Below is information regarding the performance of the Velocity Signal system benchmarked against the Russell 2000 Index. All prices and percentages are based on the returns of the index and not of the various ETFs and Mutual Funds that would be utilized in the trading of this instrument. Please see our Assumptions and Limitations section for additional information regarding the performance.
Russell 2000
Buy and Hold vs. Velocity Signals (from January 1, 2003 through June 30, 2010)
Buy & Hold
Velocity Signal
V1
(Standard)
V2
(Always Invested)
V3
(Long Only)
Annualized Returns
6.39%
44.25%
46.50%
24.30%
Annualized Returns
Largest Monthly Gain
15.33%
25.39%
22.38%
9.91%
Largest Monthly Gain
Largest Monthly Loss
-20.90%
-3.85%
-8.52%
-5.50%
Largest Monthly Loss
Monthly Peak-to-Valley
-54.08%
-5.19%
-12.96%
-7.17%
Monthly Peak-to-Valley
Year-to-Date
-3.88%
-1.52%
-2.16%
-2.17%
Year-to-Date
Russell 2000
Compounded Returns Based on an Initial Investment of $10,000 (from January 1, 2003 through June 30, 2010)
Russell 2000
Monthly Returns (from January 1, 2003 through June 30, 2010)
Buy & Hold
Velocity Signal
V1
(Standard)
V2
(Always Invested)
V3
(Long Only)
Jun 2010
-7.88%
-3.85%
-7.77%
-3.74%
Jun 2010
May 2010
-7.67%
1.74%
-5.19%
0.41%
May 2010
Apr 2010
5.59%
3.64%
8.43%
2.28%
Apr 2010
Mar 2010
7.97%
0.49%
9.03%
0.00%
Mar 2010
Feb 2010
4.41%
-0.92%
-0.33%
1.43%
Feb 2010
Jan 2010
-5.05%
-2.44%
-5.05%
-2.44%
Jan 2010
Dec 2009
9.37%
2.70%
9.37%
2.70%
Dec 2009
Nov 2009
3.01%
5.71%
3.01%
5.71%
Nov 2009
Oct 2009
-6.87%
-1.13%
-6.87%
-1.13%
Oct 2009
Sep 2009
5.63%
5.11%
6.53%
4.67%
Sep 2009
Aug 2009
2.76%
0.75%
-0.61%
2.46%
Aug 2009
Jul 2009
9.53%
2.30%
5.25%
4.37%
Jul 2009
Jun 2009
1.34%
0.17%
1.34%
0.17%
Jun 2009
May 2009
2.88%
-0.08%
2.88%
-0.08%
May 2009
Apr 2009
15.33%
0.00%
15.33%
0.00%
Apr 2009
Mar 2009
8.67%
-2.26%
-6.09%
6.24%
Mar 2009
Feb 2009
-12.29%
11.87%
9.48%
0.37%
Feb 2009
Jan 2009
-11.20%
13.89%
9.36%
2.93%
Jan 2009
Dec 2008
5.56%
-0.41%
4.70%
0.00%
Dec 2008
Nov 2008
-11.98%
25.39%
22.38%
8.49%
Nov 2008
Oct 2008
-20.90%
25.10%
8.14%
9.91%
Oct 2008
Sep 2008
-8.10%
6.21%
3.76%
0.05%
Sep 2008
Aug 2008
3.50%
2.23%
5.12%
1.45%
Aug 2008
Jul 2008
3.60%
-0.60%
4.52%
-1.01%
Jul 2008
Jun 2008
-7.83%
0.13%
-7.83%
0.13%
Jun 2008
May 2008
4.48%
4.86%
4.48%
4.86%
May 2008
Apr 2008
4.10%
3.35%
3.63%
3.58%
Apr 2008
Mar 2008
0.26%
8.06%
7.06%
4.63%
Mar 2008
Feb 2008
-3.80%
8.81%
12.20%
0.93%
Feb 2008
Jan 2008
-6.88%
6.34%
-1.48%
3.42%
Jan 2008
Dec 2007
-0.23%
2.18%
1.87%
1.12%
Dec 2007
Nov 2007
-7.28%
1.40%
7.04%
-5.50%
Nov 2007
Oct 2007
2.80%
-1.76%
2.80%
-1.76%
Oct 2007
Sep 2007
1.59%
-0.99%
-0.40%
0.00%
Sep 2007
Aug 2007
2.16%
6.69%
9.27%
3.27%
Aug 2007
Jul 2007
-6.91%
-1.28%
-6.91%
-1.28%
Jul 2007
Jun 2007
-1.59%
2.82%
-1.59%
2.82%
Jun 2007
May 2007
4.00%
2.00%
4.00%
2.00%
May 2007
Apr 2007
1.73%
-1.82%
1.73%
-1.82%
Apr 2007
Mar 2007
0.93%
-3.42%
-2.25%
-1.82%
Mar 2007
Feb 2007
-0.88%
2.08%
-0.88%
2.08%
Feb 2007
Jan 2007
1.61%
3.14%
1.61%
3.14%
Jan 2007
Dec 2006
0.20%
1.51%
0.20%
1.51%
Dec 2006
Nov 2006
2.51%
2.57%
2.51%
2.57%
Nov 2006
Oct 2006
5.69%
3.13%
5.69%
3.13%
Oct 2006
Sep 2006
0.70%
0.16%
0.70%
0.16%
Sep 2006
Aug 2006
2.85%
-0.02%
2.88%
0.00%
Aug 2006
Jul 2006
-3.33%
8.19%
8.68%
2.19%
Jul 2006
Jun 2006
0.51%
9.90%
15.54%
2.61%
Jun 2006
May 2006
-5.69%
-0.08%
-1.84%
-2.04%
May 2006
Apr 2006
-0.08%
3.64%
-0.08%
3.64%
Apr 2006
Mar 2006
4.72%
4.12%
4.72%
4.12%
Mar 2006
Feb 2006
-0.35%
0.43%
-0.35%
0.43%
Feb 2006
Jan 2006
8.91%
6.05%
8.91%
6.05%
Jan 2006
Dec 2005
-0.60%
2.05%
-0.60%
2.05%
Dec 2005
Nov 2005
4.74%
0.32%
4.74%
0.32%
Nov 2005
Oct 2005
-3.17%
-1.26%
-2.00%
-1.83%
Oct 2005
Sep 2005
0.19%
2.32%
0.19%
2.32%
Sep 2005
Aug 2005
-1.95%
1.05%
-1.95%
1.05%
Aug 2005
Jul 2005
6.27%
0.94%
6.27%
0.94%
Jul 2005
Jun 2005
3.72%
4.79%
5.37%
3.97%
Jun 2005
May 2005
6.44%
1.40%
9.46%
0.00%
May 2005
Apr 2005
-5.80%
8.78%
9.12%
1.19%
Apr 2005
Mar 2005
-2.99%
1.20%
0.57%
-0.59%
Mar 2005
Feb 2005
1.61%
1.98%
5.76%
0.00%
Feb 2005
Jan 2005
-4.23%
-1.59%
-0.93%
-3.24%
Jan 2005
Dec 2004
2.81%
4.00%
2.81%
4.00%
Dec 2004
Nov 2004
8.56%
4.24%
8.56%
4.24%
Nov 2004
Oct 2004
1.89%
2.93%
1.89%
2.93%
Oct 2004
Sep 2004
4.56%
2.28%
4.56%
2.28%
Sep 2004
Aug 2004
-0.61%
9.13%
8.61%
4.50%
Aug 2004
Jul 2004
-6.80%
-0.99%
0.63%
-4.67%
Jul 2004
Jun 2004
4.09%
1.37%
4.09%
1.37%
Jun 2004
May 2004
1.51%
2.02%
-1.67%
3.77%
May 2004
Apr 2004
-5.17%
-1.21%
-8.52%
0.61%
Apr 2004
Mar 2004
0.81%
0.59%
2.45%
-0.08%
Mar 2004
Feb 2004
0.83%
3.28%
0.83%
3.28%
Feb 2004
Jan 2004
4.28%
-0.80%
3.73%
-0.54%
Jan 2004
Dec 2003
1.90%
6.57%
1.90%
6.57%
Dec 2003
Nov 2003
3.46%
8.46%
3.46%
8.46%
Nov 2003
Oct 2003
8.31%
6.65%
8.31%
6.65%
Oct 2003
Sep 2003
-1.96%
3.00%
-2.49%
3.28%
Sep 2003
Aug 2003
4.50%
3.01%
4.50%
3.01%
Aug 2003
Jul 2003
6.17%
6.58%
6.17%
6.58%
Jul 2003
Jun 2003
1.67%
1.70%
1.67%
1.70%
Jun 2003
May 2003
10.62%
4.61%
10.62%
4.61%
May 2003
Apr 2003
9.37%
6.31%
9.37%
6.31%
Apr 2003
Mar 2003
1.12%
6.80%
15.52%
0.00%
Mar 2003
Feb 2003
-3.13%
-0.49%
-4.07%
0.00%
Feb 2003
Jan 2003
-2.85%
8.76%
6.85%
3.75%
Jan 2003
PAST PERFORMANCE IS NOT NECESSARILY INDICITIVE OF FUTURE RESULTS.
Assumptions and Limitations
Performance data includes both actual and hypothetical returns. Past performance is not a guarantee of future results. Return calculations do not include commission costs, margin costs or taxes. Since numerous investment vehicles exist to track the performance of these indices, all performance results are published as hypothetical and calculated using the respective indices as the investment. Calculations assume that all trades are placed at the market close the day of the signal change. Our system is regularly tested under stress management and may be adjusted for current market and economic conditions at any time, and may be changed to facilitate the appropriate levels of risk management.
