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Best(S&P1500) rev1

  • This model can hold 10 stocks selected by a ranking system from a minimum volatility stock universe of the S&P 1500.
  • When adverse stock market conditions exist, the model reduces stock holdings by 50% and invests the proceeds in the -2x leveraged ProShares UltraShort S&P500 ETF (SDS).
  • The backtest produced a simulated average annual return of about 42% from Jan-2000 to end of June-2015 with a maximum draw-down of minus 24%.

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