The results posted below were generated with 'out of sample' data. They are NOT 'retrofitted' or 'curve fitted' in any way. The results were generated PRIOR to the hotline posting of the model. These these pre-hotline results ended on 4/22/99. Results PAST the above date are posted in the OP2B HOTLINE SIGNAL section.
DATE SIGNAL SP500c L RET S RET S-L RET 1/30/98 BUY 980.2 2/3/98 SELL 1006.0 1.03 2/5/98 BUY 1003.5 1.00 1.03 2/26/98 SELL 1048.6 1.04 1.08 3/2/98 BUY 1047.7 1.00 1.08 3/3/98 SELL 1052.0 1.00 1.08 3/5/98 BUY 1035.0 1.02 1.10 3/6/98 SELL 1055.6 1.02 1.12 3/9/98 BUY 1052.3 1.00 1.12 3/10/98 SELL 1064.2 1.01 1.14 3/13/98 BUY 1068.5 1.00 1.13 3/16/98 SELL 1079.2 1.01 1.14 4/8/98 BUY 1101.6 0.98 1.12 4/9/98 SELL 1110.6 1.01 1.13 4/13/98 BUY 1109.6 1.00 1.13 4/15/98 SELL 1119.3 1.01 1.14 4/16/98 BUY 1108.1 1.01 1.15 4/17/98 SELL 1122.7 1.01 1.17 4/27/98 BUY 1086.5 1.03 1.20 5/4/98 SELL 1122.0 1.03 1.24 5/7/98 BUY 1095.1 1.02 1.27 5/8/98 SELL 1108.1 1.01 1.29 5/11/98 BUY 1106.6 1.00 1.29 5/14/98 SELL 1117.3 1.01 1.30 5/18/98 BUY 1105.8 1.01 1.31 5/20/98 SELL 1119.0 1.01 1.33 5/27/98 BUY 1092.2 1.02 1.36 5/28/98 SELL 1097.6 1.00 1.37 5/29/98 BUY 1090.8 1.01 1.38 6/9/98 SELL 1118.4 1.03 1.41 6/15/98 BUY 1077.0 1.04 1.46 6/18/98 SELL 1106.3 1.03 1.50 6/19/98 BUY 1100.6 1.01 1.51 6/24/98 SELL 1132.8 1.03 1.56 6/25/98 BUY 1129.2 1.00 1.56 6/29/98 SELL 1138.4 1.01 1.57 7/21/98 BUY 1165.0 0.98 1.54 8/12/98 SELL 1084.2 0.93 1.43 8/14/98 BUY 1062.7 1.02 1.46 8/17/98 SELL 1083.6 1.02 1.49 8/27/98 BUY 1042.5 1.04 1.54 9/8/98 SELL 1023.4 0.98 1.52 9/18/98 BUY 1020.0 1.00 1.52 9/23/98 SELL 1066.0 1.05 1.59 9/24/98 BUY 1042.7 1.02 1.62 9/25/98 SELL 1044.7 1.00 1.63 9/30/98 BUY 1017.0 1.03 1.67 10/9/98 SELL 984.3 0.97 1.62 10/28/98 BUY 1068.0 0.91 1.48 11/2/98 SELL 1111.6 1.04 1.54 12/3/98 BUY 1150.1 0.97 1.49 12/7/98 SELL 1187.7 1.03 1.54 12/11/98 BUY 1166.4 1.02 1.56 12/21/98 SELL 1202.8 1.03 1.61 1/14/99 BUY 1212.1 0.99 1.60 1/18/99 SELL 1243.2 1.03 1.64 1/22/99 BUY 1225.1 1.01 1.66 1/28/99 SELL 1265.3 1.03 1.72 2/4/99 BUY 1248.4 1.01 1.74 2/22/99 SELL 1272.1 1.02 1.77 2/26/99 BUY 1238.3 1.03 1.82 3/8/99 SELL 1282.7 1.04 1.89 3/17/99 BUY 1297.8 0.99 1.86 3/29/99 SELL 1310.1 1.01 1.88 4/14/99 BUY 1328.4 0.99 1.86 4/22/99 SELL 1358.8 1.02 1.90 B&Hold Long Short Combined 1.39 1.64 1.16 1.90 39% 64% 16% 90% L-NOVA S-URSA Combined 1.96 1.16 2.27 96% 16% 127% L-Ubull S-Ubear Combined 2.27 1.32 3.00 127% 32% 200% Results of the different trading strategies --------------------------------------------------------- Buy-Hold 39% Long OP2B 64% L+S OP2B 90% L+S OP2B (RYDEX) 127% L+S OP2B (PROFUNDS) 200%
