Sunday, August 29, 2010

SP500 RVS 2.0 back to 1983...



This is a example of the historical equity returns for the SWING implementation of RVS on the Large SP Contract SP500 futures market first trade 1983, $1,000,000 allocation average trade size is $250,000. (0% profit reinvestment).

This is the first time that I have run this RVS version 2.0 model on data this far back...not bad...for nearly 30 years of Fed and government manipulated bubble blowing markets.