|
Nasdaq 100 emini - 2008 Year
In the following table the results
represents the system that applies the QQQQ signals to Nasdaq 100 emini
futures contracts. The results does not include commission and
Exchange fees.
|
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on
5 contract |
Summary
Return on
5 contract |
| Long |
7/1/2008 11:01 |
$1,856.00 |
7/2/2008 11:26 |
$1,860.50 |
$450 |
$31,875 |
| Short |
6/26/2008 15:54 |
$1,864.00 |
7/1/2008 11:01 |
$1,856.00 |
$800 |
$31,425 |
| Long |
6/23/2008 13:59 |
$1,938.25 |
6/26/2008 15:54 |
$1,864.00 |
$-7,425 |
$30,625 |
| Long |
6/12/2008 12:10 |
$1,947.00 |
6/17/2008 12:18 |
$1,984.25 |
$3,725 |
$38,050 |
| Long |
6/4/2008 10:39 |
$2,017.00 |
6/6/2008 10:28 |
$2,028.75 |
$1,175 |
$34,325 |
| Short |
6/2/2008 10:26 |
$2,013.00 |
6/2/2008 12:47 |
$1,998.00 |
$1,500 |
$33,150 |
| Long |
5/30/2008 15:52 |
$2,039.75 |
6/2/2008 10:26 |
$2,013.00 |
$-2,675 |
$31,650 |
| Long |
5/29/2008 13:06 |
$2,030.00 |
5/30/2008 12:38 |
$2,036.25 |
$625 |
$34,325 |
| Long |
5/22/2008 15:24 |
$1,963.25 |
5/28/2008 12:26 |
$1,989.75 |
$2,650 |
$33,700 |
| Short |
5/19/2008 11:39 |
$2,047.75 |
5/20/2008 12:47 |
$2,001.00 |
$4,675 |
$31,050 |
| Long |
5/14/2008 09:50 |
$2,022.75 |
5/15/2008 12:42 |
$2,024.75 |
$200 |
$26,375 |
| Short |
5/13/2008 11:26 |
$1,988.75 |
5/14/2008 09:50 |
$2,022.75 |
$-3,400 |
$26,175 |
| Long |
5/8/2008 10:34 |
$1,964.00 |
5/13/2008 11:26 |
$1,988.75 |
$2,475 |
$29,575 |
| Short |
5/2/2008 15:57 |
$1,983.00 |
5/7/2008 15:52 |
$1,953.25 |
$2,975 |
$27,100 |
| Short |
4/21/2008 14:24 |
$1,904.50 |
4/24/2008 14:26 |
$1,944.00 |
$-3,950 |
$24,125 |
| Long |
4/18/2008 10:24 |
$1,892.25 |
4/21/2008 14:24 |
$1,904.50 |
$1,225 |
$28,075 |
| Short |
4/17/2008 11:25 |
$1,843.50 |
4/18/2008 10:24 |
$1,892.25 |
$-4,875 |
$26,850 |
| Long |
4/16/2008 11:26 |
$1,838.75 |
4/17/2008 11:25 |
$1,843.50 |
$475 |
$31,725 |
| Short |
4/15/2008 11:26 |
$1,786.50 |
4/16/2008 11:26 |
$1,838.75 |
$-5,225 |
$31,250 |
| Long |
4/14/2008 11:26 |
$1,797.75 |
4/15/2008 11:26 |
$1,786.50 |
$-1,125 |
$36,475 |
| Short |
4/11/2008 14:26 |
$1,808.50 |
4/14/2008 11:26 |
$1,797.75 |
$1,075 |
$37,600 |
| Long |
4/10/2008 15:26 |
$1,864.00 |
4/11/2008 14:26 |
$1,808.50 |
$-5,550 |
$36,525 |
| Short |
4/4/2008 11:26 |
$1,865.50 |
4/10/2008 15:26 |
$1,864.00 |
$150 |
$42,075 |
| Long |
3/31/2008 12:27 |
$1,782.00 |
4/4/2008 11:26 |
$1,865.50 |
$8,350 |
$41,925 |
| Short |
3/20/2008 15:57 |
$1,757.00 |
3/31/2008 12:27 |
$1,782.00 |
$-2,500 |
$33,575 |
| Long |
3/18/2008 11:28 |
$1,726.50 |
3/20/2008 15:57 |
$1,757.00 |
$3,050 |
$36,075 |
| Long |
3/11/2008 11:29 |
$1,705.75 |
3/14/2008 13:29 |
$1,712.50 |
$675 |
$33,025 |
| Long |
3/5/2008 12:29 |
$1,757.50 |
3/6/2008 11:29 |
$1,746.25 |
$-1,125 |
$32,350 |
| Short |
2/28/2008 10:29 |
$1,805.75 |
3/5/2008 12:29 |
$1,757.50 |
$4,825 |
$33,475 |
| Short |
2/14/2008 15:29 |
$1,797.50 |
2/20/2008 12:29 |
$1,783.00 |
$1,450 |
$28,650 |
| Long |
2/7/2008 11:29 |
$1,734.50 |
2/14/2008 15:29 |
$1,797.50 |
$6,300 |
$27,200 |
| Short |
2/4/2008 10:29 |
$1,851.25 |
2/7/2008 11:29 |
$1,734.50 |
$11,675 |
$20,900 |
| Long |
1/31/2008 10:29 |
$1,802.25 |
2/4/2008 10:29 |
$1,851.25 |
$4,900 |
$9,225 |
| Short |
1/17/2008 14:29 |
$1,863.00 |
1/28/2008 12:29 |
$1,801.25 |
$6,175 |
$4,325 |
| Long |
1/16/2008 12:29 |
$1,891.00 |
1/17/2008 14:29 |
$1,863.00 |
$-2,800 |
$-1,850 |
| Long |
1/9/2008 13:29 |
$1,920.25 |
1/15/2008 10:29 |
$1,929.75 |
$950 |
$950 |
|
@Index-Trading-System |
*
The value of an NASDAQ-100 E-mini futures contract is
calculated by applying a $20 multiplier to the index's present futures level
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