December 2013 Seasonal Trades Walkforward Performance
Here the performance figures in 100/30 Long /Short portfolio methodology for December 2013 Seasonal Trades
ps: the performance is adjusted for dividend pay-outs
|BBY||Best Buy Co. Inc.||39.88||40.38||-1.25||1.25|
|ESRX||Express Scripts Inc.||70.24||67.35||4.11||4.11|
|POM||Pepco Holdings, Inc.||19.13||18.81||1.67||1.67|
100/30 Long /Short Portfolio of Seasonality S&P 500 Stocks for December- 2013 performance
(3.27*100+(-0.45)*30)/130 = 2.41 against 2.53% for $SPY
0.1% under-performance !
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