A starting capital of $100,000 at inception on 1/2/2009 would have grown to $404,880 which includes $1,922 cash and excludes $10,605 spent on fees and slippage. The iM-Combo3 portfolio currently holds SPY, XLV, and SSO so far held for an average period of 59 days, and showing a 5.32% return to 5/27/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $108,810 which includes $1,706 in cash and excludes $408 in fees and slippage.
The iM-Best(Short) position for Tuesday 5/27/2014: VRTX only. Over the previous week the market value of Best(Short) lost 1.57% while SPY gained 1.47%.
Over the period 1/2/2009 to 5/27/2014 the starting capital of $100,000 would have grown to $117,545, which is net of $11,156 fees and slippage.
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