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URL:  http://boards.fool.com/well-that-took-some-time-but-here-are-the-26834758.aspx

Subject:  Re: Blending at a Whole New Level Date:  7/22/2008  9:18 AM
Author:  Zeelotes Number:  211390 of 262973

Well, that took some time, but here are the results. Needless to say, fixing that mistake resulted in quite an improvement.

Begin Date:     1/2/1989                                                                             
End Date: 11/9/2007

Bullish: Sharpe Sharpe Sharpe Sharpe
Desc Desc Desc Desc
Bearish: Sharpe/GSD Correlation Normalized Trough Count Ulcer Performance Index Russell 2000
Desc Asc Asc Asc
CAGR 48.58% 47.92% 48.85% 49.81% 9.19%
GSD 19.17 22.42 18.83 24.09 18.18
Sharpe 2.07 1.8 2.12 1.76 0.34
Ulcer Index 5.48% 7.33% 4.94% 7.23% 13.85%

Bullish:
Reb Win % 78% 78% 78% 78%
Screen Win % 68% 68% 68% 68%
Bearish: