Vertical Solutions Forecast
Performance thru August 2014
(out-of-sample )
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Annualized un-leveraged return: +16.3%
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Max intraday drawdown: -4.3%
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Sharpe Ratio: 3.4
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Profitable 11 of last 11 months (see Monthly Returns, below)
Monthly Returns
In October of 2013 we developed some really nice Overbought/Oversold math that helps maximize expectation and minimize risk.
This math, called Edge, has led to 11 straight profitable months beginning in October of 2013.
–h
Henry Carstens
Vertical Solutions
503-701-5741