| |
Testimonials:
Your efforts to get the information out just a little bit ahead of schedule is very much appreciated, and is of measurable consequence!
A. B.
|
|
|
SPY Trade History
(based
on the SPY real-time trading system)
SPDRs results are based on
trading SPDRs (AMEX:SPY). The results do not include any broker
commissions, taxes, or interest earned on cash positions. Trade
results in the following table are based on simple trades not
using a margin account. All our results since the January 2008
are 'real-time' results. All prior results are back-tested results.
The following table contains all except the
most recent trades, which are only available to members.
The key to the following table is not that
every trade was profitable, but that on the whole there were
more profitable trades than negative ones
SPY - 2011 Year
(real-time monitored trading system results)
| Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound
Return |
Margin
Compound
Return |
| Long | 4/18/2012
09:30 |
$138.81 | 4/30/2012
09:58 |
$139.69 | 0.63% | 5.37% |
9.53% |
| Long | 4/12/2012
10:15 |
$137.32 | 4/18/2012
10:32 |
$138.68 | 0.99% | 4.70% |
8.16% |
| Short | 3/19/2012
13:17 |
$141.09 | 4/11/2012
10:14 |
$137.23 | 2.74% | 3.68% |
6.06% |
| Short | 12/12/2011
10:00 |
$124.23 | 1/27/2012
12:15 |
$131.28 | -5.67% | 0.91% |
0.56% |
| Long | 10/7/2011
11:31 |
$116.27 | 10/7/2011
11:46 |
$116.44 | 0.15% | 6.99% |
13.43% |
| Short | 9/30/2011
15:44 |
$114.25 | 10/5/2011
12:05 |
$113.16 | 0.95% | 6.83% |
13.10% |
| Short | 9/28/2011
13:13 |
$117.03 | 9/30/2011
12:51 |
$114.85 | 1.86% | 5.82% |
10.98% |
| Short | 9/21/2011
12:28 |
$119.25 | 9/23/2011
11:12 |
$113.76 | 4.60% | 3.89% |
7.00% |
| Long | 8/4/2011
15:01 |
$121.82 | 9/12/2011
14:23 |
$114.35 | -6.13% | -0.69% |
-2.02% |
| Long | 7/19/2011
10:29 |
$131.97 | 7/21/2011
14:38 |
$134.53 | 1.94% | 5.80% |
11.67% |
| Long | 7/13/2011
10:25 |
$132.75 | 7/14/2011
10:31 |
$132.47 | -0.21% | 3.79% |
7.50% |
| Short | 7/12/2011
12:31 |
$132.1 | 7/12/2011
15:02 |
$132.12 | -0.02% | 4.01% |
7.96% |
| Short | 7/11/2011
11:06 |
$132.08 | 7/11/2011
15:06 |
$131.72 | 0.27% | 4.02% |
7.99% |
| Long | 6/21/2011
11:45 |
$129.49 | 7/11/2011
11:06 |
$132.09 | 2.01% | 3.74% |
7.40% |
| Short | 6/1/2011
14:31 |
$132.37 | 6/21/2011
11:45 |
$129.49 | 2.18% | 1.70% |
3.26% |
| Short | 5/20/2011
10:32 |
$133.72 | 6/1/2011
12:50 |
$133.09 | 0.47% | -0.47% |
-1.05% |
| Long | 5/19/2011
15:31 |
$134.59 | 5/20/2011
10:31 |
$133.83 | -0.56% | -0.93% |
-1.97% |
| Short | 5/9/2011
10:31 |
$134.03 | 5/19/2011
15:34 |
$134.55 | -0.39% | -0.37% |
-0.85% |
| Long | 5/6/2011
11:31 |
$135.49 | 5/6/2011
13:31 |
$134.44 | -0.77% | 0.02% |
-0.08% |
| Short | 5/5/2011
15:31 |
$133.19 | 5/6/2011
11:31 |
$135.49 | -1.73% | 0.80% |
1.50% |
| Long | 4/20/2011
11:31 |
$133.16 | 4/27/2011
11:43 |
$134.69 | 1.15% | 2.57% |
5.13% |
| Short | 4/12/2011
10:31 |
$131.47 | 4/20/2011
11:31 |
$133.16 | -1.29% | 1.40% |
2.76% |
| Long | 3/24/2011
11:31 |
$130.58 | 4/12/2011
10:31 |
$131.47 | 0.68% | 2.72% |
5.48% |
| Long | 3/23/2011
15:31 |
$129.79 | 3/24/2011
11:31 |
$130.58 | 0.61% | 2.03% |
4.06% |
| Short | 3/10/2011
10:31 |
$130.13 | 3/23/2011
15:31 |
$129.79 | 0.26% | 1.41% |
2.81% |
| Long | 3/3/2011
13:32 |
$133.16 | 3/9/2011
11:34 |
$131.87 | -0.97% | 1.15% |
2.27% |
| Short | 3/1/2011
14:23 |
$131.61 | 3/2/2011
11:34 |
$131.3 | 0.24% | 2.14% |
4.29% |
| Long | 3/1/2011
09:30 |
$132.84 | 3/1/2011
03:34 |
$133.5 | 0.50% | 1.90% |
3.80% |
| Short | 2/23/2011
09:34 |
$131.9 | 2/25/2011
10:33 |
$132.01 | -0.08% | 1.39% |
2.78% |
| Long | 2/1/2011
10:34 |
$129.98 | 2/23/2011
09:34 |
$131.9 | 1.48% | 1.48% |
2.95% | | @Index-Trading-System |
SPY - 2010 Year
(real-time monitored trading system results)
| Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound
Return |
Margin
Compound
Return |
| Long | 8/30/2010
11:40 |
$106.31 | 1/26/2011
10:40 |
$129.8 | 22.10% | 46.97% |
107.23% |
| Long | 8/3/2010
11:33 |
$112.52 | 8/9/2010
10:18 |
$112.64 | 0.11% | 20.38% |
43.72% |
| Long | 7/19/2010
11:25 |
$106.84 | 7/21/2010
10:44 |
$108.45 | 1.51% | 20.25% |
43.41% |
| Long | 7/6/2010
14:18 |
$102.44 | 7/8/2010
12:35 |
$106.36 | 3.83% | 18.46% |
39.22% |
| Short | 6/25/2010
11:18 |
$107.12 | 7/1/2010
15:21 |
$102.43 | 4.38% | 14.10% |
29.32% |
| Long | 5/14/2010
15:49 |
$113.49 | 6/18/2010
15:52 |
$111.73 | -1.55% | 9.31% |
18.91% |
| Long | 5/6/2010
15:46 |
$113.19 | 5/11/2010
14:00 |
$117.03 | 3.39% | 11.03% |
22.72% |
| Short | 5/4/2010
12:11 |
$117.43 | 5/6/2010
15:23 |
$111.76 | 4.83% | 7.39% |
14.92% |
| Long | 4/28/2010
11:15 |
$119.32 | 4/29/2010
14:54 |
$120.8 | 1.24% | 2.44% |
4.80% |
| Short | 3/16/2010
14:32 |
$116.13 | 4/19/2010
09:39 |
$119.19 | -2.63% | 1.19% |
2.26% |
| Long | 2/24/2010
10:42 |
$110.5 | 3/3/2010
15:30 |
$112.26 | 1.59% | 3.93% |
7.95% |
| Long | 1/25/2010
13:27 |
$110.13 | 2/22/2010
10:03 |
$111.03 | 0.82% | 2.30% |
4.62% |
| Short | 1/5/2010
14:17 |
$113.12 | 1/22/2010
11:23 |
$111.46 | 1.47% | 1.47% |
2.93% | | @Index-Trading-System |
SPY - 2009 Year
(real-time monitored trading system results)
| Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound
Return |
Margin
Compound
Return |
| Short | 12/9/2009
09:36 |
$109.39 | 12/16/2009
09:56 |
$111.99 | -2.38% | 14.59% |
29.75% |
| Long | 11/20/2009
09:35 |
$109.46 | 12/1/2009
15:36 |
$111.14 | 1.53% | 17.38% |
36.23% |
| Long | 11/13/2009
10:48 |
$109.65 | 11/18/2009
10:51 |
$111.07 | 1.30% | 15.61% |
32.17% |
| Long | 10/30/2009
12:20 |
$104.95 | 11/10/2009
13:28 |
$109.22 | 4.07% | 14.13% |
28.83% |
| Short | 10/20/2009
09:40 |
$109.52 | 10/28/2009
15:19 |
$104.8 | 4.31% | 9.67% |
19.14% |
| Long | 10/14/2009
13:08 |
$108.86 | 10/16/2009
13:37 |
$109.02 | 0.15% | 5.14% |
9.68% |
| Long | 9/30/2009
15:42 |
$105.58 | 10/13/2009
09:44 |
$107.22 | 1.55% | 4.98% |
9.36% |
| Short | 9/21/2009
13:08 |
$106.21 | 9/28/2009
09:47 |
$105.6 | 0.57% | 3.38% |
6.07% |
| Long | 9/16/2009
15:26 |
$107.1 | 9/17/2009
10:43 |
$107.44 | 0.32% | 2.79% |
4.86% |
| Short | 9/15/2009
09:56 |
$105.18 | 9/16/2009
15:26 |
$107.1 | -1.83% | 2.46% |
4.20% |
| Long | 9/4/2009
15:35 |
$101.82 | 9/9/2009
10:48 |
$103.36 | 1.51% | 4.37% |
8.15% |
| Long | 9/4/2009
10:47 |
$101.18 | 9/4/2009
13:37 |
$101.98 | 0.79% | 2.81% |
4.97% |
| Short | 8/19/2009
09:35 |
$98.55 | 9/2/2009
09:44 |
$99.96 | -1.43% | 2.00% |
3.34% |
| Long | 7/15/2009
09:41 |
$91.93 | 7/15/2009
11:42 |
$92.64 | 0.77% | 3.49% |
6.38% |
| Long | 7/8/2009
15:42 |
$87.84 | 7/13/2009
15:09 |
$89.75 | 2.17% | 2.69% |
4.77% |
| Short | 6/22/2009
13:23 |
$89.48 | 6/25/2009
12:01 |
$91.76 | -2.55% | 0.51% |
0.40% |
| Long | 6/2/2009
10:03 |
$95.15 | 6/22/2009
09:43 |
$90.68 | -4.70% | 3.13% |
5.79% |
| Long | 5/27/2009
14:48 |
$90.62 | 5/28/2009
15:04 |
$91.15 | 0.58% | 8.22% |
16.76% |
| Short | 5/20/2009
15:45 |
$90.58 | 5/22/2009
15:13 |
$89.98 | 0.66% | 7.59% |
15.41% |
| Long | 4/29/2009
14:29 |
$87.8 | 5/4/2009
15:21 |
$90.25 | 2.79% | 6.88% |
13.90% |
| Long | 4/17/2009
09:48 |
$86.5 | 4/27/2009
11:53 |
$86.85 | 0.40% | 3.98% |
7.88% |
| Long | 4/14/2009
13:32 |
$84.43 | 4/16/2009
11:58 |
$85.55 | 1.33% | 3.56% |
7.02% |
| Long | 2/10/2009
12:52 |
$84.37 | 4/9/2009
10:04 |
$85.09 | 0.85% | 2.21% |
4.25% |
| Long | 1/30/2009
13:53 |
$83.15 | 2/4/2009
10:56 |
$84.98 | 2.20% | 1.34% |
2.50% |
| Long | 1/26/2009
14:37 |
$83.43 | 1/27/2009
09:52 |
$84.5 | 1.28% | -0.84% |
-1.82% |
| Short | 1/22/2009
13:26 |
$82.07 | 1/23/2009
09:46 |
$81.06 | 1.23% | -2.10% |
-4.28% |
| Long | 1/15/2009
14:44 |
$84.86 | 1/22/2009
13:26 |
$82.07 | -3.29% | -3.29% |
-6.58% | | @Index-Trading-System |
SPY - 2008 Year
(real-time monitored trading system results)
| Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound
Return |
Margin
Compound
Return |
| Short | 9/5/2008
09:34 |
$123.5 | 9/5/2008
11:51 |
$123.04 | 0.37% | 9.57% |
18.29% |
| Short | 9/2/2008
12:26 |
$129.21 | 9/2/2008
12:51 |
$129 | 0.16% | 9.16% |
17.41% |
| Long | 9/2/2008
09:34 |
$130.14 | 9/2/2008
12:26 |
$129.21 | -0.71% | 8.99% |
17.03% |
| Long | 8/26/2008
09:45 |
$127.28 | 8/28/2008
15:35 |
$130.05 | 2.18% | 9.77% |
18.73% |
| Long | 8/22/2008
09:34 |
$128.87 | 8/25/2008
14:26 |
$127.23 | -1.27% | 7.43% |
13.78% |
| Short | 8/18/2008
14:35 |
$127.96 | 8/19/2008
15:45 |
$126.99 | 0.76% | 8.82% |
16.75% |
| Short | 8/13/2008
09:51 |
$128.41 | 8/15/2008
14:15 |
$129.68 | -0.99% | 8.00% |
15.00% |
| Short | 8/7/2008
15:05 |
$127.24 | 8/8/2008
13:36 |
$129.43 | -1.72% | 9.08% |
17.33% |
| Long | 8/5/2008
10:02 |
$126.44 | 8/6/2008
10:25 |
$128.06 | 1.28% | 10.99% |
21.51% |
| Long | 7/29/2008
10:10 |
$124.87 | 7/31/2008
15:13 |
$128.04 | 2.54% | 9.58% |
18.47% |
| Long | 7/23/2008
14:07 |
$128.16 | 7/25/2008
11:26 |
$125.82 | -1.83% | 6.87% |
12.75% |
| Long | 7/23/2008
09:31 |
$127.91 | 7/23/2008
11:57 |
$128.1 | 0.15% | 8.86% |
17.02% |
| Short | 7/21/2008
10:26 |
$126.4 | 7/23/2008
09:31 |
$127.91 | -1.19% | 8.70% |
16.67% |
| Long | 7/16/2008
12:29 |
$122.73 | 7/21/2008
10:26 |
$126.4 | 2.99% | 10.01% |
19.53% |
| Short | 7/15/2008
10:09 |
$120.15 | 7/16/2008
12:29 |
$122.73 | -2.15% | 6.82% |
12.79% |
| Short | 6/26/2008
15:52 |
$128.33 | 7/1/2008
10:59 |
$127.94 | 0.30% | 9.16% |
17.85% |
| Long | 6/25/2008
09:45 |
$132.25 | 6/26/2008
15:52 |
$128.33 | -2.96% | 8.83% |
17.13% |
| Short | 6/20/2008
15:26 |
$131.77 | 6/23/2008
13:42 |
$131.85 | -0.06% | 12.15% |
24.52% |
| Long | 6/19/2008
15:57 |
$134.66 | 6/20/2008
15:26 |
$131.77 | -2.15% | 12.22% |
24.67% |
| Long | 6/12/2008
13:26 |
$135.11 | 6/17/2008
12:18 |
$136.18 | 0.79% | 14.68% |
30.26% |
| Long | 6/4/2008
10:48 |
$138.39 | 6/6/2008
10:27 |
$138.89 | 0.36% | 13.78% |
28.23% |
| Long | 6/2/2008
13:41 |
$138.42 | 6/3/2008
12:59 |
$139.07 | 0.47% | 13.37% |
27.31% |
| Long | 5/27/2008
13:24 |
$137.98 | 5/30/2008
12:43 |
$140.51 | 1.83% | 12.84% |
26.12% |
| Short | 5/23/2008
14:24 |
$137.84 | 5/27/2008
13:24 |
$137.98 | -0.10% | 10.81% |
21.66% |
| Long | 5/22/2008
13:24 |
$139.64 | 5/23/2008
14:24 |
$137.84 | -1.29% | 10.92% |
21.91% |
| Short | 5/16/2008
14:26 |
$142.24 | 5/20/2008
12:40 |
$141.77 | 0.33% | 12.37% |
25.13% |
| Long | 5/8/2008
11:26 |
$139.85 | 5/13/2008
13:26 |
$140.18 | 0.24% | 12.00% |
24.31% |
| Short | 5/5/2008
11:26 |
$140.67 | 5/7/2008
15:47 |
$139.69 | 0.70% | 11.74% |
23.73% |
| Long | 4/24/2008
13:24 |
$138.92 | 4/28/2008
10:33 |
$139.97 | 0.76% | 10.97% |
22.03% |
| Short | 4/21/2008
13:24 |
$138.52 | 4/24/2008
13:24 |
$138.92 | -0.29% | 10.13% |
20.21% |
| Long | 4/16/2008
10:26 |
$135.21 | 4/21/2008
13:24 |
$138.53 | 2.46% | 10.45% |
20.91% |
| Short | 4/15/2008
11:26 |
$132.53 | 4/16/2008
10:26 |
$135.21 | -2.02% | 7.80% |
15.25% |
| Long | 4/14/2008
14:26 |
$132.99 | 4/15/2008
11:26 |
$132.53 | -0.35% | 10.03% |
20.11% |
| Short | 4/11/2008
10:26 |
$134.47 | 4/14/2008
14:26 |
$132.99 | 1.10% | 10.41% |
20.94% |
| Long | 4/10/2008
15:57 |
$135.92 | 4/11/2008
10:26 |
$134.47 | -1.07% | 9.21% |
18.34% |
| Short | 4/4/2008
11:26 |
$136.92 | 4/7/2008
13:26 |
$138.13 | -0.88% | 10.39% |
20.92% |
| Long | 3/31/2008
11:27 |
$131.98 | 4/4/2008
11:26 |
$136.92 | 3.74% | 11.37% |
23.10% |
| Short | 3/28/2008
13:27 |
$132.53 | 3/31/2008
11:27 |
$131.98 | 0.42% | 7.35% |
14.52% |
| Long | 3/28/2008
10:27 |
$132.9 | 3/28/2008
13:27 |
$132.53 | -0.28% | 6.91% |
13.58% |
| Short | 3/26/2008
14:27 |
$133.8 | 3/28/2008
10:27 |
$132.9 | 0.67% | 7.21% |
14.22% |
| Long | 3/18/2008
15:58 |
$133.27 | 3/26/2008
14:27 |
$133.8 | 0.40% | 6.49% |
12.70% |
| Short | 3/14/2008
10:29 |
$129.72 | 3/18/2008
15:58 |
$133.27 | -2.74% | 6.07% |
11.81% |
| Long | 3/11/2008
14:29 |
$130.46 | 3/14/2008
10:29 |
$129.72 | -0.57% | 9.05% |
18.28% |
| Short | 3/6/2008
13:29 |
$131.68 | 3/11/2008
14:29 |
$130.46 | 0.93% | 9.68% |
19.64% |
| Long | 3/5/2008
13:29 |
$133.17 | 3/6/2008
13:29 |
$131.68 | -1.12% | 8.67% |
17.46% |
| Short | 2/27/2008
15:58 |
$138.15 | 3/5/2008
13:29 |
$133.17 | 3.60% | 9.90% |
20.15% |
| Long | 2/25/2008
10:29 |
$135.96 | 2/27/2008
15:58 |
$138.15 | 1.61% | 6.08% |
12.07% |
| Long | 2/20/2008
12:29 |
$135.27 | 2/21/2008
15:29 |
$134.55 | -0.53% | 4.39% |
8.58% |
| Short | 2/14/2008
15:29 |
$135.66 | 2/20/2008
12:29 |
$135.27 | 0.29% | 4.95% |
9.74% |
| Long | 2/7/2008
14:29 |
$134 | 2/11/2008
11:29 |
$133.05 | -0.71% | 4.65% |
9.12% |
| Short | 2/4/2008
15:58 |
$137.91 | 2/7/2008
14:29 |
$134 | 2.84% | 5.40% |
10.69% |
| Long | 1/31/2008
15:58 |
$137.53 | 2/4/2008
15:58 |
$137.91 | 0.28% | 2.49% |
4.75% |
| Short | 1/31/2008
15:29 |
$137.96 | 1/31/2008
15:58 |
$137.53 | 0.31% | 2.21% |
4.17% |
| Long | 1/23/2008
15:29 |
$132.73 | 1/31/2008
15:29 |
$137.96 | 3.94% | 1.89% |
3.53% |
| Short | 1/22/2008
11:29 |
$130.84 | 1/23/2008
15:29 |
$132.73 | -1.44% | -1.97% |
-4.04% |
| Long | 1/18/2008
14:29 |
$131.97 | 1/22/2008
11:29 |
$130.84 | -0.86% | -0.53% |
-1.18% |
| Short | 1/17/2008
12:29 |
$134.92 | 1/18/2008
14:29 |
$131.97 | 2.19% | 0.33% |
0.54% |
| Long | 1/16/2008
14:29 |
$138.31 | 1/17/2008
12:29 |
$134.92 | -2.45% | -1.82% |
-3.67% |
| Long | 1/9/2008
10:29 |
$139.24 | 1/10/2008
11:29 |
$140.14 | 0.65% | 0.65% |
1.29% | | @Index-Trading-System |
SPY - 2007 Year
(back tested trading system results)
|
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return |
Compound
Return |
Margin
Compound
Return |
|
Short |
12/27/2007
11:29 |
$148.5 |
1/9/2008
10:29 |
$139.24 |
6.24% |
30.70% |
68.88% |
|
Long |
12/19/2007
11:29 |
$145.7 |
12/27/2007
11:29 |
$148.5 |
1.92% |
23.02% |
50.15% |
|
Short |
12/11/2007
12:29 |
$151.88 |
12/12/2007
10:29 |
$150.79 |
0.72% |
20.70% |
44.59% |
|
Short |
12/3/2007
12:29 |
$148.27 |
12/5/2007
14:29 |
$148.09 |
0.12% |
19.84% |
42.55% |
|
Long |
11/23/2007
12:29 |
$144.14 |
12/3/2007
12:29 |
$148.27 |
2.87% |
19.70% |
42.20% |
|
Short |
11/15/2007
14:29 |
$146.12 |
11/23/2007
12:29 |
$144.14 |
1.36% |
16.37% |
34.49% |
|
Long |
11/12/2007
13:29 |
$146.15 |
11/15/2007
14:29 |
$146.12 |
-0.02% |
14.81% |
30.95% |
|
Short |
11/7/2007
12:29 |
$149.98 |
11/12/2007
13:29 |
$146.15 |
2.55% |
14.83% |
31.00% |
|
Long |
11/6/2007
15:29 |
$151.5 |
11/7/2007
12:29 |
$149.98 |
-1.00% |
11.97% |
24.63% |
|
Short |
11/1/2007
11:29 |
$152.87 |
11/6/2007
15:29 |
$151.5 |
0.90% |
13.11% |
27.19% |
|
Long |
10/23/2007
10:29 |
$151.35 |
11/1/2007
11:29 |
$152.87 |
1.00% |
12.10% |
24.95% |
|
Short |
10/19/2007
11:29 |
$151.91 |
10/23/2007
10:29 |
$151.35 |
0.37% |
10.99% |
22.49% |
|
Long |
10/18/2007
15:57 |
$153.87 |
10/19/2007
11:29 |
$151.91 |
-1.27% |
10.58% |
21.59% |
|
Short |
10/2/2007
11:29 |
$154.24 |
10/5/2007
12:29 |
$155.37 |
-0.73% |
12.01% |
24.77% |
|
Long |
10/1/2007
15:57 |
$154.42 |
10/2/2007
11:29 |
$154.24 |
-0.12% |
12.83% |
26.62% |
|
Short |
9/28/2007
10:29 |
$152.54 |
10/1/2007
15:57 |
$154.42 |
-1.23% |
12.97% |
26.92% |
|
Short |
9/21/2007
15:29 |
$152.51 |
9/25/2007
15:29 |
$151.33 |
0.77% |
14.38% |
30.13% |
|
Short |
9/14/2007
14:29 |
$148.77 |
9/18/2007
14:29 |
$150.71 |
-1.30% |
13.50% |
28.14% |
|
Long |
9/11/2007
15:57 |
$147.48 |
9/14/2007
14:29 |
$148.77 |
0.87% |
15.00% |
31.58% |
|
Short |
9/5/2007
15:57 |
$147.53 |
9/11/2007
15:57 |
$147.48 |
0.03% |
14.00% |
29.31% |
|
Long |
8/30/2007
10:29 |
$146.38 |
9/5/2007
15:57 |
$147.53 |
0.79% |
13.96% |
29.23% |
|
Short |
8/22/2007
13:29 |
$145.71 |
8/30/2007
10:29 |
$146.38 |
-0.46% |
13.07% |
27.23% |
|
Long |
8/17/2007
12:29 |
$143.6 |
8/22/2007
13:29 |
$145.71 |
1.47% |
13.60% |
28.41% |
|
Long |
7/31/2007
11:29 |
$147.96 |
8/3/2007
11:29 |
$146.35 |
-1.09% |
11.95% |
24.74% |
|
Short |
7/26/2007
10:29 |
$150.1 |
7/31/2007
11:29 |
$147.96 |
1.43% |
13.18% |
27.52% |
|
Long |
7/25/2007
13:29 |
$150.7 |
7/26/2007
10:29 |
$150.1 |
-0.40% |
11.59% |
23.98% |
|
Short |
7/24/2007
14:29 |
$152.49 |
7/25/2007
13:29 |
$150.7 |
1.17% |
12.04% |
24.98% |
|
Long |
7/23/2007
11:29 |
$154.54 |
7/24/2007
14:29 |
$152.49 |
-1.33% |
10.74% |
22.11% |
|
Short |
7/16/2007
15:29 |
$155.1 |
7/23/2007
11:29 |
$154.54 |
0.36% |
12.23% |
25.44% |
|
Short |
7/5/2007
13:29 |
$151.95 |
7/12/2007
13:29 |
$153.61 |
-1.09% |
11.82% |
24.54% |
|
Long |
6/25/2007
13:29 |
$150.82 |
7/5/2007
13:29 |
$151.95 |
0.75% |
13.06% |
27.32% |
|
Short |
6/19/2007
10:29 |
$152.7 |
6/25/2007
13:29 |
$150.82 |
1.23% |
12.22% |
25.44% |
|
Long |
6/11/2007
13:29 |
$151.84 |
6/12/2007
15:57 |
$149.8 |
-1.34% |
10.85% |
22.43% |
|
Short |
6/4/2007
11:29 |
$153.91 |
6/11/2007
13:29 |
$151.84 |
1.34% |
12.36% |
25.81% |
|
Long |
6/1/2007
15:57 |
$153.88 |
6/4/2007
11:29 |
$153.91 |
0.02% |
10.87% |
22.51% |
|
Short |
5/31/2007
13:29 |
$153.25 |
6/1/2007
15:57 |
$153.88 |
-0.41% |
10.85% |
22.46% |
|
Short |
5/16/2007
10:29 |
$150.97 |
5/25/2007
15:29 |
$151.72 |
-0.50% |
11.31% |
23.48% |
|
Long |
5/11/2007
11:29 |
$150.47 |
5/14/2007
13:29 |
$150.77 |
0.20% |
11.86% |
24.72% |
|
Short |
5/7/2007
14:29 |
$151.03 |
5/11/2007
11:29 |
$150.47 |
0.37% |
11.64% |
24.22% |
|
Long |
5/1/2007
15:57 |
$148.54 |
5/7/2007
14:29 |
$151.03 |
1.68% |
11.23% |
23.31% |
|
Short |
4/18/2007
15:57 |
$147.26 |
4/20/2007
12:29 |
$147.88 |
-0.42% |
9.39% |
19.31% |
|
Short |
4/9/2007
11:29 |
$144.53 |
4/16/2007
11:29 |
$146.48 |
-1.35% |
9.86% |
20.32% |
|
Long |
3/30/2007
12:29 |
$141.43 |
4/9/2007
11:29 |
$144.53 |
2.19% |
11.36% |
23.66% |
|
Short |
3/22/2007
15:29 |
$143.22 |
3/30/2007
12:29 |
$141.43 |
1.25% |
8.97% |
18.47% |
|
Long |
3/15/2007
10:29 |
$139.71 |
3/22/2007
15:29 |
$143.22 |
2.51% |
7.62% |
15.58% |
|
Short |
3/13/2007
11:29 |
$140.47 |
3/15/2007
10:29 |
$139.71 |
0.54% |
4.99% |
10.05% |
|
Long |
3/6/2007
14:29 |
$139.66 |
3/13/2007
11:29 |
$140.47 |
0.58% |
4.42% |
8.87% |
|
Short |
3/5/2007
10:29 |
$138.94 |
3/6/2007
14:29 |
$139.66 |
-0.52% |
3.82% |
7.62% |
|
Long |
3/2/2007
11:29 |
$140.44 |
3/5/2007
10:29 |
$138.94 |
-1.07% |
4.36% |
8.75% |
|
Short |
2/16/2007
15:57 |
$145.68 |
3/2/2007
11:29 |
$140.44 |
3.60% |
5.49% |
11.12% |
|
Short |
2/5/2007
15:29 |
$144.78 |
2/13/2007
15:29 |
$144.36 |
0.29% |
1.83% |
3.66% |
|
Short |
1/17/2007
11:29 |
$143.05 |
1/19/2007
13:29 |
$142.82 |
0.16% |
1.53% |
3.07% |
|
Long |
1/9/2007
15:57 |
$141.12 |
1/17/2007
11:29 |
$143.05 |
1.37% |
1.37% |
2.74% |
|
@Index-Trading-System |
SPY - 2006 Year
(back tested trading system results)
|
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return |
Compound
Return |
Margin
Compound
Return |
|
Short |
12/29/2006
11:29 |
$142.19 |
1/9/2007
15:57 |
$141.12 |
0.75% |
6.78% |
13.41% |
|
Short |
12/18/2006
15:29 |
$141.89 |
12/27/2006
12:29 |
$142.17 |
-0.20% |
5.99% |
11.73% |
|
Short |
12/7/2006
11:29 |
$141.5 |
12/12/2006
10:29 |
$141.72 |
-0.16% |
6.20% |
12.17% |
|
Short |
12/1/2006
10:29 |
$139.74 |
12/4/2006
13:29 |
$141.17 |
-1.02% |
6.36% |
12.52% |
|
Long |
11/29/2006
12:29 |
$140.06 |
12/1/2006
10:29 |
$139.74 |
-0.23% |
7.46% |
14.87% |
|
Short |
11/17/2006
14:29 |
$140.13 |
11/22/2006
15:57 |
$140.92 |
-0.56% |
7.71% |
15.40% |
|
Long |
11/16/2006
12:29 |
$140.33 |
11/17/2006
14:29 |
$140.13 |
-0.14% |
8.32% |
16.71% |
|
Short |
11/15/2006
15:29 |
$140.12 |
11/16/2006
12:29 |
$140.33 |
-0.15% |
8.47% |
17.05% |
|
Short |
11/9/2006
13:29 |
$138.44 |
11/10/2006
13:29 |
$137.91 |
0.38% |
8.64% |
17.40% |
|
Long |
11/6/2006
11:29 |
$137.74 |
11/9/2006
13:29 |
$138.44 |
0.51% |
8.22% |
16.51% |
|
Short |
10/17/2006
10:29 |
$136.1 |
10/23/2006
15:57 |
$137.66 |
-1.15% |
7.67% |
15.33% |
|
Short |
10/6/2006
11:29 |
$134.88 |
10/12/2006
10:29 |
$135.67 |
-0.59% |
8.92% |
18.04% |
|
Short |
9/28/2006
12:29 |
$133.41 |
10/4/2006
11:29 |
$133.91 |
-0.37% |
9.56% |
19.44% |
|
Short |
9/14/2006
12:29 |
$131.98 |
9/20/2006
15:57 |
$132.45 |
-0.36% |
9.98% |
20.34% |
|
Long |
9/8/2006
15:57 |
$130.28 |
9/14/2006
12:29 |
$131.98 |
1.30% |
10.37% |
21.20% |
|
Short |
9/5/2006
10:29 |
$131.43 |
9/8/2006
15:57 |
$130.28 |
0.87% |
8.95% |
18.12% |
|
Long |
9/1/2006
15:57 |
$131.44 |
9/5/2006
10:29 |
$131.43 |
-0.01% |
8.00% |
16.09% |
|
Short |
8/30/2006
15:57 |
$130.82 |
9/1/2006
15:57 |
$131.44 |
-0.47% |
8.01% |
16.11% |
|
Long |
8/24/2006
10:29 |
$129.83 |
8/30/2006
15:57 |
$130.82 |
0.76% |
8.53% |
17.22% |
|
Short |
8/18/2006
14:29 |
$130.25 |
8/24/2006
10:29 |
$129.83 |
0.32% |
7.70% |
15.46% |
|
Short |
8/7/2006
11:29 |
$127.57 |
8/10/2006
12:29 |
$126.96 |
0.48% |
7.36% |
14.72% |
|
Short |
7/27/2006
11:29 |
$127.42 |
7/28/2006
11:29 |
$127.83 |
-0.32% |
6.85% |
13.63% |
|
Short |
7/20/2006
13:29 |
$125.85 |
7/25/2006
10:29 |
$126.44 |
-0.47% |
7.19% |
14.37% |
|
Long |
7/19/2006
10:29 |
$125.09 |
7/20/2006
13:29 |
$125.85 |
0.61% |
7.70% |
15.45% |
|
Long |
7/10/2006
10:29 |
$127.22 |
7/12/2006
12:29 |
$126.43 |
-0.62% |
7.05% |
14.06% |
|
Short |
7/5/2006
13:29 |
$127.08 |
7/10/2006
10:29 |
$127.22 |
-0.11% |
7.72% |
15.50% |
|
Long |
6/21/2006
11:29 |
$125.14 |
6/26/2006
13:29 |
$124.59 |
-0.44% |
7.83% |
15.75% |
|
Short |
6/16/2006
10:29 |
$124.95 |
6/21/2006
11:29 |
$125.14 |
-0.15% |
8.31% |
16.78% |
|
Long |
6/15/2006
10:29 |
$124.33 |
6/16/2006
10:29 |
$124.95 |
0.50% |
8.48% |
17.14% |
|
Short |
6/12/2006
13:29 |
$125.23 |
6/15/2006
10:29 |
$124.33 |
0.72% |
7.94% |
15.98% |
|
Long |
6/8/2006
15:29 |
$125.74 |
6/12/2006
13:29 |
$125.23 |
-0.41% |
7.17% |
14.34% |
|
Short |
6/5/2006
15:29 |
$127.2 |
6/8/2006
15:29 |
$125.74 |
1.15% |
7.60% |
15.27% |
|
Long |
6/1/2006
15:57 |
$128.83 |
6/5/2006
15:29 |
$127.2 |
-1.27% |
6.38% |
12.68% |
|
Short |
5/30/2006
11:29 |
$127.06 |
6/1/2006
15:57 |
$128.83 |
-1.39% |
7.75% |
15.61% |
|
Long |
5/19/2006
15:29 |
$126.73 |
5/24/2006
13:29 |
$124.95 |
-1.40% |
9.27% |
18.92% |
|
Short |
5/9/2006
15:29 |
$132.5 |
5/19/2006
15:29 |
$126.73 |
4.35% |
10.82% |
22.36% |
|
Long |
5/5/2006
11:29 |
$132.2 |
5/9/2006
15:29 |
$132.5 |
0.23% |
6.20% |
12.56% |
|
Short |
4/28/2006
15:57 |
$131.11 |
5/5/2006
11:29 |
$132.2 |
-0.83% |
5.96% |
12.05% |
|
Long |
4/26/2006
13:29 |
$130.71 |
4/28/2006
15:57 |
$131.11 |
0.31% |
6.85% |
13.94% |
|
Short |
4/21/2006
13:29 |
$131.45 |
4/26/2006
13:29 |
$130.71 |
0.56% |
6.52% |
13.25% |
|
Long |
4/13/2006
12:29 |
$128.96 |
4/21/2006
13:29 |
$131.45 |
1.93% |
5.92% |
11.99% |
|
Short |
4/13/2006
10:29 |
$128.61 |
4/13/2006
12:29 |
$128.96 |
-0.27% |
3.92% |
7.82% |
|
Long |
4/12/2006
15:29 |
$128.81 |
4/13/2006
10:29 |
$128.61 |
-0.16% |
4.20% |
8.42% |
|
Short |
4/6/2006
12:29 |
$130.21 |
4/12/2006
15:29 |
$128.81 |
1.08% |
4.36% |
8.75% |
|
Short |
3/20/2006
13:29 |
$130.59 |
3/24/2006
15:29 |
$130.2 |
0.30% |
3.25% |
6.46% |
|
Long |
3/9/2006
13:29 |
$127.84 |
3/20/2006
13:29 |
$130.59 |
2.15% |
2.95% |
5.83% |
|
Short |
3/6/2006
14:29 |
$127.97 |
3/9/2006
13:29 |
$127.84 |
0.10% |
0.78% |
1.47% |
|
Long |
3/3/2006
12:29 |
$129.48 |
3/6/2006
14:29 |
$127.97 |
-1.17% |
0.68% |
1.26% |
|
Short |
2/17/2006
14:29 |
$129.07 |
2/22/2006
12:29 |
$129.49 |
-0.33% |
1.86% |
3.68% |
|
Long |
2/8/2006
10:29 |
$126.02 |
2/13/2006
14:29 |
$126.17 |
0.12% |
2.20% |
4.36% |
|
Short |
1/31/2006
10:29 |
$127.97 |
2/8/2006
10:29 |
$126.02 |
1.52% |
2.08% |
4.11% |
|
Long |
1/23/2006
10:29 |
$126.43 |
1/31/2006
10:29 |
$127.97 |
1.22% |
0.54% |
1.03% |
|
Short |
1/20/2006
15:57 |
$126.18 |
1/23/2006
10:29 |
$126.43 |
-0.20% |
-0.67% |
-1.37% |
|
Long |
1/18/2006
15:29 |
$127.74 |
1/20/2006
15:57 |
$126.18 |
-1.22% |
-0.47% |
-0.98% |
|
Short |
1/17/2006
14:29 |
$128.06 |
1/18/2006
15:29 |
$127.74 |
0.25% |
0.76% |
1.50% |
|
Long |
1/13/2006
10:29 |
$128.59 |
1/17/2006
14:29 |
$128.06 |
-0.41% |
0.51% |
0.99% |
|
Short |
1/10/2006
10:29 |
$128.5 |
1/13/2006
10:29 |
$128.59 |
-0.07% |
0.93% |
1.83% |
|
Long |
1/9/2006
15:57 |
$128.92 |
1/10/2006
10:29 |
$128.5 |
-0.33% |
1.00% |
1.98% |
|
Short |
1/9/2006
11:29 |
$128.62 |
1/9/2006
15:57 |
$128.92 |
-0.23% |
1.33% |
2.65% |
|
Long |
1/3/2006
15:29 |
$126.64 |
1/9/2006
11:29 |
$128.62 |
1.56% |
1.56% |
3.13% |
|
@Index-Trading-System |
Notes:
-
Our signals are generated during the trading hours.
-
An email alert is
sent immediately after a new signal is generated.
-
Trade results do not include interest earned while in
a cash position.
-
The signals generated by the
trading system are short lived and we assume
that an experienced trader may apply them to S&P 500 emini futures.
S&P 500 emini performance based on the SPY trading signals.
|
Key words:
S&P 500. S&P 500 trading
System. Trading System. SPY. SPDRs. SPY Trading. SPY Trading System, SPDRs
trading.
The
trading systems below are
applied to the various trading vehicles, yet, they use the volume and
advance decline
technical indicators applied to the major U.S. indexes (including but not
limited by the S&P 500, DJI and NASDAQ 100)
Market Timing
- get
the best market timing systems based on the volume based
technical analysis from the only source of the real-time
intraday volume information for major U.S. indexes and Exchanges
Trading
System - number of various trading system, proven by time, that
could be autotraded by the major online brokers. QQQQ, SPY, DIA, E-minis, and SPX/OEX options trading signals.
Options Trading
- SPY and QQQQ uncovered options
trading systems - options trading has never been easier by using simple
straightforward email alerts from the leader of the mechanical trading systems derived from the stock charts.
| RISK STATEMENT:
The trading of stocks, futures, commodities, index futures or any other
securities has potential rewards, and it also has potential risks
involved. Trading may not be suitable for all users of this Website.
Analyst research available through this Website does not constitute a
recommendation or a solicitation any particular investor should purchase
or sell any particular securities. Past performance does not guarantee future
results. You absolutely must make your own
decisions before acting on any information obtained from this Website. |
|
|
|
