DIA Trade History
The results do not include
any broker commissions, taxes, or interest earned on cash positions.
DIA - 2011 Year
(real-time monitored trading system results)
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound Return |
Margin Compound Return |
Short | 10/12/2011 15:42 |
$115.75 | 10/18/2011 11:38 |
$114.43 | 1.14% | -1.05% |
-2.87% |
Long | 10/07/2011 11:31 |
$111.45 | 10/07/2011 11:48 |
$111.55 | 0.09% | -2.16% |
-5.04% |
Short | 09/23/2011 15:59 |
$107.41 | 10/07/2011 11:31 |
$111.54 | -3.85% | -2.25% |
-5.21% |
Long | 09/15/2011 10:31 |
$113.14 | 09/19/2011 10:45 |
$112.42 | -0.64% | 1.66% |
2.69% |
Long | 08/04/2011 15:02 |
$115.03 | 09/12/2011 14:28 |
$108.4 | -5.76% | 2.31% |
4.01% |
Long | 07/12/2011 10:32 |
$124.76 | 07/21/2011 14:41 |
$127.13 | 1.90% | 8.57% |
17.57% |
Long | 06/21/2011 11:44 |
$121.65 | 07/11/2011 11:22 |
$125.03 | 2.78% | 6.54% |
13.26% |
Short | 05/11/2011 14:31 |
$125.95 | 06/01/2011 12:51 |
$123.68 | 1.80% | 3.66% |
7.30% |
Long | 05/05/2011 12:17 |
$126.63 | 05/11/2011 14:31 |
$125.95 | -0.54% | 1.83% |
3.57% |
Long | 04/20/2011 10:33 |
$124.35 | 04/27/2011 11:43 |
$125.87 | 1.22% | 2.38% |
4.69% |
Short | 04/12/2011 12:34 |
$122.32 | 04/20/2011 10:33 |
$124.34 | -1.65% | 1.14% |
2.19% |
Long | 03/21/2011 12:31 |
$120.3 | 04/12/2011 12:34 |
$122.32 | 1.68% | 2.84% |
5.68% |
Short | 03/10/2011 10:33 |
$119.92 | 03/21/2011 12:31 |
$120.3 | -0.32% | 1.14% |
2.25% |
Long | 03/08/2011 12:31 |
$122.2 | 03/09/2011 10:32 |
$122.18 | -0.02% | 1.46% |
2.90% |
Short | 03/04/2011 13:34 |
$121.03 | 03/07/2011 11:34 |
$120.87 | 0.13% | 1.48% |
2.94% |
Long | 02/28/2011 14:33 |
$121.79 | 03/04/2011 13:34 |
$121.03 | -0.62% | 1.35% |
2.67% |
Short | 02/23/2011 12:31 |
$120.96 | 02/25/2011 11:31 |
$120.99 | -0.02% | 1.98% |
3.96% |
Long | 01/31/2011 12:32 |
$118.58 | 02/23/2011 12:33 |
$120.96 | 2.01% | 2.01% |
4.01% |
@Index-Trading-System |
DIA - 2010 Year
(real-time monitored trading system results)
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound Return |
Margin Compound Return |
Long | 9/15/2010 14:44 |
$105.57 | 1/12/2011 10:48 |
$117.29 | 11.10% | 18.22% |
37.35% |
Long | 9/3/2010 11:11 |
$103.91 | 9/7/2010 09:33 |
$104.05 | 0.13% | 6.40% |
12.40% |
Short | 8/30/2010 13:58 |
$100.78 | 8/31/2010 15:32 |
$100.12 | 0.65% | 6.26% |
12.10% |
Short | 8/19/2010 11:07 |
$102.97 | 8/26/2010 09:37 |
$100.87 | 2.04% | 5.57% |
10.65% |
Long | 7/22/2010 14:07 |
$103.5 | 7/23/2010 14:30 |
$104.25 | 0.72% | 3.46% |
6.31% |
Long | 7/19/2010 11:19 |
$101.2 | 7/21/2010 10:48 |
$102.43 | 1.22% | 2.72% |
4.79% |
Long | 7/6/2010 10:05 |
$98.33 | 7/8/2010 13:02 |
$100.65 | 2.36% | 1.48% |
2.30% |
Long | 6/21/2010 09:55 |
$105.76 | 6/23/2010 09:46 |
$102.84 | -2.76% | -0.86% |
-2.31% |
Long | 5/17/2010 09:43 |
$106.61 | 6/18/2010 15:16 |
$104.46 | -2.02% | 1.96% |
3.40% |
Long | 5/6/2010 15:44 |
$105.41 | 5/11/2010 12:30 |
$108.32 | 2.76% | 4.06% |
7.75% |
Short | 5/4/2010 10:58 |
$109.16 | 5/6/2010 15:22 |
$104.38 | 4.38% | 1.26% |
2.11% |
Short | 3/15/2010 15:14 |
$106.27 | 4/20/2010 11:03 |
$111.11 | -4.55% | -2.99% |
-6.11% |
Long | 2/24/2010 13:19 |
$103.87 | 3/3/2010 15:32 |
$104.09 | 0.21% | 1.64% |
3.30% |
Long | 2/3/2010 13:37 |
$103 | 2/22/2010 09:51 |
$103.92 | 0.89% | 1.43% |
2.86% |
Long | 1/25/2010 12:03 |
$102.07 | 2/2/2010 13:17 |
$102.61 | 0.53% | 0.53% |
1.06% |
@Index-Trading-System |
DIA - 2009 Year
(real-time monitored trading system results)
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return | Compound Return |
Margin Compound Return |
Short | 12/17/2009 12:33 |
$103.54 | 1/22/2010 12:57 |
$103.41 | 0.13% | 15.15% |
30.44% |
Short | 12/8/2009 09:47 |
$102.76 | 12/16/2009 09:46 |
$105.21 | -2.38% | 15.00% |
30.11% |
Long | 12/2/2009 15:54 |
$104.6 | 12/3/2009 12:46 |
$104.62 | 0.02% | 17.81% |
36.63% |
Long | 11/27/2009 11:45 |
$103.49 | 12/1/2009 15:35 |
$104.72 | 1.19% | 17.79% |
36.57% |
Long | 11/19/2009 15:46 |
$103.76 | 11/25/2009 15:40 |
$104.64 | 0.85% | 16.41% |
33.40% |
Long | 11/16/2009 09:41 |
$103.75 | 11/18/2009 10:50 |
$104.33 | 0.56% | 15.43% |
31.18% |
Long | 10/30/2009 12:01 |
$98.16 | 11/10/2009 13:27 |
$102.35 | 4.27% | 14.79% |
29.73% |
Short | 10/20/2009 09:41 |
$100.67 | 10/28/2009 15:31 |
$97.93 | 2.72% | 10.09% |
19.52% |
Long | 10/14/2009 11:34 |
$99.95 | 10/16/2009 13:38 |
$100.03 | 0.08% | 7.17% |
13.35% |
Long | 9/30/2009 15:23 |
$96.8 | 10/13/2009 09:43 |
$98.61 | 1.87% | 7.09% |
13.17% |
Short | 9/21/2009 11:50 |
$97.89 | 9/28/2009 09:47 |
$97.55 | 0.35% | 5.12% |
9.09% |
Short | 9/14/2009 14:00 |
$96.08 | 9/16/2009 14:26 |
$98.05 | -2.05% | 4.76% |
8.34% |
Short | 9/11/2009 15:12 |
$96.13 | 9/14/2009 09:35 |
$95.6 | 0.55% | 6.95% |
12.97% |
Long | 9/4/2009 14:46 |
$94.37 | 9/9/2009 10:47 |
$95.35 | 1.04% | 6.36% |
11.74% |
Long | 9/4/2009 11:23 |
$93.67 | 9/4/2009 12:47 |
$94.31 | 0.68% | 5.27% |
9.47% |
Short | 8/27/2009 10:26 |
$94.81 | 9/2/2009 09:36 |
$93.21 | 1.69% | 4.55% |
7.99% |
Short | 8/11/2009 15:34 |
$92.74 | 8/21/2009 10:22 |
$94.97 | -2.40% | 2.82% |
4.47% |
Short | 7/21/2009 11:58 |
$88.33 | 8/7/2009 14:15 |
$94.39 | -6.86% | 5.35% |
9.74% |
Long | 7/15/2009 09:35 |
$84.63 | 7/15/2009 11:42 |
$85.54 | 1.08% | 13.11% |
27.20% |
Long | 7/8/2009 13:18 |
$81.55 | 7/13/2009 15:15 |
$83.03 | 1.81% | 11.91% |
24.52% |
Short | 6/30/2009 11:10 |
$84.16 | 7/6/2009 12:16 |
$82.56 | 1.90% | 9.91% |
20.16% |
Short | 6/23/2009 10:15 |
$83.18 | 6/24/2009 15:08 |
$82.81 | 0.44% | 7.86% |
15.76% |
Long | 6/9/2009 14:19 |
$88.13 | 6/22/2009 09:42 |
$84.38 | -4.26% | 7.39% |
14.74% |
Long | 6/1/2009 15:24 |
$87.31 | 6/5/2009 10:07 |
$87.54 | 0.26% | 12.16% |
25.41% |
Short | 5/21/2009 10:58 |
$82.67 | 5/27/2009 09:34 |
$84.65 | -2.40% | 11.86% |
24.75% |
Short | 5/13/2009 09:37 |
$83.46 | 5/13/2009 13:55 |
$83.19 | 0.32% | 14.61% |
31.03% |
Long | 4/29/2009 15:08 |
$82.04 | 5/4/2009 15:22 |
$83.88 | 2.24% | 14.24% |
30.18% |
Long | 4/24/2009 14:17 |
$80.35 | 4/27/2009 11:53 |
$81.09 | 0.92% | 11.73% |
24.60% |
Long | 4/21/2009 11:15 |
$78.74 | 4/22/2009 10:39 |
$80.24 | 1.91% | 10.71% |
22.34% |
Long | 4/15/2009 11:21 |
$79.32 | 4/16/2009 10:37 |
$80.22 | 1.13% | 8.64% |
17.85% |
Long | 4/8/2009 11:23 |
$78.28 | 4/9/2009 10:08 |
$80.38 | 2.68% | 7.43% |
15.24% |
Long | 2/11/2009 11:18 |
$79.83 | 4/2/2009 11:04 |
$79.95 | 0.15% | 4.62% |
9.37% |
Long | 2/10/2009 13:43 |
$79.55 | 2/10/2009 15:55 |
$79.03 | -0.65% | 4.46% |
9.04% |
Long | 2/4/2009 14:16 |
$79.8 | 2/5/2009 12:17 |
$80.72 | 1.15% | 5.15% |
10.49% |
Long | 2/2/2009 12:48 |
$79.82 | 2/4/2009 10:56 |
$81.33 | 1.89% | 3.95% |
8.00% |
Long | 1/28/2009 09:39 |
$83.01 | 1/28/2009 13:40 |
$83.38 | 0.45% | 2.02% |
4.06% |
Long | 1/26/2009 12:11 |
$81.65 | 1/27/2009 09:53 |
$81.73 | 0.10% | 1.57% |
3.14% |
Long | 1/21/2009 13:04 |
$80.35 | 1/22/2009 14:09 |
$81.53 | 1.47% | 1.47% |
2.94% |
@Index-Trading-System |
DIA - 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 09:32 |
$111.72 | 9/5/2008 11:51 |
$111.41 | 0.28% | 13.13% |
25.70% |
Long | 9/2/2008 11:37 |
$117.46 | 9/5/2008 09:32 |
$111.72 | -4.89% | 12.82% |
25.01% |
Short | 9/2/2008 11:26 |
$117.21 | 9/2/2008 11:37 |
$117.46 | -0.21% | 18.62% |
38.55% |
Long | 9/2/2008 09:32 |
$117.25 | 9/2/2008 11:26 |
$117.21 | -0.03% | 18.87% |
39.14% |
Long | 8/26/2008 10:12 |
$113.9 | 8/28/2008 15:35 |
$116.99 | 2.71% | 18.91% |
39.24% |
Long | 8/22/2008 09:35 |
$115.26 | 8/25/2008 14:26 |
$114.1 | -1.01% | 15.77% |
32.07% |
Short | 8/18/2008 12:56 |
$114.69 | 8/19/2008 15:41 |
$113.37 | 1.15% | 16.95% |
34.78% |
Short | 8/15/2008 10:07 |
$115.98 | 8/15/2008 15:55 |
$116.54 | -0.48% | 15.62% |
31.75% |
Short | 8/12/2008 15:55 |
$116.48 | 8/14/2008 09:41 |
$115.08 | 1.20% | 16.18% |
33.04% |
Long | 8/12/2008 14:26 |
$117.12 | 8/12/2008 15:55 |
$116.48 | -0.55% | 14.80% |
29.91% |
Short | 8/12/2008 12:26 |
$117.23 | 8/12/2008 14:26 |
$117.12 | 0.09% | 15.43% |
31.35% |
Short | 8/7/2008 13:28 |
$115.62 | 8/8/2008 09:54 |
$114.96 | 0.57% | 15.32% |
31.10% |
Long | 8/5/2008 09:39 |
$114.01 | 8/6/2008 10:37 |
$115.65 | 1.44% | 14.67% |
29.62% |
Long | 7/29/2008 10:10 |
$112.47 | 8/1/2008 09:44 |
$113.72 | 1.11% | 13.04% |
26.00% |
Long | 7/23/2008 15:43 |
$116.11 | 7/25/2008 15:55 |
$113.61 | -2.15% | 11.80% |
23.26% |
Long | 7/23/2008 09:33 |
$115.74 | 7/23/2008 11:57 |
$115.95 | 0.18% | 14.26% |
28.80% |
Short | 7/21/2008 11:26 |
$114.97 | 7/23/2008 09:33 |
$115.74 | -0.67% | 14.05% |
28.34% |
Long | 7/16/2008 12:27 |
$111 | 7/21/2008 11:26 |
$114.97 | 3.58% | 14.82% |
30.08% |
Short | 7/15/2008 10:10 |
$108.62 | 7/16/2008 12:27 |
$111 | -2.19% | 10.85% |
21.40% |
Long | 7/11/2008 15:51 |
$111.27 | 7/15/2008 10:10 |
$108.55 | -2.44% | 13.34% |
26.96% |
Long | 7/10/2008 12:08 |
$112.14 | 7/11/2008 11:26 |
$110.23 | -1.70% | 16.18% |
33.49% |
Short | 7/9/2008 15:26 |
$112.42 | 7/9/2008 15:48 |
$111.73 | 0.61% | 18.19% |
38.19% |
Long | 7/1/2008 11:00 |
$113.4 | 7/9/2008 15:26 |
$112.43 | -0.86% | 17.47% |
36.52% |
Short | 6/26/2008 15:53 |
$114.62 | 7/1/2008 11:00 |
$113.4 | 1.06% | 18.48% |
38.89% |
Long | 6/23/2008 13:42 |
$118.48 | 6/26/2008 15:53 |
$114.62 | -3.26% | 17.24% |
36.00% |
Short | 6/17/2008 11:26 |
$122.45 | 6/17/2008 13:39 |
$122.31 | 0.11% | 21.18% |
45.48% |
Long | 6/10/2008 15:55 |
$123.17 | 6/17/2008 11:26 |
$122.45 | -0.58% | 21.05% |
45.15% |
Short | 6/6/2008 10:24 |
$124.04 | 6/6/2008 13:48 |
$123.41 | 0.51% | 21.76% |
46.86% |
Long | 6/4/2008 11:11 |
$124.87 | 6/6/2008 10:24 |
$124.04 | -0.66% | 21.14% |
45.39% |
Short | 6/2/2008 10:31 |
$125 | 6/2/2008 12:47 |
$124.32 | 0.54% | 21.95% |
47.35% |
Long | 5/27/2008 14:24 |
$125.06 | 5/30/2008 12:51 |
$126.63 | 1.26% | 21.29% |
45.76% |
Short | 5/16/2008 15:26 |
$129.74 | 5/20/2008 12:47 |
$128.26 | 1.14% | 19.79% |
42.19% |
Long | 5/8/2008 13:26 |
$128.65 | 5/14/2008 15:46 |
$129.15 | 0.39% | 18.44% |
39.02% |
Short | 5/5/2008 13:26 |
$129.57 | 5/7/2008 15:48 |
$128.4 | 0.90% | 17.98% |
37.95% |
Long | 4/24/2008 12:24 |
$128.61 | 4/28/2008 12:27 |
$129.06 | 0.35% | 16.92% |
35.50% |
Short | 4/21/2008 14:24 |
$127.57 | 4/24/2008 12:24 |
$128.61 | -0.82% | 16.52% |
34.56% |
Long | 4/14/2008 10:26 |
$123.16 | 4/21/2008 14:24 |
$127.57 | 3.58% | 17.47% |
36.79% |
Short | 4/3/2008 15:26 |
$126.23 | 4/7/2008 15:26 |
$126.14 | 0.07% | 13.41% |
27.65% |
Long | 3/31/2008 10:27 |
$121.79 | 4/3/2008 15:26 |
$126.23 | 3.65% | 13.33% |
27.46% |
Long | 3/17/2008 15:58 |
$120.06 | 3/27/2008 10:27 |
$123.71 | 3.04% | 9.35% |
18.80% |
Long | 3/11/2008 11:29 |
$119.74 | 3/14/2008 13:29 |
$119.45 | -0.24% | 6.12% |
11.99% |
Short | 3/10/2008 10:29 |
$118.78 | 3/11/2008 11:29 |
$119.74 | -0.81% | 6.38% |
12.54% |
Long | 3/5/2008 14:29 |
$122.13 | 3/10/2008 10:29 |
$118.78 | -2.74% | 7.24% |
14.39% |
Short | 2/28/2008 11:29 |
$125.64 | 3/5/2008 14:29 |
$122.13 | 2.79% | 10.27% |
21.03% |
Long | 2/25/2008 10:29 |
$124.37 | 2/28/2008 11:29 |
$125.64 | 1.02% | 7.27% |
14.62% |
Short | 2/19/2008 14:29 |
$124.29 | 2/21/2008 10:29 |
$124.43 | -0.11% | 6.19% |
12.33% |
Long | 2/19/2008 13:29 |
$124.58 | 2/19/2008 14:29 |
$124.29 | -0.23% | 6.31% |
12.58% |
Short | 2/14/2008 15:58 |
$123.88 | 2/19/2008 13:29 |
$124.58 | -0.57% | 6.55% |
13.11% |
Short | 2/4/2008 14:29 |
$126.61 | 2/8/2008 15:29 |
$121.59 | 3.96% | 7.16% |
14.40% |
Long | 1/18/2008 11:29 |
$121.5 | 2/4/2008 14:29 |
$126.61 | 4.21% | 3.07% |
6.00% |
Short | 1/17/2008 11:29 |
$123.62 | 1/18/2008 11:29 |
$121.5 | 1.71% | -1.09% |
-2.23% |
Long | 1/16/2008 12:29 |
$125.27 | 1/17/2008 11:29 |
$123.62 | -1.32% | -2.75% |
-5.47% |
Long | 1/7/2008 13:29 |
$128.39 | 1/11/2008 13:29 |
$126.52 | -1.46% | -1.46% |
-2.91% |
@Index-Trading-System |
DIA - 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
12:29 |
$133.91 |
1/7/2008
13:29 |
$128.39 |
4.12% |
24.70% |
53.05% |
Long |
12/19/2007
12:29 |
$132.2 |
12/27/2007
12:29 |
$133.91 |
1.29% |
19.77% |
41.39% |
Short |
12/11/2007
12:29 |
$137.25 |
12/12/2007
10:29 |
$136.41 |
0.61% |
18.24% |
37.83% |
Short |
12/3/2007
12:29 |
$133.95 |
12/5/2007
12:29 |
$134.37 |
-0.31% |
17.52% |
36.16% |
Long |
11/21/2007
10:29 |
$128.9 |
12/3/2007
12:29 |
$133.95 |
3.92% |
17.89% |
37.02% |
Long |
11/20/2007
12:29 |
$129.93 |
11/21/2007
10:29 |
$128.9 |
-0.79% |
13.44% |
27.07% |
Long |
11/12/2007
11:29 |
$131.38 |
11/16/2007
15:29 |
$130.99 |
-0.30% |
14.35% |
29.11% |
Short |
11/7/2007
12:29 |
$134.91 |
11/12/2007
11:29 |
$131.38 |
2.62% |
14.69% |
29.88% |
Long |
11/6/2007
15:29 |
$136.17 |
11/7/2007
12:29 |
$134.91 |
-0.93% |
11.77% |
23.42% |
Short |
11/1/2007
11:29 |
$137.37 |
11/6/2007
15:29 |
$136.17 |
0.87% |
12.81% |
25.75% |
Long |
10/23/2007
11:29 |
$135.37 |
10/25/2007
15:58 |
$136.7 |
0.98% |
11.83% |
23.59% |
Short |
10/19/2007
15:58 |
$135.17 |
10/23/2007
11:29 |
$135.37 |
-0.15% |
10.74% |
21.21% |
Long |
10/18/2007
13:29 |
$138.72 |
10/19/2007
15:58 |
$135.17 |
-2.56% |
10.91% |
21.57% |
Short |
10/2/2007
13:29 |
$140.02 |
10/5/2007
12:29 |
$140.62 |
-0.43% |
13.82% |
28.13% |
Long |
10/2/2007
11:29 |
$140.48 |
10/2/2007
13:29 |
$140.02 |
-0.33% |
14.31% |
29.24% |
Short |
10/2/2007
10:29 |
$140.52 |
10/2/2007
11:29 |
$140.48 |
0.03% |
14.69% |
30.09% |
Long |
10/1/2007
15:58 |
$140.68 |
10/2/2007
10:29 |
$140.52 |
-0.11% |
14.65% |
30.01% |
Short |
9/28/2007
10:29 |
$138.7 |
10/1/2007
15:58 |
$140.68 |
-1.43% |
14.78% |
30.31% |
Long |
9/27/2007
15:58 |
$138.94 |
9/28/2007
10:29 |
$138.7 |
-0.17% |
16.45% |
34.14% |
Short |
9/27/2007
11:29 |
$138.63 |
9/27/2007
15:58 |
$138.94 |
-0.22% |
16.65% |
34.60% |
Long |
9/26/2007
15:58 |
$138.57 |
9/27/2007
11:29 |
$138.63 |
0.04% |
16.91% |
35.21% |
Short |
9/24/2007
11:29 |
$138.52 |
9/26/2007
15:58 |
$138.57 |
-0.04% |
16.86% |
35.09% |
Long |
9/10/2007
12:29 |
$130.84 |
9/24/2007
11:29 |
$138.52 |
5.87% |
16.90% |
35.19% |
Short |
9/5/2007
13:29 |
$133.1 |
9/10/2007
12:29 |
$130.84 |
1.70% |
10.42% |
20.99% |
Long |
8/29/2007
15:58 |
$132.83 |
9/5/2007
13:29 |
$133.1 |
0.20% |
8.58% |
17.01% |
Short |
8/27/2007
11:29 |
$133.19 |
8/29/2007
15:58 |
$132.83 |
0.27% |
8.36% |
16.54% |
Long |
8/24/2007
13:29 |
$133.08 |
8/27/2007
11:29 |
$133.19 |
0.08% |
8.06% |
15.91% |
Short |
8/23/2007
13:29 |
$131.7 |
8/24/2007
13:29 |
$133.08 |
-1.05% |
7.98% |
15.72% |
Long |
8/22/2007
15:58 |
$132.3 |
8/23/2007
13:29 |
$131.7 |
-0.45% |
9.12% |
18.20% |
Short |
8/21/2007
15:58 |
$130.78 |
8/22/2007
15:58 |
$132.3 |
-1.16% |
9.62% |
19.28% |
Long |
8/17/2007
10:29 |
$129.81 |
8/20/2007
13:29 |
$129.89 |
0.06% |
10.90% |
22.12% |
Short |
8/9/2007
11:29 |
$135.2 |
8/17/2007
10:29 |
$129.81 |
3.99% |
10.84% |
21.97% |
Short |
8/3/2007
10:29 |
$133.79 |
8/8/2007
10:29 |
$135.89 |
-1.57% |
6.59% |
12.96% |
Long |
8/2/2007
15:58 |
$134.52 |
8/3/2007
10:29 |
$133.79 |
-0.54% |
8.29% |
16.62% |
Short |
8/2/2007
13:29 |
$133.69 |
8/2/2007
15:58 |
$134.52 |
-0.62% |
8.88% |
17.90% |
Long |
7/31/2007
12:29 |
$134.34 |
8/2/2007
13:29 |
$133.69 |
-0.48% |
9.56% |
19.39% |
Long |
7/23/2007
11:29 |
$139.43 |
7/24/2007
12:29 |
$138.65 |
-0.56% |
10.09% |
20.55% |
Short |
7/17/2007
14:29 |
$140.1 |
7/23/2007
11:29 |
$139.43 |
0.48% |
10.71% |
21.92% |
Short |
7/6/2007
12:29 |
$135.83 |
7/12/2007
10:29 |
$136.8 |
-0.71% |
10.18% |
20.76% |
Long |
7/6/2007
11:29 |
$136.04 |
7/6/2007
12:29 |
$135.83 |
-0.15% |
10.98% |
22.51% |
Short |
7/5/2007
14:29 |
$135.46 |
7/6/2007
11:29 |
$136.04 |
-0.43% |
11.15% |
22.89% |
Long |
7/2/2007
15:29 |
$135.12 |
7/5/2007
14:29 |
$135.46 |
0.25% |
11.62% |
23.95% |
Short |
6/28/2007
10:29 |
$134.1 |
7/2/2007
15:29 |
$135.12 |
-0.76% |
11.34% |
23.33% |
Long |
6/25/2007
12:29 |
$134.63 |
6/28/2007
10:29 |
$134.1 |
-0.39% |
12.20% |
25.24% |
Short |
6/19/2007
15:58 |
$136.17 |
6/25/2007
12:29 |
$134.63 |
1.13% |
12.64% |
26.23% |
Long |
6/11/2007
13:29 |
$134.65 |
6/12/2007
15:58 |
$133.02 |
-1.21% |
11.38% |
23.44% |
Short |
5/17/2007
15:29 |
$135.21 |
6/1/2007
10:29 |
$136.55 |
-0.99% |
12.75% |
26.50% |
Long |
5/11/2007
10:29 |
$132.94 |
5/17/2007
15:29 |
$135.21 |
1.71% |
13.88% |
29.06% |
Short |
5/8/2007
11:29 |
$132.55 |
5/9/2007
15:29 |
$133.72 |
-0.88% |
11.96% |
24.80% |
Short |
4/24/2007
10:29 |
$129 |
5/1/2007
15:29 |
$131.05 |
-1.59% |
12.96% |
27.04% |
Short |
4/18/2007
15:58 |
$128.03 |
4/20/2007
10:29 |
$129.16 |
-0.88% |
14.78% |
31.21% |
Short |
4/9/2007
15:29 |
$125.69 |
4/16/2007
11:29 |
$126.99 |
-1.03% |
15.81% |
33.57% |
Long |
3/30/2007
13:29 |
$123.18 |
4/9/2007
15:29 |
$125.69 |
2.04% |
17.02% |
36.39% |
Short |
3/23/2007
10:29 |
$124.63 |
3/30/2007
13:29 |
$123.18 |
1.16% |
14.68% |
31.05% |
Long |
3/16/2007
11:29 |
$121.18 |
3/23/2007
10:29 |
$124.63 |
2.85% |
13.36% |
28.07% |
Short |
3/13/2007
10:29 |
$122.8 |
3/16/2007
11:29 |
$121.18 |
1.32% |
10.22% |
21.17% |
Long |
3/6/2007
12:29 |
$121.41 |
3/13/2007
10:29 |
$122.8 |
1.14% |
8.79% |
18.05% |
Short |
3/2/2007
15:58 |
$121.14 |
3/6/2007
12:29 |
$121.41 |
-0.22% |
7.56% |
15.41% |
Long |
3/2/2007
15:29 |
$121.63 |
3/2/2007
15:58 |
$121.14 |
-0.40% |
7.80% |
15.93% |
Short |
2/16/2007
14:29 |
$127.43 |
3/2/2007
15:29 |
$121.63 |
4.55% |
8.23% |
16.87% |
Long |
2/13/2007
11:29 |
$126.28 |
2/16/2007
14:29 |
$127.43 |
0.91% |
3.52% |
7.12% |
Short |
2/2/2007
14:29 |
$126.36 |
2/13/2007
11:29 |
$126.28 |
0.06% |
2.59% |
5.20% |
Long |
1/30/2007
12:29 |
$125 |
2/2/2007
14:29 |
$126.36 |
1.09% |
2.52% |
5.07% |
Long |
1/23/2007
12:29 |
$125.12 |
1/26/2007
12:29 |
$124.56 |
-0.45% |
1.42% |
2.83% |
Short |
1/17/2007
11:29 |
$125.6 |
1/23/2007
12:29 |
$125.12 |
0.38% |
1.87% |
3.76% |
Long |
1/10/2007
12:29 |
$123.76 |
1/17/2007
11:29 |
$125.6 |
1.49% |
1.49% |
2.97% |
@Index-Trading-System |
DIA - 2006 Year
(back tested trading system results)
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return |
Compound
Return |
Margin
Compound
Return |
Long |
12/26/2006
15:29 |
$123.83 |
12/29/2006
14:29 |
$124.78 |
0.77% |
5.05% |
9.77% |
Short |
12/19/2006
15:29 |
$124.51 |
12/26/2006
15:29 |
$123.83 |
0.55% |
4.25% |
8.11% |
Short |
12/7/2006
11:29 |
$123 |
12/8/2006
11:29 |
$123.23 |
-0.19% |
3.69% |
6.95% |
Long |
11/29/2006
12:29 |
$122.08 |
12/1/2006
15:58 |
$121.89 |
-0.16% |
3.88% |
7.35% |
Short |
11/20/2006
10:29 |
$123.13 |
11/29/2006
12:29 |
$122.08 |
0.85% |
4.04% |
7.68% |
Long |
11/16/2006
15:58 |
$123.27 |
11/20/2006
10:29 |
$123.13 |
-0.11% |
3.16% |
5.88% |
Short |
11/16/2006
11:29 |
$123.04 |
11/16/2006
15:58 |
$123.27 |
-0.19% |
3.28% |
6.12% |
Short |
11/9/2006
14:29 |
$121.18 |
11/14/2006
15:29 |
$122.27 |
-0.90% |
3.47% |
6.52% |
Long |
11/6/2006
12:29 |
$120.7 |
11/9/2006
14:29 |
$121.18 |
0.40% |
4.41% |
8.47% |
Short |
10/25/2006
12:29 |
$120.8 |
11/6/2006
12:29 |
$120.7 |
0.08% |
4.00% |
7.61% |
Long |
10/10/2006
11:29 |
$118.7 |
10/17/2006
12:29 |
$119.09 |
0.33% |
3.91% |
7.43% |
Short |
10/6/2006
12:29 |
$118.14 |
10/10/2006
11:29 |
$118.7 |
-0.47% |
3.57% |
6.73% |
Short |
9/28/2006
14:29 |
$116.98 |
10/2/2006
15:29 |
$116.79 |
0.16% |
4.07% |
7.75% |
Short |
9/14/2006
15:58 |
$115.39 |
9/20/2006
15:58 |
$116.06 |
-0.58% |
3.90% |
7.40% |
Long |
9/8/2006
15:29 |
$113.98 |
9/14/2006
15:58 |
$115.39 |
1.24% |
4.51% |
8.67% |
Short |
9/6/2006
11:29 |
$114.28 |
9/8/2006
15:29 |
$113.98 |
0.26% |
3.23% |
6.04% |
Long |
9/1/2006
13:29 |
$114.67 |
9/6/2006
11:29 |
$114.28 |
-0.34% |
2.96% |
5.49% |
Short |
8/31/2006
11:29 |
$113.72 |
9/1/2006
13:29 |
$114.67 |
-0.84% |
3.31% |
6.21% |
Long |
8/30/2006
10:29 |
$113.87 |
8/31/2006
11:29 |
$113.72 |
-0.13% |
4.18% |
8.02% |
Short |
8/29/2006
12:29 |
$113.1 |
8/30/2006
10:29 |
$113.87 |
-0.68% |
4.32% |
8.30% |
Long |
8/24/2006
10:29 |
$113.01 |
8/29/2006
12:29 |
$113.1 |
0.08% |
5.03% |
9.80% |
Short |
8/18/2006
15:29 |
$113.58 |
8/24/2006
10:29 |
$113.01 |
0.50% |
4.95% |
9.62% |
Short |
8/7/2006
11:29 |
$111.91 |
8/8/2006
10:29 |
$112.59 |
-0.61% |
4.42% |
8.53% |
Short |
8/1/2006
11:29 |
$111.05 |
8/3/2006
15:58 |
$112.38 |
-1.20% |
5.06% |
9.87% |
Long |
7/28/2006
10:29 |
$111.46 |
8/1/2006
11:29 |
$111.05 |
-0.37% |
6.34% |
12.56% |
Short |
7/27/2006
15:58 |
$110.89 |
7/28/2006
10:29 |
$111.46 |
-0.51% |
6.73% |
13.40% |
Long |
7/25/2006
15:29 |
$111 |
7/27/2006
15:58 |
$110.89 |
-0.10% |
7.28% |
14.58% |
Short |
7/21/2006
15:29 |
$108.6 |
7/25/2006
15:29 |
$111 |
-2.21% |
7.39% |
14.80% |
Long |
7/18/2006
14:29 |
$107.53 |
7/21/2006
15:29 |
$108.6 |
1.00% |
9.81% |
20.11% |
Short |
7/5/2006
14:29 |
$111.57 |
7/6/2006
13:29 |
$112.27 |
-0.63% |
8.73% |
17.77% |
Short |
6/23/2006
14:29 |
$110.31 |
6/26/2006
15:58 |
$110.37 |
-0.05% |
9.42% |
19.26% |
Short |
6/19/2006
13:29 |
$109.38 |
6/21/2006
10:29 |
$110.52 |
-1.04% |
9.48% |
19.39% |
Long |
6/13/2006
10:29 |
$108.11 |
6/19/2006
13:29 |
$109.38 |
1.17% |
10.63% |
21.94% |
Short |
6/12/2006
15:58 |
$107.98 |
6/13/2006
10:29 |
$108.11 |
-0.12% |
9.35% |
19.14% |
Long |
6/8/2006
10:29 |
$109 |
6/12/2006
15:58 |
$107.98 |
-0.94% |
9.48% |
19.42% |
Short |
6/5/2006
13:29 |
$111.65 |
6/8/2006
10:29 |
$109 |
2.37% |
10.51% |
21.70% |
Long |
6/2/2006
11:29 |
$112.28 |
6/5/2006
13:29 |
$111.65 |
-0.56% |
7.95% |
16.19% |
Short |
5/30/2006
13:29 |
$111.45 |
6/2/2006
11:29 |
$112.28 |
-0.74% |
8.56% |
17.51% |
Long |
5/22/2006
11:29 |
$110.73 |
5/30/2006
13:29 |
$111.45 |
0.65% |
9.37% |
19.28% |
Short |
5/18/2006
15:29 |
$111.86 |
5/22/2006
11:29 |
$110.73 |
1.01% |
8.67% |
17.75% |
Long |
5/16/2006
12:29 |
$114.19 |
5/18/2006
15:29 |
$111.86 |
-2.04% |
7.58% |
15.42% |
Short |
5/10/2006
13:29 |
$116.47 |
5/16/2006
12:29 |
$114.19 |
1.96% |
9.82% |
20.33% |
Long |
5/4/2006
15:29 |
$114.41 |
5/10/2006
13:29 |
$116.47 |
1.80% |
7.71% |
15.80% |
Short |
5/1/2006
12:29 |
$113.88 |
5/4/2006
15:29 |
$114.41 |
-0.47% |
5.81% |
11.77% |
Long |
4/26/2006
11:29 |
$113.35 |
5/1/2006
12:29 |
$113.88 |
0.47% |
6.30% |
12.82% |
Short |
4/21/2006
13:29 |
$113.69 |
4/26/2006
11:29 |
$113.35 |
0.30% |
5.81% |
11.78% |
Long |
4/12/2006
13:29 |
$111.26 |
4/21/2006
13:29 |
$113.69 |
2.18% |
5.49% |
11.11% |
Short |
4/6/2006
12:29 |
$111.7 |
4/12/2006
13:29 |
$111.26 |
0.39% |
3.24% |
6.46% |
Short |
3/21/2006
10:29 |
$112.66 |
3/31/2006
14:29 |
$111.15 |
1.34% |
2.83% |
5.63% |
Long |
3/16/2006
10:29 |
$112.72 |
3/21/2006
10:29 |
$112.66 |
-0.05% |
1.47% |
2.87% |
Short |
3/15/2006
15:29 |
$112.35 |
3/16/2006
10:29 |
$112.72 |
-0.33% |
1.53% |
2.98% |
Long |
3/3/2006
10:29 |
$110.25 |
3/6/2006
13:29 |
$109.97 |
-0.25% |
1.86% |
3.66% |
Long |
2/22/2006
10:29 |
$111.1 |
2/23/2006
10:29 |
$110.75 |
-0.32% |
2.12% |
4.19% |
Short |
2/17/2006
11:29 |
$110.94 |
2/22/2006
10:29 |
$111.1 |
-0.14% |
2.44% |
4.85% |
Short |
2/13/2006
11:29 |
$109.19 |
2/14/2006
13:29 |
$110.17 |
-0.90% |
2.59% |
5.16% |
Long |
2/10/2006
14:29 |
$109.03 |
2/13/2006
11:29 |
$109.19 |
0.15% |
3.52% |
7.08% |
Short |
2/10/2006
11:29 |
$108.37 |
2/10/2006
14:29 |
$109.03 |
-0.61% |
3.37% |
6.77% |
Long |
2/8/2006
10:29 |
$108.01 |
2/10/2006
11:29 |
$108.37 |
0.33% |
4.00% |
8.08% |
Short |
1/31/2006
11:29 |
$108.69 |
2/8/2006
10:29 |
$108.01 |
0.63% |
3.66% |
7.37% |
Long |
1/26/2006
11:29 |
$107.64 |
1/31/2006
11:29 |
$108.69 |
0.98% |
3.01% |
6.04% |
Short |
1/25/2006
15:58 |
$107.05 |
1/26/2006
11:29 |
$107.64 |
-0.55% |
2.02% |
4.01% |
Long |
1/23/2006
13:29 |
$106.97 |
1/25/2006
15:58 |
$107.05 |
0.07% |
2.58% |
5.17% |
Short |
1/10/2006
11:29 |
$109.72 |
1/23/2006
13:29 |
$106.97 |
2.51% |
2.51% |
5.01% |
@Index-Trading-System |
|