Dark Liquidity
Stock Market Quantitative Investment Strategies
S & P 500 Index
Nasdaq Index
200 Day SMA
50 - 200 SMA Crossover
Original 4% Model
Mebane Faber
Single Country iShares ETF
Fidelity Select Fund
SPDR Sector
Magic Formula Investing
BSM Optimum
10 Yr Strategy Performance
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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