Saturday, January 3, 2009

Absolute and Relative Returns by Holding Period

click to enlarge

Now 12 months into the live test, the Strategic Growth Model (SGM) portfolio continues to generate positive returns in spite of the adverse market conditions. Compared to the market, the SGM portfolio has generated 71% in excess returns over the past 52 weeks. And it continues to exhibit no correlation to the market trend.

1 comment:

  1. Thank you for your most interesting site. How would an investor have done following *just* your timing signals and trading a major index ETF, e.g. SPY? Also, are you now or do you plan to be managing a fund offering your methods?


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