LONG   HISTORY   FILES

  


Quarterly Returns of the Trading Strategies (in %)

Year Quarter
Basic Trading Strategy  Low Risk Trading Strategy-1
Sell-Short Trading Strategy Combined
(Basic & Sell-Short)  Trading Strategy
Dow Jones NASDAQ-100
1996 1 120 38 54 87 9.1 5.8
2 33 14 28 31 1.2 11.1
3 130 52 10 70 4.0 8.9
4 114 44 8 61 9.6 11.4
1997 1 72 63 0 36 2.1 -3.0
2 158 75 51 105 16.5 20.1
3 48 23 25 37 3.6 14.6
4 48 43 45 47 -0.5 -9.7
1998 1 69 72 19 44 11.3 23.2
2 33 31 2 18 1.7 9.6
3 -28 -11 67 20 -12.4 0.6
4 108 60 109 109 17.1 36.5
1999 1 125 92 11 68 6.6 14.7
2 240 183 53 147 12.1 9.0
3 23 25 38 31 -5.8 4.8
4 130 85 103 117 11.2 54.0
2000 1 121 130 307 214 -5.0 18.6
2 67 54 11 39 -4.3 -14.4
3 -50 -47 87 19 1.9 -5.1
4 33 58 13 23 1.3 -34.4
2001 1 -2 14 29 14 -8.4 -32.8
2 60 26 38 49 7.4 20.8
3  -31 -20 51 10 -17 -37
4 19 11 63 41 14 39
2002 1 -21 -8 26 2.5 2.8 -8
2 -21 -22 23 -2.5 -12 -33
3 60 46 20 40 -17 -17
4 -6.7 -10 14 3.6 5 13
2003 1 -14 -5 -4 -9 -7 -1
2 7 4 4.5 5.7 10 16
3 22 2 17 19.5 6.4 12.6
4 15 8.5 36 25.5 10 9.9
2004 1 5.3 2.5 13.4 9.4 -0.3 -0.7
2 -7 -3 13.2 3.1 -0.4 2.4
3 -12 5 14 1 -1.4 -2.5
4 9 5.4 -17 -4 5.3 10
2005 1 2 11 35 18.5 -3 -8
2 5 6 14 10.5 -1 1.4
3 -8 3 1 -3.5 1 5.7
4 23 7 1 12 3 4.3
2006 1 7.9 6.1 -22 -7 1.9 0.8
2 -1.0 4.1 2.0 0.5 1.9 -0.5
3 4.1 11.2 30.0 17.1 3.6 1
4 -9.2 0.01 14.8 5.6 6.8 7.5
 

Historical files

Bullish Strategies
1996,  Quarter 1
1996   Quarter 2
1996   Quarter 3
1996   Quarter 4

1997,  Quarter 1
1997   Quarter 2
1997   Quarter 3
1997   Quarter 4

1998,  Quarter 1
1998   Quarter 2
1998   Quarter 3
1998   Quarter 4

1999,  Quarter 1
1999   Quarter 2
1999   Quarter 3
1999   Quarter 4  <=== new format of the files starts here

2000 Quarter 1
2000 Quarter 2
2000 Quarter 3
2000 Quarter 4

2001 Quarter 1
2001 Quarter 2
2001 Quarter 3

2001 Quarter 4

Sell-Short Strategy (text format)
1996,  Quarter 1
1996   Quarter 2
1996   Quarter 3
1996   Quarter 4

1997,  Quarter 1
1997   Quarter 2
1997   Quarter 3
1997   Quarter 4

1998   Quarter 1
1998   Quarter 2
1998   Quarter 3
1998   Quarter 4

1999   Quarter 1
1999   Quarter 2
1999   Quarter 3
1999   Quarter 4

2000 Quarter 1
2000 Quarter 2
2000 Quarter 3
2000 Quarter 4

2001 Quarter 1
2001 Quarter 2
2001 Quarter 3

2001 Quarter 4

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