This strategy finishes the quarter with a + 14 % return , 3.8 % in April
, 7.7 % in May, and 2.4% for June. For 2014 it is up 29 % . However the volatility
is very high at 20.6 %.
We are re-balancing the portfolio for the Q3 , 2014. Again , this system is for educational purposes only. Next update will be on 7/30/2014.