SPY Trading System Past Performance
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 | 10/07/2011
11:31 |
$116.27 | 10/07/2011
11:46 |
$116.44 | 0.15% | 6.99% |
13.43% |
| Short | 09/30/2011
15:44 |
$114.25 | 10/05/2011
12:05 |
$113.16 | 0.95% | 6.83% |
13.10% |
| Short | 09/28/2011
13:13 |
$117.03 | 09/30/2011
12:51 |
$114.85 | 1.86% | 5.82% |
10.98% |
| Short | 09/21/2011
12:28 |
$119.25 | 09/23/2011
11:12 |
$113.76 | 4.60% | 3.89% |
7.00% |
| Long | 08/04/2011
15:01 |
$121.82 | 09/12/2011
14:23 |
$114.35 | -6.13% | -0.69% |
-2.02% |
| 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 |
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