Wednesday, March 4, 2009

In and Out Model : On the close tomorrow, 3/5, it remains in cash (money market).
Continuous Model : On the close tomorrow, 3/5, it moves from long position to a short position.
Short-term, 3-4 day Model : Closed out its position today and is now in cash. For the 34 signals since 1/1/07, it is up 86.7%, with 76% winning trades.

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