Pro1 Strategy

Delayed 4 weeks data!

Pro1Holds:PWE from:2012/01/06,For: 29 days,Gaining: 1.5%,Gain/Day: 0.05%,Strength:45%

Pro1 Lev. CAGR Sharpe UPI(21) MaxDD MaxDDDate Ulx(21) TurnOver

[2006/01/03-2012/01/09] 1.0X 41% 1.3 2.2 41.8%, 2008/11/12 18.0% 682%

[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 11.5%, 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%

Efficiency= 64% [W 577%:H 238%:L-374%], $1Becomes=$ 7.8, R(2003)= 4.0, R(2006)= 4.4,

%WinningTr= 66% {Number[27:14], Average[ 10.6%: -3.5%], SD[ 14.1%: 4.6%]}, GSD=29%