With system changes, performance averaging 96.7% per year! Performance changes have definitely improved performance, so henceforth are incorporated into system. These changes were using the weekly direction of $NAHL instead of $NYHL as the switching indicator, and investing in TNA-TNZ in place of QLD-QID. TNA-TNZ could not be used for the life of the system since they were only available after November 19, 2008.
This performance level also serves to place a minimum performance requirement of other trading. If I cannot beat this return with trading, why trade? In fact, the changes raise that criteria as their year-to-date performance shows.
Year-to-date performance 79.8%.
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