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  1. #1
    obeluirawehal Guest

    Default What should return be?

    I have a fully automated trading system for the dow jones index, long only using DDM and since mid February of 2010 UDOW. Since Jan 1, 2008 to today (5/14/11) i am up 69.8% total. Considering i have been using 2X and currenty 3X etf's, i dont think this is good enough. Any thoughts?

  2. Default

    Here is a yearly breakdown:

    2008- 8.96% vs. Dow -33.84%
    2009- .95% vs. Dow 18.82%
    2010- 25.12% vs. Dow 11.02%
    2011 to date- 23.37%

  3. Default

    Considering the Dow is down 5% over the same period and you are averaging better than +17%pa I'm not sure this is the right question.

    I would look at the horrendous annual drawdown your system can bring - focus on what you could actually lose rather than what you could theoretically make.

 

 

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