This calendar effect anomaly has significantly outperformed buy a hold return in the relevant market on both absolute and risk-adjusted basis.
|
This post is for paid subscribers
Already a subscriber? Sign in |
Subscribe by email
That email address is already subscribed.
Subscribe and receive a free book
CFTC RULE 4.41
Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
Copyright Notice
© 2011 – 2024 Tradingpatterns.com. All Rights Reserved. We grant a revocable permission to create a hyperlink to this blog subject to certain Terms and Conditions. Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this blog is strictly prohibited without prior written permission.