|Stock Market Quantitative Investment Strategies|
|Long Term Performance History|
The long term performance of the different strategies shown on the links to the right are analyzed. The performance of each strategy over the period January 1, 2001 to December 31, 2010 is shown for an initial $10,000 investment.
Each strategy shows a chart for the system "drawdown". The drawdown noted on the top left hand corner of the charts is the largest peak to valley percentage decline experienced in any single trade. The maximum drawdown listed to the right of that is the largest peak to valley percentage decline experienced in portfolio equity.
2011 Strategy Performance
The performances shown below are based on the opening prices on December 31, 2010 and the closing prices on December 30, 2011 with weekly updates at Friday's market closing prices.
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