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worstSPXLwomQtr

worstSPXLwomQtr

Ratings: (0)|Views: 2|Likes:
Published by Steven Spencer
backtest on stocks for quarterly window dressing
backtest on stocks for quarterly window dressing

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Categories:Types, Research
Published by: Steven Spencer on Jul 06, 2013
Copyright:Attribution Non-commercial

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07/06/2013

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DateReturn ($)
07/01/2013 $0.00 $0.00
0.00FALSE Total 71230.96
06/01/2013 $20,936.87 $33,155.76
-12218.89 -12218.89 Avg 4748.73
05/01/2013 $0.00 $0.00
0.00FALSE Max 79226.55
04/01/2013($28,856.56) ($32,219.65)
3363.09 3363.09 Min -23341.26
03/01/2013($7,173.21)$13,154.05
-20327.26 -20327.26 Std 30549.81
02/01/2013 $0.00 $0.00
0.00FALSE t 0.6
01/01/2013 $0.00 $0.00
0.00FALSE
12/01/2012 $9,937.85 $18,123.98
-8186.13 -8186.13
11/01/2012 $0.00 $0.00
0.00FALSE
10/01/2012 $0.00 $0.00
0.00FALSE
09/01/2012($21,419.30) ($19,383.62)
-2035.68 -2035.68
08/01/2012 $0.00 $0.00
0.00FALSE
07/01/2012 $0.00 $0.00
0.00FALSE
06/01/2012 $85,754.82 $6,528.27
79226.55 79226.55
05/01/2012 $0.00 $0.00
0.00FALSE
04/01/2012 $0.00 $0.00
0.00FALSE
03/01/2012($37,356.30) ($17,501.78)
-19854.52 -19854.52
02/01/2012 $0.00 $0.00
0.00FALSE
01/01/2012 $0.00 $0.00
0.00FALSE
12/01/2011($5,848.13)$4,748.68
-10596.81 -10596.81
11/01/2011 $0.00 $0.00
0.00FALSE
10/01/2011 $0.00 $0.00
0.00FALSE
09/01/2011($32,210.94) ($18,133.66)
-14077.28 -14077.28
08/01/2011 $0.00 $0.00
0.00FALSE
07/01/2011 $0.00 $0.00
0.00FALSE
06/01/2011 $13,768.97 $37,110.23
-23341.26 -23341.26
05/01/2011 $0.00 $0.00
0.00FALSE
04/01/2011 $0.00 $0.00
0.00FALSE
03/01/2011 $11,311.17 $23,802.53
-12491.36 -12491.36
02/01/2011 $0.00 $0.00
0.00FALSE
01/01/2011 $0.00 $0.00
0.00FALSE
12/01/2010 $724.95 $6,659.79
-5934.84 -5934.84
11/01/2010 $0.00 $0.00
0.00FALSE
10/01/2010 $0.00 $0.00
0.00FALSE
09/01/2010 $49,807.84 $2,905.13
46902.71 46902.71
08/01/2010 $0.00 $0.00
0.00FALSE
07/01/2010 $0.00 $0.00
0.00FALSE
06/01/2010($47,577.22) ($95,928.70)
48351.48 48351.48
05/01/2010 $0.00 $0.00
0.00FALSE
04/01/2010 $0.00 $0.00
0.00FALSE
03/01/2010 $16,929.58($5,521.58)
22451.16 22451.16
02/01/2010 $0.0001/01/2010 $0.0012/01/2009 $0.0011/01/2009 $0.0010/01/2009 $0.0009/01/2009 $0.0008/01/2009 $0.0007/01/2009 $0.0006/01/2009 $0.00

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