{"text_format":"2","workbook":"xls","n_sheets":3,"sheets":["Feuil1","Feuil2","Feuil3"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"Feuil1","index":0,"n_rows":158,"n_cols":17,"rows_kept":158,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["XLK",2008,2009,2010,2011,"2010/2011","Per Trade","XLK","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.29181837916574527,0.06629862603069962,0.15093556222555296,0.021879892298802023,0.17281545452435498,0.021601931815544373,"Bought",4,0.062204476807277316,36.75,4,-0.01900061317618857,11.25,3.2666666666666666,2.7130206561091423,0.26301369863013696]
["Bought Oversold",-0.0827156053887139,0.1808833541978082,0.12332170532995278,0.02364416022361486,0.14696586555356764,0.009797724370237843,"Bought Oversold",7,0.030712453151022306,20.142857142857142,8,-0.008502663312948567,0.25,80.57142857142857,4.187884187943412,0.1958904109589041]
["Shorted",-0.08077397819963826,-0.18938482242901306,0.1628683682759591,-0.10776534879125807,0.05510301948470103,0.004238693806515464,"Shorted",6,0.04294662704020344,11,7,-0.0289395346795028,16.857142857142858,0.6525423728813559,0.8305794589606246,0.25205479452054796]
["Shorted Overbought",0.10375386396512584,-0.12843564199744034,0,0.13526086999655895,0.13526086999655895,0.04508695666551965,"Shorted Overbought",3,0.04508695666551965,23.333333333333332,0,"NA","NA","NA",10.732090953345944,0.0958904109589041]
[null,-0.3515540987889716,-0.07063848419794555,0.4371256358314648,0.07301957372771777,0.5101452095591825,0.013080646398953398,null,20,0.04283728557620224,21.2,20,-0.01733002509824312,8.25,2.56969696969697,11.030133005222853,0.8068493150684931]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",10,8,4,4,8]
["Bought Oversold",6,4,7,8,15]
["Shorted",10,9,8,5,13]
["Shorted Overbought",2,2,0,3,3]
[null,28,23,19,20,39]
[]
[]
["XLB",2008,2009,2010,2011,"2010/2011","Per Trade","XLB","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.45096352848020227,-0.03546655903327483,0.08383546820266043,0.05577943665661649,0.1396149048592769,0.017451863107409614,"Bought",4,0.07910124715790447,34,4,-0.04419752094308524,9.5,3.5789473684210527,1.6397092162805849,0.23835616438356164]
["Bought Oversold",0.15809547882189778,0.22598315750115333,0.1260232892203052,0.24415930150572412,0.3701825907260293,0.02644161362328781,"Bought Oversold",10,0.0490006631896446,13.8,4,-0.029956010292604168,11,1.2545454545454546,6.805443522803436,0.2493150684931507]
["Shorted",0.0706822364362278,0.027671196454698788,-0.05123454051103736,-0.012338863643905414,-0.06357340415494278,-0.00706371157277142,"Shorted",3,0.03496481553905532,8.666666666666666,6,-0.02807797512868479,9.833333333333334,0.8813559322033897,-1.6766970770046428,0.11643835616438356]
["Shorted Overbought",0,0.0680879283772563,0.04447966800290987,0.23337640433330553,0.2778560723362154,0.034732009042026925,"Shorted Overbought",5,0.06194889680205038,25.4,3,-0.010629470558012158,9.333333333333334,2.721428571428571,5.018975145485676,0.21232876712328766]
[null,-0.2221858132220767,0.2862757232998336,0.2031038849148381,0.5209762788517407,0.7240801637665788,0.018566158045296894,null,22,0.055502297779794645,19.40909090909091,22,-0.022589563063131948,7.681818181818182,2.5266272189349115,11.96585351919874,0.8164383561643835]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",7,4,4,4,8]
["Bought Oversold",9,12,6,8,14]
["Shorted",16,8,4,5,9]
["Shorted Overbought",0,3,4,4,8]
[null,32,27,18,21,39]
[]
[]
["XLY",2008,2009,2010,2011,"2010/2011","Per Trade","XLY","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.42080168171714033,0.17881733478758272,0.010445219123605062,0.024559557633452685,0.03500477675705775,0.0031822524324597954,"Bought",7,0.0232687914968378,12.571428571428571,4,-0.031969190930201716,22.75,0.5525902668759811,0.44288618688899783,0.2452054794520548]
["Bought Oversold",0,0,0.21790610535050475,0.169026444796854,0.3869325501473587,0.03224437917894656,"Bought Oversold",8,0.05671301419870278,15.75,4,-0.016692890860565867,0.75,21,6.05338372859101,0.17671232876712328]
["Shorted",0.03725403178936454,-0.014770143891229232,0.07163933590489188,0.028083571642038674,0.09972290754693056,0.007123064824780754,"Shorted",7,0.04378205041957463,11.142857142857142,7,-0.029535920770013126,9.857142857142858,1.1304347826086956,2.0134027354788584,0.20136986301369864]
["Shorted Overbought",0,-0.07969141522418519,-0.05064715813168273,0.06392585220652668,0.013278694074843944,0.003319673518710986,"Shorted Overbought",3,0.02130861740217556,28,1,-0.05064715813168273,61,0.45901639344262296,-0.06843157538737527,0.19863013698630136]
[null,-0.3835476499277758,0.08435577567216829,0.24934350224731894,0.285595426278872,0.534938928526191,0.013047290939663194,null,25,0.03947943436844144,15.04,25,-0.0180818772273938,8.96,1.6785714285714284,10.063616351205733,0.821917808219178]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",9,10,4,7,11]
["Bought Oversold",0,0,6,6,12]
["Shorted",10,7,7,7,14]
["Shorted Overbought",0,4,1,3,4]
[null,19,21,18,23,41]
[]
[]
["XLP",2008,2009,2010,2011,"2010/2011","Per Trade","XLP","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.145317313101205,0.01845391867992171,0.013343206219918585,-0.010197943469704266,0.003145262750214319,0.0006290525500428637,"Bought",2,0.015619021198438833,15,3,-0.009364259882221117,13,1.1538461538461537,-0.26824539965721195,0.09452054794520548]
["Bought Oversold",-0.0694720788027186,0.01025001287651749,0.09966866440050955,0.08029382848248602,0.17996249288299557,0.007198499715319823,"Bought Oversold",13,0.02126317395317961,15.384615384615385,12,-0.008038230709028286,4.833333333333333,3.1830238726790454,7.649435460414726,0.35342465753424657]
["Shorted",-0.0816731680346157,-0.11634050125487491,0.015780465112722093,0.015340853304589503,0.031121318417311597,0.002593443201442633,"Shorted",9,0.011716594096525016,11.222222222222221,3,-0.024776009483804522,13.666666666666666,0.8211382113821138,0.7927980141305417,0.19452054794520549]
["Shorted Overbought",0,-0.009170305676855933,0.04029791835282608,0.011130434782608705,0.051428353135434784,0.012857088283858696,"Shorted Overbought",4,0.012857088283858696,21,0,"NA","NA","NA",4.917694545782181,0.11506849315068493]
[null,-0.2964625599385393,-0.09680687537529165,0.1690902540859763,0.09656717309997997,0.2656574271859563,0.005775161460564267,null,28,0.01659060727829902,14.821428571428571,28,-0.007102842021657725,4.928571428571429,3.007246376811594,11.053960423398841,0.7575342465753425]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",8,7,2,3,5]
["Bought Oversold",7,9,11,14,25]
["Shorted",10,10,4,8,12]
["Shorted Overbought",0,1,3,1,4]
[null,25,27,20,26,46]
[]
[]
["XLF",2008,2009,2010,2011,"2010/2011","Per Trade","XLF","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.2098123969284455,0.23697257860102253,-0.0181871973186041,-0.07432376310169245,-0.09251096042029655,-0.010278995602255172,"Bought",2,0.0273364328549289,23.5,7,-0.02102626087573634,21.142857142857142,1.1114864864864864,-4.013114820096253,0.2671232876712329]
["Bought Oversold",0.012794056954188969,-0.06101694915254228,0.13118268245002132,0.048688594213129904,0.17987127666315122,0.014989273055262603,"Bought Oversold",3,0.11810949702670963,23,9,-0.01938413493521974,8,2.875,2.2766106260739374,0.19315068493150686]
["Shorted",-0.34553336985635297,-0.25711036247460417,0.09057420893302774,0.04315288471664316,0.1337270936496709,0.00835794335310443,"Shorted",9,0.04198668159130142,15.333333333333334,7,-0.03487900581029169,6.857142857142857,2.236111111111111,2.2946203256347193,0.2547945205479452]
["Shorted Overbought",0.09067615750349536,-0.1044774946634132,0,0.10514541387024609,0.10514541387024609,0.10514541387024609,"Shorted Overbought",1,0.10514541387024609,21,0,"NA","NA","NA","NA",0.028767123287671233]
[null,-0.4518755523271142,-0.18563222768953713,0.20356969406444497,0.12266312969832671,0.3262328237627717,0.008585074309546623,null,15,0.059468460332129706,18.333333333333332,15,-0.03771960541461159,17.866666666666667,1.0261194029850744,4.81718058833521,0.7438356164383562]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",6,8,5,4,9]
["Bought Oversold",1,1,4,8,12]
["Shorted",7,8,8,8,16]
["Shorted Overbought",3,2,0,1,1]
[null,17,19,17,21,38]
[]
[]
["XLI",2008,2009,2010,2011,"2010/2011","Per Trade","XLI","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.07683274995948516,0.17291083776637978,0.09628541274575743,0.1640390954129803,0.26032450815873776,0.03718921545124825,"Bought",6,0.04550821101861858,23,1,-0.012724757952973745,6,3.8333333333333335,5.459855563707711,0.19726027397260273]
["Bought Oversold",-0.031245955186671552,0.1770648530519054,0.19871960879533013,0.22574496555497697,0.4244645743503071,0.021223228717515356,"Bought Oversold",10,0.05306027319262483,24.2,10,-0.010613815757594118,1.2,20.166666666666668,8.125248051366706,0.34794520547945207]
["Shorted",0.2283279093179077,0.015294671965181268,0.16369198932510548,0.049347350216629435,0.21303933954173493,0.016387641503210378,"Shorted",8,0.03739151102145477,8.25,5,-0.017218549725980657,8.2,1.0060975609756098,6.2754528561925556,0.14657534246575343]
["Shorted Overbought",0,-0.06877178161435055,0.0948507722680293,0.10456242901732189,0.19941320128535117,0.04985330032133779,"Shorted Overbought",4,0.04985330032133779,18.75,0,"NA","NA","NA",5.638286155966012,0.10273972602739725]
[null,0.12024920417175097,0.29649858116911587,0.5535477831342224,0.5436938402019086,1.097241623336131,0.024937309621275706,null,28,0.046507045981962467,18.607142857142858,28,-0.007319845148529221,2.107142857142857,8.830508474576272,24.290511483347917,0.7945205479452054]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",6,7,2,5,7]
["Bought Oversold",11,6,12,8,20]
["Shorted",11,7,6,7,13]
["Shorted Overbought",0,5,2,2,4]
[null,28,25,22,22,44]
[]
[]
["XLV",2008,2009,2010,2011,"2010/2011","Per Trade","XLV","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.1672092835907837,0.13020118576305612,-0.02022437005029072,0.08299991868206805,0.06277554863177733,0.006277554863177733,"Bought",5,0.030469319223063056,22,5,-0.017914209496707592,8,2.75,1.5148824413576165,0.2054794520547945]
["Bought Oversold",-0.038683225857814085,-0.05843716797063656,0.0828487939189969,0.07458673852177092,0.1574355324407678,0.009260913672986341,"Bought Oversold",9,0.02729929124279309,18.444444444444443,8,-0.01103226109304625,3.625,5.088122605363984,5.439082685550702,0.2671232876712329]
["Shorted",0.12652938874785946,-0.033411438308728655,0.09502912370018352,0.01525917853739843,0.11028830223758194,0.005804647486188523,"Shorted",14,0.016810629613943816,8,5,-0.0250121024715263,13.4,0.5970149253731343,3.9366745569709813,0.2452054794520548]
["Shorted Overbought",-0.043054154053145006,-0.11879715976208942,0,-0.017172295363480295,-0.017172295363480295,-0.017172295363480295,"Shorted Overbought",0,"NA","NA",1,-0.017172295363480295,24,"NA","NA",0.03287671232876712]
[null,-0.12241727475388334,-0.08044458027839851,0.1576535475688897,0.1556735403777571,0.31332708794664677,0.006666533786098867,null,28,0.022621036853416657,13.857142857142858,28,-0.011430783712464991,5.714285714285714,2.425,10.143068646119591,0.7506849315068493]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",8,7,4,6,10]
["Bought Oversold",2,2,12,5,17]
["Shorted",8,4,10,9,19]
["Shorted Overbought",1,5,0,1,1]
[null,19,18,26,21,47]
[]
[]
["XLU",2008,2009,2010,2011,"2010/2011","Per Trade","XLU","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.19698406217982173,0.033359482188851604,0.017581972358115996,0.1258981879361535,0.14348016029426952,0.009565344019617969,"Bought",11,0.016620510019073467,15.727272727272727,4,-0.009836362478884648,9.5,1.6555023923444976,7.353833821620774,0.28904109589041094]
["Bought Oversold",-0.033466999380944114,-0.012563339762916844,-0.006075001700892844,0.023109590438008074,0.01703458873711523,0.0011356392491410152,"Bought Oversold",8,0.010355378622760985,5.5,7,-0.009401205749281804,3.142857142857143,1.75,0.7259879930154959,0.09041095890410959]
["Shorted",-0.11759647251830332,0.014990543697797867,-0.08877268095811289,0.00939588231847225,-0.07937679863964064,-0.004669223449390626,"Shorted",7,0.02017741987148085,5.857142857142857,10,-0.022061873774000658,12.9,0.45404208194905865,-3.4872000231827434,0.2328767123287671]
["Shorted Overbought",0.2170015455950542,-0.09466149085247556,0,0.028202881849581612,0.028202881849581612,0.007050720462395403,"Shorted Overbought",2,0.029760731734148872,18,2,-0.015659290809358066,28.5,0.631578947368421,0.5218229243744866,0.1273972602739726]
[null,-0.131045988484015,-0.05887480472874294,-0.07726571030088973,0.18660654254221543,0.1093408322413257,0.0021439378870848173,null,28,0.016658287205734274,10.5,28,-0.012753257482829785,8.785714285714286,1.1951219512195121,2.2781986330811916,0.7397260273972602]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",8,7,6,9,15]
["Bought Oversold",2,4,9,6,15]
["Shorted",8,7,10,7,17]
["Shorted Overbought",1,3,0,4,4]
[null,19,21,25,26,51]
[]
[]
["XLE",2008,2009,2010,2011,"2010/2011","Per Trade","XLE","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",-0.31338780273547456,0.17705639951614496,0.19306601609652466,-0.014163675347503877,0.17890234074902078,0.01987803786100231,"Bought",5,0.05349339209140665,22.8,4,-0.022141154927003113,15.25,1.4950819672131148,2.516268365672779,0.23972602739726026]
["Bought Oversold",-0.055611322589690246,0.1726871790487589,-0.042304195299282386,0.1492085101763011,0.10690431487701871,0.00712695432513458,"Bought Oversold",5,0.06036163718386427,12.2,10,-0.019490387104230268,6.2,1.9677419354838708,1.7045033450631457,0.1684931506849315]
["Shorted",-0.20652503483943424,0.013160169035875205,0.08420953861222842,0.06372483861623396,0.14793437722846237,0.01137956747911249,"Shorted",7,0.052601927398397606,6.142857142857143,6,-0.036713185760053495,11,0.5584415584415585,2.4928755162692355,0.14931506849315068]
["Shorted Overbought",0,-0.01944635094943952,0,-0.07889436741838513,-0.07889436741838513,-0.03944718370919256,"Shorted Overbought",0,"NA","NA",2,-0.03944718370919256,18,"NA",-4.4594487184435625,0.049315068493150684]
[null,-0.5755241601645991,0.34345739665133956,0.23497135940947067,0.11987530602664606,0.35484666543611676,0.009098632447079917,null,17,0.055146390480302225,12.823529411764707,17,-0.0342730572193542,13.235294117647058,0.968888888888889,5.538241697087633,0.6068493150684932]
[]
[null,2008,2009,2010,2011,"2010/2011"]
["Bought",7,6,4,5,9]
["Bought Oversold",3,5,5,10,15]
["Shorted",7,6,5,8,13]
["Shorted Overbought",0,1,0,2,2]
[null,17,18,14,25,39]
[]
[]
["AVERAGE 9 XL(i)","Profit","Profit/Trade","Days Win/Loss","Percentage time invested","Sharpe"]
["Bought",0.10039466625604586,0.011721806277583081,1.764272364640576,0.22663622526636226,1.928788447987127]
["Bought Oversold",0.21886153181981235,0.014379802878647993,3.805574013504174,0.22694063926940636,4.7741755112025075]
["Shorted",0.07199846170131223,0.004905785181354737,0.834687403280718,0.19923896499238966,1.496945151494459]
["Shorted Overbought",0.07939098041848518,0.02238063145460252,0.7224283305227657,0.10700152207001522,3.1858556330176233]
[]
[]
[]
[]
[]
["GDX",2008,2009,2010,2011,"2010/2011","Per Trade","GDX","Winning Trades","Aver Gain per trade","Days winning trades","Losing Trades","Aver Loss per trade","Days Losing trades","Days Win/Loss","Sharpe","Percentage invested"]
["Bought",0.39965753565946716,0.48019731604420646,0.1117404538975128,0.18888737004538042,0.3006278239428932,0.03340309154921036,"Bought",7,0.05648915484856064,22.714285714285715,2,-0.04739812999851564,5,4.542857142857143,5.021299956489486,0.23150684931506849]
["Bought Oversold",0.20811783534439843,0.2730675510844417,0.1735421785038986,0.2648842401036568,0.4384264186075554,0.031316172757682524,"Bought Oversold",10,0.053046223488513775,18.8,4,-0.02300895406939558,6.25,3.008,7.746427717358499,0.29178082191780824]
["Shorted",0.19617507645374224,0.1001905517882162,-0.03460505614277631,0.1632423518216522,0.12863729567887588,0.00989517659068276,"Shorted",9,0.044709445257981456,12.444444444444445,4,-0.06843692791073928,8.25,1.5084175084175084,1.9075421855782675,0.19863013698630136]
["Shorted Overbought",0.8720295363200901,0.31920549767800777,0.040636381061913064,0.14212332632974167,0.18275970739165473,0.06091990246388491,"Shorted Overbought",3,0.06091990246388491,27,0,"NA","NA","NA",2.6183243016457234,0.11095890410958904]
[null,1.6759799837776979,1.172660916594872,0.29131395732054816,0.759137288300431,1.0504512456209791,0.02693464732361485,null,29,0.05379118151473519,20.23968253968254,10,-0.04628133732621684,6.5,3.113797313797314,17.41998770942548,0.8328767123287671]
[]
["Number of Trades",2008,2009,2010,2011,"2010/2011"]
["Bought",6,6,3,6,9]
["Bought Oversold",4,11,9,5,14]
["Shorted",4,7,6,7,13]
["Shorted Overbought",5,4,1,2,3]
[null,19,28,19,20,39]

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