The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 91 days, and showing 2.00% return to 10/7/2013
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $351,735 which includes $132 cash and excludes $9,032 spent on fees and slippage.
More details, applications, and how to subscribe to the dedicated iM-Best(SPY-SH) News mailing list can be found here
Your trade history shows you were invested in SPY in Sept 2009 which was a good month for stocks but you state this month had the largest drawdown of the portfolio of around 25%. Could you please explain?
Roger, thank you for pointing this out. The largest drawdown of -22.75% was in October 2002.
Your trades show invested in SPY that month and largest drawdown for that month was probably half of the amount stated above. Were there other trades/stop outs?
Roger, that is the maximum draw-down from the previous all time high which occurred on 8/22/02 when the model was in SH.