S&P 500 NN Trader by LenMoz

All system report performance data is based on hypothetical results. Any interpretation of data presented that leads to an investment is at your own risk.

Signals trades for S&P 500 stocks. Uses buy signals from a Neural Network model tuned to S&P 500 stocks. Neural network inputs are predominantly technical. 11-year backtested annualized return of 23.34%, vs buy-and-hold 12.76% over same period (2002 to 2013).

19Nov2015 - Strategy has had minor modifications to sell rules and been re-optimized.
25Jul2016 - Strategy has been re-optimized

author picture

Leonard Mozeko

-0.13% Today
1.91% 30 Days
6.97% 90 Days
19.12% All Time
System Account:
$55,988.92Cash $119,129.42Total Value
Starting Capital: $100,000.00
Margin Factor: 1.00:1
Instrument: US Stocks
Self-Traded: No
Launch Date: 3/7/2013
Status:system statos
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD