Please give a look, in this page , to Portfolio vs.Category chart (in detailed results paragraph) . The most desiderable outcome for a long-short strategy is constance in results , as actually achieved . This happened thanks to strongly directional markets stance , which are a good environment for long-short strategy who could give protection in negative markets phases , and picks a positive result in positive ones . The flexible ratio between cash , long and short positions , daily adequated by algorithm , contributed to those results , too . Details of weekly operations, since inception , are at disposal on request ; performances are calculated net of commissions and trading fees, and don’t include dividends.
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