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market_timing.output.37
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market_timing.output.37
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Loading bars from SPY-2007-yahoofinance.csv
Loading bars from VTI-2007-yahoofinance.csv
Loading bars from VEU-2007-yahoofinance.csv
Loading bars from IEF-2007-yahoofinance.csv
Loading bars from VNQ-2007-yahoofinance.csv
Loading bars from DBC-2007-yahoofinance.csv
Loading bars from SPY-2008-yahoofinance.csv
Loading bars from VTI-2008-yahoofinance.csv
Loading bars from VEU-2008-yahoofinance.csv
Loading bars from IEF-2008-yahoofinance.csv
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2013-10-01 00:00:00 strategy [INFO] Best for class US Stocks: VTI
2013-10-01 00:00:00 strategy [INFO] Best for class Foreign Stocks: VEU
2013-10-01 00:00:00 strategy [INFO] Best for class US 10 Year Government Bonds: None
2013-10-01 00:00:00 strategy [INFO] Best for class Real Estate: None
2013-10-01 00:00:00 strategy [INFO] Best for class Commodities: None
2013-10-01 00:00:00 strategy [INFO] Placing market order for -2 VEU shares
2013-11-01 00:00:00 strategy [INFO] Rebalancing
2013-11-01 00:00:00 strategy [INFO] Best for class US Stocks: VTI
2013-11-01 00:00:00 strategy [INFO] Best for class Foreign Stocks: VEU
2013-11-01 00:00:00 strategy [INFO] Best for class US 10 Year Government Bonds: None
2013-11-01 00:00:00 strategy [INFO] Best for class Real Estate: VNQ
2013-11-01 00:00:00 strategy [INFO] Best for class Commodities: None
2013-11-01 00:00:00 strategy [INFO] Placing market order for -1 VTI shares
2013-11-01 00:00:00 strategy [INFO] Placing market order for -1 VEU shares
2013-11-01 00:00:00 strategy [INFO] Placing market order for 39 VNQ shares
2013-12-02 00:00:00 strategy [INFO] Rebalancing
2013-12-02 00:00:00 strategy [INFO] Best for class US Stocks: VTI
2013-12-02 00:00:00 strategy [INFO] Best for class Foreign Stocks: VEU
2013-12-02 00:00:00 strategy [INFO] Best for class US 10 Year Government Bonds: None
2013-12-02 00:00:00 strategy [INFO] Best for class Real Estate: None
2013-12-02 00:00:00 strategy [INFO] Best for class Commodities: None
2013-12-02 00:00:00 strategy [INFO] Placing market order for -1 VTI shares
2013-12-02 00:00:00 strategy [INFO] Placing market order for -39 VNQ shares
Sharpe ratio: -0.06
Returns: 32.90 %