|
DOW emini - 2008 Year
In the following table the results
represents the system that applies the DIA signals to DOW emini
futures contracts. The results does not include commission and
Exchange fees.
|
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on
2 contract |
Summary
Return on
2 contract |
| Short |
6/26/2008
15:53 |
$11,464.00 |
7/1/2008
11:00 |
$11,353.00 |
$1,110 |
$21,040 |
| Long |
6/23/2008
13:42 |
$11,856.00 |
6/26/2008
15:53 |
$11,464.00 |
$-3,920 |
$19,930 |
| Short |
6/17/2008
11:26 |
$12,232.00 |
6/17/2008
13:39 |
$12,214.00 |
$180 |
$23,850 |
| Long |
6/10/2008
15:55 |
$12,300.00 |
6/17/2008
11:26 |
$12,232.00 |
$-680 |
$23,670 |
| Short |
6/6/2008
10:24 |
$12,400.00 |
6/6/2008
13:48 |
$12,335.00 |
$650 |
$24,350 |
| Long |
6/4/2008
11:11 |
$12,487.00 |
6/6/2008
10:24 |
$12,400.00 |
$-870 |
$23,700 |
| Short |
6/2/2008
10:31 |
$12,495.00 |
6/2/2008
12:47 |
$12,438.00 |
$570 |
$24,570 |
| Long |
5/27/2008
14:24 |
$12,508.00 |
5/30/2008
12:51 |
$12,661.00 |
$1,530 |
$24,000 |
| Short |
5/16/2008
15:26 |
$12,984.00 |
5/20/2008
12:47 |
$12,829.00 |
$1,550 |
$22,470 |
| Long |
5/8/2008
13:26 |
$12,854.00 |
5/14/2008
15:46 |
$12,900.00 |
$460 |
$20,920 |
| Short |
5/5/2008
13:26 |
$12,951.00 |
5/7/2008
15:48 |
$12,829.00 |
$1,220 |
$20,460 |
| Long |
4/24/2008
12:24 |
$12,869.00 |
4/28/2008
12:27 |
$12,912.00 |
$430 |
$19,240 |
| Short |
4/21/2008
14:24 |
$12,769.00 |
4/24/2008
12:24 |
$12,869.00 |
$-1,000 |
$18,810 |
| Long |
4/14/2008
10:26 |
$12,311.00 |
4/21/2008
14:24 |
$12,769.00 |
$4,580 |
$19,810 |
| Short |
4/3/2008
15:26 |
$12,631.00 |
4/7/2008
15:26 |
$12,618.00 |
$130 |
$15,230 |
| Long |
3/31/2008
10:27 |
$12,183.00 |
4/3/2008
15:26 |
$12,631.00 |
$4,480 |
$15,100 |
| Long |
3/17/2008
15:58 |
$11,982.00 |
3/27/2008
10:27 |
$12,381.00 |
$3,990 |
$10,620 |
| Long |
3/11/2008
11:29 |
$11,962.00 |
3/14/2008
13:29 |
$11,918.00 |
$-440 |
$6,630 |
| Short |
3/10/2008
10:29 |
$11,874.00 |
3/11/2008
11:29 |
$11,962.00 |
$-880 |
$7,070 |
| Long |
3/5/2008
14:29 |
$12,210.00 |
3/10/2008
10:29 |
$11,874.00 |
$-3,360 |
$7,950 |
| Short |
2/28/2008
11:29 |
$12,566.00 |
3/5/2008
14:29 |
$12,210.00 |
$3,560 |
$11,310 |
| Long |
2/25/2008
10:29 |
$12,447.00 |
2/28/2008
11:29 |
$12,566.00 |
$1,190 |
$7,750 |
| Short |
2/19/2008
14:29 |
$12,437.00 |
2/21/2008
10:29 |
$12,451.00 |
$-140 |
$6,560 |
| Long |
2/19/2008
13:29 |
$12,468.00 |
2/19/2008
14:29 |
$12,437.00 |
$-310 |
$6,700 |
| Short |
2/14/2008
15:58 |
$12,376.00 |
2/19/2008
13:29 |
$12,468.00 |
$-920 |
$7,010 |
| Short |
2/4/2008
14:29 |
$12,664.00 |
2/8/2008
15:29 |
$12,165.00 |
$4,990 |
$7,930 |
| Long |
1/18/2008
11:29 |
$12,198.00 |
2/4/2008
14:29 |
$12,664.00 |
$4,660 |
$2,940 |
| Short |
1/17/2008
11:29 |
$12,391.00 |
1/18/2008
11:29 |
$12,198.00 |
$1,930 |
$-1,720 |
| Long |
1/16/2008
12:29 |
$12,560.00 |
1/17/2008
11:29 |
$12,391.00 |
$-1,690 |
$-3,650 |
| Long |
1/7/2008
13:29 |
$12,899.00 |
1/11/2008
13:29 |
$12,703.00 |
$-1,960 |
$-1,960 |
|
@Index-Trading-System |
*
The value of an DOW e-mini futures contract is calculated by
applying a $5 multiplier to the index's present futures level
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