In the past couple of weeks I’ve outlined a trading system that I am now using which focuses on leveraged ETFs. It’s a specific group of funds, which I identifies here, primarily for their liquidity.
Below are some more details about the back-tested results of the system. First, you will see the monthly results. As mentioned previously, these are relatively new vehicles, so the test only goes back to 2008. Second, you will see the distribution of ROI among the trades.
In both cases these charts are straight out of Amibroker… thanks Amibroker!
Good Trading…
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