2011/01/03-2012/01/03] 1.0X     5%     0.1     0.3   34.1%, 2011/10/03   11.8%       0%
  [2012/01/03-2012/05/11] 1.0X   -19%    -1.0    -4.6   13.6%, 2012/05/11    4.2%       0%
  $1Becomes=$  1.2, R(2003)= 0.1, R(2006)= 0.1,   GSD=38%                                 
  [DBC] Broad Commodities Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/02/06-2012/05/11] 1.0X     3%     0.1     0.1   60.3%, 2009/03/02   19.5%      16%
  [2006/02/06-2007/01/03] 1.0X     1%     0.0     0.1   14.4%, 2006/09/20    5.3%     110%
  [2007/01/03-2008/01/02] 1.0X    40%     2.2    13.2    5.6%, 2007/08/17    3.0%       0%
  [2008/01/02-2009/01/02] 1.0X   -31%    -0.9    -1.6   57.6%, 2008/12/05   19.5%       0%
  [2009/01/02-2010/01/04] 1.0X    15%     0.5     1.4   20.2%, 2009/03/02   10.1%       0%
  [2010/01/04-2011/01/03] 1.0X    10%     0.5     1.0   17.6%, 2010/07/02    9.4%       0%
  [2011/01/03-2012/01/03] 1.0X    -0%    -0.0    -0.1   19.9%, 2011/10/04    8.9%       0%
  [2012/01/03-2012/05/11] 1.0X    -9%    -0.8    -3.1   10.4%, 2012/05/11    3.2%       0%
  $1Becomes=$  1.2, R(2003)= 0.1, R(2006)= 0.1,   GSD=22%                                 
  [DBV] Currency Harvest  Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/09/20-2012/05/11] 1.0X     0%    -0.0    -0.0   36.1%, 2009/02/02   13.0%      18%
  [2006/09/20-2007/01/03] 1.0X    17%     2.9    10.5    2.6%, 2006/11/27    1.6%     350%
  [2007/01/03-2008/01/02] 1.0X     7%     0.6     1.2    9.6%, 2007/11/26    5.6%       0%
  [2008/01/02-2009/01/02] 1.0X   -27%    -1.1    -2.1   32.2%, 2008/10/27   13.0%       0%
  [2009/01/02-2010/01/04] 1.0X    21%     1.2     2.8   10.2%, 2009/02/02    7.2%       0%
  [2010/01/04-2011/01/03] 1.0X    -0%    -0.0    -0.1   10.5%, 2010/07/01    6.0%       0%
  [2011/01/03-2012/01/03] 1.0X     2%     0.1     0.2   11.5%, 2011/08/10    5.1%       0%
  [2012/01/03-2012/05/11] 1.0X     1%     0.1     0.3    5.9%, 2012/05/11    1.9%       0%
  $1Becomes=$  1.0, R(2003)=-0.0, R(2006)=-0.0,   GSD=16%                                 
  [TAO] China Real Est    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/12/18-2012/05/11] 1.0X    -6%    -0.2    -0.3   71.4%, 2008/11/20   21.6%      23%
  [2007/12/18-2008/01/02] 1.0X   454%     8.7     1.$    7.4%, 2007/12/27    0.0%    2520%
  [2008/01/02-2009/01/02] 1.0X   -55%    -0.9    -2.6   69.7%, 2008/11/20   21.6%       0%
  [2009/01/02-2010/01/04] 1.0X    73%     1.6     4.9   28.6%, 2009/03/02   14.7%       0%
  [2010/01/04-2011/01/03] 1.0X    11%     0.4     0.9   20.5%, 2010/05/20   10.6%       0%
  [2011/01/03-2012/01/03] 1.0X   -26%    -0.9    -1.6   40.2%, 2011/10/03   16.7%       0%
  [2012/01/03-2012/05/11] 1.0X    43%     1.8     7.0   12.1%, 2012/03/29    6.1%       0%
  $1Becomes=$  0.8, R(2003)=-0.3, R(2006)=-0.3,   GSD=118%                                 
  [CIM] Chimera           Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/11/29-2012/05/11] 1.0X   -22%    -0.3    -0.5   89.7%, 2008/11/20   41.3%      22%
  [2007/11/29-2008/01/02] 1.0X   602%    18.4   424.0    3.2%, 2007/12/27    1.4%    1096%
  [2008/01/02-2009/01/02] 1.0X   -79%    -0.7    -1.9   89.7%, 2008/11/20   41.3%       0%
  [2009/01/02-2010/01/04] 1.0X    29%     0.4     2.3   30.9%, 2009/03/05   12.4%       0%
  [2010/01/04-2011/01/03] 1.0X    27%     0.9     3.2   13.9%, 2010/02/10    8.3%       0%
  [2011/01/03-2012/01/03] 1.0X   -27%    -0.8    -2.6   33.5%, 2011/11/14   10.6%       0%
  [2012/01/03-2012/05/11] 1.0X    41%     1.9     9.5    9.0%, 2012/04/09    4.3%       0%
  $1Becomes=$  0.3, R(2003)=-0.6, R(2006)=-0.6,   GSD=183%                                 
  [AGNC] American Capital Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2008/05/15-2012/05/11] 1.0X    38%     1.1     2.0   31.1%, 2009/03/06   18.6%      25%
  [2008/05/15-2009/01/02] 1.0X    38%     0.6     2.9   28.9%, 2008/07/10   12.8%     157%
  [2009/01/02-2010/01/04] 1.0X    57%     1.6     3.1   30.7%, 2009/03/06   18.6%       0%
  [2010/01/04-2011/01/03] 1.0X    31%     1.5     4.5   10.9%, 2010/05/20    6.8%       0%
  [2011/01/03-2012/01/03] 1.0X    19%     0.8     3.5   11.7%, 2011/08/08    5.2%       0%
  [2012/01/03-2012/05/11] 1.0X    64%     5.4    24.4    3.5%, 2012/03/19    2.6%       0%
  $1Becomes=$  3.6, R(2003)= 2.1, R(2006)= 2.1,   GSD=12%                                 
  [NLY] Annaly            Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    19%     0.5     0.9   40.9%, 2008/10/27   21.1%      16%
  [2006/01/03-2007/01/03] 1.0X    29%     1.2     3.2   15.1%, 2006/06/14    9.1%     100%
  [2007/01/03-2008/01/02] 1.0X    38%     1.3     4.6   18.2%, 2007/08/14    8.2%       0%
  [2008/01/02-2009/01/02] 1.0X    -4%    -0.1    -0.2   40.9%, 2008/10/27   21.1%       0%
  [2009/01/02-2010/01/04] 1.0X    32%     0.8     3.1   22.5%, 2009/03/05   10.4%       0%
  [2010/01/04-2011/01/03] 1.0X    19%     1.0     2.8   14.9%, 2010/05/20    6.6%       0%
  [2011/01/03-2012/01/03] 1.0X     3%     0.1     0.4   13.5%, 2011/10/07    7.5%       0%
  [2012/01/03-2012/05/11] 1.0X    21%     1.7     6.6    6.0%, 2012/03/20    3.2%       0%
  $1Becomes=$  3.0, R(2003)= 0.9, R(2006)= 0.9,   GSD=13%                                 
  [ICF] Real Estate USA   Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     4%     0.1     0.1   77.6%, 2009/03/06   29.5%      16%
  [2006/01/03-2007/01/03] 1.0X    36%     2.3     6.6   10.7%, 2006/05/23    5.4%     100%
  [2007/01/03-2008/01/02] 1.0X   -20%    -0.8    -2.0   31.3%, 2007/12/17   10.1%       0%
  [2008/01/02-2009/01/02] 1.0X   -43%    -0.6    -1.5   67.7%, 2008/11/20   29.5%       0%
  [2009/01/02-2010/01/04] 1.0X    27%     0.4     1.1   44.6%, 2009/03/06   23.8%       0%
  [2010/01/04-2011/01/03] 1.0X    32%     1.1     3.4   17.1%, 2010/07/06    9.1%       0%
  [2011/01/03-2012/01/03] 1.0X     9%     0.3     0.7   22.9%, 2011/10/03   11.7%       0%
  [2012/01/03-2012/05/11] 1.0X    38%     2.7    15.3    5.0%, 2012/04/10    2.5%       0%
  $1Becomes=$  1.3, R(2003)= 0.1, R(2006)= 0.1,   GSD=36%                                 
  [RWX] Real Estate Int.  Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2007/03/02-2012/05/11] 1.0X    -6%    -0.2    -0.3   73.8%, 2009/03/09   24.2%      19%
  [2007/03/02-2008/01/02] 1.0X   -10%    -0.5    -1.2   21.1%, 2007/12/17    9.0%     119%
  [2008/01/02-2009/01/02] 1.0X   -49%    -1.2    -2.0   61.2%, 2008/11/20   24.2%       0%
  [2009/01/02-2010/01/04] 1.0X    35%     1.0     1.9   38.6%, 2009/03/09   18.0%       0%
  [2010/01/04-2011/01/03] 1.0X    20%     0.9     1.9   16.7%, 2010/05/26   10.4%       0%
  [2011/01/03-2012/01/03] 1.0X   -14%    -0.5    -1.6   23.4%, 2011/12/19    8.9%       0%
  [2012/01/03-2012/05/11] 1.0X    33%     2.2    13.7    4.8%, 2012/04/10    2.4%       0%
  $1Becomes=$  0.7, R(2003)=-0.4, R(2006)=-0.4,   GSD=40%                                 
  [SPY] SP500 LargeCap U> Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     3%     0.1     0.1   55.2%, 2009/03/09   18.8%      16%
  [2006/01/03-2007/01/03] 1.0X    14%     1.3     3.4    7.6%, 2006/06/13    3.9%     100%
  [2007/01/03-2008/01/02] 1.0X     4%     0.2     0.7    9.9%, 2007/11/26    5.6%       0%
  [2008/01/02-2009/01/02] 1.0X   -34%    -0.8    -1.8   47.1%, 2008/11/20   18.8%       0%
  [2009/01/02-2010/01/04] 1.0X    25%     0.9     1.7   27.1%, 2009/03/09   13.9%       0%
  [2010/01/04-2011/01/03] 1.0X    14%     0.7     1.8   15.7%, 2010/07/02    7.3%       0%
  [2011/01/03-2012/01/03] 1.0X     2%     0.1     0.2   18.6%, 2011/10/03   10.6%       0%
  [2012/01/03-2012/05/11] 1.0X    20%     1.8     8.1    4.4%, 2012/05/11    2.4%       0%
  $1Becomes=$  1.2, R(2003)= 0.2, R(2006)= 0.2,   GSD=22%                                 
  [IWM] SmallCap USA      Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     4%     0.1     0.1   58.9%, 2009/03/09   21.8%      16%
  [2006/01/03-2007/01/03] 1.0X    16%     0.9     2.3   14.1%, 2006/06/13    7.0%     100%
  [2007/01/03-2008/01/02] 1.0X    -3%    -0.2    -0.4   13.7%, 2007/11/26    7.7%       0%
  [2008/01/02-2009/01/02] 1.0X   -32%    -0.7    -1.5   49.3%, 2008/11/20   21.8%       0%
  [2009/01/02-2010/01/04] 1.0X    29%     0.8     1.8   32.9%, 2009/03/09   16.0%       0%
  [2010/01/04-2011/01/03] 1.0X    26%     1.0     2.8   20.1%, 2010/07/06    8.9%       0%
  [2011/01/03-2012/01/03] 1.0X    -4%    -0.2    -0.4   28.9%, 2011/10/03   14.1%       0%
  [2012/01/03-2012/05/11] 1.0X    16%     1.0     3.6    7.2%, 2012/04/10    4.3%       0%
  $1Becomes=$  1.2, R(2003)= 0.2, R(2006)= 0.2,   GSD=23%                                 
  [EEM] Emerging Markets  Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     6%     0.1     0.2   66.8%, 2008/11/20   28.2%      16%
  [2006/01/03-2007/01/03] 1.0X    28%     1.0     2.1   26.3%, 2006/06/13   13.0%     100%
  [2007/01/03-2008/01/02] 1.0X    30%     0.9     2.8   17.7%, 2007/08/16   10.4%       0%
  [2008/01/02-2009/01/02] 1.0X   -46%    -0.7    -1.6   64.7%, 2008/11/20   28.2%       0%
  [2009/01/02-2010/01/04] 1.0X    66%     1.7     4.5   26.4%, 2009/03/02   14.5%       0%
  [2010/01/04-2011/01/03] 1.0X    14%     0.5     1.5   17.7%, 2010/05/20    9.2%       0%
  [2011/01/03-2012/01/03] 1.0X   -17%    -0.5    -1.4   30.9%, 2011/10/03   12.3%       0%
  [2012/01/03-2012/05/11] 1.0X     6%     0.3     1.6   10.7%, 2012/05/11    3.6%       0%
  $1Becomes=$  1.4, R(2003)= 0.2, R(2006)= 0.2,   GSD=40%                                 
  [EFA] Europe + Asia     Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    -1%    -0.0    -0.0   61.8%, 2009/03/09   21.6%      16%
  [2006/01/03-2007/01/03] 1.0X    22%     1.5     3.2   15.8%, 2006/06/13    6.9%     100%
  [2007/01/03-2008/01/02] 1.0X     9%     0.5     1.3   11.6%, 2007/08/16    6.5%       0%
  [2008/01/02-2009/01/02] 1.0X   -41%    -0.9    -1.9   54.5%, 2008/11/20   21.6%       0%
  [2009/01/02-2010/01/04] 1.0X    29%     0.9     2.0   29.9%, 2009/03/09   14.1%       0%
  [2010/01/04-2011/01/03] 1.0X     6%     0.2     0.6   20.2%, 2010/06/07   10.0%       0%
  [2011/01/03-2012/01/03] 1.0X   -11%    -0.4    -1.0   25.9%, 2011/11/25   11.3%       0%
  [2012/01/03-2012/05/11] 1.0X     2%     0.1     0.2    8.3%, 2012/05/11    4.3%       0%
  $1Becomes=$  1.0, R(2003)=-0.1, R(2006)=-0.1,   GSD=27%                                 
  [ILF] South America     Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    11%     0.3     0.3   67.5%, 2008/11/20   31.7%      16%
  [2006/01/03-2007/01/03] 1.0X    36%     1.2     2.3   29.9%, 2006/06/13   15.7%     100%
  [2007/01/03-2008/01/02] 1.0X    47%     1.3     3.8   22.3%, 2007/08/16   12.2%       0%
  [2008/01/02-2009/01/02] 1.0X   -43%    -0.6    -1.4   67.5%, 2008/11/20   31.7%       0%
  [2009/01/02-2010/01/04] 1.0X    87%     2.1     5.7   25.1%, 2009/03/02   15.1%       0%
  [2010/01/04-2011/01/03] 1.0X    13%     0.5     1.2   19.2%, 2010/05/20   10.4%       0%
  [2011/01/03-2012/01/03] 1.0X   -17%    -0.6    -1.6   30.1%, 2011/10/03   11.0%       0%
  [2012/01/03-2012/05/11] 1.0X    -5%    -0.3    -1.2   13.2%, 2012/05/11    4.6%       0%
  $1Becomes=$  1.9, R(2003)= 0.4, R(2006)= 0.4,   GSD=45%                                 
  [IEV] Europe            Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    -0%    -0.0    -0.0   63.3%, 2009/03/09   22.0%      16%
  [2006/01/03-2007/01/03] 1.0X    27%     1.8     4.2   13.6%, 2006/06/13    6.2%     100%
  [2007/01/03-2008/01/02] 1.0X    11%     0.5     1.5   12.5%, 2007/08/16    6.8%       0%
  [2008/01/02-2009/01/02] 1.0X   -42%    -0.9    -1.9   55.6%, 2008/11/20   22.0%       0%
  [2009/01/02-2010/01/04] 1.0X    31%     0.9     1.9   32.2%, 2009/03/09   15.6%       0%
  [2010/01/04-2011/01/03] 1.0X     2%     0.0     0.1   23.0%, 2010/06/07   11.2%       0%
  [2011/01/03-2012/01/03] 1.0X    -9%    -0.3    -0.8   30.6%, 2011/09/22   12.8%       0%
  [2012/01/03-2012/05/11] 1.0X    -1%    -0.1    -0.3    9.5%, 2012/05/09    5.4%       0%
  $1Becomes=$  1.0, R(2003)=-0.1, R(2006)=-0.1,   GSD=29%                                 
  [AAXJ] Asia ex-Japan    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2008/08/15-2012/05/11] 1.0X     3%     0.1     0.1   48.9%, 2008/11/20   22.2%      27%
  [2008/08/15-2009/01/02] 1.0X   -60%    -0.8    -2.7   48.9%, 2008/11/20   22.2%     260%
  [2009/01/02-2010/01/04] 1.0X    65%     1.6     4.7   26.0%, 2009/03/02   13.6%       0%
  [2010/01/04-2011/01/03] 1.0X    14%     0.6     1.5   15.6%, 2010/05/20    9.1%       0%
  [2011/01/03-2012/01/03] 1.0X   -19%    -0.7    -1.7   29.5%, 2011/10/03   11.9%       0%
  [2012/01/03-2012/05/11] 1.0X    13%     0.7     3.8    8.4%, 2012/05/11    3.2%       0%
  $1Becomes=$  1.1, R(2003)= 0.1, R(2006)= 0.1,   GSD=61%                                 
  [EWY] Korea             Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     4%     0.1     0.1   74.4%, 2008/11/20   26.7%      16%
  [2006/01/03-2007/01/03] 1.0X     5%     0.2     0.4   23.2%, 2006/06/13   11.0%     100%
  [2007/01/03-2008/01/02] 1.0X    29%     0.9     2.7   18.9%, 2007/08/16   10.5%       0%
  [2008/01/02-2009/01/02] 1.0X   -53%    -0.7    -2.0   70.0%, 2008/11/20   26.7%       0%
  [2009/01/02-2010/01/04] 1.0X    71%     1.6     3.4   32.8%, 2009/03/02   21.0%       0%
  [2010/01/04-2011/01/03] 1.0X    25%     0.9     2.2   20.4%, 2010/05/26   11.3%       0%
  [2011/01/03-2012/01/03] 1.0X   -11%    -0.3    -0.7   34.7%, 2011/10/03   17.1%       0%
  [2012/01/03-2012/05/11] 1.0X    10%     0.5     2.7    8.0%, 2012/05/11    3.6%       0%
  $1Becomes=$  1.3, R(2003)= 0.1, R(2006)= 0.1,   GSD=46%                                 
  [EWJ] Japan             Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    -5%    -0.2    -0.3   54.8%, 2009/03/09   17.8%      16%
  [2006/01/03-2007/01/03] 1.0X     2%     0.1     0.1   21.0%, 2006/06/13    8.7%     100%
  [2007/01/03-2008/01/02] 1.0X    -6%    -0.4    -1.1   13.9%, 2007/12/17    5.6%       0%
  [2008/01/02-2009/01/02] 1.0X   -26%    -0.6    -1.5   43.3%, 2008/10/27   17.8%       0%
  [2009/01/02-2010/01/04] 1.0X     5%     0.2     0.4   26.9%, 2009/03/09   13.3%       0%
  [2010/01/04-2011/01/03] 1.0X    11%     0.6     1.8   14.2%, 2010/06/07    6.0%       0%
  [2011/01/03-2012/01/03] 1.0X   -14%    -0.6    -1.6   23.2%, 2011/11/23    8.9%       0%
  [2012/01/03-2012/05/11] 1.0X    -1%    -0.1    -0.3    9.1%, 2012/05/11    4.2%       0%
  $1Becomes=$  0.7, R(2003)=-0.4, R(2006)=-0.4,   GSD=14%                                 
  [EWZ] Brazil            Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    11%     0.2     0.3   73.2%, 2008/11/20   33.6%      16%
  [2006/01/03-2007/01/03] 1.0X    34%     1.0     1.9   32.0%, 2006/06/13   17.6%     100%
  [2007/01/03-2008/01/02] 1.0X    76%     1.8     5.2   26.5%, 2007/08/16   14.6%       0%
  [2008/01/02-2009/01/02] 1.0X   -52%    -0.7    -1.6   73.2%, 2008/11/20   33.6%       0%
  [2009/01/02-2010/01/04] 1.0X   118%     2.7     8.7   21.1%, 2009/03/02   13.6%       0%
  [2010/01/04-2011/01/03] 1.0X     4%     0.1     0.3   24.7%, 2010/05/20   12.1%       0%
  [2011/01/03-2012/01/03] 1.0X   -22%    -0.7    -1.7   35.2%, 2011/10/03   13.4%       0%
  [2012/01/03-2012/05/11] 1.0X   -14%    -0.7    -2.5   19.7%, 2012/05/11    5.9%       0%
  $1Becomes=$  1.9, R(2003)= 0.4, R(2006)= 0.4,   GSD=61%                                 
  [EWW] Mexico            Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X     9%     0.2     0.3   65.3%, 2009/03/09   31.4%      16%
  [2006/01/03-2007/01/03] 1.0X    40%     1.4     2.9   28.1%, 2006/06/13   13.7%     100%
  [2007/01/03-2008/01/02] 1.0X     8%     0.2     0.7   18.2%, 2007/11/26    9.9%       0%
  [2008/01/02-2009/01/02] 1.0X   -37%    -0.7    -1.2   60.8%, 2008/10/27   31.4%       0%
  [2009/01/02-2010/01/04] 1.0X    54%     1.4     3.1   37.1%, 2009/03/09   17.0%       0%
  [2010/01/04-2011/01/03] 1.0X    23%     1.0     2.4   17.1%, 2010/05/20    9.3%       0%
  [2011/01/03-2012/01/03] 1.0X   -10%    -0.4    -1.0   26.0%, 2011/09/22   10.8%       0%
  [2012/01/03-2012/05/11] 1.0X    18%     0.9     4.4    7.6%, 2012/05/11    4.1%       0%
  $1Becomes=$  1.7, R(2003)= 0.4, R(2006)= 0.4,   GSD=32%                                 
  [FXI] China             Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    10%     0.2     0.4   72.7%, 2008/10/27   23.8%      16%
  [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    46%     1.0     2.7   26.2%, 2007/12/17   16.8%       0%
  [2008/01/02-2009/01/02] 1.0X   -43%    -0.5    -1.8   66.8%, 2008/10/27   23.8%       0%
  [2009/01/02-2010/01/04] 1.0X    40%     0.9     2.1   27.7%, 2009/03/02   18.7%       0%
  [2010/01/04-2011/01/03] 1.0X     3%     0.1     0.2   17.0%, 2010/05/20   10.3%       0%
  [2011/01/03-2012/01/03] 1.0X   -16%    -0.5    -1.4   34.8%, 2011/10/03   12.2%       0%
  [2012/01/03-2012/05/11] 1.0X    -5%    -0.2    -0.8   12.7%, 2012/05/11    7.1%       0%
  $1Becomes=$  1.8, R(2003)= 0.4, R(2006)= 0.4,   GSD=44%                                 
  [EWM] Malaysia          Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    15%     0.6     1.1   53.0%, 2008/10/27   12.9%      16%
  [2006/01/03-2007/01/03] 1.0X    36%     2.6     5.8   13.6%, 2006/06/13    6.1%     100%
  [2007/01/03-2008/01/02] 1.0X    39%     1.3     4.2   18.1%, 2007/03/05    9.2%       0%
  [2008/01/02-2009/01/02] 1.0X   -38%    -1.0    -3.0   53.0%, 2008/10/27   12.9%       0%
  [2009/01/02-2010/01/04] 1.0X    49%     1.9     7.3   13.4%, 2009/03/16    6.6%       0%
  [2010/01/04-2011/01/03] 1.0X    35%     2.1     4.9   11.8%, 2010/05/26    7.1%       0%
  [2011/01/03-2012/01/03] 1.0X    -3%    -0.1    -0.3   22.2%, 2011/10/03   10.7%       0%
  [2012/01/03-2012/05/11] 1.0X    19%     1.5     9.0    3.5%, 2012/04/10    2.0%       0%
  $1Becomes=$  2.4, R(2003)= 1.2, R(2006)= 1.2,   GSD=33%                                 
  [EWS] Singapore         Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    10%     0.3     0.4   64.2%, 2009/03/09   22.5%      16%
  [2006/01/03-2007/01/03] 1.0X    40%     2.3     4.4   17.1%, 2006/06/13    9.1%     100%
  [2007/01/03-2008/01/02] 1.0X    23%     0.7     2.3   15.9%, 2007/12/17    9.8%       0%
  [2008/01/02-2009/01/02] 1.0X   -44%    -0.8    -2.0   58.3%, 2008/11/20   22.5%       0%
  [2009/01/02-2010/01/04] 1.0X    67%     1.8     5.5   29.0%, 2009/03/09   12.1%       0%
  [2010/01/04-2011/01/03] 1.0X    21%     1.0     2.7   13.0%, 2010/05/26    7.6%       0%
  [2011/01/03-2012/01/03] 1.0X   -16%    -0.6    -1.5   26.0%, 2011/10/03   11.3%       0%
  [2012/01/03-2012/05/11] 1.0X    36%     2.2    16.0    4.9%, 2012/03/06    2.2%       0%
  $1Becomes=$  1.8, R(2003)= 0.5, R(2006)= 0.5,   GSD=41%                                 
  [IFN] India             Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2006/01/03-2012/05/11] 1.0X    -3%    -0.1    -0.1   72.7%, 2009/03/09   23.6%      16%
  [2006/01/03-2007/01/03] 1.0X    14%     0.3     0.6   42.0%, 2006/06/13   23.6%     100%
  [2007/01/03-2008/01/02] 1.0X    54%     1.3     4.5   19.6%, 2007/03/05   12.0%       0%
  [2008/01/02-2009/01/02] 1.0X   -59%    -0.9    -2.7   69.5%, 2008/11/20   22.4%       0%
  [2009/01/02-2010/01/04] 1.0X    61%     1.1     3.3   32.5%, 2009/03/09   18.7%       0%
  [2010/01/04-2011/01/03] 1.0X    26%     1.0     2.6   17.0%, 2010/05/26   10.0%       0%
  [2011/01/03-2012/01/03] 1.0X   -42%    -1.5    -3.8   43.8%, 2011/12/29   11.3%       0%
  [2012/01/03-2012/05/11] 1.0X     3%     0.1     0.5   16.8%, 2012/05/11    5.7%       0%
  $1Becomes=$  0.8, R(2003)=-0.1, R(2006)=-0.1,   GSD=61%                                 
  [TUR] Turkey            Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
  [2008/04/01-2012/05/11] 1.0X     2%     0.0     0.0   68.9%, 2008/11/20   33.3%      24%
  [2008/04/01-2009/01/02] 1.0X   -53%    -0.7    -1.6   68.9%, 2008/11/20   33.3%     131%
  [2009/01/02-2010/01/04] 1.0X   106%     2.1     6.4   34.3%, 2009/03/09   16.5%       0%
  [2010/01/04-2011/01/03] 1.0X    19%     0.6     1.8   19.6%, 2010/12/20   10.7%       0%
  [2011/01/03-2012/01/03] 1.0X   -34%    -0.8    -2.1   42.7%, 2011/12/19   16.6%       0%
  [2012/01/03-2012/05/11] 1.0X    54%     2.0    11.3    8.1%, 2012/04/10    4.7%       0%
  $1Becomes=$  1.1, R(2003)= 0.0, R(2006)= 0.0,   GSD=72%                                 
   
   
* All Surfrs' Charts
Pro1 PerformancePro2 PerformancePro3 PerformancePro4 PerformanceStd1 PerformanceStd2 PerformanceStd3 PerformanceStd4 PerformanceBons PerformanceFree Performance
   
   
* All Surfrs' Charts (1Y)
Pro1 PerformancePro2 PerformancePro3 PerformancePro4 PerformanceStd1 PerformanceStd2 PerformanceStd3 PerformanceStd4 PerformanceBons PerformanceFree Performance
   
   
* Detailed information
  * Pro1
    * Statistics
      Pro1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    38%     1.3     2.1   41.8%, 2008/11/12   18.0%     685%
      [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    63%     2.1     7.4   13.6%, 2007/12/17    8.4%     700%
      [2008/01/02-2009/01/02] 1.0X     2%     0.0     0.1   41.8%, 2008/11/12   18.0%     496%
      [2009/01/02-2010/01/04] 1.0X    83%     2.2     5.1   20.6%, 2009/03/10   16.1%     697%
      [2010/01/04-2011/01/03] 1.0X    34%     1.6     5.2   11.4%, 2010/01/29    6.4%    1394%
      [2011/01/03-2012/01/03] 1.0X     1%     0.0     0.1   15.0%, 2011/11/25    8.6%     697%
      [2012/01/03-2012/04/16] 1.0X    -7%    -0.4    -1.3    9.5%, 2012/04/10    5.9%    1050%
      Efficiency= 64% [W 594%:H 235%:L-400%], $1Becomes=$  7.6, R(2003)= 4.0, R(2006)= 4.4,   
      %WinningTr= 63% {Number[27:16], Average[ 10.7%: -3.3%], SD[ 14.0%:  4.4%]}, GSD=32%     
    * Chart
Link to ChartLink to Chart
Pro1Holds:GSG   from:2012/03/30,For: 43 days,Gaining: -1.3%,Gain/Day:-0.03%,Strength:22%
     
    * Statistics
      Pro1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    38%     1.3     2.1   41.8%, 2008/11/12   18.0%     685%
      [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    63%     2.1     7.4   13.6%, 2007/12/17    8.4%     700%
      [2008/01/02-2009/01/02] 1.0X     2%     0.0     0.1   41.8%, 2008/11/12   18.0%     496%
      [2009/01/02-2010/01/04] 1.0X    83%     2.2     5.1   20.6%, 2009/03/10   16.1%     697%
      [2010/01/04-2011/01/03] 1.0X    34%     1.6     5.2   11.4%, 2010/01/29    6.4%    1394%
      [2011/01/03-2012/01/03] 1.0X     1%     0.0     0.1   15.0%, 2011/11/25    8.6%     697%
      [2012/01/03-2012/04/16] 1.0X    -7%    -0.4    -1.3    9.5%, 2012/04/10    5.9%    1050%
      Efficiency= 64% [W 594%:H 235%:L-400%], $1Becomes=$  7.6, R(2003)= 4.0, R(2006)= 4.4,   
      %WinningTr= 63% {Number[27:16], Average[ 10.7%: -3.3%], SD[ 14.0%:  4.4%]}, GSD=32%     
  * Pro2
    * Statistics
      Pro2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    63%     2.1     4.2   23.8%, 2010/10/19   14.7%     605%
      [2006/01/03-2007/01/03] 1.0X    56%     2.3     5.9   21.1%, 2006/06/13    9.5%     500%
      [2007/01/03-2008/01/02] 1.0X    96%     2.9     9.5   18.1%, 2007/03/05   10.0%     600%
      [2008/01/02-2009/01/02] 1.0X    72%     2.6     8.5   13.4%, 2008/05/01    8.4%     595%
      [2009/01/02-2010/01/04] 1.0X    25%     0.8     2.7   19.6%, 2009/03/09    9.2%     896%
      [2010/01/04-2011/01/03] 1.0X   100%     2.8     6.8   23.8%, 2010/10/19   14.7%     697%
      [2011/01/03-2012/01/03] 1.0X    45%     1.8     4.8   15.9%, 2011/12/15    9.1%     299%
      [2012/01/03-2012/04/16] 1.0X    29%     1.1     5.0   11.0%, 2012/04/10    5.8%     700%
      Efficiency= 64% [W 857%:H 360%:L-506%], $1Becomes=$ 21.2, R(2003)= 3.1, R(2006)= 5.2,   
      %WinningTr= 76% {Number[29: 9], Average[ 13.4%: -3.1%], SD[ 19.1%:  2.7%]}, GSD=19%     
    * Chart
Link to ChartLink to Chart
Pro2Holds:IWO   from:2012/02/10,For: 92 days,Gaining: -2.1%,Gain/Day:-0.02%,Strength: 9%
     
    * Statistics
      Pro2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    63%     2.1     4.2   23.8%, 2010/10/19   14.7%     605%
      [2006/01/03-2007/01/03] 1.0X    56%     2.3     5.9   21.1%, 2006/06/13    9.5%     500%
      [2007/01/03-2008/01/02] 1.0X    96%     2.9     9.5   18.1%, 2007/03/05   10.0%     600%
      [2008/01/02-2009/01/02] 1.0X    72%     2.6     8.5   13.4%, 2008/05/01    8.4%     595%
      [2009/01/02-2010/01/04] 1.0X    25%     0.8     2.7   19.6%, 2009/03/09    9.2%     896%
      [2010/01/04-2011/01/03] 1.0X   100%     2.8     6.8   23.8%, 2010/10/19   14.7%     697%
      [2011/01/03-2012/01/03] 1.0X    45%     1.8     4.8   15.9%, 2011/12/15    9.1%     299%
      [2012/01/03-2012/04/16] 1.0X    29%     1.1     5.0   11.0%, 2012/04/10    5.8%     700%
      Efficiency= 64% [W 857%:H 360%:L-506%], $1Becomes=$ 21.2, R(2003)= 3.1, R(2006)= 5.2,   
      %WinningTr= 76% {Number[29: 9], Average[ 13.4%: -3.1%], SD[ 19.1%:  2.7%]}, GSD=19%     
  * Pro3
    * Statistics
      Pro3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    48%     1.7     2.0   29.5%, 2011/05/12   24.0%     637%
      [2006/01/03-2007/01/03] 1.0X    80%     3.2     8.4   21.1%, 2006/06/13    9.5%     300%
      [2007/01/03-2008/01/02] 1.0X    17%     0.6     1.8   16.6%, 2007/03/05    8.9%    1300%
      [2008/01/02-2009/01/02] 1.0X    52%     2.1    13.2    9.3%, 2008/05/01    3.9%     298%
      [2009/01/02-2010/01/04] 1.0X   105%     2.9    14.0   12.0%, 2009/03/03    7.5%     797%
      [2010/01/04-2011/01/03] 1.0X    46%     2.0     5.5   12.8%, 2010/06/03    8.1%     697%
      [2011/01/03-2012/01/03] 1.0X    28%     0.9     1.2   29.5%, 2011/05/12   24.0%     498%
      [2012/01/03-2012/04/16] 1.0X   -27%    -2.0    -5.3   10.8%, 2012/04/10    5.1%     350%
      Efficiency= 65% [W 597%:H 266%:L-353%], $1Becomes=$ 11.6, R(2003)= 3.5, R(2006)= 4.9,   
      %WinningTr= 78% {Number[31: 9], Average[  9.9%: -4.6%], SD[  7.8%:  3.3%]}, GSD=36%     
    * Chart
Link to ChartLink to Chart
Pro3Holds:IXC   from:2012/03/02,For: 71 days,Gaining: -9.0%,Gain/Day:-0.13%,Strength:50%
     
    * Statistics
      Pro3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    48%     1.7     2.0   29.5%, 2011/05/12   24.0%     637%
      [2006/01/03-2007/01/03] 1.0X    80%     3.2     8.4   21.1%, 2006/06/13    9.5%     300%
      [2007/01/03-2008/01/02] 1.0X    17%     0.6     1.8   16.6%, 2007/03/05    8.9%    1300%
      [2008/01/02-2009/01/02] 1.0X    52%     2.1    13.2    9.3%, 2008/05/01    3.9%     298%
      [2009/01/02-2010/01/04] 1.0X   105%     2.9    14.0   12.0%, 2009/03/03    7.5%     797%
      [2010/01/04-2011/01/03] 1.0X    46%     2.0     5.5   12.8%, 2010/06/03    8.1%     697%
      [2011/01/03-2012/01/03] 1.0X    28%     0.9     1.2   29.5%, 2011/05/12   24.0%     498%
      [2012/01/03-2012/04/16] 1.0X   -27%    -2.0    -5.3   10.8%, 2012/04/10    5.1%     350%
      Efficiency= 65% [W 597%:H 266%:L-353%], $1Becomes=$ 11.6, R(2003)= 3.5, R(2006)= 4.9,   
      %WinningTr= 78% {Number[31: 9], Average[  9.9%: -4.6%], SD[  7.8%:  3.3%]}, GSD=36%     
  * Pro4
    * Statistics
      Pro4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    41%     1.5     3.1   26.3%, 2008/01/23   13.3%     541%
      [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    60%     1.8     5.1   20.8%, 2007/12/17   11.6%     400%
      [2008/01/02-2009/01/02] 1.0X    36%     1.2     2.6   17.0%, 2008/08/15   13.3%     496%
      [2009/01/02-2010/01/04] 1.0X    79%     2.2     7.0   18.9%, 2009/07/08   11.1%     498%
      [2010/01/04-2011/01/03] 1.0X    29%     1.5     4.5   11.4%, 2010/01/29    6.3%     896%
      [2011/01/03-2012/01/03] 1.0X    -8%    -0.4    -0.9   25.9%, 2011/11/25    9.1%     598%
      [2012/01/03-2012/04/16] 1.0X    -1%    -0.1    -0.2   12.4%, 2012/04/10    7.5%    1400%
      Efficiency= 64% [W 582%:H 258%:L-308%], $1Becomes=$  8.7, R(2003)= 4.7, R(2006)= 4.5,   
      %WinningTr= 59% {Number[20:14], Average[ 15.9%: -4.2%], SD[ 16.2%:  4.4%]}, GSD=29%     
    * Chart
Link to ChartLink to Chart
Pro4Holds:FXY   from:2012/04/13,For: 29 days,Gaining:  0.7%,Gain/Day: 0.02%,Strength:14%
     
    * Statistics
      Pro4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    41%     1.5     3.1   26.3%, 2008/01/23   13.3%     541%
      [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    60%     1.8     5.1   20.8%, 2007/12/17   11.6%     400%
      [2008/01/02-2009/01/02] 1.0X    36%     1.2     2.6   17.0%, 2008/08/15   13.3%     496%
      [2009/01/02-2010/01/04] 1.0X    79%     2.2     7.0   18.9%, 2009/07/08   11.1%     498%
      [2010/01/04-2011/01/03] 1.0X    29%     1.5     4.5   11.4%, 2010/01/29    6.3%     896%
      [2011/01/03-2012/01/03] 1.0X    -8%    -0.4    -0.9   25.9%, 2011/11/25    9.1%     598%
      [2012/01/03-2012/04/16] 1.0X    -1%    -0.1    -0.2   12.4%, 2012/04/10    7.5%    1400%
      Efficiency= 64% [W 582%:H 258%:L-308%], $1Becomes=$  8.7, R(2003)= 4.7, R(2006)= 4.5,   
      %WinningTr= 59% {Number[20:14], Average[ 15.9%: -4.2%], SD[ 16.2%:  4.4%]}, GSD=29%     
  * Std1
    * Statistics
      Std1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    39%     1.5     4.0   21.1%, 2006/06/13    9.5%     366%
      [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%
      [2012/01/03-2012/04/16] 1.0X   -33%    -2.3    -5.8   12.2%, 2012/04/16    5.8%     700%
      Efficiency= 70% [W 442%:H 242%:L-233%], $1Becomes=$  7.8, R(2003)= 4.4, R(2006)= 4.6,   
      %WinningTr= 65% {Number[15: 8], Average[ 17.8%: -3.1%], SD[ 18.7%:  3.1%]}, GSD=38%     
    * Chart
Link to ChartLink to Chart
Std1Holds:EWZ   from:2012/04/13,For: 29 days,Gaining: -0.6%,Gain/Day:-0.02%,Strength:12%
     
    * Statistics
      Std1                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    39%     1.5     4.0   21.1%, 2006/06/13    9.5%     366%
      [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%
      [2012/01/03-2012/04/16] 1.0X   -33%    -2.3    -5.8   12.2%, 2012/04/16    5.8%     700%
      Efficiency= 70% [W 442%:H 242%:L-233%], $1Becomes=$  7.8, R(2003)= 4.4, R(2006)= 4.6,   
      %WinningTr= 65% {Number[15: 8], Average[ 17.8%: -3.1%], SD[ 18.7%:  3.1%]}, GSD=38%     
  * Std2
    * Statistics
      Std2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    40%     1.5     3.2   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   12.4%, 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%
      [2012/01/03-2012/04/16] 1.0X   -20%    -1.5    -6.5    7.8%, 2012/04/16    3.1%     700%
      Efficiency= 67% [W 511%:H 241%:L-302%], $1Becomes=$  8.2, R(2003)= 3.8, R(2006)= 4.5,   
      %WinningTr= 71% {Number[20: 8], Average[ 14.2%: -6.0%], SD[ 13.6%:  3.8%]}, GSD=30%     
    * Chart
Link to ChartLink to Chart
Std2Holds:EWA   from:2012/04/16,For: 26 days,Gaining:  0.0%,Gain/Day: 0.00%,Strength:11%
     
    * Statistics
      Std2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    40%     1.5     3.2   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   12.4%, 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%
      [2012/01/03-2012/04/16] 1.0X   -20%    -1.5    -6.5    7.8%, 2012/04/16    3.1%     700%
      Efficiency= 67% [W 511%:H 241%:L-302%], $1Becomes=$  8.2, R(2003)= 3.8, R(2006)= 4.5,   
      %WinningTr= 71% {Number[20: 8], Average[ 14.2%: -6.0%], SD[ 13.6%:  3.8%]}, GSD=30%     
  * Std3
    * Statistics
      Std3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    49%     1.8     4.4   31.9%, 2011/10/27   10.8%     589%
      [2006/01/03-2007/01/03] 1.0X    46%     1.9     4.8   21.1%, 2006/06/13    9.5%     600%
      [2007/01/03-2008/01/02] 1.0X    77%     2.0     8.3   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   -14%    -0.6    -1.4   31.9%, 2011/10/27   10.8%     498%
      [2012/01/03-2012/04/16] 1.0X    33%     2.1    16.6    5.0%, 2012/03/06    2.0%    1050%
      Efficiency= 71% [W 565%:H 310%:L-304%], $1Becomes=$ 12.1, R(2003)= 3.1, R(2006)= 3.3,   
      %WinningTr= 65% {Number[24:13], Average[ 14.8%: -3.4%], SD[ 23.1%:  3.9%]}, GSD=31%     
    * Chart
Link to ChartLink to Chart
Std3Holds:IWP   from:2012/03/16,For: 57 days,Gaining: -2.4%,Gain/Day:-0.04%,Strength:29%
     
    * Statistics
      Std3                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    49%     1.8     4.4   31.9%, 2011/10/27   10.8%     589%
      [2006/01/03-2007/01/03] 1.0X    46%     1.9     4.8   21.1%, 2006/06/13    9.5%     600%
      [2007/01/03-2008/01/02] 1.0X    77%     2.0     8.3   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   -14%    -0.6    -1.4   31.9%, 2011/10/27   10.8%     498%
      [2012/01/03-2012/04/16] 1.0X    33%     2.1    16.6    5.0%, 2012/03/06    2.0%    1050%
      Efficiency= 71% [W 565%:H 310%:L-304%], $1Becomes=$ 12.1, R(2003)= 3.1, R(2006)= 3.3,   
      %WinningTr= 65% {Number[24:13], Average[ 14.8%: -3.4%], SD[ 23.1%:  3.9%]}, GSD=31%     
  * Std4
    * Statistics
      Std4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    46%     1.3     2.5   41.3%, 2012/01/30   18.0%     637%
      [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%
      [2012/01/03-2012/04/16] 1.0X    46%     1.9    16.4    8.7%, 2012/04/16    2.8%    1050%
      Efficiency= 68% [W 579%:H 284%:L-330%], $1Becomes=$ 10.8, R(2003)= 2.9, R(2006)= 2.5,   
      %WinningTr= 65% {Number[26:14], Average[ 13.8%: -5.3%], SD[ 16.2%:  5.4%]}, GSD=39%     
    * Chart
Link to ChartLink to Chart
Std4Holds:ROM   from:2012/02/03,For: 99 days,Gaining: 11.4%,Gain/Day: 0.12%,Strength:48%
     
    * Statistics
      Std4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    46%     1.3     2.5   41.3%, 2012/01/30   18.0%     637%
      [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%
      [2012/01/03-2012/04/16] 1.0X    46%     1.9    16.4    8.7%, 2012/04/16    2.8%    1050%
      Efficiency= 68% [W 579%:H 284%:L-330%], $1Becomes=$ 10.8, R(2003)= 2.9, R(2006)= 2.5,   
      %WinningTr= 65% {Number[26:14], Average[ 13.8%: -5.3%], SD[ 16.2%:  5.4%]}, GSD=39%     
  * Bons
    * Statistics
      Bons                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    32%     1.3     3.3   22.9%, 2012/04/10    9.5%     414%
      [2006/01/03-2007/01/03] 1.0X    34%     1.4     3.6   21.1%, 2006/06/13    9.5%     600%
      [2007/01/03-2008/01/02] 1.0X    83%     2.6     8.9   18.1%, 2007/03/05    9.2%     200%
      [2008/01/02-2009/01/02] 1.0X    51%     2.0     6.9   10.0%, 2008/03/20    7.4%     397%
      [2009/01/02-2010/01/04] 1.0X    46%     1.7     6.1   13.8%, 2009/07/08    7.4%     398%
      [2010/01/04-2011/01/03] 1.0X     6%     0.4     0.9   13.5%, 2010/02/18    6.7%     498%
      [2011/01/03-2012/01/03] 1.0X    11%     0.5     1.1   15.4%, 2011/09/28    9.1%     299%
      [2012/01/03-2012/04/16] 1.0X   -41%    -2.3    -6.0   17.0%, 2012/04/10    6.9%     700%
      Efficiency= 65% [W 401%:H 194%:L-192%], $1Becomes=$  5.7, R(2003)= 2.9, R(2006)= 3.7,   
      %WinningTr= 62% {Number[16:10], Average[ 13.9%: -2.8%], SD[ 11.6%:  2.0%]}, GSD=40%     
    * Chart
Link to ChartLink to Chart
BonsHolds:EWG   from:2012/03/30,For: 43 days,Gaining: -5.8%,Gain/Day:-0.13%,Strength:18%
     
    * Statistics
      Bons                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/04/16] 1.0X    32%     1.3     3.3   22.9%, 2012/04/10    9.5%     414%
      [2006/01/03-2007/01/03] 1.0X    34%     1.4     3.6   21.1%, 2006/06/13    9.5%     600%
      [2007/01/03-2008/01/02] 1.0X    83%     2.6     8.9   18.1%, 2007/03/05    9.2%     200%
      [2008/01/02-2009/01/02] 1.0X    51%     2.0     6.9   10.0%, 2008/03/20    7.4%     397%
      [2009/01/02-2010/01/04] 1.0X    46%     1.7     6.1   13.8%, 2009/07/08    7.4%     398%
      [2010/01/04-2011/01/03] 1.0X     6%     0.4     0.9   13.5%, 2010/02/18    6.7%     498%
      [2011/01/03-2012/01/03] 1.0X    11%     0.5     1.1   15.4%, 2011/09/28    9.1%     299%
      [2012/01/03-2012/04/16] 1.0X   -41%    -2.3    -6.0   17.0%, 2012/04/10    6.9%     700%
      Efficiency= 65% [W 401%:H 194%:L-192%], $1Becomes=$  5.7, R(2003)= 2.9, R(2006)= 3.7,   
      %WinningTr= 62% {Number[16:10], Average[ 13.9%: -2.8%], SD[ 11.6%:  2.0%]}, GSD=40%     
  * Free
    * Statistics
      Free                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/05/11] 1.0X    39%     1.3     2.0   29.7%, 2007/11/26   18.9%     724%
      [2006/01/03-2007/01/03] 1.0X    78%     2.8     7.9   21.8%, 2006/06/14    9.8%     700%
      [2007/01/03-2008/01/02] 1.0X    65%     1.4     3.4   29.7%, 2007/11/26   18.9%     500%
      [2008/01/02-2009/01/02] 1.0X    28%     1.1     2.2   20.9%, 2008/08/12   12.6%     496%
      [2009/01/02-2010/01/04] 1.0X    69%     1.9     7.1   14.4%, 2009/07/13    9.7%    1295%
      [2010/01/04-2011/01/03] 1.0X     3%     0.1     0.2   19.2%, 2010/02/08   11.9%     797%
      [2011/01/03-2012/01/03] 1.0X    21%     1.0     2.0   20.8%, 2011/10/27   10.4%     299%
      [2012/01/03-2012/05/11] 1.0X    -2%    -0.1    -0.4   13.5%, 2012/05/09    5.7%    1385%
      Efficiency= 65% [W 506%:H 229%:L-289%], $1Becomes=$  8.2, R(2003)= 2.5, R(2006)= 2.2,   
      %WinningTr= 61% {Number[28:18], Average[  9.7%: -2.6%], SD[  8.5%:  2.8%]}, GSD=25%     
    * Chart
Link to ChartLink to Chart
FreeHolds:TLT   from:2012/05/11,For:  1 days,Gaining:  0.0%,Gain/Day: 0.00%,Strength: 9%
     
    * Statistics
      Free                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver
      [2006/01/03-2012/05/11] 1.0X    39%     1.3     2.0   29.7%, 2007/11/26   18.9%     724%
      [2006/01/03-2007/01/03] 1.0X    78%     2.8     7.9   21.8%, 2006/06/14    9.8%     700%
      [2007/01/03-2008/01/02] 1.0X    65%     1.4     3.4   29.7%, 2007/11/26   18.9%     500%
      [2008/01/02-2009/01/02] 1.0X    28%     1.1     2.2   20.9%, 2008/08/12   12.6%     496%
      [2009/01/02-2010/01/04] 1.0X    69%     1.9     7.1   14.4%, 2009/07/13    9.7%    1295%
      [2010/01/04-2011/01/03] 1.0X     3%     0.1     0.2   19.2%, 2010/02/08   11.9%     797%
      [2011/01/03-2012/01/03] 1.0X    21%     1.0     2.0   20.8%, 2011/10/27   10.4%     299%
      [2012/01/03-2012/05/11] 1.0X    -2%    -0.1    -0.4   13.5%, 2012/05/09    5.7%    1385%
      Efficiency= 65% [W 506%:H 229%:L-289%], $1Becomes=$  8.2, R(2003)= 2.5, R(2006)= 2.2,   
      %WinningTr= 61% {Number[28:18], Average[  9.7%: -2.6%], SD[  8.5%:  2.8%]}, GSD=25%