Interesting to me that there are no other comments on this thread. Alot of the day traders on this site could benefit from Crabel's work
Seems to average about 12% p/a average with 15% drawdowns. How did they not make a killing in 2008 and 2009? Code: Return DD 2014 8.66 -4.78 2013 2.11 -14.23 2012 15.14 -1.89 2011 -1.45 -4.71 2010 9.51 -2.56 2009 -0.34 -6.25 2008 -0.95 -9.26 2007 32.9 -4.44 2006 8.41 -6.9 2005 6.59 -3.99 2004 6.25 -1.89 2003 1.85 -4.05 2002 27.35 -3.89 2001 13.83 -14.35 2000 27.4 -14.04 1999 14.94 -10.17 1998 16.56 -16.26 *2014 returns are to end of Nov