Friday, July 22, 2005

Results: COSMOS-US

The following upload from the .NET database in excel displays in a graphical form the results of TEXSOL trading the COSMOS-US universe (1200 securities from 6 GICS sectors) over 95-04, with various snapshot windows, the market exposure curve (red), the account equity curve (blue), the instant drawdown (black), equity curve and reflexive stops against our own account equity curve, market trend (bull=1, bear=-1, unknown=0) as the red curve in the lower window.

0 Comments:

Post a Comment

<< Home