System

NYSE(N)

DJIA

SP500

HS300

CW

MER

CW

MER

CW

MER

CW

MER

RMR

3.25E+8

0.0032

2.67

0.0029

8.28

0.0019

1.35

0.0001

OLMAR

4.69E+8

0.0032

1.16

0.0012

9.59

0.0020

1.20

0.0001

PPT

2.89E+9

0.0036

3.08

0.0031

10.78

0.0022

1.09

−0.0004

TRLR

2.29E+9

0.0035

2.71

0.0030

13.17

0.0023

1.34

0.0001

SSPO

1.62E+9

0.0035

3.68

0.00036

16.97

0.0025

1.08

−0.0004

AICTR

7.66E+8

0.0033

4.17

0.0038

14.22

0.0024

1.42

0.0003

CPP

1.67E+9

0.0034

4.74

0.0041

18.05

0.0025

1.48

0.0004