Historical Results

An early version of the strategy was  tested successfully from June  2001 till  April 2003.

Monthly Performance

 Jan Feb Mar AprMay Jun Jul  AugSep Oct Nov Dec  YTDSI* 
2001     +4.9  +0.5+1.6  -5.7  +3.4 +2.2  +4.3 +11.33 +11.33 
 2002 +6.6  +3.6 +4.2 +9.6 +1.5-1.5-15.9 -3.1 +10.8 +1.7 +4.9  +2.3  +24.26 +38.33 
 2003+0.8 +4.6-2.60   
    
  +2.07 +42.06