Below is the graph of Barclays TIPS bond fund which clearly shows that inflation excpectations continue to build up. TIPS are early birds of inflation expectations. Recent run up reaches some higher valuations and we can some technical correction to the downside given overbought conditions on daily graph. Anyway trend remains to the upside and weakness seems to be met with new fresh buying.
Central Cooperative Bank Plc. (4CF) – Bulgarian Stock Exchange
Initial Capital: 10 000 BGN
Сигнал: BUY – (description of signal is not shown here)
Сигнал: SELL – (description of signal is not shown here)
System plays only on LONG side . SELL signals mean exit from current long position.
Observation period: Nov 2004 – Nov 2009
Deals based on generated signals from the system
|Initial Capital in Bulgarian leva||10,000.00|
|Ending capital in Bulgarian leva||95,840.15|
|Total # of deals (Buy+Sell)||14|
|# of winning deals||10|
|# of lossing deals||4|
|Average annual return||59.60%|
|Return of BUY & HOLD strategy||-8.81%|
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