The above presents the summary results for the Intermediate trading model through Oct 2011. The second table shows monthly returns since inception of strategy and the graph compares the monthly returns of the strategy vs the monthly return of the SP500 for comparison. Note that the strategy is much less volatile than SP500 and less subject to tail risk and black swan events. The strategy is highly scalable and can take over 1billion in capital so is ideally suited for a money management firm or hedge fund that has the capacity to scale.
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