All figures are hypothetical results of applying the stated rules to historical data. They do not represent actual trading and exclude costs, slippage and taxes. With the predictive service on, trades are executed at the close of the day on which the published switching price is crossed; an SMS alert is sent the evening before when that price lies within 2.5% of the close, and a signal that arrives without such an alert is traded at the next day's close; with it off, on the next day at the selected price: close, open, (high + low)/2 or (open + high + low + close)/4. Where simulated history has no open, high or low, the previous close or the mean of the previous and current close is used. BIL before May 30, 2007 is simulated from US Treasury 3-month yields; SHY, IEF and TLT before Jul 26, 2002 from US Treasury par yields; GLD before Nov 18, 2004 uses historical index data. Past performance, actual or simulated, does not guarantee future results. This page describes a mathematical model and is not investment advice.