|
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 |
| Short |
6/26/2008 15:52 |
$1,285.50 |
7/1/2008 10:59 |
$1,281.50 |
$2,000 |
$74,875 |
| Long |
6/25/2008 09:45 |
$1,326.25 |
6/26/2008 15:52 |
$1,285.50 |
$-20,375 |
$72,875 |
| Short |
6/20/2008 15:26 |
$1,321.00 |
6/23/2008 13:42 |
$1,321.75 |
$-375 |
$93,250 |
| Long |
6/19/2008 15:57 |
$1,342.25 |
6/20/2008 15:26 |
$1,321.00 |
$-10,625 |
$93,625 |
| Long |
6/12/2008 13:26 |
$1,347.00 |
6/17/2008 12:18 |
$1,357.50 |
$5,250 |
$104,250 |
| 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 |
$1,387.75 |
$3,250 |
$97,375 |
| Long |
5/27/2008 13:24 |
$1,377.50 |
5/30/2008 12:43 |
$1,402.75 |
$12,625 |
$94,125 |
| Short |
5/23/2008 14:24 |
$1,376.00 |
5/27/2008 13:24 |
$1,377.50 |
$-750 |
$81,500 |
| Long |
5/22/2008 13:24 |
$1,394.25 |
5/23/2008 14:24 |
$1,376.00 |
$-9,125 |
$82,250 |
| Short |
5/16/2008 14:26 |
$1,421.00 |
5/20/2008 12:40 |
$1,416.00 |
$2,500 |
$91,375 |
| Long |
5/8/2008 11:26 |
$1,398.00 |
5/13/2008 13:26 |
$1,401.50 |
$1,750 |
$88,875 |
| Short |
5/5/2008 11:26 |
$1,407.25 |
5/7/2008 15:47 |
$1,396.25 |
$5,500 |
$87,125 |
| Long |
4/24/2008 13:24 |
$1,390.75 |
4/28/2008 10:33 |
$1,402.00 |
$5,625 |
$81,625 |
| Short |
4/21/2008 13:24 |
$1,387.50 |
4/24/2008 13:24 |
$1,390.75 |
$-1,625 |
$76,000 |
| Long |
4/16/2008 10:26 |
$1,353.75 |
4/21/2008 13:24 |
$1,387.50 |
$16,875 |
$77,625 |
| Short |
4/15/2008 11:26 |
$1,326.75 |
4/16/2008 10:26 |
$1,353.75 |
$-13,500 |
$60,750 |
| Long |
4/14/2008 14:26 |
$1,331.75 |
4/15/2008 11:26 |
$1,326.75 |
$-2,500 |
$74,250 |
| Short |
4/11/2008 10:26 |
$1,347.00 |
4/14/2008 14:26 |
$1,331.75 |
$7,625 |
$76,750 |
| Long |
4/10/2008 15:57 |
$1,361.25 |
4/11/2008 10:26 |
$1,347.00 |
$-7,125 |
$69,125 |
| Short |
4/4/2008 11:26 |
$1,372.25 |
4/7/2008 13:26 |
$1,384.75 |
$-6,250 |
$76,250 |
| Long |
3/31/2008 11:27 |
$1,322.50 |
4/4/2008 11:26 |
$1,372.25 |
$24,875 |
$82,500 |
| Short |
3/28/2008 13:27 |
$1,328.75 |
3/31/2008 11:27 |
$1,322.50 |
$3,125 |
$57,625 |
| Long |
3/28/2008 10:27 |
$1,332.25 |
3/28/2008 13:27 |
$1,328.75 |
$-1,750 |
$54,500 |
| Short |
3/26/2008 14:27 |
$1,341.75 |
3/28/2008 10:27 |
$1,332.25 |
$4,750 |
$56,250 |
| Long |
3/18/2008 15:58 |
$1,328.75 |
3/26/2008 14:27 |
$1,341.75 |
$6,500 |
$51,500 |
| Short |
3/14/2008 10:29 |
$1,296.00 |
3/18/2008 15:58 |
$1,328.75 |
$-16,375 |
$45,000 |
| Long |
3/11/2008 14:29 |
$1,301.25 |
3/14/2008 10:29 |
$1,296.00 |
$-2,625 |
$61,375 |
| Short |
3/6/2008 13:29 |
$1,313.75 |
3/11/2008 14:29 |
$1,301.25 |
$6,250 |
$64,000 |
| Long |
3/5/2008 13:29 |
$1,328.50 |
3/6/2008 13:29 |
$1,313.75 |
$-7,375 |
$57,750 |
| Short |
2/27/2008 15:58 |
$1,380.00 |
3/5/2008 13:29 |
$1,328.50 |
$25,750 |
$65,125 |
| Long |
2/25/2008 10:29 |
$1,358.75 |
2/27/2008 15:58 |
$1,380.00 |
$10,625 |
$39,375 |
| Long |
2/20/2008 12:29 |
$1,351.75 |
2/21/2008 15:29 |
$1,344.50 |
$-3,625 |
$28,750 |
| Short |
2/14/2008 15:29 |
$1,356.25 |
2/20/2008 12:29 |
$1,351.75 |
$2,250 |
$32,375 |
| Long |
2/7/2008 14:29 |
$1,340.50 |
2/11/2008 11:29 |
$1,330.50 |
$-5,000 |
$30,125 |
| Short |
2/4/2008 15:58 |
$1,380.75 |
2/7/2008 14:29 |
$1,340.50 |
$20,125 |
$35,125 |
| Long |
1/31/2008 15:58 |
$1,375.50 |
2/4/2008 15:58 |
$1,380.75 |
$2,625 |
$15,000 |
| Short |
1/31/2008 15:29 |
$1,381.50 |
1/31/2008 15:58 |
$1,375.50 |
$3,000 |
$12,375 |
| Long |
1/23/2008 15:29 |
$1,329.75 |
1/31/2008 15:29 |
$1,381.50 |
$25,875 |
$9,375 |
| Short |
1/22/2008 11:29 |
$1,310.00 |
1/23/2008 15:29 |
$1,329.75 |
$-9,875 |
$-16,500 |
| Long |
1/18/2008 14:29 |
$1,325.25 |
1/22/2008 11:29 |
$1,310.00 |
$-7,625 |
$-6,625 |
| Short |
1/17/2008 12:29 |
$1,355.50 |
1/18/2008 14:29 |
$1,325.25 |
$15,125 |
$1,000 |
| Long |
1/16/2008 14:29 |
$1,391.25 |
1/17/2008 12:29 |
$1,355.50 |
$-17,875 |
$-14,125 |
| Long |
1/9/2008 10:29 |
$1,401.50 |
1/10/2008 11:29 |
$1,409.00 |
$3,750 |
$3,750 |
|
@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
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