Waverley Research understands that knowing how an investment strategy performed yesterday or last year provides no evidence it will be successful in the future. Attempting to forecast a strategies behavior requires accessing the strategies performance over a substantial period of time.
When reviewing Waverley Research’s historical performance it is important to consider the following:
The charts presented below and those in the Evaluating the Waverley Research Algorithm section shows the strategies performance over several distinct time periods and compares the performance to a recognized benchmark, the Dow Jones Industrial Average. These charts show the Waverley Research algorithm and strategy can generate extraordinary total returns and can consistently outperform the Dow Jones Industrial Average.
* Simulate trading. The Waverley Research performance reflects historical performance. The portfolio's performance has never been executed as real trades.
** Utilized the stop loss strategy outlined in the risk management section.