Historical Performance (Updated Weekly) | Testimonials
¹ Performance presented is verified by Signals Matter to reflect the model performance an investor may have obtained had it fully invested in each Signal (long and short) posted by Signals Matter from April 14, 2017 to the date reflected above and does not represent performance that any investor actually attained. Trade size and commissions are not considered. Model performance presented is based upon Signals Matter proprietary algorithms and fundamental overlay which combined, solve for entering long-side trades when selected securities are oversold, and entering short-side trades when selected securities are overbought. Long and Short Signals are triggered weekly and remain established pending technical or fundamental violation, at which time Signals are exited. Entry and Exit daily and weekly closing price data is sourced from Bloomberg LP. There can be no assurance that an investor will achieve profits or avoid incurring substantial losses by investing in the Signals presented by Signals Matter. ² Sharpe Ratio measures the risk-adjusted performance of an investment by measuring the return of a trading strategy per unit of standard deviation, typically referred to as risk. The Sharpe Ratio above has been modified to exclude consideration of the risk-free rate in the numerator. ³ Sortino Ratio is a modification of the Sharpe Ratio above that penalizes only those periodic returns less than zero, to measure downside volatility only, rather than both upside and downside volatility as with the Sharpe Ratio. Signals Matter considers the Sortino Ratio a better measure of return-generating efficiency as it does not penalize returns for upside volatility. Past performance is not necessarily indicative of future results. Copyright © 2018 Signals Matter, LLC. All rights reserved.