Best(SPY-SH) 9-23-13

Best(SPY-SH) 9-23-13Currently the portfolio holds SPY, so far held for a period of 77 days, and showing 3.54% return to 9/23/2013

A starting capital of $100,000 at inception on 1/2/2009 would have grown to $356,976 which includes $1823 cash ($1752 dividends received on 9/23/13)  and excludes $9,030 spent on fees and slippage.

Posted in reg-best-spy
2 comments on “Best(SPY-SH) 9-23-13
  1. Brandon says:

    What does ‘Rank’ mean on the performance page?
    Why is inception 2009..i thought the backtesting was 2000.


    • geovrba says:

      The Best(SPY-SH) has a ranking system which ranks the 2 components. In down-markets SH should get the higher rank and therefore it will be bought instead of SPY, and vice versa.

      Inception of the demonstration model is 1/2/2009 and the backtest was done from 1/2/1999 onwards. Reason for the 2009 start date is to make this model’s performance comparable to the Best10 model which also starts at that date.

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer