Performance
Performance data is available on simulated and actual bases.
Here is a summary of the simulated performance of our basic Capital Appreciation (all-long) portfolio of 4000 US stocks (Model Portfolio No. 2003):
Channel Trend Portfolio Annualized Rate of Return |
27.33% |
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S&P Annualized Rate of Return |
-2.78% |
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Universe of 4000 US Stocks Annualized Rate of Return |
14.37% |
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Channel Trend % of Winning Periods (Weeks) |
59.6% |
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This simulation was run using Channel Trend’s actual historic stock rankings during the period of the simulation.
For more detailed information on the performance of Model Portfolio No. 2003, see our White Paper entitled Commentary on Actual and Simulated Performance of Portfolio Model No. 2003.