RE: Test

Nice system. I follow it since last year. Some additional stats:

Season Count Return Yield Min Max Max DD
2006 90 25.061 27.85% -1.869 25.061 2006-10-09
2007 88 0.305 0.35% -3.637 5.418 2007-10-06
2008 90 16.681 18.53% -1.296 17.681 2008-10-14
2009 99 3.370 3.40% -2.524 8.619 2009-10-03
2010 105 19.174 18.26% 1.060 24.404 2010-10-09
2011 103 15.825 15.36% -2.857 15.825 2011-10-09
2012 65 -1.970 -3.03% -2.020 7.176 2013-01-27
2013 100 19.176 19.18% 0.440 22.227 2013-10-05
2014 111 8.937 8.05% -5.307 11.429 2014-10-18
2015 13 4.618 35.52% -2.248 4.618 2015-10-10
All 86 11.118 12.87%
Sharpe Ratio: 1.265
Minimum Bankroll: -5.307
Worst Season Return: -1.970

DD is for the first pick date