Monthly Archives: January 2014

iM-Best(SSO-TLT) Switching System

This model switches between SSO (ProShares Ultra two times daily S&P500 ETF) and TLT (iShares 20 Plus Year Treasury Bond ETF) depending on market direction. Using a web-based trading simulation platform and only market timing buy and sell rules in the algorithm, then this model would have produced an average annual return of about 38% from January 2000 to end of December 2013.

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With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
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