Through tracking the real-time results of the strategies, I try to understand their performances better. Below is a summary table of results of each of the strategies discussed in the blog. The results are split between backtest and realtime results. At the bottom of the post you can find the details on the strategies and full test reports.
SystemsUpdate Through 2011-12-28
Strategy 1 – Weekly Tactical Asset Allocation: description, Performance_sWD_KwantTAA21-12-2011
Strategy 2 – Monthly End-of-the-Month: description, Performance_sMD_MEOM21-12-2011
Strategy 3 – DVI system: description, Performance_sDD_ETF_DVI21-12-2011