Std2 Strategy

Delayed 4 weeks data!

Std2Holds:TLT   from:2011/09/30,For:127 days,Gaining: -0.8%,Gain/Day:-0.01%,Strength: 9%

Std2                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/09] 1.0X    43%     1.6     3.5   21.7%, 2011/10/27   12.1%     432% [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   12.5%, 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% Efficiency= 68% [W 504%:H 247%:L-292%], $1Becomes=$  8.6, R(2003)= 3.8, R(2006)= 4.5,    %WinningTr= 77% {Number[20: 6], Average[ 14.2%: -6.1%], SD[ 13.6%:  4.3%]}, GSD=20%