A market timing filter is used to confirm or to defer the execution of FastRUBE- generated Buy signals. Another market timing filter is used to confirm or to accelerate the execution of FastRUBE-generated Sell signals. It is equal to the annualized return reduced by the risk-free money market return and then divided by the risk level. The risk level of a fund or investment system may be defined by its maximum drawdown incurred during a prior time period. As of November 30th.
Bold returns are the highest.