Pro4 Strategy

Delayed 4 weeks data!

Pro4Holds:BZF   from:2011/10/07,For:120 days,Gaining: -2.1%,Gain/Day:-0.02%,Strength: 5%

Pro4                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/09] 1.0X    43%     1.5     3.2   26.3%, 2008/01/23   13.3%     499% [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   11.5%, 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% Efficiency= 63% [W 572%:H 258%:L-284%], $1Becomes=$  8.7, R(2003)= 4.7, R(2006)= 4.5,    %WinningTr= 57% {Number[17:13], Average[ 18.5%: -4.4%], SD[ 16.2%:  4.6%]}, GSD=27%