|
S&P 500 Emini Futures Performance
The results do not include
any broker commissions, taxes, or interest earned on cash positions.
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.
S&P 500 emini - 2009 Year
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on 10 contracts |
Summary Return on 10 contracts |
Short |
12/9/2009 09:36 |
$1,089.00 |
12/16/2009 09:56 |
$1,115.00 |
$-13,000 |
$38,125 |
Long |
11/20/2009 09:35 |
$1,089.75 |
12/1/2009 15:36 |
$1,106.50 |
$8,375 |
$51,125 |
Long |
11/13/2009 10:48 |
$1,092.00 |
11/18/2009 10:51 |
$1,106.00 |
$7,000 |
$42,750 |
Long |
10/30/2009 12:20 |
$1,044.75 |
11/10/2009 13:28 |
$1,087.50 |
$21,375 |
$35,750 |
Short |
10/20/2009 09:40 |
$1,090.75 |
10/28/2009 15:19 |
$1,043.50 |
$23,625 |
$14,375 |
Long |
10/14/2009 13:08 |
$1,084.00 |
10/16/2009 13:37 |
$1,085.75 |
$875 |
$-9,250 |
Long |
9/30/2009 15:42 |
$1,051.25 |
10/13/2009 09:44 |
$1,067.50 |
$8,125 |
$-10,125 |
Short |
9/21/2009 13:08 |
$1,057.50 |
9/28/2009 09:47 |
$1,051.50 |
$3,000 |
$-18,250 |
Long |
9/16/2009 15:26 |
$1,066.50 |
9/17/2009 10:43 |
$1,070.00 |
$1,750 |
$-21,250 |
Short |
9/15/2009 09:56 |
$1,046.50 |
9/16/2009 15:26 |
$1,066.50 |
$-10,000 |
$-23,000 |
Long |
9/4/2009 15:35 |
$1,013.25 |
9/9/2009 10:48 |
$1,028.75 |
$7,750 |
$-13,000 |
Long |
9/4/2009 10:47 |
$1,007.25 |
9/4/2009 13:37 |
$1,015.00 |
$3,875 |
$-20,750 |
Short |
8/19/2009 09:35 |
$980.50 |
9/2/2009 09:44 |
$995.00 |
$-7,250 |
$-24,625 |
Short |
7/21/2009 09:37 |
$952.00 |
8/7/2009 14:18 |
$1,014.75 |
$-31,375 |
$-17,375 |
Long |
7/15/2009 09:41 |
$914.75 |
7/15/2009 11:42 |
$922.50 |
$3,875 |
$14,000 |
Long |
7/8/2009 15:42 |
$874.25 |
7/13/2009 15:09 |
$893.25 |
$9,500 |
$10,125 |
Short |
6/22/2009 13:23 |
$890.50 |
6/25/2009 12:01 |
$913.00 |
$-11,250 |
$625 |
Long |
6/2/2009 10:03 |
$946.50 |
6/22/2009 09:43 |
$902.50 |
$-22,000 |
$11,875 |
Long |
5/27/2009 14:48 |
$901.50 |
5/28/2009 15:04 |
$907.25 |
$2,875 |
$33,875 |
Short |
5/20/2009 15:45 |
$900.75 |
5/22/2009 15:13 |
$895.00 |
$2,875 |
$31,000 |
Long |
4/29/2009 14:29 |
$872.75 |
5/4/2009 15:21 |
$898.00 |
$12,625 |
$28,125 |
Long |
4/17/2009 09:47 |
$860.00 |
4/27/2009 11:53 |
$864.00 |
$2,000 |
$15,500 |
Long |
4/14/2009 13:32 |
$839.50 |
4/16/2009 11:58 |
$850.25 |
$5,375 |
$13,500 |
Long |
2/10/2009 12:52 |
$839.25 |
4/9/2009 10:04 |
$847.25 |
$4,000 |
$8,125 |
Long |
1/30/2009 13:53 |
$827.00 |
2/4/2009 10:56 |
$845.75 |
$9,375 |
$4,125 |
Long |
1/26/2009 14:37 |
$831.00 |
1/27/2009 09:52 |
$842.00 |
$5,500 |
$-5,250 |
Short |
1/22/2009 13:26 |
$815.75 |
1/23/2009 09:46 |
$808.50 |
$3,625 |
$-10,750 |
Long |
1/15/2009 14:44 |
$844.50 |
1/22/2009 13:26 |
$815.75 |
$-14,375 |
$-14,375 |
@Index-Trading-System |
S&P 500 emini - 2008 Year
In the following table the results represents
the system that applies the SPY signals to S&P 500 emini futures contracts.
The results does not include commission and Exchange fees.
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on
10 contracts |
Summary
Return on
10 contracts |
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
14:20 |
$1,237.50 |
12/30/2008
14:26 |
$878.25 |
$-179,625 |
$-142,375 |
Short |
9/5/2008
09:34 |
$1,228.50 |
9/5/2008
11:51 |
$1,228.50 |
$0 |
$37,250 |
Short |
9/2/2008
12:26 |
$1,288.75 |
9/2/2008
12:51 |
$1,286.25 |
$1,250 |
$37,250 |
Long |
9/2/2008
09:34 |
$1,297.75 |
9/2/2008
12:26 |
$1,288.75 |
$-4,500 |
$36,000 |
Long |
8/26/2008
09:45 |
$1,269.00 |
8/28/2008
15:35 |
$1,297.25 |
$14,125 |
$40,500 |
Long |
8/22/2008
09:34 |
$1,286.00 |
8/25/2008
14:26 |
$1,269.00 |
$-8,500 |
$26,375 |
Short |
8/18/2008
14:35 |
$1,276.75 |
8/19/2008
15:45 |
$1,267.25 |
$4,750 |
$34,875 |
Short |
8/13/2008
09:51 |
$1,281.75 |
8/15/2008
14:15 |
$1,294.75 |
$-6,500 |
$30,125 |
Short |
8/7/2008
15:05 |
$1,270.50 |
8/8/2008
13:36 |
$1,292.75 |
$-11,125 |
$36,625 |
Long |
8/5/2008
10:02 |
$1,263.25 |
8/6/2008
10:25 |
$1,279.00 |
$7,875 |
$47,750 |
Long |
7/29/2008
10:10 |
$1,247.00 |
7/31/2008
15:13 |
$1,279.25 |
$16,125 |
$39,875 |
Long |
7/23/2008
14:07 |
$1,282.25 |
7/25/2008
11:26 |
$1,257.50 |
$-12,375 |
$23,750 |
Long |
7/23/2008
09:31 |
$1,278.00 |
7/23/2008
11:57 |
$1,281.00 |
$1,500 |
$36,125 |
Short |
7/21/2008
10:26 |
$1,264.00 |
7/23/2008
09:31 |
$1,278.00 |
$-7,000 |
$34,625 |
Long |
7/16/2008
12:29 |
$1,228.50 |
7/21/2008
10:26 |
$1,264.00 |
$17,750 |
$41,625 |
Short |
7/15/2008
10:09 |
$1,204.25 |
7/16/2008
12:29 |
$1,228.50 |
$-12,125 |
$23,875 |
Long |
7/1/2008
10:59 |
$1,281.50 |
7/15/2008
10:09 |
$1,204.25 |
$-38,625 |
$36,000 |
Short |
6/26/2008
15:52 |
$1,285.50 |
7/1/2008
10:59 |
$1,281.50 |
$2,000 |
$74,625 |
Long |
6/25/2008
09:45 |
$1,326.25 |
6/26/2008
15:52 |
$1,285.50 |
$-20,375 |
$72,625 |
Short |
6/20/2008
15:26 |
$1,320.75 |
6/23/2008
13:42 |
$1,322.00 |
$-625 |
$93,000 |
Long |
6/19/2008
15:57 |
$1,342.50 |
6/20/2008
15:26 |
$1,320.75 |
$-10,875 |
$93,625 |
Long |
6/12/2008
13:26 |
$1,346.75 |
6/17/2008
12:18 |
$1,357.75 |
$5,500 |
$104,500 |
Long |
6/4/2008
10:48 |
$1,381.50 |
6/6/2008
10:27 |
$1,384.75 |
$1,625 |
$99,000 |
Long |
6/2/2008
13:41 |
$1,381.25 |
6/3/2008
12:59 |
$1,387.50 |
$3,125 |
$97,375 |
Long |
5/27/2008
13:24 |
$1,377.50 |
5/30/2008
12:43 |
$1,402.75 |
$12,625 |
$94,250 |
Short |
5/23/2008
14:24 |
$1,376.00 |
5/27/2008
13:24 |
$1,377.50 |
$-750 |
$81,625 |
Long |
5/22/2008
13:24 |
$1,394.25 |
5/23/2008
14:24 |
$1,376.00 |
$-9,125 |
$82,375 |
Short |
5/16/2008
14:26 |
$1,421.00 |
5/20/2008
12:40 |
$1,416.00 |
$2,500 |
$91,500 |
Long |
5/8/2008
11:26 |
$1,398.00 |
5/13/2008
13:26 |
$1,401.50 |
$1,750 |
$89,000 |
Short |
5/5/2008
11:26 |
$1,406.75 |
5/7/2008
15:47 |
$1,396.25 |
$5,250 |
$87,250 |
Long |
4/24/2008
13:24 |
$1,391.25 |
4/28/2008
10:33 |
$1,402.00 |
$5,375 |
$82,000 |
Short |
4/21/2008
13:24 |
$1,387.75 |
4/24/2008
13:24 |
$1,391.25 |
$-1,750 |
$76,625 |
Long |
4/16/2008
10:26 |
$1,353.75 |
4/21/2008
13:24 |
$1,387.75 |
$17,000 |
$78,375 |
Short |
4/15/2008
11:26 |
$1,327.25 |
4/16/2008
10:26 |
$1,353.75 |
$-13,250 |
$61,375 |
Long |
4/14/2008
14:26 |
$1,331.50 |
4/15/2008
11:26 |
$1,327.25 |
$-2,125 |
$74,625 |
Short |
4/11/2008
10:26 |
$1,347.25 |
4/14/2008
14:26 |
$1,331.50 |
$7,875 |
$76,750 |
Long |
4/10/2008
15:57 |
$1,361.50 |
4/11/2008
10:26 |
$1,347.25 |
$-7,125 |
$68,875 |
Short |
4/4/2008
11:26 |
$1,372.00 |
4/7/2008
13:26 |
$1,385.00 |
$-6,500 |
$76,000 |
Long |
3/31/2008
11:27 |
$1,322.50 |
4/4/2008
11:26 |
$1,372.00 |
$24,750 |
$82,500 |
Short |
3/28/2008
13:27 |
$1,328.75 |
3/31/2008
11:27 |
$1,322.50 |
$3,125 |
$57,750 |
Long |
3/28/2008
10:27 |
$1,332.25 |
3/28/2008
13:27 |
$1,328.75 |
$-1,750 |
$54,625 |
Short |
3/26/2008
14:27 |
$1,341.75 |
3/28/2008
10:27 |
$1,332.25 |
$4,750 |
$56,375 |
Long |
3/18/2008
15:58 |
$1,329.00 |
3/26/2008
14:27 |
$1,341.75 |
$6,375 |
$51,625 |
Short |
3/14/2008
10:29 |
$1,296.50 |
3/18/2008
15:58 |
$1,329.00 |
$-16,250 |
$45,250 |
Long |
3/11/2008
14:29 |
$1,301.25 |
3/14/2008
10:29 |
$1,296.50 |
$-2,375 |
$61,500 |
Short |
3/6/2008
13:29 |
$1,314.00 |
3/11/2008
14:29 |
$1,301.25 |
$6,375 |
$63,875 |
Long |
3/5/2008
13:29 |
$1,328.50 |
3/6/2008
13:29 |
$1,314.00 |
$-7,250 |
$57,500 |
Short |
2/27/2008
15:58 |
$1,380.00 |
3/5/2008
13:29 |
$1,328.50 |
$25,750 |
$64,750 |
Long |
2/25/2008
10:29 |
$1,358.75 |
2/27/2008
15:58 |
$1,380.00 |
$10,625 |
$39,000 |
Long |
2/20/2008
12:29 |
$1,351.75 |
2/21/2008
15:29 |
$1,344.50 |
$-3,625 |
$28,375 |
Short |
2/14/2008
15:29 |
$1,356.75 |
2/20/2008
12:29 |
$1,351.75 |
$2,500 |
$32,000 |
Long |
2/7/2008
14:29 |
$1,340.50 |
2/11/2008
11:29 |
$1,330.50 |
$-5,000 |
$29,500 |
Short |
2/4/2008
15:58 |
$1,380.50 |
2/7/2008
14:29 |
$1,340.50 |
$20,000 |
$34,500 |
Long |
1/31/2008
15:58 |
$1,375.50 |
2/4/2008
15:58 |
$1,380.50 |
$2,500 |
$14,500 |
Short |
1/31/2008
15:29 |
$1,381.25 |
1/31/2008
15:58 |
$1,375.50 |
$2,875 |
$12,000 |
Long |
1/23/2008
15:29 |
$1,329.75 |
1/31/2008
15:29 |
$1,381.25 |
$25,750 |
$9,125 |
Short |
1/22/2008
11:29 |
$1,309.75 |
1/23/2008
15:29 |
$1,329.75 |
$-10,000 |
$-16,625 |
Long |
1/18/2008
14:29 |
$1,325.25 |
1/22/2008
11:29 |
$1,309.75 |
$-7,750 |
$-6,625 |
Short |
1/17/2008
12:29 |
$1,354.50 |
1/18/2008
14:29 |
$1,325.25 |
$14,625 |
$1,125 |
Long |
1/16/2008
14:29 |
$1,389.75 |
1/17/2008
12:29 |
$1,354.50 |
$-17,625 |
$-13,500 |
Long |
1/9/2008
10:29 |
$1,400.75 |
1/10/2008
11:29 |
$1,409.00 |
$4,125 |
$4,125 |
@Index-Trading-System |
* The value of an S&P 500 e-mini futures contract is
calculated by applying a $50 multiplier to the index's present futures level
|
QQQ Signals Past 12 Months |
23%
 |
46%
 |
Compound |
Compound
Margin |
|
|
As of 11/03/2011 |
|