Bonus Strategy

Delayed 4 weeks data!

BonsHolds:TLT   from:2011/11/18,For: 78 days,Gaining: -0.1%,Gain/Day:-0.00%,Strength:57%

Bons                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/01/09] 1.0X    36%     1.5     3.8   21.1%, 2006/06/13    9.5%     399% [2006/01/03-2007/01/03] 1.0X    34%     1.4     3.5   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% Efficiency= 69% [W 382%:H 207%:L-188%], $1Becomes=$  6.5, R(2003)= 2.9, R(2006)= 3.7,    %WinningTr= 67% {Number[16: 8], Average[ 13.9%: -1.9%], SD[ 11.6%:  1.6%]}, GSD=20%