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DOW Trade History
(Archive) |
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Reviewed on:
June 6, 2003
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- The table below lists our system-generated
trading signals and the corresponding trading results that were
achieved.
- As of October 2002, all outcomes represent
'real-time' trades. Data prior to this date is the result of
back-testing.
- On May 31, 2003 we incorporated a new stop
loss procedure into our trading system. Our current stop-loss
system includes the following parameters:
- Stop-loss criteria are
hard-coded into the system and posted together with a signal
as soon as it is issued;
- Our stop-loss strategy is
100% mechanical; once issued, stop-loss percentages cannot
be increased;
- Stop-loss prices are
calculated on the basis of the particular security's closing
price on the same day a signal is issued;
- Stop-loss percentages are
calculated for a particular signal on the same day a signal
is issued;
- Stop-loss percentages may
vary depending on the security traded, the signal type, and
the strength of the prevailing market trend;
- Once a signal has been
posted, stop-loss percentages cannot be increased;
- Stop-loss percentages may
be reduced after a signal has been posted; however, they may
not be reduced under any circumstances;
- For long positions: Stop losses may never
be lowered (this could potentially increase losses), but
they may be raised (in order to limit losses);
- For short positions: Stop losses
may never be raised (this could potentially increase
losses), but they may be lowered (in order to limit losses);
- If the stop-loss threshold is hit during
market hours, our system will automatically generate a
"cash" signal that will be published at the same day.
- At the request of our subscribers, our
research group has back-tested the new stop-loss policy in order
to determine how changes would affect the performance of future
signals. (Click
here to see what changes were made);
-
Click here
to see the most current trade history (including the back-tested
trades prior to June 2003).
Entry
Date |
Type |
Entry
Price |
Exit
Price |
Exit to
Cash Date |
Return |
| 03/18/03 |
Short |
81.59 |
88.17 |
05/28/03 |
-8.1 % |
| 03/07/03 |
Short |
75.76 |
76.60 |
03/13/03 |
-1.1 % |
| 02/25/03 |
Short |
77.75 |
78.25 |
03/04/03 |
-0.6 % |
| 02/11/03 |
Short |
79.38 |
77.66 |
02/14/03 |
+2.2 % |
|
| 12/23/02 |
Short |
84.28 |
80.35 |
02/05/03 |
+4.7 % |
| 12/16/02 |
Short |
84.18 |
83.80 |
12/20/02 |
+0.5 % |
| 11/27/02 |
Long |
86.88 |
85.49 |
12/12/02 |
-1.6 % |
| 11/18/02 |
Long |
85.74 |
87.40 |
11/25/02 |
+1.9 % |
| 10/18/02 |
Long |
81.22 |
86.50 |
11/06/02 |
+6.5 % |
| 08/27/02 |
Short |
88.65 |
78.22 |
09/27/02 |
+11.8 % |
| 07/24/02 |
Long |
74.54 |
88.65 |
08/27/02 |
+18.9 % |
| 07/12/02 |
Long |
86.94 |
81.27 |
07/19/02 |
-6.5 % |
| 06/24/02 |
Long |
90.38 |
91.99 |
07/08/02 |
+1.8 % |
| 05/01/02 |
Long |
97.57 |
100.51 |
05/16/02 |
+3.0 % |
| 03/18/02 |
Short |
104.05 |
100.19 |
04/12/02 |
+3.7 % |
| 01/31/02 |
Long |
95.66 |
102.90 |
03/14/02 |
+7.6 % |
| 01/08/02 |
Short |
99.23 |
95.37 |
01/17/02 |
+3.9 % |
|
| 12/06/01 |
Short |
98.56 |
97.98 |
12/24/01 |
+0.6 % |
| 09/25/01 |
Long |
83.78 |
89.12 |
10/19/01 |
+6.4 % |
| 07/12/01 |
Long |
100.24 |
99.90 |
08/09/01 |
-0.3 % |
| 05/24/01 |
Short |
107.88 |
103.09 |
06/15/01 |
+4.4 % |
| 03/22/01 |
Long |
91.47 |
102.60 |
04/20/01 |
+12.2 % |
| 02/28/01 |
Long |
103.17 |
99.11 |
03/13/01 |
-3.9 % |
|
| 12/21/00 |
Long |
99.14 |
104.92 |
02/01/01 |
+5.8 % |
| 12/04/00 |
Long |
99.30 |
104.88 |
12/13/00 |
+5.6 % |
| 10/16/00 |
Long |
98.20 |
104.84 |
11/03/00 |
+6.8 % |
| 08/01/00 |
Long |
101.12 |
106.41 |
09/15/00 |
+5.2 % |
| 05/26/00 |
Long |
98.96 |
102.89 |
07/24/00 |
+4.0 % |
| 04/17/00 |
Long |
98.19 |
106.53 |
04/26/00 |
+8.5 % |
| 04/05/00 |
Short |
105.29 |
108.69 |
04/12/00 |
-3.2 % |
| 03/09/00 |
Long |
94.20 |
105.29 |
04/05/00 |
+11.8 % |
| 01/24/00 |
Short |
107.81 |
95.87 |
02/25/00 |
+11.1 % |
| 01/11/00 |
Short |
109.50 |
109.95 |
01/19/00 |
-0.4 % |
|
| 10/25/99 |
Long |
98.34 |
107.69 |
12/20/99 |
+9.5 % |
| 10/06/99 |
Long |
99.01 |
97.18 |
10/19/99 |
-1.9 % |
| 08/26/99 |
Short |
107.15 |
97.07 |
09/24/99 |
+9.4 % |
| 08/11/99 |
Long |
101.46 |
107.15 |
08/26/99 |
+5.6 % |
| 07/21/99 |
Short |
103.79 |
101.58 |
08/06/99 |
+2.1 % |
| 07/13/99 |
Short |
104.94 |
105.77 |
07/16/99 |
-0.8 % |
| 05/27/99 |
Long |
100.62 |
106.36 |
07/12/99 |
+5.7 % |
| 04/21/99 |
Long |
98.42 |
102.55 |
05/17/99 |
+4.2 % |
| 03/16/99 |
Short |
93.82 |
91.99 |
03/25/99 |
+2.0 % |
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