SlideShare a Scribd company logo
1 of 13
Download to read offline
Sector.Rotation - Backtest Report                                                          Page 1 of 4



                             Statistics | Charts | Trades | Formula | Settings | Symbols

                                                      Charts

1. Portfolio Equity




2. Underwater Equity




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html      1/7/2011
Sector.Rotation - Backtest Report                                                         Page 2 of 4




3. Profit Table




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html     1/7/2011
Sector.Rotation - Backtest Report                                                         Page 3 of 4



Profit distribution




Max. Adverse Excursion distribution




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html     1/7/2011
Sector.Rotation - Backtest Report                                                         Page 4 of 4




Max. Favorable Excursion distribution




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html     1/7/2011
Sector.Rotation - Backtest Report                                                                  Page 1 of 1



                             Statistics | Charts | Trades | Formula | Settings | Symbols

                                                     Statistics
                                                           All trades             Long trades      Short trades
Initial capital                                            100000.00                 100000.00        100000.00
Ending capital                                            2798648.55                2798648.55        100000.00
Net Profit                                                2698648.55                2698648.55             0.00
Net Profit %                                               2698.65 %                2698.65 %           0.00 %
Exposure %                                                   78.72 %                  78.72 %           0.00 %
Net Risk Adjusted Return %                                 3428.37 %                3428.37 %              N/A
Annual Return %                                              13.92 %                  13.92 %           0.00 %
Risk Adjusted Return %                                       17.68 %                  17.68 %              N/A


All trades                                                        210           210 (100.00 %)       0 (0.00 %)
 Avg. Profit/Loss                                           12850.71                  12850.71             N/A
 Avg. Profit/Loss %                                           5.24 %                   5.24 %              N/A
 Avg. Bars Held                                                 74.31                      74.31           N/A


Winners                                                 152 (72.38 %)            152 (72.38 %)       0 (0.00 %)
 Total Profit                                             3031612.47                3031612.47             0.00
 Avg. Profit                                                19944.82                  19944.82             N/A
 Avg. Profit %                                                8.99 %                   8.99 %              N/A
 Avg. Bars Held                                                 81.84                      81.84           N/A
 Max. Consecutive                                                  20                        20              0
 Largest win                                               159763.76                 159763.76             0.00
 # bars in largest win                                            141                       141              0


Losers                                                   58 (27.62 %)             58 (27.62 %)       0 (0.00 %)
 Total Loss                                               -332963.92                -332963.92             0.00
 Avg. Loss                                                   -5740.76                 -5740.76             N/A
 Avg. Loss %                                                 -4.59 %                   -4.59 %             N/A
 Avg. Bars Held                                                 54.59                      54.59           N/A
 Max. Consecutive                                                   5                         5              0
 Largest loss                                               -20165.83                -20165.83             0.00
 # bars in largest loss                                            52                        52              0


Max. trade drawdown                                         -84047.22                -84047.22             0.00
Max. trade % drawdown                                       -38.90 %                  -38.90 %          0.00 %
Max. system drawdown                                      -142466.09                -142466.09             0.00
Max. system % drawdown                                      -19.75 %                  -19.75 %          0.00 %
Recovery Factor                                                 18.94                      18.94           N/A
CAR/MaxDD                                                         0.70                      0.70           N/A
RAR/MaxDD                                                         0.90                      0.90           N/A
Profit Factor                                                     9.10                      9.10           N/A
Payoff Ratio                                                      3.47                      3.47           N/A
Standard Error                                             307737.40                 307737.40             0.00
Risk-Reward Ratio                                                 0.23                      0.23           N/A
Ulcer Index                                                       4.59                      4.59           0.00
Ulcer Performance Index                                           1.85                      1.85           N/A
Sharpe Ratio of trades                                            0.86                      0.86           0.00
K-Ratio                                                       0.0213                    0.0213         -1.#IND




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421stats.html               1/7/2011
Sector.Rotation - Backtest Report                                                                                                Page 1 of 8



                                    Statistics | Charts | Trades | Formula | Settings | Symbols

                                                                   Trades

Trade list
                                                %                                                        #                            Scale
Ticker Trade          Entry        Exit                   Profit      Shares    Pos. value Cum. profit           Profit/bar MAE/MFE
                                                change                                                   bars                         In/Out
                       6/19/1986 10/22/1987                  -975.86                                                        -7.55%
 FSUTX         Long                              -2.93%              5136.11     33333.33      -975.86     341      -2.86                      0/0
                            6.49        6.3                  -2.93%                                                         15.87%
                       3/13/1987 10/22/1987         -11602.99                                                               -37.25%
 FBIOX         Long                         -33.85%           4854.81            34274.95   -12578.85      156     -74.38                      0/0
                            7.06       4.67           -33.85%                                                                 2.69%
                       2/17/1988    6/27/1988               5399.54                                                          0.00%
 FSAIX         Long                              18.53%                8570.7    29140.38    -7179.31       92      58.69                      0/0
                             3.4         4.03               18.53%                                                          19.12%
                       2/17/1988    11/9/1988               5102.02                                                         -0.17%
 FSTCX         Long                              17.51%             4905.79      29140.38    -2077.29      187      27.28                      0/0
                            5.94         6.98               17.51%                                                          17.51%
                       6/27/1988    1/25/1989               1946.99                                                          -7.05%
 FSENX         Long                               6.02%             6713.76      32360.34      -130.30     148      13.16                      0/0
                            4.82         5.11                6.02%                                                            6.02%
                       1/25/1989    5/11/1989               4976.96                                                          0.00%
 FSRPX         Long                              14.18%             8580.96      35096.14     4846.66       75      66.36                      0/0
                            4.09         4.67               14.18%                                                          14.18%
                       5/11/1989     8/4/1989               6795.48                                                          0.00%
 FSLBX         Long                              17.80%             11325.8      38167.92    11642.13       60     113.26                      0/0
                            3.37         3.97               17.80%                                                          17.80%
                        8/4/1989    9/28/1989                 144.93                                                         0.00%
FSCHX          Long                               0.34%              4831.12     42562.13    11787.07       39       3.72                      0/0
                            8.81         8.84                 0.34%                                                          4.88%
                       11/9/1988 10/26/1989                 2034.11                                                         -3.33%
 FSAVX         Long                               6.18%             5215.66      32910.81    13821.17      244       8.34                      0/0
                            6.31        6.7                  6.18%                                                          18.23%
                       2/17/1988    1/11/1990              13645.80                                                         -3.78%
 FSUTX         Long                              46.83%             4401.87      29140.38    27466.97      482      28.31                      0/0
                            6.62         9.72               46.83%                                                          51.36%
                       9/28/1989     2/9/1990              -4484.18                                                         -13.65%
FSHOX          Long                           -10.51%               9540.81      42647.43    22982.79       94     -47.70                      0/0
                            4.47            4              -10.51%                                                            2.24%
                       1/11/1990    2/12/1990              -3053.81                                                          -9.43%
 FSPCX         Long                              -7.20%             7270.97      42389.75    19928.98       23    -132.77                      0/0
                            5.83         5.41                -7.20%                                                           0.00%
                        2/9/1990    4/18/1990               3435.29                                                          -1.36%
 FSAVX         Long                               8.64%             6026.82      39777.03    23364.27       47      73.09                      0/0
                             6.6         7.17                8.64%                                                            8.79%
                       2/12/1990    5/16/1990               3992.01                                                         -2.72%
 FSCSX         Long                              10.15%             9736.62      39335.94    27356.28       66      60.49                      0/0
                            4.04         4.45               10.15%                                                          10.64%
                      10/26/1989    8/21/1990               1098.68                                                         -2.15%
 FDFAX         Long                               2.69%             5493.41      40816.00    28454.97      207       5.31                      0/0
                            7.43         7.63                2.69%                                                          19.11%
                       4/18/1990    8/21/1990                -361.31                                                         -3.62%
 FSUTX         Long                              -0.85%              4516.33     42363.19    28093.66       88      -4.11                      0/0
                            9.38          9.3                -0.85%                                                           3.84%
                       5/16/1990    8/21/1990              -3318.60                                                          -7.53%
 FSPCX         Long                              -7.53%             7901.42      44089.91    24775.06       68     -48.80                      0/0
                            5.58         5.16                -7.53%                                                           5.91%
                       12/3/1990    1/11/1991                -446.69                                                         -2.15%
 FDFAX         Long                              -1.07%              4963.21     41591.69    24328.38       28     -15.95                      0/0
                            8.38         8.29                -1.07%                                                           2.86%
                       12/3/1990    1/11/1991                 587.87                                                         0.00%
FSDAX          Long                               1.41%              7348.35     41591.69    24916.24       28      21.00                      0/0
                            5.66         5.74                 1.41%                                                          4.59%
                       12/3/1990    1/11/1991                -584.62                                                         -1.71%
 FSUTX         Long                              -1.41%              4175.87     41591.69    24331.62       28     -20.88                      0/0
                            9.96         9.82                -1.41%                                                           0.90%
                       1/18/1991    2/19/1991               6076.02                                                         -0.44%
 FSAIX         Long                              14.66%             9068.68      41443.87    30407.64       22     276.18                      0/0
                            4.57         5.24               14.66%                                                          14.66%
                       1/18/1991    2/20/1991               6567.61                                                         -0.27%
FSCGX          Long                              15.85%             11323.5      41443.87    36975.25       23     285.55                      0/0
                            3.66         4.24               15.85%                                                          16.67%
                       2/20/1991    6/19/1991               4910.29                                                         -1.08%
 FSDPX         Long                              10.63%             6215.55      46181.54    41885.53       84      58.46                      0/0
                            7.43         8.22               10.63%                                                          11.17%
                       6/19/1991    12/6/1991              -1111.13                                                          -2.91%
 FSENX         Long                              -2.30%             7407.53      48371.15    40774.40      120      -9.26                      0/0
                            6.53         6.38                -2.30%                                                           8.42%
                       1/18/1991    12/3/1993              21801.64                                                         -1.00%
 FSUTX         Long                              52.61%             4152.69      41443.87    62576.04      729      29.91                      0/0
                            9.98        15.23               52.61%                                                          63.63%

FSCHX          Long    12/6/1991    1/28/1994    44.39%    22694.59 4859.65      51123.57    85270.63      544      41.72    -0.76%            0/0




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                               1/7/2011
Sector.Rotation - Backtest Report                                                                                  Page 2 of 8



                      10.52       15.19             44.39%                                                     44.39%
                  12/3/1993   2/14/1994             4552.44                                                    -1.65%
 FSLEX    Long                            7.00%             6322.84     64998.77    89823.07    51    89.26                  0/0
                      10.28          11              7.00%                                                     10.02%
                  2/19/1991    4/6/1994            16653.21                                                    -0.73%
FDFAX     Long                            35.85%            4869.36     46453.70   106476.28   793    21.00                  0/0
                       9.54       12.96             35.85%                                                     45.81%
                  1/28/1994    4/6/1994            -5758.98                                                    -9.79%
 FSPHX    Long                            -8.19%            3533.12     70344.37   100717.30    47   -122.53                 0/0
                      19.91       18.28              -8.19%                                                     1.16%
                  2/14/1994    4/6/1994            -3419.61                                                    -6.37%
FSUTX     Long                            -4.89%               4684.4   69891.25    97297.69    36    -94.99                 0/0
                      14.92       14.19              -4.89%                                                     0.13%
                  4/12/1994   4/15/1994                0.00                                                    -0.76%
 FSVLX    Long                            0.00%                8324.8   65765.90    97297.69     4     0.00                  0/0
                        7.9         7.9              0.00%                                                      0.00%
                  4/12/1994   4/15/1994              111.47                                                    -0.51%
 FSRBX    Long                            0.17%             11146.8     65765.90    97409.16     4    27.87                  0/0
                        5.9        5.91              0.17%                                                      0.34%
                  4/12/1994   4/15/1994              150.26                                                    -0.53%
FSDPX     Long                            0.23%             5008.83     65765.89    97559.42     4    37.57                  0/0
                      13.13       13.16              0.23%                                                      0.23%
                  4/28/1994   5/11/1994              582.77                                                    0.00%
 FSVLX    Long                            0.88%                8325.3   65853.14    98142.19    10    58.28                  0/0
                       7.91        7.98              0.88%                                                     2.53%
                  4/28/1994   5/11/1994             -126.64                                                    -0.32%
FSCHX     Long                            -0.19%            4221.35     65853.14    98015.55    10    -12.66                 0/0
                       15.6       15.57             -0.19%                                                      1.41%
                  4/28/1994   5/11/1994             -647.57                                                    -0.98%
FSDPX     Long                            -0.98%            4981.33     65853.14    97367.98    10    -64.76                 0/0
                      13.22       13.09             -0.98%                                                      0.61%
                  5/20/1994   6/27/1994             -540.06                                                    -0.82%
FSDPX     Long                            -0.82%            4909.65     65789.33    96827.92    26    -20.77                 0/0
                       13.4       13.29             -0.82%                                                      2.39%
                  5/20/1994   6/27/1994             -815.57                                                    -2.48%
 FIDSX    Long                            -1.24%            3398.21     65789.32    96012.35    26    -31.37                 0/0
                      19.36       19.12             -1.24%                                                      3.67%
                  5/20/1994   6/27/1994             -497.78                                                    -0.76%
FSCHX     Long                            -0.76%            4148.13     65789.32    95514.57    26    -19.15                 0/0
                      15.86       15.74             -0.76%                                                      2.46%
                  7/19/1994   8/19/1994             2146.91                                                    -0.22%
 FSTCX    Long                            3.29%             3638.83     65171.52    97661.49    24    89.45                  0/0
                      17.91        18.5              3.29%                                                      3.35%
                  7/19/1994   8/25/1994             3780.94                                                    -0.23%
FDFAX     Long                            5.80%             4974.93     65171.52   101442.43    28   135.03                  0/0
                       13.1       13.86              5.80%                                                      6.03%
                  7/19/1994   12/9/1994            -4626.37                                                    -7.10%
 FSRFX    Long                            -7.10%            6704.89     65171.52    96816.06   102    -45.36                 0/0
                       9.72        9.03              -7.10%                                                     3.40%
                  8/19/1994   12/9/1994            -2934.17                                                    -4.69%
 FSPCX    Long                            -4.37%               7156.5   67127.99    93881.89    79    -37.14                 0/0
                       9.38        8.97              -4.37%                                                     3.94%
                  8/25/1994   12/9/1994            -2813.79                                                    -4.48%
FSUTX     Long                            -4.14%            4689.66     68000.00    91068.10    75    -37.52                 0/0
                       14.5        13.9              -4.14%                                                     1.31%
                 12/16/1994   2/27/1995             5477.95                                                    -0.10%
FSDAX     Long                            8.60%             6599.93     63689.36    96546.04    49   111.79                  0/0
                       9.65       10.48              8.60%                                                      8.81%
                  2/27/1995    7/6/1995             5020.02                                                    -3.43%
 FSRPX    Long                            7.42%             6275.02     67644.73   101566.06    91    55.17                  0/0
                      10.78       11.58              7.42%                                                      7.42%
                 12/16/1994   10/5/1995            17870.64                                                    -1.62%
FDFAX     Long                            28.06%            4478.86     63689.36   119436.70   203    88.03                  0/0
                      14.22       18.21             28.06%                                                     28.48%
                 12/16/1994 10/13/1995             15254.67                                                    -0.71%
FSUTX     Long                            23.95%            4526.61     63689.37   134691.37   209    72.99                  0/0
                      14.07      17.44              23.95%                                                     23.95%
                   7/6/1995   11/6/1995            12232.28                                                    -1.16%
 FSCPX    Long                            16.58%            9482.39     73772.99   146923.65    87   140.60                  0/0
                       7.78        9.07             16.58%                                                     16.58%
                 10/13/1995   12/7/1995             5180.17                                                    -4.10%
FSHOX     Long                            6.45%             9418.49     80339.69   152103.82    39   132.82                  0/0
                       8.53        9.08              6.45%                                                      6.68%
                  11/6/1995   1/18/1996            -5823.43                                                    -7.10%
 FSRPX    Long                            -7.10%            6771.43     82069.74   146280.39    51   -114.18                 0/0
                      12.12       11.26              -7.10%                                                     2.06%
                  10/5/1995   4/18/1996             8324.80                                                    -2.76%
 FSAVX    Long                            10.46%            4984.91     79608.98   154605.18   136    61.21                  0/0
                      15.97       17.64             10.46%                                                     10.58%
                  1/18/1996    5/3/1996             7330.92                                                    -1.74%
 FSLEX    Long                            8.93%             6787.89     82065.60   161936.11    75    97.75                  0/0
                      12.09       13.17              8.93%                                                      8.93%
                   5/3/1996   6/24/1996             4220.28                                                    -0.42%
FSHOX     Long                            4.88%             9174.51     86423.91   166156.38    36   117.23                  0/0
                       9.42        9.88              4.88%                                                      6.69%

FSCHX     Long                            4.09%               3984.77   90613.72   169862.22    70    52.94                  0/0
                  6/24/1996   10/1/1996             3705.84                                                    -8.53%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                 1/7/2011
Sector.Rotation - Backtest Report                                                                                    Page 3 of 8



                      22.74       23.67               4.09%                                                      4.09%
                  12/7/1995   10/4/1996            13481.14                                                     -2.35%
 FSPCX    Long                            15.93%            6640.96      84605.80   183343.37   210    64.20                   0/0
                      12.74       14.77             15.93%                                                      15.93%
                  4/18/1996 10/10/1996              7062.57                                                     -2.79%
 FSPHX    Long                            8.19%                  2427    86231.36   190405.94   123    57.42                   0/0
                      35.53      38.44               8.19%                                                      10.22%
                  10/4/1996 11/18/1996              3445.55                                                      -1.28%
FSUTX     Long                            3.52%             4993.56      97773.85   193851.49    32   107.67                   0/0
                      19.58      20.27               3.52%                                                        3.78%
                  10/1/1996 11/19/1996              6308.22                                                      0.00%
FDFAX     Long                            6.56%             4672.75      96212.02   200159.71    36   175.23                   0/0
                      20.59      21.94               6.56%                                                       6.90%
                 10/10/1996 12/31/1996              6073.70                                                      -0.87%
 FSRFX    Long                            6.30%                 8435.7   96420.07   206233.42    57   106.56                   0/0
                      11.43      12.15               6.30%                                                        7.96%
                 11/19/1996    4/8/1997             -3609.09                                                     -3.67%
FSDPX     Long                            -3.56%             5821.12 101403.92      202624.32    96    -37.59                  0/0
                      17.42        16.8               -3.56%                                                      5.57%
                   4/8/1997   6/18/1997            14218.78                                                     -2.66%
FSDAX     Long                            14.54%            5427.02      97794.82   216843.10    51   278.80                   0/0
                      18.02       20.64             14.54%                                                      14.87%
                 12/31/1996    8/1/1997            20209.33                                                     -2.60%
FSCHX     Long                            19.49%            4281.64 103701.26       237052.43   149   135.63                   0/0
                      24.22       28.94             19.49%                                                      19.65%
                  6/18/1997    9/3/1997             -9827.34                                                    -10.43%
  EWA     Long                            -8.77%                15178 112013.61     227225.09    54   -181.99                  0/0
                       7.38     6.73253               -8.77%                                                      3.79%
                   8/1/1997    9/4/1997            11519.33                                                      0.00%
FSNGX     Long                            9.64%             13394.6 119479.52       238744.42    24   479.97                   0/0
                       8.92        9.78              9.64%                                                       9.98%
                   9/3/1997   10/6/1997            14325.33                                                      0.00%
 FBIOX    Long                            13.44%                4012.7 106617.34    253069.74    24   596.89                   0/0
                      26.57       30.14             13.44%                                                      13.44%
                   9/4/1997 10/14/1997             11994.17                                                     -0.25%
FSUTX     Long                            9.93%             5082.28 120754.88       265063.91    29   413.59                   0/0
                      23.76      26.12               9.93%                                                      11.15%
                 11/18/1996 11/25/1997             18733.59                                                     -0.16%
 FSAVX    Long                            18.52%            5526.13 101128.24       283797.51   259    72.33                   0/0
                       18.3      21.69              18.52%                                                      30.77%
                 11/25/1997   3/30/1998            24014.75                                                      0.00%
 FSPCX    Long                            19.90%            5731.44 120704.22       307812.26    85   282.53                   0/0
                      21.06       25.25             19.90%                                                      22.17%
                  3/30/1998    5/1/1998             6387.11                                                      0.00%
FSNGX     Long                            4.47%             15207.4 142949.55       314199.37    24   266.13                   0/0
                        9.4        9.82              4.47%                                                       4.47%
                   5/1/1998    6/1/1998         -15004.17                                                       -10.87%
  EWA     Long                          -10.32%           21512.2 145326.86         299195.19    21   -714.48                  0/0
                    6.75556     6.05808           -10.32%                                                         0.00%
                 10/14/1997   6/11/1998             -2185.54                                                     -8.22%
FSCHX     Long                            -1.66%             4553.22 131906.65      297009.65   166    -13.17                  0/0
                      28.97       28.49               -1.66%                                                      8.77%
                   6/1/1998   8/25/1998         -16661.12                                                       -12.28%
 FSAVX    Long                          -12.24%           5409.46 136101.91         280348.53    61   -273.13                  0/0
                      25.16       22.08           -12.24%                                                         0.64%
                  6/11/1998   9/29/1998         -14013.08                                                       -13.33%
 FSCPX    Long                          -10.80%           8007.48 129721.10         266335.44    77   -181.99                  0/0
                       16.2       14.45           -10.80%                                                         8.02%
                  9/29/1998 12/10/1998         -20165.83                                                        -17.43%
   CEF    Long                         -17.43%           27912.9 115708.02          246169.61    52   -387.80                  0/0
                    4.14532    3.42286           -17.43%                                                          3.01%
                  8/25/1998    1/8/1999            34699.81                                                     -7.37%
FSUTX     Long                            29.05%            3825.78 119440.79       280869.42    95   365.26                   0/0
                      31.22       40.29             29.05%                                                      29.18%
                 12/10/1998   1/14/1999              -913.09                                                     -2.35%
FSENX     Long                            -0.96%                8300.8   95542.19   279956.33    24    -38.05                  0/0
                      11.51        11.4              -0.96%                                                       6.43%
                  1/14/1999   3/22/1999            17572.71                                                     -4.40%
  EWJ     Long                            15.95%            12508.6 110140.19       297529.04    46   382.02                   0/0
                    8.80515       10.21             15.95%                                                      17.83%
                   1/8/1999   4/26/1999            11819.21                                                      -7.82%
FSDPX     Long                            8.53%             8207.79 138629.50       309348.25    74   159.72                   0/0
                      16.89       18.33              8.53%                                                        9.77%
                  3/22/1999   5/11/1999            20248.50                                                     -1.92%
FSDAX     Long                            15.85%            5457.82 127712.90       329596.75    36   562.46                   0/0
                       23.4       27.11             15.85%                                                      15.85%
                  4/26/1999   7/12/1999            12147.69                                                      -2.13%
FBSOX     Long                            8.39%             16196.9 144800.43       341744.44    54   224.96                   0/0
                       8.94        9.69              8.39%                                                        9.06%
                  7/12/1999   8/12/1999         -15865.44                                                       -11.41%
 FSPCX    Long                          -10.32%           5236.12 153732.43         325879.00    24   -661.06                  0/0
                      29.36       26.33           -10.32%                                                         0.00%
                  8/12/1999   10/7/1999            -11310.94                                                    -10.13%
FSDPX     Long                            -7.95%             7591.24 142335.68      314568.06    40   -282.77                  0/0
                      18.75       17.26               -7.95%                                                      0.80%

FDFAX     Long                            3.13%                4826.59 131186.63    318670.66   521      7.87                  0/0
                  10/6/1997 10/28/1999              4102.60                                                      -7.32%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                   1/7/2011
Sector.Rotation - Backtest Report                                                                                   Page 4 of 8



                      27.18       28.03               3.13%                                                    22.33%
                  10/7/1999 11/26/1999             16453.79                                                    -4.90%
  EWC     Long                            12.18%            14319.3 135062.78      335124.44    36    457.05                  0/0
                    9.43219    10.5813              12.18%                                                     12.18%
                 11/26/1999   1/19/2000            11709.50                                                    -0.08%
  EWA     Long                            8.03%                 20211 145734.36    346833.94    37    316.47                  0/0
                    7.21064        7.79              8.03%                                                     11.08%
                  5/11/1999   2/25/2000         -17053.52                                                      -11.50%
 FSCPX    Long                          -11.50%           7822.71 148318.65        329780.42   202    -84.42                  0/0
                      18.96       16.78           -11.50%                                                        5.22%
                  2/25/2000   3/28/2000            30470.38                                                     0.00%
 FSLBX    Long                            21.86%            5540.07 139388.16      360250.81    23   1324.80                  0/0
                      25.16       30.66             21.86%                                                     26.31%
                  1/19/2000   4/17/2000             9266.92                                                     -9.42%
 FSAVX    Long                            5.97%             7853.32 155103.04      369517.72    63    147.09                  0/0
                      19.75       20.93              5.97%                                                       9.42%
                 10/28/1999   5/22/2000             1879.42                                                    -0.30%
FSUTX     Long                            1.39%             2891.41 135289.23      371397.14   143     13.14                  0/0
                      46.79       47.44              1.39%                                                     19.73%
                  4/17/2000    7/5/2000            36698.81                                                     0.00%
 FSPHX    Long                            23.38%            2107.92 156934.32      408095.96    55    667.25                  0/0
                      74.45       91.86             23.38%                                                     23.38%
                  3/28/2000   7/17/2000            24648.33                                                    -3.42%
 FSLEX    Long                            15.04%            16998.8 163868.88      432744.28    77    320.11                  0/0
                       9.64       11.09             15.04%                                                     15.15%
                   7/5/2000    8/9/2000            12517.29                                                     0.00%
 FSRFX    Long                            7.17%                  8815 174536.92    445261.58    26    481.43                  0/0
                       19.8       21.22              7.17%                                                      7.88%
                  5/22/2000 10/13/2000             -11138.60                                                    -7.40%
   CEF    Long                            -7.40%             44554.4 150593.94     434122.97   102   -109.20                  0/0
                       3.38       3.13                -7.40%                                                     5.56%
                  7/17/2000 10/13/2000             -17059.89                                                   -10.44%
 FSCPX    Long                            -9.51%             9804.54 179422.99     417063.08    64   -266.56                  0/0
                       18.3      16.56                -9.51%                                                     0.93%
                   8/9/2000 10/13/2000              2989.90                                                     -2.13%
FDFAX     Long                            1.67%             6228.96 178646.62      420052.98    47     63.61                  0/0
                      28.68      29.16               1.67%                                                       3.38%
                  11/2/2000 11/14/2000              -2913.46                                                    -2.77%
FSMEX     Long                            -1.68%             14567.3 173350.99     417139.52     9   -323.72                  0/0
                       11.9       11.7                -1.68%                                                     1.51%
                  11/2/2000 11/14/2000              -1644.70                                                    -2.85%
FBSOX     Long                            -0.95%                16447 173350.99    415494.82     9   -182.74                  0/0
                      10.54      10.44                -0.95%                                                     1.42%
                  11/2/2000 11/14/2000                  0.00                                                    -2.51%
 FSAIX    Long                            0.00%              6601.33 173350.99     415494.82     9      0.00                  0/0
                      26.26      26.26                0.00%                                                      0.30%
                  1/30/2001    2/8/2001             1329.82                                                     0.00%
 FSCPX    Long                            0.77%             9498.71 171831.59      416824.64     8    166.23                  0/0
                      18.09       18.23              0.77%                                                      1.49%
                  1/30/2001    2/8/2001                 0.00                                                    -2.01%
FBSOX     Long                            0.00%              15735.5 171831.60     416824.64     8      0.00                  0/0
                      10.92       10.92               0.00%                                                      0.00%
                  1/30/2001    2/8/2001              -646.47                                                    -0.38%
 FSAIX    Long                            -0.38%                6464.7 171831.60   416178.17     8    -80.81                  0/0
                      26.58       26.48              -0.38%                                                      1.47%
                   5/8/2001   5/10/2001             5023.06                                                     0.00%
   CEF    Long                            2.92%             56412.9 172059.39      421201.24     3   1674.35                  0/0
                       3.05     3.13904              2.92%                                                      2.95%
                   5/8/2001   5/10/2001              334.62                                                     0.00%
 FSVLX    Long                            0.19%             6692.31 172059.39      421535.85     3    111.54                  0/0
                      25.71       25.76              0.19%                                                      0.19%
                   5/8/2001   5/10/2001              884.95                                                     -0.22%
 FSLEX    Long                            0.51%             12642.1 172059.38      422420.80     3    294.98                  0/0
                      13.61       13.68              0.51%                                                       0.51%
                  5/11/2001   5/14/2001             3302.69                                                     0.00%
   CEF    Long                            1.90%             56516.2 174140.26      425723.49     2   1651.35                  0/0
                    3.08125     3.13968              1.90%                                                      1.90%
                  5/11/2001   5/14/2001              954.19                                                     0.00%
 FSVLX    Long                            0.55%             6815.67 174140.26      426677.69     2    477.10                  0/0
                      25.55       25.69              0.55%                                                      0.55%
                  5/11/2001   5/14/2001              333.97                                                     0.00%
 FSPCX    Long                            0.19%             4770.97 174140.25      427011.65     2    166.98                  0/0
                       36.5       36.57              0.19%                                                      0.19%
                  5/17/2001   6/18/2001              955.98                                                     -1.26%
   CEF    Long                            0.54%             54187.5 175670.54      427967.63    22     43.45                  0/0
                     3.2419     3.25954              0.54%                                                       7.95%
                  5/17/2001   6/18/2001             1277.36                                                     -0.31%
 FSVLX    Long                            0.73%             6722.94 175670.54      429244.99    22     58.06                  0/0
                      26.13       26.32              0.73%                                                       2.49%
                  5/17/2001   6/18/2001             -4595.87                                                    -2.62%
FDFAX     Long                            -2.62%             5406.91 175670.55     424649.11    22   -208.90                  0/0
                      32.49       31.64               -2.62%                                                     0.12%
                   8/3/2001    8/9/2001             -1434.34                                                    -1.00%
FDFAX     Long                            -0.82%             5312.36 174883.04     423214.78     5   -286.87                  0/0
                      32.92       32.65               -0.82%                                                     0.00%

 FIDSX    Long                            -1.54%               2524.66 174883.03   420513.39     5   -540.28                  0/0
                   8/3/2001    8/9/2001             -2701.38                                                    -1.54%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                  1/7/2011
Sector.Rotation - Backtest Report                                                                                 Page 5 of 8



                      69.27        68.2             -1.54%                                                    0.00%
                   8/3/2001    8/9/2001             -615.79                                                   -0.50%
 FSRBX    Long                            -0.35%            8796.93 174883.03     419897.61     5   -123.16                 0/0
                      19.88       19.81             -0.35%                                                     0.15%
                 11/15/2001    1/8/2002            13782.86                                                   -2.69%
FSAGX     Long                            7.95%             20268.9 173299.20     433680.47    36    382.86                 0/0
                       8.55        9.23              7.95%                                                     9.12%
                 11/15/2001    2/8/2002             1277.64                                                   -3.01%
FDFAX     Long                            0.74%             5110.56 173299.19     434958.11    58     22.03                 0/0
                      33.91       34.16              0.74%                                                     1.59%
                 11/15/2001    2/8/2002            -5975.11                                                   -4.80%
 FSPHX    Long                            -3.45%            2103.91 173299.19     428983.00    58   -103.02                 0/0
                      82.37       79.53              -3.45%                                                    4.88%
                   1/8/2002    2/8/2002             4905.78                                                   -0.05%
 FSPCX    Long                            2.77%             4857.21 176802.36     433888.78    23    213.29                 0/0
                       36.4       37.41              2.77%                                                     2.77%
                  2/14/2002   2/22/2002             3489.47                                                   -0.12%
FDFAX     Long                            1.96%             5131.57 177962.93     437378.25     6    581.58                 0/0
                      34.68       35.36              1.96%                                                     1.96%
                  2/14/2002   2/22/2002             -916.29                                                   -2.00%
 FSCPX    Long                            -0.51%            10180.9 177962.92     436461.96     6   -152.71                 0/0
                      17.48       17.39             -0.51%                                                     0.00%
                  2/14/2002   2/22/2002            -5485.63                                                   -3.08%
 FSPCX    Long                            -3.08%            4571.36 177962.93     430976.33     6   -914.27                 0/0
                      38.93       37.73              -3.08%                                                    0.00%
                  2/27/2002   4/30/2002             4827.06                                                   0.00%
 FSCPX    Long                            2.73%             10056.4 176992.10     435803.39    44    109.71                 0/0
                       17.6       18.08              2.73%                                                    7.11%
                  2/27/2002   4/30/2002             1606.36                                                   -1.90%
FSMEX     Long                            0.91%             14603.3 176992.11     437409.76    44     36.51                 0/0
                      12.12       12.23              0.91%                                                     2.80%
                  2/27/2002   4/30/2002             9381.03                                                   -0.68%
FDFAX     Long                            5.30%             4989.91 176992.10     446790.79    44    213.21                 0/0
                      35.47       37.35              5.30%                                                     6.53%
                  5/17/2002   5/31/2002              299.53                                                   -1.07%
FSMEX     Long                            0.16%             14976.5 182263.59     447090.32    10     29.95                 0/0
                      12.17       12.19              0.16%                                                     0.33%
                  5/17/2002   5/31/2002             2487.43                                                   -2.00%
  EWA     Long                            1.36%             23662.8 182263.58     449577.74    10    248.74                 0/0
                    7.70255     7.80767              1.36%                                                     1.36%
                  5/17/2002   5/31/2002            -5288.68                                                   -4.14%
 FSCPX    Long                            -2.90%            9793.85 182263.58     444289.06    10   -528.87                 0/0
                      18.61       18.07              -2.90%                                                    0.00%
                 11/21/2002 12/31/2002             20752.92                                                   -2.61%
   CEF    Long                            11.44%            43197.5 181429.69     465041.99    27    768.63                 0/0
                        4.2    4.68042              11.44%                                                    13.04%
                 11/21/2002   1/29/2003             -935.20                                                   -2.84%
FSMEX     Long                            -0.52%            15586.7 181429.68     464106.78    46    -20.33                 0/0
                      11.64       11.58             -0.52%                                                     2.92%
                 11/21/2002   1/29/2003            -6005.07                                                   -6.21%
 FSPHX    Long                            -3.31%            2555.35 181429.68     458101.72    46   -130.54                 0/0
                         71       68.65              -3.31%                                                    1.10%
                 12/31/2002   1/29/2003            -9182.40                                                   -4.92%
FDFAX     Long                            -4.92%            5886.16 186473.40     448919.31    20   -459.12                 0/0
                      31.68       30.12              -4.92%                                                    2.43%
                  3/19/2003   5/22/2003            25062.04                                                   -2.39%
  EWC     Long                            13.70%            19987.2 182973.09     473981.35    46    544.83                 0/0
                    9.15453     10.4084             13.70%                                                    15.17%
                  3/19/2003   6/18/2003            21067.26                                                   -1.92%
FNARX     Long                            11.51%            19506.7 182973.10     495048.61    64    329.18                 0/0
                       9.38       10.46             11.51%                                                    15.03%
                  5/22/2003    7/9/2003            34972.91                                                    0.00%
  EWM     Long                            17.31%            47589.9 202024.75     530021.52    33   1059.79                 0/0
                    4.24512        4.98             17.31%                                                    19.13%
                  3/19/2003   7/16/2003            29988.10                                                   -0.33%
FSMEX     Long                            16.39%            15222.4 182973.10     560009.62    83    361.30                 0/0
                      12.02       13.99             16.39%                                                    19.05%
                  6/18/2003   8/20/2003            11855.06                                                   -4.05%
FSCHX     Long                            5.64%             6549.76 210050.76     571864.68    45    263.45                 0/0
                      32.07       33.88              5.64%                                                     5.64%
                   7/9/2003 10/16/2003             18943.70                                                   -3.03%
 FSVLX    Long                            8.65%             7286.04 219018.32     590808.39    71    266.81                 0/0
                      30.06      32.66               8.65%                                                     9.12%
                  7/16/2003   12/9/2003            19028.78                                                   -2.24%
 FSPCX    Long                            8.70%             5499.65 218775.93     609837.16   103    184.75                 0/0
                      39.78       43.24              8.70%                                                     9.35%
                 10/16/2003 12/31/2003             13363.91                                                   -3.97%
 FSPHX    Long                            5.60%             3159.32 238560.01     623201.07    53    252.15                 0/0
                      75.51      79.74               5.60%                                                     5.60%
                  12/9/2003    1/9/2004            18179.47                                                   -0.32%
FSENX     Long                            7.44%             13173.5 244237.25     641380.54    22    826.34                 0/0
                      18.54       19.92              7.44%                                                     7.98%
                   1/9/2004    3/9/2004            15535.61                                                   -0.17%
 FSRPX    Long                            6.11%             8727.87 254242.93     656916.16    41    378.92                 0/0
                      29.13       30.91              6.11%                                                     7.96%

FDFAX     Long                            15.85%              6889.31 224316.04   692465.01   143    248.59                 0/0
                  8/20/2003   3/15/2004            35548.86                                                   -1.17%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                1/7/2011
Sector.Rotation - Backtest Report                                                                                 Page 6 of 8



                      32.56       37.72              15.85%                                                   18.77%
                   3/9/2004   4/23/2004            13555.36                                                   -2.99%
FBSOX     Long                            5.05%             25102.5 268597.00     706020.37    33   410.77                  0/0
                       10.7       11.24              5.05%                                                     5.05%
                 12/31/2003   5/27/2004              142.08                                                   -4.64%
 FSCPX    Long                            0.06%             14208.2 254185.43     706162.46   103     1.38                  0/0
                      17.89        17.9              0.06%                                                     5.20%
                  3/15/2004   7/29/2004             -3929.80                                                  -2.22%
 FSLEX    Long                            -1.51%             20683.1 260814.35    702232.66    95    -41.37                 0/0
                      12.61       12.42               -1.51%                                                   8.33%
                  5/27/2004   8/24/2004             -7889.93                                                  -4.82%
FDFAX     Long                            -2.95%             7044.58 267271.40    694342.73    61   -129.34                 0/0
                      37.94       36.82               -2.95%                                                   1.85%
                  7/29/2004   8/30/2004             -7582.09                                                  -6.99%
 FSTCX    Long                            -2.95%               8241.4 256884.54   686760.64    23   -329.66                 0/0
                      31.17       30.25               -2.95%                                                   0.64%
                  4/23/2004   9/30/2004            20432.00                                                   -4.98%
FSUTX     Long                            7.35%             9162.33 278076.72     707192.63   111   184.07                  0/0
                      30.35       32.58              7.35%                                                     7.35%
                  9/30/2004 11/18/2004             24825.33                                                   -2.41%
FSCGX     Long                            9.14%             13640.3 271578.23     732017.97    36   689.59                  0/0
                      19.91      21.73               9.14%                                                     9.14%
                 11/18/2004   1/26/2005             8697.13                                                   -4.00%
  EWJ     Long                            3.02%             29001.4 287732.79     740715.10    47   185.05                  0/0
                    9.92135     10.2212              3.02%                                                     6.27%
                  8/30/2004   2/24/2005             1338.54                                                   -2.36%
 FSVLX    Long                            0.54%             6692.68 249302.45     742053.64   124    10.79                  0/0
                      37.25       37.45              0.54%                                                     7.76%
                  8/24/2004   3/28/2005             3822.46                                                   -0.13%
 FSRBX    Long                            1.47%             10921.3 259381.47     745876.10   149    25.65                  0/0
                      23.75        24.1              1.47%                                                     9.81%
                  2/24/2005    6/1/2005            14385.06                                                   -4.49%
 FSRPX    Long                            5.03%             8562.54 286245.65     760261.16    68   211.55                  0/0
                      33.43       35.11              5.03%                                                     5.03%
                  3/28/2005    6/6/2005            19377.96                                                   -0.43%
 FSPHX    Long                            7.14%             3176.71 271545.60     779639.12    50   387.56                  0/0
                      85.48       91.58              7.14%                                                     7.63%
                   6/6/2005    7/7/2005             1288.91                                                   -0.88%
FSDAX     Long                            0.44%             5603.94 293422.53     780928.03    23    56.04                  0/0
                      52.36       52.59              0.44%                                                     1.72%
                  1/26/2005    7/8/2005            28189.30                                                   -0.40%
FSUTX     Long                            9.79%                8147.2 288084.85   809117.33   114   247.27                  0/0
                      35.36       38.82              9.79%                                                     9.79%
                   7/8/2005   8/15/2005            23423.83                                                   0.00%
  EZU     Long                            7.73%             9406.48 303140.54     832541.16    27   867.55                  0/0
                    32.2268      34.717              7.73%                                                    9.81%
                   7/7/2005   8/24/2005            17574.54                                                   0.00%
FPHAX     Long                            5.96%             45062.9 294711.46     850115.70    35   502.13                  0/0
                       6.54        6.93              5.96%                                                    7.49%
                  8/15/2005   9/15/2005            18152.69                                                   -1.16%
  EWJ     Long                            5.67%             30422.8 320174.36     868268.38    23   789.25                  0/0
                    10.5242     11.1208              5.67%                                                     5.83%
                  9/15/2005 10/17/2005             -10429.07                                                  -4.36%
 FDLSX    Long                            -3.20%             5607.03 325543.96    857839.31    23   -453.44                 0/0
                      58.06       56.2                -3.20%                                                   0.81%
                  8/24/2005 11/14/2005             18937.58                                                   -3.12%
FBMPX     Long                            5.93%             9761.64 319205.66     876776.90    58   326.51                  0/0
                       32.7      34.64               5.93%                                                     6.06%
                 10/17/2005   12/1/2005            32041.24                                                   -0.33%
FBSOX     Long                            10.07%            26480.4 318029.19     908818.14    33   970.95                  0/0
                      12.01       13.22             10.07%                                                    10.07%
                  12/1/2005   1/31/2006            23875.46                                                   0.00%
FPHAX     Long                            7.04%             46814.6 338937.90     932693.60    41   582.33                  0/0
                       7.24        7.75              7.04%                                                    7.04%
                 11/14/2005    2/7/2006            23796.78                                                   -2.20%
  EWM     Long                            7.10%             53452.7 335148.67     956490.38    58   410.29                  0/0
                       6.27     6.71519              7.10%                                                     8.24%
                   6/1/2005   8/31/2006            53015.20                                                   -2.65%
FDFAX     Long                            17.78%            7003.33 298131.74 1009505.59      317   167.24                  0/0
                      42.57       50.14             17.78%                                                    17.92%
                   2/7/2006   9/27/2006            27398.38                                                   -2.24%
 FSCPX    Long                            7.70%             17676.4 355825.45 1036903.97      162   169.13                  0/0
                      20.13       21.68              7.70%                                                     7.90%
                  8/31/2006 10/17/2006             20013.20                                                   -0.49%
 FSVLX    Long                            5.25%             9907.52 380944.32 1056917.17       33   606.46                  0/0
                      38.45      40.47               5.25%                                                     5.77%
                  9/27/2006 10/30/2006             11989.21                                                   -1.15%
FSDAX     Long                            3.05%             6277.07 392944.68 1068906.38       24   499.55                  0/0
                       62.6      64.51               3.05%                                                     4.74%
                 10/17/2006 11/17/2006              9600.30                                                   0.00%
FSDPX     Long                            2.39%             9697.28 401273.31 1078506.68       24   400.01                  0/0
                      41.38      42.37               2.39%                                                    3.67%
                 10/30/2006    1/3/2007            11472.26                                                   -5.69%
  EWJ     Long                            2.85%             30308.2 403132.71 1089978.95       44   260.73                  0/0
                    13.3011     13.6796              2.85%                                                     3.56%

FDFAX     Long                            2.27%                7690.5 399752.21 1099053.74     33   274.99                  0/0
                 11/17/2006    1/8/2007             9074.79                                                   -1.48%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                1/7/2011
Sector.Rotation - Backtest Report                                                                                 Page 7 of 8



                      51.98       53.16               2.27%                                                   2.90%
                   1/3/2007   2/12/2007             12200.09                                                  -0.28%
 FSPHX    Long                            2.93%              3910.29 415702.46 1111253.83      28    435.72                 0/0
                     106.31      109.43               2.93%                                                    3.67%
                  1/31/2006    4/4/2007             30264.63                                                  -1.34%
 FSRBX    Long                            8.48%              13632.7 356904.56 1141518.46     296    102.25                 0/0
                      26.18        28.4               8.48%                                                   14.97%
                   1/8/2007   4/18/2007             32128.35                                                  -2.63%
FPHAX     Long                            7.78%              49428.2 413220.06 1173646.82      70    458.98                 0/0
                       8.36        9.01               7.78%                                                    8.13%
                  2/12/2007    5/3/2007             22080.88                                                  -3.51%
 FSCSX    Long                            5.25%              6345.08 420678.93 1195727.70      57    387.38                 0/0
                       66.3       69.78               5.25%                                                    5.25%
                   4/4/2007   5/15/2007             26273.10                                                  -0.13%
 FSPCX    Long                            6.45%              6439.49 407619.48 1222000.81      29    905.97                 0/0
                       63.3       67.38               6.45%                                                    6.97%
                  4/18/2007   5/21/2007             27350.77                                                  0.00%
FSCGX     Long                            6.32%              14784.2 432437.83 1249351.57      24   1139.62                 0/0
                      29.25        31.1               6.32%                                                   6.32%
                   5/3/2007   6/14/2007             16113.63                                                  0.00%
FSDAX     Long                            3.61%                 5990.2 446269.55 1265465.20    30    537.12                 0/0
                       74.5       77.19               3.61%                                                   3.61%
                  5/21/2007   7/12/2007             20896.85                                                  -2.06%
  DBC     Long                            4.62%              18490.2 452066.90 1286362.05      37    564.78                 0/0
                     24.449     25.5792               4.62%                                                    5.02%
                  6/14/2007   7/16/2007             23545.66                                                  -1.47%
 FSAIX    Long                            5.10%              10951.5 461823.42 1309907.70      22   1070.26                 0/0
                      42.17       44.32               5.10%                                                    5.10%
                  5/15/2007    9/6/2007            -19252.96                                                  -7.20%
  EWJ     Long                            -4.34%                32029 443293.43 1290654.74     80   -240.66                 0/0
                    13.8404     13.2393               -4.34%                                                   2.95%
                   9/6/2007   10/8/2007             24315.80                                                  -1.38%
 FBIOX    Long                            5.46%              6518.98 445115.98 1314970.54      23   1057.21                 0/0
                      68.28       72.01               5.46%                                                    5.93%
                  7/12/2007    1/9/2008             39575.70                                                  -3.87%
FDFAX     Long                            8.39%                  7931 471498.07 1354546.24    126    314.09                 0/0
                      59.45       64.44               8.39%                                                   10.85%
                  7/16/2007    1/9/2008             19873.37                                                  -6.60%
 FSPHX    Long                            4.19%              4055.79 474040.70 1374419.61     124    160.27                 0/0
                     116.88      121.78               4.19%                                                    5.12%
                  10/8/2007    1/9/2008             29357.41                                                  -1.02%
FSHCX     Long                            6.25%              9562.68 469431.76 1403777.02      65    451.65                 0/0
                      49.09       52.16               6.25%                                                    7.54%
                  4/24/2008   6/13/2008             -1302.73                                                  -1.58%
  HYG     Long                            -0.26%             6510.39 501258.98 1402474.29      36    -36.19                 0/0
                    76.9938     76.7936               -0.26%                                                   2.89%
                  4/24/2008   6/13/2008            -11395.85                                                  -2.27%
FDFAX     Long                            -2.27%             7913.78 501259.00 1391078.45      36   -316.55                 0/0
                      63.34        61.9               -2.27%                                                   0.84%
                  4/24/2008   6/13/2008               621.14                                                  -2.51%
FSCGX     Long                            0.12%              15528.5 501258.98 1391699.58      36     17.25                 0/0
                      32.28       32.32               0.12%                                                    4.55%
                  4/14/2009   5/15/2009            128916.58                                                  -0.61%
  THD     Long                            25.93%             21585.5 497233.17 1520616.16      24   5371.52                 0/0
                    23.0355     29.0078              25.93%                                                   31.44%
                  4/14/2009   5/15/2009             35430.80                                                  -5.93%
  CHN     Long                            7.13%              28300.7 497233.17 1556046.96      24   1476.28                 0/0
                    17.5696     18.8216               7.13%                                                   10.35%
                  4/14/2009   5/19/2009             48354.29                                                  -3.57%
  EWM     Long                            9.72%              65522.2 497233.16 1604401.25      26   1859.78                 0/0
                    7.58877     8.32675               9.72%                                                   12.98%
                  5/19/2009   7/21/2009             63157.76                                                  -0.80%
 FBIOX    Long                            11.09%             10303.1 569553.12 1667559.00      44   1435.40                 0/0
                      55.28       61.41              11.09%                                                   11.09%
                  7/21/2009   8/21/2009             92126.30                                                   0.00%
 FSVLX    Long                            15.10%             65337.8 610255.11 1759685.31      24   3838.60                 0/0
                       9.34       10.75              15.10%                                                   16.17%
                  8/21/2009   10/9/2009             31153.50                                                  -3.28%
FWRLX     Long                            4.76%              107426 654223.60 1790838.81       35    890.10                 0/0
                       6.09        6.38               4.76%                                                    9.36%
                  5/15/2009 10/15/2009              75024.19                                                  -2.56%
   gld    Long                            13.30%             6190.11 564228.97 1865863.00     107    701.16                 0/0
                      91.15     103.27               13.30%                                                   14.87%
                  10/9/2009   11/9/2009             47119.45                                                  -1.87%
  ECH     Long                            6.82%                 14404 691256.21 1912982.45     22   2141.79                 0/0
                    47.9905     51.2618               6.82%                                                    6.82%
                  5/15/2009   12/3/2009            159763.76                                                   0.00%
FPHAX     Long                            28.32%             67410.9 564228.95 2072746.20     141   1133.08                 0/0
                       8.37       10.74              28.32%                                                   28.79%
                 10/15/2009 12/22/2009              28958.85                                                  -6.83%
FSUTX     Long                            4.14%              16178.1 699057.02 2101705.06      48    603.31                 0/0
                      43.21         45                4.14%                                                    4.63%
                  11/9/2009    1/4/2010             40276.50                                                  -1.12%
FSMEX     Long                            5.71%              30283.1 705293.01 2141981.56      38   1059.91                 0/0
                      23.29       24.62               5.71%                                                    6.14%

  EWM     Long                            11.39%               70182.4 757969.92 2228305.91    67   1288.42                 0/0
                   1/4/2010    4/9/2010             86324.35                                                  -5.74%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                1/7/2011
Sector.Rotation - Backtest Report                                                                               Page 8 of 8



                        10.8       12.03             11.39%                                                 11.57%
                12/22/2009     6/14/2010          -14090.27                                                 -4.89%
FDFAX      Long                            -1.88%           12359.9 750863.06 2214215.64    119   -118.41                 0/0
                     60.75         59.61             -1.88%                                                  6.30%
                   6/14/2010   7/26/2010            82470.14                                                -3.15%
  ECH      Long                            10.59%            13564.2 778583.26 2296685.78    30   2749.00                 0/0
                        57.4       63.48             10.59%                                                 10.59%
                   12/3/2009   8/30/2010            48456.70                                                -4.71%
  HYG      Long                            6.63%             9201.33 730933.07 2345142.48   186    260.52                 0/0
                     79.4377      84.704              6.63%                                                  9.16%
                    4/9/2010   8/30/2010            55216.79                                                -2.25%
   gld     Long                            6.86%             7115.57 804699.32 2400359.27   100    552.17                 0/0
                      113.09      120.85              6.86%                                                  9.26%
                   7/26/2010   8/30/2010            46739.17                                                -3.51%
  CEF      Long                            5.64%             56994.1 828121.41 2447098.44    26   1797.66                 0/0
                     14.5299       15.35              5.64%                                                  6.54%
                    9/3/2010   10/4/2010            42527.58                                                -0.27%
FPHAX      Long                            5.01%             75942.1 849032.81 2489626.02    21   2025.12                 0/0
                       11.18       11.74              5.01%                                                  6.62%
                    9/3/2010 12/23/2010             93849.69                                                -0.21%
  EWJ      Long                            11.05%              87710 849032.75 2583475.72    78   1203.20                 0/0
                        9.68      10.75              11.05%                                                 11.36%
                    9/3/2010    1/6/2011            50421.57                                                -0.42%
  HYG Open Long                            5.94%             9872.18 849032.76 2633897.28    88    572.97                 0/0
                     86.0026       91.11              5.94%                                                  6.23%
                   10/4/2010    1/6/2011            15892.92                                                -1.36%
FSUTX Open Long                            1.82%             18267.7 872466.59 2649790.20    68    233.72                 0/0
                       47.76       48.63              1.82%                                                  4.42%
                  12/23/2010    1/6/2011            48858.35                                                -0.29%
  EWM Open Long                            5.37%             65144.5 910068.19 2698648.55    11   4441.67                 0/0
                       13.97       14.72              5.37%                                                  6.23%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                              1/7/2011

More Related Content

What's hot (7)

Cob 20090803 1
Cob 20090803 1Cob 20090803 1
Cob 20090803 1
 
Cob 20091116 1
Cob 20091116 1Cob 20091116 1
Cob 20091116 1
 
Cob 20091013 1
Cob 20091013 1Cob 20091013 1
Cob 20091013 1
 
Calculation of beta
Calculation of betaCalculation of beta
Calculation of beta
 
Cob 20091012 1
Cob 20091012 1Cob 20091012 1
Cob 20091012 1
 
Cob 20090804 1
Cob 20090804 1Cob 20090804 1
Cob 20090804 1
 
Cob 20090929 1
Cob 20090929 1Cob 20090929 1
Cob 20090929 1
 

Similar to Selection Rotation Charts / Stats / Trades

Select.rotation.stats.1.7.11
Select.rotation.stats.1.7.11Select.rotation.stats.1.7.11
Select.rotation.stats.1.7.11Jason Unger
 
Crude daily backtest megatrend
Crude daily backtest megatrendCrude daily backtest megatrend
Crude daily backtest megatrendfibarchie
 
Crude 60 min backtest sqb
Crude 60 min backtest sqbCrude 60 min backtest sqb
Crude 60 min backtest sqbfibarchie
 
Crude 5min backtest megatrend
Crude 5min backtest megatrendCrude 5min backtest megatrend
Crude 5min backtest megatrendfibarchie
 
Deutsche EuroShop | Company Presentation | 12/10
Deutsche EuroShop | Company Presentation | 12/10Deutsche EuroShop | Company Presentation | 12/10
Deutsche EuroShop | Company Presentation | 12/10Deutsche EuroShop AG
 
Deutsche EuroShop | Company Presentation | 10/10
Deutsche EuroShop | Company Presentation | 10/10Deutsche EuroShop | Company Presentation | 10/10
Deutsche EuroShop | Company Presentation | 10/10Deutsche EuroShop AG
 
Deutsche EuroShop | Company Presentation | 02/11
Deutsche EuroShop | Company Presentation | 02/11Deutsche EuroShop | Company Presentation | 02/11
Deutsche EuroShop | Company Presentation | 02/11Deutsche EuroShop AG
 
Deutsche EuroShop | Company Presentation | 06/10
Deutsche EuroShop | Company Presentation | 06/10Deutsche EuroShop | Company Presentation | 06/10
Deutsche EuroShop | Company Presentation | 06/10Deutsche EuroShop AG
 
Deutsche EuroShop | Company Presentation | 09/10
Deutsche EuroShop | Company Presentation | 09/10 Deutsche EuroShop | Company Presentation | 09/10
Deutsche EuroShop | Company Presentation | 09/10 Deutsche EuroShop AG
 
Crude daily backtest sqb
Crude daily backtest sqbCrude daily backtest sqb
Crude daily backtest sqbfibarchie
 
Corn 10min dual megatrend backtest
Corn 10min dual megatrend backtestCorn 10min dual megatrend backtest
Corn 10min dual megatrend backtestfibarchie
 
Deutsche EuroShop | Company Presentation | 06/11
Deutsche EuroShop | Company Presentation | 06/11Deutsche EuroShop | Company Presentation | 06/11
Deutsche EuroShop | Company Presentation | 06/11Deutsche EuroShop AG
 
Deutsche EuroShop | Company Presentation | 05/11
Deutsche EuroShop | Company Presentation | 05/11Deutsche EuroShop | Company Presentation | 05/11
Deutsche EuroShop | Company Presentation | 05/11Deutsche EuroShop AG
 
sherwin-williams _2005_AR
sherwin-williams  _2005_ARsherwin-williams  _2005_AR
sherwin-williams _2005_ARfinance29
 
williams 2005_AR
williams 2005_ARwilliams 2005_AR
williams 2005_ARfinance21
 
Q1 2009 Earning Report of Westamerica Bancorporation
Q1 2009 Earning Report of Westamerica BancorporationQ1 2009 Earning Report of Westamerica Bancorporation
Q1 2009 Earning Report of Westamerica Bancorporationearningreport earningreport
 
Crude 5min backtest sqb
Crude 5min  backtest sqbCrude 5min  backtest sqb
Crude 5min backtest sqbfibarchie
 
capital one Annual Report1998
capital one  Annual Report1998capital one  Annual Report1998
capital one Annual Report1998finance13
 

Similar to Selection Rotation Charts / Stats / Trades (20)

Select.rotation.stats.1.7.11
Select.rotation.stats.1.7.11Select.rotation.stats.1.7.11
Select.rotation.stats.1.7.11
 
Crude daily backtest megatrend
Crude daily backtest megatrendCrude daily backtest megatrend
Crude daily backtest megatrend
 
Crude 60 min backtest sqb
Crude 60 min backtest sqbCrude 60 min backtest sqb
Crude 60 min backtest sqb
 
Crude 5min backtest megatrend
Crude 5min backtest megatrendCrude 5min backtest megatrend
Crude 5min backtest megatrend
 
Deutsche EuroShop | Company Presentation | 12/10
Deutsche EuroShop | Company Presentation | 12/10Deutsche EuroShop | Company Presentation | 12/10
Deutsche EuroShop | Company Presentation | 12/10
 
Deutsche EuroShop | Company Presentation | 10/10
Deutsche EuroShop | Company Presentation | 10/10Deutsche EuroShop | Company Presentation | 10/10
Deutsche EuroShop | Company Presentation | 10/10
 
Deutsche EuroShop | Company Presentation | 02/11
Deutsche EuroShop | Company Presentation | 02/11Deutsche EuroShop | Company Presentation | 02/11
Deutsche EuroShop | Company Presentation | 02/11
 
Spx 1hr
Spx 1hrSpx 1hr
Spx 1hr
 
Deutsche EuroShop | Company Presentation | 06/10
Deutsche EuroShop | Company Presentation | 06/10Deutsche EuroShop | Company Presentation | 06/10
Deutsche EuroShop | Company Presentation | 06/10
 
Asset-Management - CashflowSync Some Examples
Asset-Management - CashflowSync  Some ExamplesAsset-Management - CashflowSync  Some Examples
Asset-Management - CashflowSync Some Examples
 
Deutsche EuroShop | Company Presentation | 09/10
Deutsche EuroShop | Company Presentation | 09/10 Deutsche EuroShop | Company Presentation | 09/10
Deutsche EuroShop | Company Presentation | 09/10
 
Crude daily backtest sqb
Crude daily backtest sqbCrude daily backtest sqb
Crude daily backtest sqb
 
Corn 10min dual megatrend backtest
Corn 10min dual megatrend backtestCorn 10min dual megatrend backtest
Corn 10min dual megatrend backtest
 
Deutsche EuroShop | Company Presentation | 06/11
Deutsche EuroShop | Company Presentation | 06/11Deutsche EuroShop | Company Presentation | 06/11
Deutsche EuroShop | Company Presentation | 06/11
 
Deutsche EuroShop | Company Presentation | 05/11
Deutsche EuroShop | Company Presentation | 05/11Deutsche EuroShop | Company Presentation | 05/11
Deutsche EuroShop | Company Presentation | 05/11
 
sherwin-williams _2005_AR
sherwin-williams  _2005_ARsherwin-williams  _2005_AR
sherwin-williams _2005_AR
 
williams 2005_AR
williams 2005_ARwilliams 2005_AR
williams 2005_AR
 
Q1 2009 Earning Report of Westamerica Bancorporation
Q1 2009 Earning Report of Westamerica BancorporationQ1 2009 Earning Report of Westamerica Bancorporation
Q1 2009 Earning Report of Westamerica Bancorporation
 
Crude 5min backtest sqb
Crude 5min  backtest sqbCrude 5min  backtest sqb
Crude 5min backtest sqb
 
capital one Annual Report1998
capital one  Annual Report1998capital one  Annual Report1998
capital one Annual Report1998
 

Recently uploaded

Understanding the Laravel MVC Architecture
Understanding the Laravel MVC ArchitectureUnderstanding the Laravel MVC Architecture
Understanding the Laravel MVC ArchitecturePixlogix Infotech
 
Artificial intelligence in the post-deep learning era
Artificial intelligence in the post-deep learning eraArtificial intelligence in the post-deep learning era
Artificial intelligence in the post-deep learning eraDeakin University
 
08448380779 Call Girls In Friends Colony Women Seeking Men
08448380779 Call Girls In Friends Colony Women Seeking Men08448380779 Call Girls In Friends Colony Women Seeking Men
08448380779 Call Girls In Friends Colony Women Seeking MenDelhi Call girls
 
Next-generation AAM aircraft unveiled by Supernal, S-A2
Next-generation AAM aircraft unveiled by Supernal, S-A2Next-generation AAM aircraft unveiled by Supernal, S-A2
Next-generation AAM aircraft unveiled by Supernal, S-A2Hyundai Motor Group
 
Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...
Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...
Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...shyamraj55
 
#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024
#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024
#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024BookNet Canada
 
My Hashitalk Indonesia April 2024 Presentation
My Hashitalk Indonesia April 2024 PresentationMy Hashitalk Indonesia April 2024 Presentation
My Hashitalk Indonesia April 2024 PresentationRidwan Fadjar
 
Injustice - Developers Among Us (SciFiDevCon 2024)
Injustice - Developers Among Us (SciFiDevCon 2024)Injustice - Developers Among Us (SciFiDevCon 2024)
Injustice - Developers Among Us (SciFiDevCon 2024)Allon Mureinik
 
Unblocking The Main Thread Solving ANRs and Frozen Frames
Unblocking The Main Thread Solving ANRs and Frozen FramesUnblocking The Main Thread Solving ANRs and Frozen Frames
Unblocking The Main Thread Solving ANRs and Frozen FramesSinan KOZAK
 
Advanced Test Driven-Development @ php[tek] 2024
Advanced Test Driven-Development @ php[tek] 2024Advanced Test Driven-Development @ php[tek] 2024
Advanced Test Driven-Development @ php[tek] 2024Scott Keck-Warren
 
Presentation on how to chat with PDF using ChatGPT code interpreter
Presentation on how to chat with PDF using ChatGPT code interpreterPresentation on how to chat with PDF using ChatGPT code interpreter
Presentation on how to chat with PDF using ChatGPT code interpreternaman860154
 
Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...
Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...
Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...Neo4j
 
Human Factors of XR: Using Human Factors to Design XR Systems
Human Factors of XR: Using Human Factors to Design XR SystemsHuman Factors of XR: Using Human Factors to Design XR Systems
Human Factors of XR: Using Human Factors to Design XR SystemsMark Billinghurst
 
Install Stable Diffusion in windows machine
Install Stable Diffusion in windows machineInstall Stable Diffusion in windows machine
Install Stable Diffusion in windows machinePadma Pradeep
 
SIEMENS: RAPUNZEL – A Tale About Knowledge Graph
SIEMENS: RAPUNZEL – A Tale About Knowledge GraphSIEMENS: RAPUNZEL – A Tale About Knowledge Graph
SIEMENS: RAPUNZEL – A Tale About Knowledge GraphNeo4j
 
SQL Database Design For Developers at php[tek] 2024
SQL Database Design For Developers at php[tek] 2024SQL Database Design For Developers at php[tek] 2024
SQL Database Design For Developers at php[tek] 2024Scott Keck-Warren
 
How to Remove Document Management Hurdles with X-Docs?
How to Remove Document Management Hurdles with X-Docs?How to Remove Document Management Hurdles with X-Docs?
How to Remove Document Management Hurdles with X-Docs?XfilesPro
 
Maximizing Board Effectiveness 2024 Webinar.pptx
Maximizing Board Effectiveness 2024 Webinar.pptxMaximizing Board Effectiveness 2024 Webinar.pptx
Maximizing Board Effectiveness 2024 Webinar.pptxOnBoard
 
Breaking the Kubernetes Kill Chain: Host Path Mount
Breaking the Kubernetes Kill Chain: Host Path MountBreaking the Kubernetes Kill Chain: Host Path Mount
Breaking the Kubernetes Kill Chain: Host Path MountPuma Security, LLC
 
Making_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptx
Making_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptxMaking_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptx
Making_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptxnull - The Open Security Community
 

Recently uploaded (20)

Understanding the Laravel MVC Architecture
Understanding the Laravel MVC ArchitectureUnderstanding the Laravel MVC Architecture
Understanding the Laravel MVC Architecture
 
Artificial intelligence in the post-deep learning era
Artificial intelligence in the post-deep learning eraArtificial intelligence in the post-deep learning era
Artificial intelligence in the post-deep learning era
 
08448380779 Call Girls In Friends Colony Women Seeking Men
08448380779 Call Girls In Friends Colony Women Seeking Men08448380779 Call Girls In Friends Colony Women Seeking Men
08448380779 Call Girls In Friends Colony Women Seeking Men
 
Next-generation AAM aircraft unveiled by Supernal, S-A2
Next-generation AAM aircraft unveiled by Supernal, S-A2Next-generation AAM aircraft unveiled by Supernal, S-A2
Next-generation AAM aircraft unveiled by Supernal, S-A2
 
Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...
Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...
Automating Business Process via MuleSoft Composer | Bangalore MuleSoft Meetup...
 
#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024
#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024
#StandardsGoals for 2024: What’s new for BISAC - Tech Forum 2024
 
My Hashitalk Indonesia April 2024 Presentation
My Hashitalk Indonesia April 2024 PresentationMy Hashitalk Indonesia April 2024 Presentation
My Hashitalk Indonesia April 2024 Presentation
 
Injustice - Developers Among Us (SciFiDevCon 2024)
Injustice - Developers Among Us (SciFiDevCon 2024)Injustice - Developers Among Us (SciFiDevCon 2024)
Injustice - Developers Among Us (SciFiDevCon 2024)
 
Unblocking The Main Thread Solving ANRs and Frozen Frames
Unblocking The Main Thread Solving ANRs and Frozen FramesUnblocking The Main Thread Solving ANRs and Frozen Frames
Unblocking The Main Thread Solving ANRs and Frozen Frames
 
Advanced Test Driven-Development @ php[tek] 2024
Advanced Test Driven-Development @ php[tek] 2024Advanced Test Driven-Development @ php[tek] 2024
Advanced Test Driven-Development @ php[tek] 2024
 
Presentation on how to chat with PDF using ChatGPT code interpreter
Presentation on how to chat with PDF using ChatGPT code interpreterPresentation on how to chat with PDF using ChatGPT code interpreter
Presentation on how to chat with PDF using ChatGPT code interpreter
 
Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...
Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...
Neo4j - How KGs are shaping the future of Generative AI at AWS Summit London ...
 
Human Factors of XR: Using Human Factors to Design XR Systems
Human Factors of XR: Using Human Factors to Design XR SystemsHuman Factors of XR: Using Human Factors to Design XR Systems
Human Factors of XR: Using Human Factors to Design XR Systems
 
Install Stable Diffusion in windows machine
Install Stable Diffusion in windows machineInstall Stable Diffusion in windows machine
Install Stable Diffusion in windows machine
 
SIEMENS: RAPUNZEL – A Tale About Knowledge Graph
SIEMENS: RAPUNZEL – A Tale About Knowledge GraphSIEMENS: RAPUNZEL – A Tale About Knowledge Graph
SIEMENS: RAPUNZEL – A Tale About Knowledge Graph
 
SQL Database Design For Developers at php[tek] 2024
SQL Database Design For Developers at php[tek] 2024SQL Database Design For Developers at php[tek] 2024
SQL Database Design For Developers at php[tek] 2024
 
How to Remove Document Management Hurdles with X-Docs?
How to Remove Document Management Hurdles with X-Docs?How to Remove Document Management Hurdles with X-Docs?
How to Remove Document Management Hurdles with X-Docs?
 
Maximizing Board Effectiveness 2024 Webinar.pptx
Maximizing Board Effectiveness 2024 Webinar.pptxMaximizing Board Effectiveness 2024 Webinar.pptx
Maximizing Board Effectiveness 2024 Webinar.pptx
 
Breaking the Kubernetes Kill Chain: Host Path Mount
Breaking the Kubernetes Kill Chain: Host Path MountBreaking the Kubernetes Kill Chain: Host Path Mount
Breaking the Kubernetes Kill Chain: Host Path Mount
 
Making_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptx
Making_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptxMaking_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptx
Making_way_through_DLL_hollowing_inspite_of_CFG_by_Debjeet Banerjee.pptx
 

Selection Rotation Charts / Stats / Trades

  • 1. Sector.Rotation - Backtest Report Page 1 of 4 Statistics | Charts | Trades | Formula | Settings | Symbols Charts 1. Portfolio Equity 2. Underwater Equity file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html 1/7/2011
  • 2. Sector.Rotation - Backtest Report Page 2 of 4 3. Profit Table file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html 1/7/2011
  • 3. Sector.Rotation - Backtest Report Page 3 of 4 Profit distribution Max. Adverse Excursion distribution file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html 1/7/2011
  • 4. Sector.Rotation - Backtest Report Page 4 of 4 Max. Favorable Excursion distribution file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421charts.html 1/7/2011
  • 5. Sector.Rotation - Backtest Report Page 1 of 1 Statistics | Charts | Trades | Formula | Settings | Symbols Statistics All trades Long trades Short trades Initial capital 100000.00 100000.00 100000.00 Ending capital 2798648.55 2798648.55 100000.00 Net Profit 2698648.55 2698648.55 0.00 Net Profit % 2698.65 % 2698.65 % 0.00 % Exposure % 78.72 % 78.72 % 0.00 % Net Risk Adjusted Return % 3428.37 % 3428.37 % N/A Annual Return % 13.92 % 13.92 % 0.00 % Risk Adjusted Return % 17.68 % 17.68 % N/A All trades 210 210 (100.00 %) 0 (0.00 %) Avg. Profit/Loss 12850.71 12850.71 N/A Avg. Profit/Loss % 5.24 % 5.24 % N/A Avg. Bars Held 74.31 74.31 N/A Winners 152 (72.38 %) 152 (72.38 %) 0 (0.00 %) Total Profit 3031612.47 3031612.47 0.00 Avg. Profit 19944.82 19944.82 N/A Avg. Profit % 8.99 % 8.99 % N/A Avg. Bars Held 81.84 81.84 N/A Max. Consecutive 20 20 0 Largest win 159763.76 159763.76 0.00 # bars in largest win 141 141 0 Losers 58 (27.62 %) 58 (27.62 %) 0 (0.00 %) Total Loss -332963.92 -332963.92 0.00 Avg. Loss -5740.76 -5740.76 N/A Avg. Loss % -4.59 % -4.59 % N/A Avg. Bars Held 54.59 54.59 N/A Max. Consecutive 5 5 0 Largest loss -20165.83 -20165.83 0.00 # bars in largest loss 52 52 0 Max. trade drawdown -84047.22 -84047.22 0.00 Max. trade % drawdown -38.90 % -38.90 % 0.00 % Max. system drawdown -142466.09 -142466.09 0.00 Max. system % drawdown -19.75 % -19.75 % 0.00 % Recovery Factor 18.94 18.94 N/A CAR/MaxDD 0.70 0.70 N/A RAR/MaxDD 0.90 0.90 N/A Profit Factor 9.10 9.10 N/A Payoff Ratio 3.47 3.47 N/A Standard Error 307737.40 307737.40 0.00 Risk-Reward Ratio 0.23 0.23 N/A Ulcer Index 4.59 4.59 0.00 Ulcer Performance Index 1.85 1.85 N/A Sharpe Ratio of trades 0.86 0.86 0.00 K-Ratio 0.0213 0.0213 -1.#IND file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421stats.html 1/7/2011
  • 6. Sector.Rotation - Backtest Report Page 1 of 8 Statistics | Charts | Trades | Formula | Settings | Symbols Trades Trade list % # Scale Ticker Trade Entry Exit Profit Shares Pos. value Cum. profit Profit/bar MAE/MFE change bars In/Out 6/19/1986 10/22/1987 -975.86 -7.55% FSUTX Long -2.93% 5136.11 33333.33 -975.86 341 -2.86 0/0 6.49 6.3 -2.93% 15.87% 3/13/1987 10/22/1987 -11602.99 -37.25% FBIOX Long -33.85% 4854.81 34274.95 -12578.85 156 -74.38 0/0 7.06 4.67 -33.85% 2.69% 2/17/1988 6/27/1988 5399.54 0.00% FSAIX Long 18.53% 8570.7 29140.38 -7179.31 92 58.69 0/0 3.4 4.03 18.53% 19.12% 2/17/1988 11/9/1988 5102.02 -0.17% FSTCX Long 17.51% 4905.79 29140.38 -2077.29 187 27.28 0/0 5.94 6.98 17.51% 17.51% 6/27/1988 1/25/1989 1946.99 -7.05% FSENX Long 6.02% 6713.76 32360.34 -130.30 148 13.16 0/0 4.82 5.11 6.02% 6.02% 1/25/1989 5/11/1989 4976.96 0.00% FSRPX Long 14.18% 8580.96 35096.14 4846.66 75 66.36 0/0 4.09 4.67 14.18% 14.18% 5/11/1989 8/4/1989 6795.48 0.00% FSLBX Long 17.80% 11325.8 38167.92 11642.13 60 113.26 0/0 3.37 3.97 17.80% 17.80% 8/4/1989 9/28/1989 144.93 0.00% FSCHX Long 0.34% 4831.12 42562.13 11787.07 39 3.72 0/0 8.81 8.84 0.34% 4.88% 11/9/1988 10/26/1989 2034.11 -3.33% FSAVX Long 6.18% 5215.66 32910.81 13821.17 244 8.34 0/0 6.31 6.7 6.18% 18.23% 2/17/1988 1/11/1990 13645.80 -3.78% FSUTX Long 46.83% 4401.87 29140.38 27466.97 482 28.31 0/0 6.62 9.72 46.83% 51.36% 9/28/1989 2/9/1990 -4484.18 -13.65% FSHOX Long -10.51% 9540.81 42647.43 22982.79 94 -47.70 0/0 4.47 4 -10.51% 2.24% 1/11/1990 2/12/1990 -3053.81 -9.43% FSPCX Long -7.20% 7270.97 42389.75 19928.98 23 -132.77 0/0 5.83 5.41 -7.20% 0.00% 2/9/1990 4/18/1990 3435.29 -1.36% FSAVX Long 8.64% 6026.82 39777.03 23364.27 47 73.09 0/0 6.6 7.17 8.64% 8.79% 2/12/1990 5/16/1990 3992.01 -2.72% FSCSX Long 10.15% 9736.62 39335.94 27356.28 66 60.49 0/0 4.04 4.45 10.15% 10.64% 10/26/1989 8/21/1990 1098.68 -2.15% FDFAX Long 2.69% 5493.41 40816.00 28454.97 207 5.31 0/0 7.43 7.63 2.69% 19.11% 4/18/1990 8/21/1990 -361.31 -3.62% FSUTX Long -0.85% 4516.33 42363.19 28093.66 88 -4.11 0/0 9.38 9.3 -0.85% 3.84% 5/16/1990 8/21/1990 -3318.60 -7.53% FSPCX Long -7.53% 7901.42 44089.91 24775.06 68 -48.80 0/0 5.58 5.16 -7.53% 5.91% 12/3/1990 1/11/1991 -446.69 -2.15% FDFAX Long -1.07% 4963.21 41591.69 24328.38 28 -15.95 0/0 8.38 8.29 -1.07% 2.86% 12/3/1990 1/11/1991 587.87 0.00% FSDAX Long 1.41% 7348.35 41591.69 24916.24 28 21.00 0/0 5.66 5.74 1.41% 4.59% 12/3/1990 1/11/1991 -584.62 -1.71% FSUTX Long -1.41% 4175.87 41591.69 24331.62 28 -20.88 0/0 9.96 9.82 -1.41% 0.90% 1/18/1991 2/19/1991 6076.02 -0.44% FSAIX Long 14.66% 9068.68 41443.87 30407.64 22 276.18 0/0 4.57 5.24 14.66% 14.66% 1/18/1991 2/20/1991 6567.61 -0.27% FSCGX Long 15.85% 11323.5 41443.87 36975.25 23 285.55 0/0 3.66 4.24 15.85% 16.67% 2/20/1991 6/19/1991 4910.29 -1.08% FSDPX Long 10.63% 6215.55 46181.54 41885.53 84 58.46 0/0 7.43 8.22 10.63% 11.17% 6/19/1991 12/6/1991 -1111.13 -2.91% FSENX Long -2.30% 7407.53 48371.15 40774.40 120 -9.26 0/0 6.53 6.38 -2.30% 8.42% 1/18/1991 12/3/1993 21801.64 -1.00% FSUTX Long 52.61% 4152.69 41443.87 62576.04 729 29.91 0/0 9.98 15.23 52.61% 63.63% FSCHX Long 12/6/1991 1/28/1994 44.39% 22694.59 4859.65 51123.57 85270.63 544 41.72 -0.76% 0/0 file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 7. Sector.Rotation - Backtest Report Page 2 of 8 10.52 15.19 44.39% 44.39% 12/3/1993 2/14/1994 4552.44 -1.65% FSLEX Long 7.00% 6322.84 64998.77 89823.07 51 89.26 0/0 10.28 11 7.00% 10.02% 2/19/1991 4/6/1994 16653.21 -0.73% FDFAX Long 35.85% 4869.36 46453.70 106476.28 793 21.00 0/0 9.54 12.96 35.85% 45.81% 1/28/1994 4/6/1994 -5758.98 -9.79% FSPHX Long -8.19% 3533.12 70344.37 100717.30 47 -122.53 0/0 19.91 18.28 -8.19% 1.16% 2/14/1994 4/6/1994 -3419.61 -6.37% FSUTX Long -4.89% 4684.4 69891.25 97297.69 36 -94.99 0/0 14.92 14.19 -4.89% 0.13% 4/12/1994 4/15/1994 0.00 -0.76% FSVLX Long 0.00% 8324.8 65765.90 97297.69 4 0.00 0/0 7.9 7.9 0.00% 0.00% 4/12/1994 4/15/1994 111.47 -0.51% FSRBX Long 0.17% 11146.8 65765.90 97409.16 4 27.87 0/0 5.9 5.91 0.17% 0.34% 4/12/1994 4/15/1994 150.26 -0.53% FSDPX Long 0.23% 5008.83 65765.89 97559.42 4 37.57 0/0 13.13 13.16 0.23% 0.23% 4/28/1994 5/11/1994 582.77 0.00% FSVLX Long 0.88% 8325.3 65853.14 98142.19 10 58.28 0/0 7.91 7.98 0.88% 2.53% 4/28/1994 5/11/1994 -126.64 -0.32% FSCHX Long -0.19% 4221.35 65853.14 98015.55 10 -12.66 0/0 15.6 15.57 -0.19% 1.41% 4/28/1994 5/11/1994 -647.57 -0.98% FSDPX Long -0.98% 4981.33 65853.14 97367.98 10 -64.76 0/0 13.22 13.09 -0.98% 0.61% 5/20/1994 6/27/1994 -540.06 -0.82% FSDPX Long -0.82% 4909.65 65789.33 96827.92 26 -20.77 0/0 13.4 13.29 -0.82% 2.39% 5/20/1994 6/27/1994 -815.57 -2.48% FIDSX Long -1.24% 3398.21 65789.32 96012.35 26 -31.37 0/0 19.36 19.12 -1.24% 3.67% 5/20/1994 6/27/1994 -497.78 -0.76% FSCHX Long -0.76% 4148.13 65789.32 95514.57 26 -19.15 0/0 15.86 15.74 -0.76% 2.46% 7/19/1994 8/19/1994 2146.91 -0.22% FSTCX Long 3.29% 3638.83 65171.52 97661.49 24 89.45 0/0 17.91 18.5 3.29% 3.35% 7/19/1994 8/25/1994 3780.94 -0.23% FDFAX Long 5.80% 4974.93 65171.52 101442.43 28 135.03 0/0 13.1 13.86 5.80% 6.03% 7/19/1994 12/9/1994 -4626.37 -7.10% FSRFX Long -7.10% 6704.89 65171.52 96816.06 102 -45.36 0/0 9.72 9.03 -7.10% 3.40% 8/19/1994 12/9/1994 -2934.17 -4.69% FSPCX Long -4.37% 7156.5 67127.99 93881.89 79 -37.14 0/0 9.38 8.97 -4.37% 3.94% 8/25/1994 12/9/1994 -2813.79 -4.48% FSUTX Long -4.14% 4689.66 68000.00 91068.10 75 -37.52 0/0 14.5 13.9 -4.14% 1.31% 12/16/1994 2/27/1995 5477.95 -0.10% FSDAX Long 8.60% 6599.93 63689.36 96546.04 49 111.79 0/0 9.65 10.48 8.60% 8.81% 2/27/1995 7/6/1995 5020.02 -3.43% FSRPX Long 7.42% 6275.02 67644.73 101566.06 91 55.17 0/0 10.78 11.58 7.42% 7.42% 12/16/1994 10/5/1995 17870.64 -1.62% FDFAX Long 28.06% 4478.86 63689.36 119436.70 203 88.03 0/0 14.22 18.21 28.06% 28.48% 12/16/1994 10/13/1995 15254.67 -0.71% FSUTX Long 23.95% 4526.61 63689.37 134691.37 209 72.99 0/0 14.07 17.44 23.95% 23.95% 7/6/1995 11/6/1995 12232.28 -1.16% FSCPX Long 16.58% 9482.39 73772.99 146923.65 87 140.60 0/0 7.78 9.07 16.58% 16.58% 10/13/1995 12/7/1995 5180.17 -4.10% FSHOX Long 6.45% 9418.49 80339.69 152103.82 39 132.82 0/0 8.53 9.08 6.45% 6.68% 11/6/1995 1/18/1996 -5823.43 -7.10% FSRPX Long -7.10% 6771.43 82069.74 146280.39 51 -114.18 0/0 12.12 11.26 -7.10% 2.06% 10/5/1995 4/18/1996 8324.80 -2.76% FSAVX Long 10.46% 4984.91 79608.98 154605.18 136 61.21 0/0 15.97 17.64 10.46% 10.58% 1/18/1996 5/3/1996 7330.92 -1.74% FSLEX Long 8.93% 6787.89 82065.60 161936.11 75 97.75 0/0 12.09 13.17 8.93% 8.93% 5/3/1996 6/24/1996 4220.28 -0.42% FSHOX Long 4.88% 9174.51 86423.91 166156.38 36 117.23 0/0 9.42 9.88 4.88% 6.69% FSCHX Long 4.09% 3984.77 90613.72 169862.22 70 52.94 0/0 6/24/1996 10/1/1996 3705.84 -8.53% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 8. Sector.Rotation - Backtest Report Page 3 of 8 22.74 23.67 4.09% 4.09% 12/7/1995 10/4/1996 13481.14 -2.35% FSPCX Long 15.93% 6640.96 84605.80 183343.37 210 64.20 0/0 12.74 14.77 15.93% 15.93% 4/18/1996 10/10/1996 7062.57 -2.79% FSPHX Long 8.19% 2427 86231.36 190405.94 123 57.42 0/0 35.53 38.44 8.19% 10.22% 10/4/1996 11/18/1996 3445.55 -1.28% FSUTX Long 3.52% 4993.56 97773.85 193851.49 32 107.67 0/0 19.58 20.27 3.52% 3.78% 10/1/1996 11/19/1996 6308.22 0.00% FDFAX Long 6.56% 4672.75 96212.02 200159.71 36 175.23 0/0 20.59 21.94 6.56% 6.90% 10/10/1996 12/31/1996 6073.70 -0.87% FSRFX Long 6.30% 8435.7 96420.07 206233.42 57 106.56 0/0 11.43 12.15 6.30% 7.96% 11/19/1996 4/8/1997 -3609.09 -3.67% FSDPX Long -3.56% 5821.12 101403.92 202624.32 96 -37.59 0/0 17.42 16.8 -3.56% 5.57% 4/8/1997 6/18/1997 14218.78 -2.66% FSDAX Long 14.54% 5427.02 97794.82 216843.10 51 278.80 0/0 18.02 20.64 14.54% 14.87% 12/31/1996 8/1/1997 20209.33 -2.60% FSCHX Long 19.49% 4281.64 103701.26 237052.43 149 135.63 0/0 24.22 28.94 19.49% 19.65% 6/18/1997 9/3/1997 -9827.34 -10.43% EWA Long -8.77% 15178 112013.61 227225.09 54 -181.99 0/0 7.38 6.73253 -8.77% 3.79% 8/1/1997 9/4/1997 11519.33 0.00% FSNGX Long 9.64% 13394.6 119479.52 238744.42 24 479.97 0/0 8.92 9.78 9.64% 9.98% 9/3/1997 10/6/1997 14325.33 0.00% FBIOX Long 13.44% 4012.7 106617.34 253069.74 24 596.89 0/0 26.57 30.14 13.44% 13.44% 9/4/1997 10/14/1997 11994.17 -0.25% FSUTX Long 9.93% 5082.28 120754.88 265063.91 29 413.59 0/0 23.76 26.12 9.93% 11.15% 11/18/1996 11/25/1997 18733.59 -0.16% FSAVX Long 18.52% 5526.13 101128.24 283797.51 259 72.33 0/0 18.3 21.69 18.52% 30.77% 11/25/1997 3/30/1998 24014.75 0.00% FSPCX Long 19.90% 5731.44 120704.22 307812.26 85 282.53 0/0 21.06 25.25 19.90% 22.17% 3/30/1998 5/1/1998 6387.11 0.00% FSNGX Long 4.47% 15207.4 142949.55 314199.37 24 266.13 0/0 9.4 9.82 4.47% 4.47% 5/1/1998 6/1/1998 -15004.17 -10.87% EWA Long -10.32% 21512.2 145326.86 299195.19 21 -714.48 0/0 6.75556 6.05808 -10.32% 0.00% 10/14/1997 6/11/1998 -2185.54 -8.22% FSCHX Long -1.66% 4553.22 131906.65 297009.65 166 -13.17 0/0 28.97 28.49 -1.66% 8.77% 6/1/1998 8/25/1998 -16661.12 -12.28% FSAVX Long -12.24% 5409.46 136101.91 280348.53 61 -273.13 0/0 25.16 22.08 -12.24% 0.64% 6/11/1998 9/29/1998 -14013.08 -13.33% FSCPX Long -10.80% 8007.48 129721.10 266335.44 77 -181.99 0/0 16.2 14.45 -10.80% 8.02% 9/29/1998 12/10/1998 -20165.83 -17.43% CEF Long -17.43% 27912.9 115708.02 246169.61 52 -387.80 0/0 4.14532 3.42286 -17.43% 3.01% 8/25/1998 1/8/1999 34699.81 -7.37% FSUTX Long 29.05% 3825.78 119440.79 280869.42 95 365.26 0/0 31.22 40.29 29.05% 29.18% 12/10/1998 1/14/1999 -913.09 -2.35% FSENX Long -0.96% 8300.8 95542.19 279956.33 24 -38.05 0/0 11.51 11.4 -0.96% 6.43% 1/14/1999 3/22/1999 17572.71 -4.40% EWJ Long 15.95% 12508.6 110140.19 297529.04 46 382.02 0/0 8.80515 10.21 15.95% 17.83% 1/8/1999 4/26/1999 11819.21 -7.82% FSDPX Long 8.53% 8207.79 138629.50 309348.25 74 159.72 0/0 16.89 18.33 8.53% 9.77% 3/22/1999 5/11/1999 20248.50 -1.92% FSDAX Long 15.85% 5457.82 127712.90 329596.75 36 562.46 0/0 23.4 27.11 15.85% 15.85% 4/26/1999 7/12/1999 12147.69 -2.13% FBSOX Long 8.39% 16196.9 144800.43 341744.44 54 224.96 0/0 8.94 9.69 8.39% 9.06% 7/12/1999 8/12/1999 -15865.44 -11.41% FSPCX Long -10.32% 5236.12 153732.43 325879.00 24 -661.06 0/0 29.36 26.33 -10.32% 0.00% 8/12/1999 10/7/1999 -11310.94 -10.13% FSDPX Long -7.95% 7591.24 142335.68 314568.06 40 -282.77 0/0 18.75 17.26 -7.95% 0.80% FDFAX Long 3.13% 4826.59 131186.63 318670.66 521 7.87 0/0 10/6/1997 10/28/1999 4102.60 -7.32% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 9. Sector.Rotation - Backtest Report Page 4 of 8 27.18 28.03 3.13% 22.33% 10/7/1999 11/26/1999 16453.79 -4.90% EWC Long 12.18% 14319.3 135062.78 335124.44 36 457.05 0/0 9.43219 10.5813 12.18% 12.18% 11/26/1999 1/19/2000 11709.50 -0.08% EWA Long 8.03% 20211 145734.36 346833.94 37 316.47 0/0 7.21064 7.79 8.03% 11.08% 5/11/1999 2/25/2000 -17053.52 -11.50% FSCPX Long -11.50% 7822.71 148318.65 329780.42 202 -84.42 0/0 18.96 16.78 -11.50% 5.22% 2/25/2000 3/28/2000 30470.38 0.00% FSLBX Long 21.86% 5540.07 139388.16 360250.81 23 1324.80 0/0 25.16 30.66 21.86% 26.31% 1/19/2000 4/17/2000 9266.92 -9.42% FSAVX Long 5.97% 7853.32 155103.04 369517.72 63 147.09 0/0 19.75 20.93 5.97% 9.42% 10/28/1999 5/22/2000 1879.42 -0.30% FSUTX Long 1.39% 2891.41 135289.23 371397.14 143 13.14 0/0 46.79 47.44 1.39% 19.73% 4/17/2000 7/5/2000 36698.81 0.00% FSPHX Long 23.38% 2107.92 156934.32 408095.96 55 667.25 0/0 74.45 91.86 23.38% 23.38% 3/28/2000 7/17/2000 24648.33 -3.42% FSLEX Long 15.04% 16998.8 163868.88 432744.28 77 320.11 0/0 9.64 11.09 15.04% 15.15% 7/5/2000 8/9/2000 12517.29 0.00% FSRFX Long 7.17% 8815 174536.92 445261.58 26 481.43 0/0 19.8 21.22 7.17% 7.88% 5/22/2000 10/13/2000 -11138.60 -7.40% CEF Long -7.40% 44554.4 150593.94 434122.97 102 -109.20 0/0 3.38 3.13 -7.40% 5.56% 7/17/2000 10/13/2000 -17059.89 -10.44% FSCPX Long -9.51% 9804.54 179422.99 417063.08 64 -266.56 0/0 18.3 16.56 -9.51% 0.93% 8/9/2000 10/13/2000 2989.90 -2.13% FDFAX Long 1.67% 6228.96 178646.62 420052.98 47 63.61 0/0 28.68 29.16 1.67% 3.38% 11/2/2000 11/14/2000 -2913.46 -2.77% FSMEX Long -1.68% 14567.3 173350.99 417139.52 9 -323.72 0/0 11.9 11.7 -1.68% 1.51% 11/2/2000 11/14/2000 -1644.70 -2.85% FBSOX Long -0.95% 16447 173350.99 415494.82 9 -182.74 0/0 10.54 10.44 -0.95% 1.42% 11/2/2000 11/14/2000 0.00 -2.51% FSAIX Long 0.00% 6601.33 173350.99 415494.82 9 0.00 0/0 26.26 26.26 0.00% 0.30% 1/30/2001 2/8/2001 1329.82 0.00% FSCPX Long 0.77% 9498.71 171831.59 416824.64 8 166.23 0/0 18.09 18.23 0.77% 1.49% 1/30/2001 2/8/2001 0.00 -2.01% FBSOX Long 0.00% 15735.5 171831.60 416824.64 8 0.00 0/0 10.92 10.92 0.00% 0.00% 1/30/2001 2/8/2001 -646.47 -0.38% FSAIX Long -0.38% 6464.7 171831.60 416178.17 8 -80.81 0/0 26.58 26.48 -0.38% 1.47% 5/8/2001 5/10/2001 5023.06 0.00% CEF Long 2.92% 56412.9 172059.39 421201.24 3 1674.35 0/0 3.05 3.13904 2.92% 2.95% 5/8/2001 5/10/2001 334.62 0.00% FSVLX Long 0.19% 6692.31 172059.39 421535.85 3 111.54 0/0 25.71 25.76 0.19% 0.19% 5/8/2001 5/10/2001 884.95 -0.22% FSLEX Long 0.51% 12642.1 172059.38 422420.80 3 294.98 0/0 13.61 13.68 0.51% 0.51% 5/11/2001 5/14/2001 3302.69 0.00% CEF Long 1.90% 56516.2 174140.26 425723.49 2 1651.35 0/0 3.08125 3.13968 1.90% 1.90% 5/11/2001 5/14/2001 954.19 0.00% FSVLX Long 0.55% 6815.67 174140.26 426677.69 2 477.10 0/0 25.55 25.69 0.55% 0.55% 5/11/2001 5/14/2001 333.97 0.00% FSPCX Long 0.19% 4770.97 174140.25 427011.65 2 166.98 0/0 36.5 36.57 0.19% 0.19% 5/17/2001 6/18/2001 955.98 -1.26% CEF Long 0.54% 54187.5 175670.54 427967.63 22 43.45 0/0 3.2419 3.25954 0.54% 7.95% 5/17/2001 6/18/2001 1277.36 -0.31% FSVLX Long 0.73% 6722.94 175670.54 429244.99 22 58.06 0/0 26.13 26.32 0.73% 2.49% 5/17/2001 6/18/2001 -4595.87 -2.62% FDFAX Long -2.62% 5406.91 175670.55 424649.11 22 -208.90 0/0 32.49 31.64 -2.62% 0.12% 8/3/2001 8/9/2001 -1434.34 -1.00% FDFAX Long -0.82% 5312.36 174883.04 423214.78 5 -286.87 0/0 32.92 32.65 -0.82% 0.00% FIDSX Long -1.54% 2524.66 174883.03 420513.39 5 -540.28 0/0 8/3/2001 8/9/2001 -2701.38 -1.54% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 10. Sector.Rotation - Backtest Report Page 5 of 8 69.27 68.2 -1.54% 0.00% 8/3/2001 8/9/2001 -615.79 -0.50% FSRBX Long -0.35% 8796.93 174883.03 419897.61 5 -123.16 0/0 19.88 19.81 -0.35% 0.15% 11/15/2001 1/8/2002 13782.86 -2.69% FSAGX Long 7.95% 20268.9 173299.20 433680.47 36 382.86 0/0 8.55 9.23 7.95% 9.12% 11/15/2001 2/8/2002 1277.64 -3.01% FDFAX Long 0.74% 5110.56 173299.19 434958.11 58 22.03 0/0 33.91 34.16 0.74% 1.59% 11/15/2001 2/8/2002 -5975.11 -4.80% FSPHX Long -3.45% 2103.91 173299.19 428983.00 58 -103.02 0/0 82.37 79.53 -3.45% 4.88% 1/8/2002 2/8/2002 4905.78 -0.05% FSPCX Long 2.77% 4857.21 176802.36 433888.78 23 213.29 0/0 36.4 37.41 2.77% 2.77% 2/14/2002 2/22/2002 3489.47 -0.12% FDFAX Long 1.96% 5131.57 177962.93 437378.25 6 581.58 0/0 34.68 35.36 1.96% 1.96% 2/14/2002 2/22/2002 -916.29 -2.00% FSCPX Long -0.51% 10180.9 177962.92 436461.96 6 -152.71 0/0 17.48 17.39 -0.51% 0.00% 2/14/2002 2/22/2002 -5485.63 -3.08% FSPCX Long -3.08% 4571.36 177962.93 430976.33 6 -914.27 0/0 38.93 37.73 -3.08% 0.00% 2/27/2002 4/30/2002 4827.06 0.00% FSCPX Long 2.73% 10056.4 176992.10 435803.39 44 109.71 0/0 17.6 18.08 2.73% 7.11% 2/27/2002 4/30/2002 1606.36 -1.90% FSMEX Long 0.91% 14603.3 176992.11 437409.76 44 36.51 0/0 12.12 12.23 0.91% 2.80% 2/27/2002 4/30/2002 9381.03 -0.68% FDFAX Long 5.30% 4989.91 176992.10 446790.79 44 213.21 0/0 35.47 37.35 5.30% 6.53% 5/17/2002 5/31/2002 299.53 -1.07% FSMEX Long 0.16% 14976.5 182263.59 447090.32 10 29.95 0/0 12.17 12.19 0.16% 0.33% 5/17/2002 5/31/2002 2487.43 -2.00% EWA Long 1.36% 23662.8 182263.58 449577.74 10 248.74 0/0 7.70255 7.80767 1.36% 1.36% 5/17/2002 5/31/2002 -5288.68 -4.14% FSCPX Long -2.90% 9793.85 182263.58 444289.06 10 -528.87 0/0 18.61 18.07 -2.90% 0.00% 11/21/2002 12/31/2002 20752.92 -2.61% CEF Long 11.44% 43197.5 181429.69 465041.99 27 768.63 0/0 4.2 4.68042 11.44% 13.04% 11/21/2002 1/29/2003 -935.20 -2.84% FSMEX Long -0.52% 15586.7 181429.68 464106.78 46 -20.33 0/0 11.64 11.58 -0.52% 2.92% 11/21/2002 1/29/2003 -6005.07 -6.21% FSPHX Long -3.31% 2555.35 181429.68 458101.72 46 -130.54 0/0 71 68.65 -3.31% 1.10% 12/31/2002 1/29/2003 -9182.40 -4.92% FDFAX Long -4.92% 5886.16 186473.40 448919.31 20 -459.12 0/0 31.68 30.12 -4.92% 2.43% 3/19/2003 5/22/2003 25062.04 -2.39% EWC Long 13.70% 19987.2 182973.09 473981.35 46 544.83 0/0 9.15453 10.4084 13.70% 15.17% 3/19/2003 6/18/2003 21067.26 -1.92% FNARX Long 11.51% 19506.7 182973.10 495048.61 64 329.18 0/0 9.38 10.46 11.51% 15.03% 5/22/2003 7/9/2003 34972.91 0.00% EWM Long 17.31% 47589.9 202024.75 530021.52 33 1059.79 0/0 4.24512 4.98 17.31% 19.13% 3/19/2003 7/16/2003 29988.10 -0.33% FSMEX Long 16.39% 15222.4 182973.10 560009.62 83 361.30 0/0 12.02 13.99 16.39% 19.05% 6/18/2003 8/20/2003 11855.06 -4.05% FSCHX Long 5.64% 6549.76 210050.76 571864.68 45 263.45 0/0 32.07 33.88 5.64% 5.64% 7/9/2003 10/16/2003 18943.70 -3.03% FSVLX Long 8.65% 7286.04 219018.32 590808.39 71 266.81 0/0 30.06 32.66 8.65% 9.12% 7/16/2003 12/9/2003 19028.78 -2.24% FSPCX Long 8.70% 5499.65 218775.93 609837.16 103 184.75 0/0 39.78 43.24 8.70% 9.35% 10/16/2003 12/31/2003 13363.91 -3.97% FSPHX Long 5.60% 3159.32 238560.01 623201.07 53 252.15 0/0 75.51 79.74 5.60% 5.60% 12/9/2003 1/9/2004 18179.47 -0.32% FSENX Long 7.44% 13173.5 244237.25 641380.54 22 826.34 0/0 18.54 19.92 7.44% 7.98% 1/9/2004 3/9/2004 15535.61 -0.17% FSRPX Long 6.11% 8727.87 254242.93 656916.16 41 378.92 0/0 29.13 30.91 6.11% 7.96% FDFAX Long 15.85% 6889.31 224316.04 692465.01 143 248.59 0/0 8/20/2003 3/15/2004 35548.86 -1.17% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 11. Sector.Rotation - Backtest Report Page 6 of 8 32.56 37.72 15.85% 18.77% 3/9/2004 4/23/2004 13555.36 -2.99% FBSOX Long 5.05% 25102.5 268597.00 706020.37 33 410.77 0/0 10.7 11.24 5.05% 5.05% 12/31/2003 5/27/2004 142.08 -4.64% FSCPX Long 0.06% 14208.2 254185.43 706162.46 103 1.38 0/0 17.89 17.9 0.06% 5.20% 3/15/2004 7/29/2004 -3929.80 -2.22% FSLEX Long -1.51% 20683.1 260814.35 702232.66 95 -41.37 0/0 12.61 12.42 -1.51% 8.33% 5/27/2004 8/24/2004 -7889.93 -4.82% FDFAX Long -2.95% 7044.58 267271.40 694342.73 61 -129.34 0/0 37.94 36.82 -2.95% 1.85% 7/29/2004 8/30/2004 -7582.09 -6.99% FSTCX Long -2.95% 8241.4 256884.54 686760.64 23 -329.66 0/0 31.17 30.25 -2.95% 0.64% 4/23/2004 9/30/2004 20432.00 -4.98% FSUTX Long 7.35% 9162.33 278076.72 707192.63 111 184.07 0/0 30.35 32.58 7.35% 7.35% 9/30/2004 11/18/2004 24825.33 -2.41% FSCGX Long 9.14% 13640.3 271578.23 732017.97 36 689.59 0/0 19.91 21.73 9.14% 9.14% 11/18/2004 1/26/2005 8697.13 -4.00% EWJ Long 3.02% 29001.4 287732.79 740715.10 47 185.05 0/0 9.92135 10.2212 3.02% 6.27% 8/30/2004 2/24/2005 1338.54 -2.36% FSVLX Long 0.54% 6692.68 249302.45 742053.64 124 10.79 0/0 37.25 37.45 0.54% 7.76% 8/24/2004 3/28/2005 3822.46 -0.13% FSRBX Long 1.47% 10921.3 259381.47 745876.10 149 25.65 0/0 23.75 24.1 1.47% 9.81% 2/24/2005 6/1/2005 14385.06 -4.49% FSRPX Long 5.03% 8562.54 286245.65 760261.16 68 211.55 0/0 33.43 35.11 5.03% 5.03% 3/28/2005 6/6/2005 19377.96 -0.43% FSPHX Long 7.14% 3176.71 271545.60 779639.12 50 387.56 0/0 85.48 91.58 7.14% 7.63% 6/6/2005 7/7/2005 1288.91 -0.88% FSDAX Long 0.44% 5603.94 293422.53 780928.03 23 56.04 0/0 52.36 52.59 0.44% 1.72% 1/26/2005 7/8/2005 28189.30 -0.40% FSUTX Long 9.79% 8147.2 288084.85 809117.33 114 247.27 0/0 35.36 38.82 9.79% 9.79% 7/8/2005 8/15/2005 23423.83 0.00% EZU Long 7.73% 9406.48 303140.54 832541.16 27 867.55 0/0 32.2268 34.717 7.73% 9.81% 7/7/2005 8/24/2005 17574.54 0.00% FPHAX Long 5.96% 45062.9 294711.46 850115.70 35 502.13 0/0 6.54 6.93 5.96% 7.49% 8/15/2005 9/15/2005 18152.69 -1.16% EWJ Long 5.67% 30422.8 320174.36 868268.38 23 789.25 0/0 10.5242 11.1208 5.67% 5.83% 9/15/2005 10/17/2005 -10429.07 -4.36% FDLSX Long -3.20% 5607.03 325543.96 857839.31 23 -453.44 0/0 58.06 56.2 -3.20% 0.81% 8/24/2005 11/14/2005 18937.58 -3.12% FBMPX Long 5.93% 9761.64 319205.66 876776.90 58 326.51 0/0 32.7 34.64 5.93% 6.06% 10/17/2005 12/1/2005 32041.24 -0.33% FBSOX Long 10.07% 26480.4 318029.19 908818.14 33 970.95 0/0 12.01 13.22 10.07% 10.07% 12/1/2005 1/31/2006 23875.46 0.00% FPHAX Long 7.04% 46814.6 338937.90 932693.60 41 582.33 0/0 7.24 7.75 7.04% 7.04% 11/14/2005 2/7/2006 23796.78 -2.20% EWM Long 7.10% 53452.7 335148.67 956490.38 58 410.29 0/0 6.27 6.71519 7.10% 8.24% 6/1/2005 8/31/2006 53015.20 -2.65% FDFAX Long 17.78% 7003.33 298131.74 1009505.59 317 167.24 0/0 42.57 50.14 17.78% 17.92% 2/7/2006 9/27/2006 27398.38 -2.24% FSCPX Long 7.70% 17676.4 355825.45 1036903.97 162 169.13 0/0 20.13 21.68 7.70% 7.90% 8/31/2006 10/17/2006 20013.20 -0.49% FSVLX Long 5.25% 9907.52 380944.32 1056917.17 33 606.46 0/0 38.45 40.47 5.25% 5.77% 9/27/2006 10/30/2006 11989.21 -1.15% FSDAX Long 3.05% 6277.07 392944.68 1068906.38 24 499.55 0/0 62.6 64.51 3.05% 4.74% 10/17/2006 11/17/2006 9600.30 0.00% FSDPX Long 2.39% 9697.28 401273.31 1078506.68 24 400.01 0/0 41.38 42.37 2.39% 3.67% 10/30/2006 1/3/2007 11472.26 -5.69% EWJ Long 2.85% 30308.2 403132.71 1089978.95 44 260.73 0/0 13.3011 13.6796 2.85% 3.56% FDFAX Long 2.27% 7690.5 399752.21 1099053.74 33 274.99 0/0 11/17/2006 1/8/2007 9074.79 -1.48% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 12. Sector.Rotation - Backtest Report Page 7 of 8 51.98 53.16 2.27% 2.90% 1/3/2007 2/12/2007 12200.09 -0.28% FSPHX Long 2.93% 3910.29 415702.46 1111253.83 28 435.72 0/0 106.31 109.43 2.93% 3.67% 1/31/2006 4/4/2007 30264.63 -1.34% FSRBX Long 8.48% 13632.7 356904.56 1141518.46 296 102.25 0/0 26.18 28.4 8.48% 14.97% 1/8/2007 4/18/2007 32128.35 -2.63% FPHAX Long 7.78% 49428.2 413220.06 1173646.82 70 458.98 0/0 8.36 9.01 7.78% 8.13% 2/12/2007 5/3/2007 22080.88 -3.51% FSCSX Long 5.25% 6345.08 420678.93 1195727.70 57 387.38 0/0 66.3 69.78 5.25% 5.25% 4/4/2007 5/15/2007 26273.10 -0.13% FSPCX Long 6.45% 6439.49 407619.48 1222000.81 29 905.97 0/0 63.3 67.38 6.45% 6.97% 4/18/2007 5/21/2007 27350.77 0.00% FSCGX Long 6.32% 14784.2 432437.83 1249351.57 24 1139.62 0/0 29.25 31.1 6.32% 6.32% 5/3/2007 6/14/2007 16113.63 0.00% FSDAX Long 3.61% 5990.2 446269.55 1265465.20 30 537.12 0/0 74.5 77.19 3.61% 3.61% 5/21/2007 7/12/2007 20896.85 -2.06% DBC Long 4.62% 18490.2 452066.90 1286362.05 37 564.78 0/0 24.449 25.5792 4.62% 5.02% 6/14/2007 7/16/2007 23545.66 -1.47% FSAIX Long 5.10% 10951.5 461823.42 1309907.70 22 1070.26 0/0 42.17 44.32 5.10% 5.10% 5/15/2007 9/6/2007 -19252.96 -7.20% EWJ Long -4.34% 32029 443293.43 1290654.74 80 -240.66 0/0 13.8404 13.2393 -4.34% 2.95% 9/6/2007 10/8/2007 24315.80 -1.38% FBIOX Long 5.46% 6518.98 445115.98 1314970.54 23 1057.21 0/0 68.28 72.01 5.46% 5.93% 7/12/2007 1/9/2008 39575.70 -3.87% FDFAX Long 8.39% 7931 471498.07 1354546.24 126 314.09 0/0 59.45 64.44 8.39% 10.85% 7/16/2007 1/9/2008 19873.37 -6.60% FSPHX Long 4.19% 4055.79 474040.70 1374419.61 124 160.27 0/0 116.88 121.78 4.19% 5.12% 10/8/2007 1/9/2008 29357.41 -1.02% FSHCX Long 6.25% 9562.68 469431.76 1403777.02 65 451.65 0/0 49.09 52.16 6.25% 7.54% 4/24/2008 6/13/2008 -1302.73 -1.58% HYG Long -0.26% 6510.39 501258.98 1402474.29 36 -36.19 0/0 76.9938 76.7936 -0.26% 2.89% 4/24/2008 6/13/2008 -11395.85 -2.27% FDFAX Long -2.27% 7913.78 501259.00 1391078.45 36 -316.55 0/0 63.34 61.9 -2.27% 0.84% 4/24/2008 6/13/2008 621.14 -2.51% FSCGX Long 0.12% 15528.5 501258.98 1391699.58 36 17.25 0/0 32.28 32.32 0.12% 4.55% 4/14/2009 5/15/2009 128916.58 -0.61% THD Long 25.93% 21585.5 497233.17 1520616.16 24 5371.52 0/0 23.0355 29.0078 25.93% 31.44% 4/14/2009 5/15/2009 35430.80 -5.93% CHN Long 7.13% 28300.7 497233.17 1556046.96 24 1476.28 0/0 17.5696 18.8216 7.13% 10.35% 4/14/2009 5/19/2009 48354.29 -3.57% EWM Long 9.72% 65522.2 497233.16 1604401.25 26 1859.78 0/0 7.58877 8.32675 9.72% 12.98% 5/19/2009 7/21/2009 63157.76 -0.80% FBIOX Long 11.09% 10303.1 569553.12 1667559.00 44 1435.40 0/0 55.28 61.41 11.09% 11.09% 7/21/2009 8/21/2009 92126.30 0.00% FSVLX Long 15.10% 65337.8 610255.11 1759685.31 24 3838.60 0/0 9.34 10.75 15.10% 16.17% 8/21/2009 10/9/2009 31153.50 -3.28% FWRLX Long 4.76% 107426 654223.60 1790838.81 35 890.10 0/0 6.09 6.38 4.76% 9.36% 5/15/2009 10/15/2009 75024.19 -2.56% gld Long 13.30% 6190.11 564228.97 1865863.00 107 701.16 0/0 91.15 103.27 13.30% 14.87% 10/9/2009 11/9/2009 47119.45 -1.87% ECH Long 6.82% 14404 691256.21 1912982.45 22 2141.79 0/0 47.9905 51.2618 6.82% 6.82% 5/15/2009 12/3/2009 159763.76 0.00% FPHAX Long 28.32% 67410.9 564228.95 2072746.20 141 1133.08 0/0 8.37 10.74 28.32% 28.79% 10/15/2009 12/22/2009 28958.85 -6.83% FSUTX Long 4.14% 16178.1 699057.02 2101705.06 48 603.31 0/0 43.21 45 4.14% 4.63% 11/9/2009 1/4/2010 40276.50 -1.12% FSMEX Long 5.71% 30283.1 705293.01 2141981.56 38 1059.91 0/0 23.29 24.62 5.71% 6.14% EWM Long 11.39% 70182.4 757969.92 2228305.91 67 1288.42 0/0 1/4/2010 4/9/2010 86324.35 -5.74% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 13. Sector.Rotation - Backtest Report Page 8 of 8 10.8 12.03 11.39% 11.57% 12/22/2009 6/14/2010 -14090.27 -4.89% FDFAX Long -1.88% 12359.9 750863.06 2214215.64 119 -118.41 0/0 60.75 59.61 -1.88% 6.30% 6/14/2010 7/26/2010 82470.14 -3.15% ECH Long 10.59% 13564.2 778583.26 2296685.78 30 2749.00 0/0 57.4 63.48 10.59% 10.59% 12/3/2009 8/30/2010 48456.70 -4.71% HYG Long 6.63% 9201.33 730933.07 2345142.48 186 260.52 0/0 79.4377 84.704 6.63% 9.16% 4/9/2010 8/30/2010 55216.79 -2.25% gld Long 6.86% 7115.57 804699.32 2400359.27 100 552.17 0/0 113.09 120.85 6.86% 9.26% 7/26/2010 8/30/2010 46739.17 -3.51% CEF Long 5.64% 56994.1 828121.41 2447098.44 26 1797.66 0/0 14.5299 15.35 5.64% 6.54% 9/3/2010 10/4/2010 42527.58 -0.27% FPHAX Long 5.01% 75942.1 849032.81 2489626.02 21 2025.12 0/0 11.18 11.74 5.01% 6.62% 9/3/2010 12/23/2010 93849.69 -0.21% EWJ Long 11.05% 87710 849032.75 2583475.72 78 1203.20 0/0 9.68 10.75 11.05% 11.36% 9/3/2010 1/6/2011 50421.57 -0.42% HYG Open Long 5.94% 9872.18 849032.76 2633897.28 88 572.97 0/0 86.0026 91.11 5.94% 6.23% 10/4/2010 1/6/2011 15892.92 -1.36% FSUTX Open Long 1.82% 18267.7 872466.59 2649790.20 68 233.72 0/0 47.76 48.63 1.82% 4.42% 12/23/2010 1/6/2011 48858.35 -0.29% EWM Open Long 5.37% 65144.5 910068.19 2698648.55 11 4441.67 0/0 13.97 14.72 5.37% 6.23% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011