SPDRs Trade History
The results do not include
any broker commissions, taxes, or interest earned on cash positions.
The following table contains all except
the most recent trades, which are only available to members.
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.
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 | 07/19/2011 10:29 |
$131.97 | 07/21/2011 14:38 |
$134.53 | 1.94% | 5.80% |
11.67% |
Long | 07/13/2011 10:25 |
$132.75 | 07/14/2011 10:31 |
$132.47 | -0.21% | 3.79% |
7.50% |
Short | 07/12/2011 12:31 |
$132.1 | 07/12/2011 15:02 |
$132.12 | -0.02% | 4.01% |
7.96% |
Short | 07/11/2011 11:06 |
$132.08 | 07/11/2011 15:06 |
$131.72 | 0.27% | 4.02% |
7.99% |
Long | 06/21/2011 11:45 |
$129.49 | 07/11/2011 11:06 |
$132.09 | 2.01% | 3.74% |
7.40% |
Short | 06/01/2011 14:31 |
$132.37 | 06/21/2011 11:45 |
$129.49 | 2.18% | 1.70% |
3.26% |
Short | 05/20/2011 10:32 |
$133.72 | 06/01/2011 12:50 |
$133.09 | 0.47% | -0.47% |
-1.05% |
Long | 05/19/2011 15:31 |
$134.59 | 05/20/2011 10:31 |
$133.83 | -0.56% | -0.93% |
-1.97% |
Short | 05/09/2011 10:31 |
$134.03 | 05/19/2011 15:34 |
$134.55 | -0.39% | -0.37% |
-0.85% |
Long | 05/06/2011 11:31 |
$135.49 | 05/06/2011 13:31 |
$134.44 | -0.77% | 0.02% |
-0.08% |
Short | 05/05/2011 15:31 |
$133.19 | 05/06/2011 11:31 |
$135.49 | -1.73% | 0.80% |
1.50% |
Long | 04/20/2011 11:31 |
$133.16 | 04/27/2011 11:43 |
$134.69 | 1.15% | 2.57% |
5.13% |
Short | 04/12/2011 10:31 |
$131.47 | 04/20/2011 11:31 |
$133.16 | -1.29% | 1.40% |
2.76% |
Long | 03/24/2011 11:31 |
$130.58 | 04/12/2011 10:31 |
$131.47 | 0.68% | 2.72% |
5.48% |
Long | 03/23/2011 15:31 |
$129.79 | 03/24/2011 11:31 |
$130.58 | 0.61% | 2.03% |
4.06% |
Short | 03/10/2011 10:31 |
$130.13 | 03/23/2011 15:31 |
$129.79 | 0.26% | 1.41% |
2.81% |
Long | 03/03/2011 13:32 |
$133.16 | 03/09/2011 11:34 |
$131.87 | -0.97% | 1.15% |
2.27% |
Short | 03/01/2011 14:23 |
$131.61 | 03/02/2011 11:34 |
$131.3 | 0.24% | 2.14% |
4.29% |
Long | 03/01/2011 09:30 |
$132.84 | 03/01/2011 03:34 |
$133.5 | 0.50% | 1.90% |
3.80% |
Short | 02/23/2011 09:34 |
$131.9 | 02/25/2011 10:33 |
$132.01 | -0.08% | 1.39% |
2.78% |
Long | 02/01/2011 10:34 |
$129.98 | 02/23/2011 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 |
|