2014 LEV Leader Performance

[Riskslayer]

Hi-

After running the real-world acct on this strategy, I realize the best estimate of performance is to take the open-to-close % from the 1st day, and then close-to-close for the other 4 groups. So, e.g. today, the -2.66% is formed from the average of -2.23% (open-to-close) for the Jan 27, 2014 group, and then close-to-close values from the other Jan 24, Jan 23, Jan 22, and Jan 21 groups because these names were held overnight. If you guys have any Q's let me know.

Results for Mon, Jan 27, 2014:



Shawn

[Riskslayer]

Hi-

Got the 3rd highest up move since tracking started. Further evidence of growing volatility as we saw saw the 2nd and 4th largest down move earlier this month..



Shawn

[Riskslayer]

Hi-

Here are the results from Wed, Jan 29, 2014:



Shawn

[Riskslayer]

Hi-

Results for Th, Jan 30, 2014:



Shawn

[Riskslayer]

Hi-

Here are the results from Fri, Jan 31, 2014:



Shawn

[Riskslayer]

Hi-

Results for Mon, Feb 3, 2014:



Shawn

[Riskslayer]

Hi-

Results for Tu, Feb 4, 2014:



Shawn