Which parts of turtle system have stopped working and which parts still work?

[Visaria]

... up ~10% in the seven years post- 2008 crash (2009- 15)

I may have made an error...but i calculate that from 2009 to present date, they have broken even. I don't like comparing to the S&P500 (but since everyone else does...), trend following compared to the S&P500 has done very poorly.

 

[debitspread]

I may have made an error...but i calculate that from 2009 to present date, they have broken even

Index I quoted was up ~10% cumulatively 2009- 15, so only ~1½% /year -- you can call it zero. But of course some specific trendfollowers have done well.

 

[Visaria]

Any chance you can tell me how i went wrong since all i did was use the numbers below and compound them?

12/31/2009 2.9%
12/31/2010 7.9%
12/30/2011 1.5%
12/31/2012 -16.0%
12/31/2013 -17.7%
12/31/2014 39.1%
8/13/2015 -7.8%

 

[Visaria]

1.029*1.079*1.015*0.84*0.823*1.391*0.922 = 0.99917 which is so close to 1 as to say break even over the period

 

[debitspread]

1.029*1.079*1.015*0.84*0.823*1.391*0.922 = 0.99917 which is so close to 1 as to say break even over the period

I just took the arithmetic average, not compounded. In any case, zero'ish however you look at it.