Sample Performance

Below you will find performance statistics of a few sample models, demonstrating the extraordinary results that can be achieved with our neural networks and genetic algorithms using simple inputs in TradingSolutions. Every sample model displayed shows only "out of sample" performance, which is the period in time after the neural networks was trained or just after optimization took place.

Affiliated Managers Group, Inc. (NASDAQ:AMG) Hypothetical Monthly Results Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2010 4.14% 7.15% 7.20% 2011 9.94% 13.94% -0.71% 9.04% 6.11% 1.60% 8.02% -12.07% 0.17% 22.25% -3.20% 5.50% 2012 8.15% 4.34% 8.78% 0.39% Annualized Return: Annualized Return indicates the value is the annualized return on the initial investment. It can be used to evaluate the overall profitability of the signal. This value is the annualized return on the investment from its initial value to its final value. 82.05% Buy/Hold Annualized Return: Buy/Hold Annualized Return indicates the type of analysis is similar to Account Equity, except that the equity is compared to the equity that would be generated by simply buying the stock on the first bar and holding it. The actual value of buying and holding the stock can also be generated using this type. 21.73% Expand Statistics Leverage: Leverage indicates the maximum leverage that can be applied for FOREX trading. n/a Trades: 38 # Profitable: 32 (84.21%) Avg Trade Length: 10 Sharpe Ratio (Annualized): Sharpe Ratio (Annualized) indicates that this value uses the Sharpe Ratio by bar and annualizes that value based on the approximate number of trading days in the year. The Sharpe Ratio by bar is the average percent change in equity of each bar over the standard deviation of those changes. This is useful as a basic reward-to-risk ratio. Higher Sharpe Ratios indicate that a greater amount of average profit could be made with less day-to-day volatility. 1.77 Profit Factor: Profit Factor indicates that this value is the profit generated by profitable trades divided by the losses generated by losing trades. A value of 2 would indicate that twice as much money was made from winning trades than was lost from losing trades. Higher values indicate less risk. 5.36 Collapse Statistics Download Data & Solution Files ^ Back to Top ^

American Tower Corporation (NASDAQ:AMT) Hypothetical Monthly Results Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2010 -0.93% 5.91% 1.51% 2011 7.18% 7.29% -9.03% -0.14% -4.56% 15.67% 0.19% 7.62% 6.98% 9.33% 9.43% 6.21% 2012 -6.09% 1.16% -0.53% -2.89% Annualized Return: Annualized Return indicates the value is the annualized return on the initial investment. It can be used to evaluate the overall profitability of the signal. This value is the annualized return on the investment from its initial value to its final value. 53.67% Buy/Hold Annualized Return: Buy/Hold Annualized Return indicates the type of analysis is similar to Account Equity, except that the equity is compared to the equity that would be generated by simply buying the stock on the first bar and holding it. The actual value of buying and holding the stock can also be generated using this type. 18.44% Expand Statistics Leverage: Leverage indicates the maximum leverage that can be applied for FOREX trading. n/a Trades: 67 # Profitable: 47 (70.15%) Avg Trade Length: 5 Sharpe Ratio (Annualized): Sharpe Ratio (Annualized) indicates that this value uses the Sharpe Ratio by bar and annualizes that value based on the approximate number of trading days in the year. The Sharpe Ratio by bar is the average percent change in equity of each bar over the standard deviation of those changes. This is useful as a basic reward-to-risk ratio. Higher Sharpe Ratios indicate that a greater amount of average profit could be made with less day-to-day volatility. 1.78 Profit Factor: Profit Factor indicates that this value is the profit generated by profitable trades divided by the losses generated by losing trades. A value of 2 would indicate that twice as much money was made from winning trades than was lost from losing trades. Higher values indicate less risk. 2.45 Collapse Statistics Download Data & Solution Files ^ Back to Top ^

Dollar Tree Stores, Inc. (NASDAQ:DLTR) Hypothetical Monthly Results Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2008 11.52% 4.42% 25.62% 1.96% 0.25% -0.58% 27.27% -0.34% 2009 6.99% 12.85% 0.63% 7.60% 6.60% -3.53% 5.59% 17.89% 9.91% -6.68% 18.80% -0.82% 2010 5.09% 20.01% 4.07% 10.72% -3.66% 1.71% 14.49% -1.56% 0.65% 8.60% 15.39% 4.85% 2011 -10.46% 7.53 7.87 7.82% 13.11% -0.98% -4.54% 26.89% 5.44% 7.95% -0.63% 5.52% 2012 7.00% 10.25% -0.13% 5.97% Annualized Return: Annualized Return indicates the value is the annualized return on the initial investment. It can be used to evaluate the overall profitability of the signal. This value is the annualized return on the investment from its initial value to its final value. 113.73% Buy/Hold Annualized Return: Buy/Hold Annualized Return indicates the type of analysis is similar to Account Equity, except that the equity is compared to the equity that would be generated by simply buying the stock on the first bar and holding it. The actual value of buying and holding the stock can also be generated using this type. 47.90% Expand Statistics Leverage: Leverage indicates the maximum leverage that can be applied for FOREX trading. n/a Trades: 187 # Profitable: 148 (79.14%) Avg Trade Length: 5 Sharpe Ratio (Annualized): Sharpe Ratio (Annualized) indicates that this value uses the Sharpe Ratio by bar and annualizes that value based on the approximate number of trading days in the year. The Sharpe Ratio by bar is the average percent change in equity of each bar over the standard deviation of those changes. This is useful as a basic reward-to-risk ratio. Higher Sharpe Ratios indicate that a greater amount of average profit could be made with less day-to-day volatility. 2.54 Profit Factor: Profit Factor indicates that this value is the profit generated by profitable trades divided by the losses generated by losing trades. A value of 2 would indicate that twice as much money was made from winning trades than was lost from losing trades. Higher values indicate less risk. 4.35 Collapse Statistics Download Data & Solution Files ^ Back to Top ^

Tellabs, Inc. (NASDAQ:TLAB) Hypothetical Monthly Results Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2011 23.75% 9.64% 13.93% 28.63% -0.25% 2.80% 2012 9.80% 11.88% -0.26% 6.25% Annualized Return: Annualized Return indicates the value is the annualized return on the initial investment. It can be used to evaluate the overall profitability of the signal. This value is the annualized return on the investment from its initial value to its final value. 188.10% Buy/Hold Annualized Return: Buy/Hold Annualized Return indicates the type of analysis is similar to Account Equity, except that the equity is compared to the equity that would be generated by simply buying the stock on the first bar and holding it. The actual value of buying and holding the stock can also be generated using this type. -22.00% Expand Statistics Leverage: Leverage indicates the maximum leverage that can be applied for FOREX trading. n/a Trades: 29 # Profitable: 24 (82.76%) Avg Trade Length: 7 Sharpe Ratio (Annualized): Sharpe Ratio (Annualized) indicates that this value uses the Sharpe Ratio by bar and annualizes that value based on the approximate number of trading days in the year. The Sharpe Ratio by bar is the average percent change in equity of each bar over the standard deviation of those changes. This is useful as a basic reward-to-risk ratio. Higher Sharpe Ratios indicate that a greater amount of average profit could be made with less day-to-day volatility. 2.49 Profit Factor: Profit Factor indicates that this value is the profit generated by profitable trades divided by the losses generated by losing trades. A value of 2 would indicate that twice as much money was made from winning trades than was lost from losing trades. Higher values indicate less risk. 7.25 Collapse Statistics Download Data & Solution Files ^ Back to Top ^

V.F. Corporation (NASDAQ:VFC) Hypothetical Monthly Results Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2010 11.08%% 6.15% 5.04% 2011 -4.21% 17.66% -4.44% -1.79% 8.69% 12.62% -5.00% 26.81% -5.57% -19.23% -3.68% 9.13% 2012 1.40% 11.83% 8.04% 13.45% Annualized Return: Annualized Return indicates the value is the annualized return on the initial investment. It can be used to evaluate the overall profitability of the signal. This value is the annualized return on the investment from its initial value to its final value. 85.50% Buy/Hold Annualized Return: Buy/Hold Annualized Return indicates the type of analysis is similar to Account Equity, except that the equity is compared to the equity that would be generated by simply buying the stock on the first bar and holding it. The actual value of buying and holding the stock can also be generated using this type. 46.18% Expand Statistics Leverage: Leverage indicates the maximum leverage that can be applied for FOREX trading. n/a Trades: 30 # Profitable: 28 (93.33%) Avg Trade Length: 13 Sharpe Ratio (Annualized): Sharpe Ratio (Annualized) indicates that this value uses the Sharpe Ratio by bar and annualizes that value based on the approximate number of trading days in the year. The Sharpe Ratio by bar is the average percent change in equity of each bar over the standard deviation of those changes. This is useful as a basic reward-to-risk ratio. Higher Sharpe Ratios indicate that a greater amount of average profit could be made with less day-to-day volatility. 2.07 Profit Factor: Profit Factor indicates that this value is the profit generated by profitable trades divided by the losses generated by losing trades. A value of 2 would indicate that twice as much money was made from winning trades than was lost from losing trades. Higher values indicate less risk. 5.64 Collapse Statistics Download Data & Solution Files ^ Back to Top ^

Last updated: 4/6/12