Thursday, March 10, 2011

ESGumbo Monthly Performance

This table contains the backtest result by month since Jan, 2000. The values in the table are net S&P e-mini points. And, as always, these results are hypothetical and even if they weren't, past performance is no guarantee of future results. Click on the image to enlarge.

The worst month was down about 100 points or $5k. The largest intra month drawdown is about twice that.

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