Very Short Term System

The performance of the SET Investments’ very short term system for the S&P500 is shown in the equity curve and system statistics below.

S&P 500 (Short Term)*:

S&P500 Mean Reversion Long Only.png

 

* Disclaimer Chart based on data for the period January 2000 to June 2016. SET Investments results have been calculated from backtesting data. These results were not live traded by SET Investments. The benchmarks (in green) used is the S&P 500 Composite Index. The calculations account for typical account brokerage but do not account for dividends or interest earned. Past performance is not an indicator of future results.

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