When has it not? -VBG-
A market beating model is likely to stay long much of the time and short the market on more days which actually go down than days which turn out to be up :)
Here are the forecasts, actual changes in the NDX and the imagianry portfolio in the simulation since 21 Sep:
Actual Model Portfolio
21-Sep-01 $10,000
24-Sep-01 5.5% 8.0% $10,569
25-Sep-01 -0.3% 0.5% $10,540
26-Sep-01 -3.8% -1.0% $10,948
27-Sep-01 0.1% 6.8% $10,955
28-Sep-01 2.1% 3.2% $11,186
1-Oct-01 -1.5% -1.8% $11,353
2-Oct-01 0.7% 4.0% $11,433
3-Oct-01 7.5% 6.0% $12,321
4-Oct-01 0.9% -1.6% $12,211
5-Oct-01 0.9% -2.7% $12,105
8-Oct-01 0.6% 4.6% $12,180
9-Oct-01 -2.8% -0.5% $12,523
10-Oct-01 4.7% -1.3% $11,946
11-Oct-01 6.3% 2.3% $12,726
12-Oct-01 0.3% -0.9% $12,690
15-Oct-01 -1.1% -2.7% $12,827
16-Oct-01 1.9% 2.3% $13,068
17-Oct-01 -6.6% 0.2% $12,230
18-Oct-01 1.2% -1.8% $12,088
19-Oct-01 1.3% 2.1% $12,245
22-Oct-01 2.6% -0.1% $11,930
23-Oct-01 0.1% -1.8% $11,922
24-Oct-01 2.9% 1.5% $12,272
25-Oct-01 3.7% 1.6% $12,740
26-Oct-01 -1.6% -3.5% $12,952
29-Oct-01 -5.7% -2.0% $13,708
30-Oct-01 -2.4% 0.6% $13,386
31-Oct-01 1.7% 2.4% $13,611
1-Nov-01 4.3% 1.2% $14,203
2-Nov-01 0.1% 4.9% $14,219
5-Nov-01 3.7% 1.7% $14,760
6-Nov-01 2.9% 0.8% $15,189
7-Nov-01 0.1% -3.0% $15,174
8-Nov-01 -0.9% -3.7% $15,315
9-Nov-01 0.3% 1.1% $15,359
12-Nov-01 0.9% 1.8% $15,499
13-Nov-01 3.3% 2.1% $16,026
14-Nov-01 0.3% -0.5% $15,974
15-Nov-01 -0.2% 1.4% $15,941
16-Nov-01 0.0% 2.3% $15,937
19-Nov-01 2.2% 0.9% $16,294
20-Nov-01 -4.3% -2.1% $17,007
21-Nov-01 0.1% 1.8% $17,033
23-Nov-01 1.6% 2.5% $17,312
26-Nov-01 2.6% -0.2% $16,861
27-Nov-01 -0.6% -0.8% $16,964
28-Nov-01 -3.3% -0.2% $17,539
29-Nov-01 2.7% 2.1% $18,016
30-Nov-01 -0.2% 2.9% $17,979
3-Dec-01 -1.8% -0.4% $18,306
4-Dec-01 4.2% 0.3% $19,085
5-Dec-01 5.2% 2.3% $20,097
6-Dec-01 -0.2% -0.7% $20,131
7-Dec-01 -2.6% -1.9% $20,661
10-Dec-01 -1.7% 1.3% $20,309
11-Dec-01 1.0% 1.8% $20,506
12-Dec-01 0.5% 1.5% $20,613
13-Dec-01 -4.2% -0.5% $21,488
14-Dec-01 0.2% 6.5% $21,539
17-Dec-01 2.1% 2.9% $22,004
18-Dec-01 1.1% -2.0% $21,774
19-Dec-01 -1.8% -3.7% $22,161
20-Dec-01 -4.5% -0.5% $23,176
21-Dec-01 1.3% 0.9% $23,487
24-Dec-01 -0.1% 0.1% $23,473
26-Dec-01 0.9% -2.4% $23,273
27-Dec-01 1.0% 3.3% $23,502
28-Dec-01 0.9% 1.6% $23,716
31-Dec-01 -2.8% -1.9% $24,379
2-Jan-02 2.1% -2.9% $23,875
3-Jan-02 3.4% -3.1% $23,069
4-Jan-02 0.5% -1.2% $22,953
7-Jan-02 -1.5% 1.5% $22,608
8-Jan-02 1.0% -1.1% $22,381
9-Jan-02 -0.8% -1.0% $22,554
10-Jan-02 0.2% 0.8% $22,594
11-Jan-02 -1.4% -0.3% $22,905
14-Jan-02 -1.9% -0.9% $23,340
15-Jan-02 0.5% -0.7% $23,214
16-Jan-02 -3.4% -0.8% $24,010
17-Jan-02 2.7% 0.2% $24,678
18-Jan-02 -3.4% 0.7% $23,844
22-Jan-02 -3.0% -0.3% $24,582
23-Jan-02 3.1% 5.8% $25,358
24-Jan-02 1.0% -1.4% $25,100
25-Jan-02 -0.4% -4.0% $25,211
28-Jan-02 0.4% 1.6% $25,318
29-Jan-02 -3.0% -3.8% $26,077
30-Jan-02 1.3% -0.6% $25,744
31-Jan-02 0.7% 1.2% $25,933
1-Feb-02 -1.4% -4.2% $26,307
4-Feb-02 -3.3% 1.4% $25,464
5-Feb-02 -1.1% 3.7% $25,183
6-Feb-02 -1.1% 1.9% $24,895
7-Feb-02 -2.3% 0.7% $24,339
8-Feb-02 2.7% 2.3% $24,993
11-Feb-02 1.8% 1.3% $25,437
12-Feb-02 -0.9% -0.7% $25,661
13-Feb-02 1.5% 2.4% $26,046
14-Feb-02 -0.8% 1.4% $25,835
15-Feb-02 -2.6% 1.8% $25,169
19-Feb-02 -3.5% 4.3% $24,303
20-Feb-02 4.9% |
