|
E-mini DOW Performance
The key to our results
isn't that every trade is a winning trade, but rather there is a net
overall gain; total losses are small compared to total gains.
DOW emini - 2009 Year
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on 2 contract |
Summary Return on 2 contract |
Short |
12/17/2009 12:33 | $10,272.00 |
1/22/2010 12:57 | 10,299.00 |
$-270 |
$12,660 |
Short |
12/8/2009 09:47 | $10,255.00 |
12/16/2009 09:46 | 10,500.00 |
$-2,450 |
$12,930 |
Long |
12/2/2009 15:54 | $10,439.00 |
12/3/2009 12:46 | 10,443.00 |
$40 |
$15,380 |
Long |
11/27/2009 11:45 | $10,330.00 |
12/1/2009 15:35 | 10,454.00 |
$1,240 |
$15,340 |
Long |
11/19/2009 15:46 | $10,321.00 |
11/25/2009 15:40 | 10,445.00 |
$1,240 |
$14,100 |
Long |
11/16/2009 09:41 | $10,322.00 |
11/18/2009 10:50 | 10,379.00 |
$570 |
$12,860 |
Long |
10/30/2009 12:01 | $9,763.00 |
11/10/2009 13:27 | 10,180.00 |
$4,170 |
$12,290 |
Short |
10/20/2009 09:41 | $10,015.00 |
10/28/2009 15:31 | 9,739.00 |
$2,760 |
$8,120 |
Long |
10/14/2009 11:34 | $9,934.00 |
10/16/2009 13:38 | 9,949.00 |
$150 |
$5,360 |
Long |
9/30/2009 15:23 | $9,622.00 |
10/13/2009 09:43 | 9,798.00 |
$1,760 |
$5,210 |
Short |
9/21/2009 11:50 | $9,729.00 |
9/28/2009 09:47 | 9,694.00 |
$350 |
$3,450 |
Short |
9/14/2009 14:00 | $9,595.00 |
9/16/2009 14:26 | 9,794.00 |
$-1,990 |
$3,100 |
Short |
9/11/2009 15:12 | $9,595.00 |
9/14/2009 09:35 | 9,549.00 |
$460 |
$5,090 |
Long |
9/4/2009 14:46 | $9,421.00 |
9/9/2009 10:47 | 9,521.00 |
$1,000 |
$4,630 |
Long |
9/4/2009 11:23 | $9,352.00 |
9/4/2009 12:47 | 9,417.00 |
$650 |
$3,630 |
Short |
8/27/2009 10:26 | $9,469.00 |
9/2/2009 09:36 | 9,307.00 |
$1,620 |
$2,980 |
Short |
8/11/2009 15:34 | $9,228.00 |
8/21/2009 10:22 | 9,479.00 |
$-2,510 |
$1,360 |
Short |
7/21/2009 11:58 | $8,794.00 |
8/7/2009 14:15 | 9,391.00 |
$-5,970 |
$3,870 |
Long |
7/15/2009 09:35 | $8,406.00 |
7/15/2009 11:42 | 8,497.00 |
$910 |
$9,840 |
Long |
7/8/2009 13:18 | $8,095.00 |
7/13/2009 15:15 | 8,245.00 |
$1,500 |
$8,930 |
Short |
6/30/2009 11:10 | $8,362.00 |
7/6/2009 12:16 | 8,196.00 |
$1,660 |
$7,430 |
Short |
6/23/2009 10:15 | $8,259.00 |
6/24/2009 15:08 | 8,224.00 |
$350 |
$5,770 |
Long |
6/9/2009 14:19 | $8,790.00 |
6/22/2009 09:42 | 8,382.00 |
$-4,080 |
$5,420 |
Long |
6/1/2009 15:24 | $8,707.00 |
6/5/2009 10:07 | 8,737.00 |
$300 |
$9,500 |
Short |
5/21/2009 10:58 | $8,240.00 |
5/27/2009 09:34 | 8,450.00 |
$-2,100 |
$9,200 |
Short |
5/13/2009 09:37 | $8,299.00 |
5/13/2009 13:55 | 8,273.00 |
$260 |
$11,300 |
Long |
4/29/2009 15:08 | $8,165.00 |
5/4/2009 15:22 | 8,342.00 |
$1,770 |
$11,040 |
Long |
4/24/2009 14:17 | $7,991.00 |
4/27/2009 11:54 | 8,061.00 |
$700 |
$9,270 |
Long |
4/21/2009 11:15 | $7,815.00 |
4/22/2009 10:39 | 7,974.00 |
$1,590 |
$8,570 |
Long |
4/15/2009 11:21 | $7,869.00 |
4/16/2009 10:37 | 7,959.00 |
$900 |
$6,980 |
Long |
4/8/2009 11:23 | $7,770.00 |
4/9/2009 10:08 | 7,984.00 |
$2,140 |
$6,080 |
Long |
2/11/2009 11:18 | $7,929.00 |
4/2/2009 11:04 | 7,938.00 |
$90 |
$3,940 |
Long |
2/10/2009 13:44 | $7,904.00 |
2/10/2009 15:55 | 7,866.00 |
$-380 |
$3,850 |
Long |
2/4/2009 14:16 | $7,929.00 |
2/5/2009 12:17 | 8,028.00 |
$990 |
$4,230 |
Long |
2/2/2009 12:48 | $7,930.00 |
2/4/2009 10:56 | 8,086.00 |
$1,560 |
$3,240 |
Long |
1/28/2009 09:39 | $8,269.00 |
1/28/2009 13:40 | 8,291.00 |
$220 |
$1,680 |
Long |
1/26/2009 12:11 | $8,123.00 |
1/27/2009 09:53 | 8,124.00 |
$10 |
$1,460 |
Long |
1/21/2009 13:04 | $7,982.00 |
1/22/2009 14:09 | 8,127.00 |
$1,450 |
$1,450 |
@Index-Trading-System |
DOW emini - 2008 Year
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on
2 contract |
Summary
Return on
2 contract |
In period from September 2008 until the end of December 2008 the system of generating signals has been disabled due to high
volatility |
Long |
9/5/2008
14:01 |
$11,174.00 |
12/30/2008
14:26 |
$8,550.00 |
$-26,240 |
$-10,410 |
Short |
9/5/2008
09:32 |
$11,161.00 |
9/5/2008
11:51 |
$11,146.00 |
$150 |
$15,830 |
Long |
9/2/2008
11:37 |
$11,739.00 |
9/5/2008
09:32 |
$11,161.00 |
$-5,780 |
$15,680 |
Short |
9/2/2008
11:26 |
$11,713.00 |
9/2/2008
11:37 |
$11,739.00 |
$-260 |
$21,460 |
Long |
9/2/2008
09:32 |
$11,715.00 |
9/2/2008
11:26 |
$11,713.00 |
$-20 |
$21,720 |
Long |
8/26/2008
10:12 |
$11,384.00 |
8/28/2008
15:35 |
$11,691.00 |
$3,070 |
$21,740 |
Long |
8/22/2008
09:35 |
$11,523.00 |
8/25/2008
14:26 |
$11,409.00 |
$-1,140 |
$18,670 |
Short |
8/18/2008
12:56 |
$11,467.00 |
8/19/2008
15:41 |
$11,336.00 |
$1,310 |
$19,810 |
Short |
8/15/2008
10:07 |
$11,611.00 |
8/15/2008
15:55 |
$11,655.00 |
$-440 |
$18,500 |
Short |
8/12/2008
15:55 |
$11,626.00 |
8/14/2008
09:41 |
$11,484.00 |
$1,420 |
$18,940 |
Long |
8/12/2008
14:26 |
$11,692.00 |
8/12/2008
15:55 |
$11,626.00 |
$-660 |
$17,520 |
Short |
8/12/2008
12:26 |
$11,702.00 |
8/12/2008
14:26 |
$11,692.00 |
$100 |
$18,180 |
Short |
8/7/2008
13:28 |
$11,545.00 |
8/8/2008
09:54 |
$11,480.00 |
$650 |
$18,080 |
Long |
8/5/2008
09:39 |
$11,382.00 |
8/6/2008
10:37 |
$11,544.00 |
$1,620 |
$17,430 |
Long |
7/29/2008
10:10 |
$11,233.00 |
8/1/2008
09:44 |
$11,353.00 |
$1,200 |
$15,810 |
Long |
7/23/2008
15:43 |
$11,595.00 |
7/25/2008
15:55 |
$11,354.00 |
$-2,410 |
$14,610 |
Long |
7/23/2008
09:33 |
$11,564.00 |
7/23/2008
11:57 |
$11,588.00 |
$240 |
$17,020 |
Short |
7/21/2008
11:26 |
$11,487.00 |
7/23/2008
09:33 |
$11,564.00 |
$-770 |
$16,780 |
Long |
7/16/2008
12:27 |
$11,087.00 |
7/21/2008
11:26 |
$11,487.00 |
$4,000 |
$17,550 |
Short |
7/15/2008
10:10 |
$10,856.00 |
7/16/2008
12:27 |
$11,087.00 |
$-2,310 |
$13,550 |
Long |
7/11/2008
15:51 |
$11,104.00 |
7/15/2008
10:10 |
$10,856.00 |
$-2,480 |
$15,860 |
Long |
7/10/2008
12:08 |
$11,199.00 |
7/11/2008
11:26 |
$11,003.00 |
$-1,960 |
$18,340 |
Short |
7/9/2008
15:26 |
$11,230.00 |
7/9/2008
15:48 |
$11,153.00 |
$770 |
$20,300 |
Long |
7/1/2008
11:00 |
$11,352.00 |
7/9/2008
15:26 |
$11,230.00 |
$-1,220 |
$19,530 |
Short |
6/26/2008
15:53 |
$11,464.00 |
7/1/2008
11:00 |
$11,352.00 |
$1,120 |
$20,750 |
Long |
6/23/2008
13:42 |
$11,857.00 |
6/26/2008
15:53 |
$11,464.00 |
$-3,930 |
$19,630 |
Short |
6/17/2008
11:26 |
$12,233.00 |
6/17/2008
13:39 |
$12,214.00 |
$190 |
$23,560 |
Long |
6/10/2008
15:55 |
$12,306.00 |
6/17/2008
11:26 |
$12,233.00 |
$-730 |
$23,370 |
Short |
6/6/2008
10:24 |
$12,402.00 |
6/6/2008
13:48 |
$12,335.00 |
$670 |
$24,100 |
Long |
6/4/2008
11:11 |
$12,487.00 |
6/6/2008
10:24 |
$12,402.00 |
$-850 |
$23,430 |
Short |
6/2/2008
10:31 |
$12,493.00 |
6/2/2008
12:47 |
$12,434.00 |
$590 |
$24,280 |
Long |
5/27/2008
14:24 |
$12,509.00 |
5/30/2008
12:51 |
$12,661.00 |
$1,520 |
$23,690 |
Short |
5/16/2008
15:26 |
$12,984.00 |
5/20/2008
12:47 |
$12,828.00 |
$1,560 |
$22,170 |
Long |
5/8/2008
13:26 |
$12,854.00 |
5/14/2008
15:46 |
$12,900.00 |
$460 |
$20,610 |
Short |
5/5/2008
13:26 |
$12,952.00 |
5/7/2008
15:48 |
$12,831.00 |
$1,210 |
$20,150 |
Long |
4/24/2008
12:24 |
$12,871.00 |
4/28/2008
12:27 |
$12,912.00 |
$410 |
$18,940 |
Short |
4/21/2008
14:24 |
$12,770.00 |
4/24/2008
12:24 |
$12,871.00 |
$-1,010 |
$18,530 |
Long |
4/14/2008
10:26 |
$12,311.00 |
4/21/2008
14:24 |
$12,770.00 |
$4,590 |
$19,540 |
Short |
4/3/2008
15:26 |
$12,630.00 |
4/7/2008
15:26 |
$12,620.00 |
$100 |
$14,950 |
Long |
3/31/2008
10:27 |
$12,184.00 |
4/3/2008
15:26 |
$12,630.00 |
$4,460 |
$14,850 |
Long |
3/17/2008
15:58 |
$11,982.00 |
3/27/2008
10:27 |
$12,379.00 |
$3,970 |
$10,390 |
Long |
3/11/2008
11:29 |
$11,962.00 |
3/14/2008
13:29 |
$11,918.00 |
$-440 |
$6,420 |
Short |
3/10/2008
10:29 |
$11,876.00 |
3/11/2008
11:29 |
$11,962.00 |
$-860 |
$6,860 |
Long |
3/5/2008
14:29 |
$12,210.00 |
3/10/2008
10:29 |
$11,876.00 |
$-3,340 |
$7,720 |
Short |
2/28/2008
11:29 |
$12,565.00 |
3/5/2008
14:29 |
$12,210.00 |
$3,550 |
$11,060 |
Long |
2/25/2008
10:29 |
$12,447.00 |
2/28/2008
11:29 |
$12,565.00 |
$1,180 |
$7,510 |
Short |
2/19/2008
14:29 |
$12,437.00 |
2/21/2008
10:29 |
$12,451.00 |
$-140 |
$6,330 |
Long |
2/19/2008
13:29 |
$12,468.00 |
2/19/2008
14:29 |
$12,437.00 |
$-310 |
$6,470 |
Short |
2/14/2008
15:58 |
$12,376.00 |
2/19/2008
13:29 |
$12,468.00 |
$-920 |
$6,780 |
Short |
2/4/2008
14:29 |
$12,664.00 |
2/8/2008
15:29 |
$12,165.00 |
$4,990 |
$7,700 |
Long |
1/18/2008
11:29 |
$12,203.00 |
2/4/2008
14:29 |
$12,664.00 |
$4,610 |
$2,710 |
Short |
1/17/2008
11:29 |
$12,385.00 |
1/18/2008
11:29 |
$12,203.00 |
$1,820 |
$-1,900 |
Long |
1/16/2008
12:29 |
$12,557.00 |
1/17/2008
11:29 |
$12,385.00 |
$-1,720 |
$-3,720 |
Long |
1/7/2008
13:29 |
$12,901.00 |
1/11/2008
13:29 |
$12,701.00 |
$-2,000 |
$-2,000 |
@Index-Trading-System |
* The value of an DOW e-mini futures contract is calculated
by applying a $5 multiplier to the index's present futures level
|
QQQ Signals Past 12 Months |
23%
 |
46%
 |
Compound |
Compound
Margin |
|
|
As of 11/03/2011 |
|