Sector Calls.xls

I've attached a file with the history of the long and short calls, which can be correlated with the IWM Robot's own calls.

I do not have the prices attached, or the specific returns.

A 100% long only test from June 2003 to the present yields 5433 from an initial 987 on the S&P. I'm not exactly sure of the number for the short only test, but it was somewhere around 882 in one of the iterations and 1180 on another (can't remember which correlated with the current calls, because I was only interested in an edge of any kind on the short side and a primary edge on the long side).

I'll get the actual numbers for the short side when I get a little more time (hopefully today or tomorrow).

The specific method, unfortunately, is propriety, and I do not have permission from the author to share more details than "volume divergence". The paper that this is based on is a 1960s MBA thesis that was not commercially published, and the author has been living off of his own profits for decades without managing anyone else's money.

Wish I could do better (and wish I could take credit), but all I did was adapt his model.

Tim