Table 3.
Current Real-time Results
Trading System 1.0
Mostly USA
Including Short Sales
From October 15, 2004 to
the Present
See footnotes below
|
Market |
|
|
Event |
|
|
$ |
% |
weeks |
*avg |
cum% |
cum% |
|
|
Trend |
Date |
Fund |
Buy |
Sell |
Date |
Gain |
Gain |
held |
%Gain |
Gain |
SP500 |
SP500 |
|
up |
8/27/2004 |
XLE |
31.50 |
36.58 |
12/24/2004 |
5.08 |
16.1 |
17 |
16.1 |
8.1 |
8.9 |
1205 |
|
up |
8/27/2004 |
OIH |
73.00 |
82.60 |
12/3/2004 |
9.60 |
13.2 |
14 |
14.6 |
15.2 |
7.7 |
1191 |
|
up |
12/3/2004 |
HHH |
70.42 |
66.74 |
1/7/2005 |
-3.68 |
-5.2 |
5 |
8.0 |
12.2 |
7.2 |
1186 |
|
up |
12/24/2004 |
IJR |
162.88 |
153.46 |
1/7/2005 |
-9.42 |
-5.8 |
2 |
4.6 |
8.9 |
7.2 |
1186 |
|
down |
2/25/2005 |
SMH |
34.47 |
31.48 |
1/7/2005 |
-2.99 |
-9.5 |
7 |
1.8 |
-1.4 |
9.5 |
1211 |
|
down |
5/20/2005 |
HHH |
57.12 |
56.80 |
2/25/2005 |
-0.32 |
-0.6 |
12 |
1.4 |
-2.0 |
7.9 |
1194 |
|
up |
5/20/2005 |
BBH |
164.72 |
189.54 |
8/26/2005 |
24.82 |
15.1 |
14 |
3.3 |
5.4 |
8.9 |
1205 |
|
up |
5/20/2005 |
XLE |
39.90 |
47.18 |
7/22/2005 |
7.28 |
18.2 |
9 |
5.2 |
15.0 |
11.1 |
1229 |
|
up |
7/22/2005 |
OIH |
111.09 |
112.86 |
8/26/2005 |
1.77 |
1.6 |
5 |
4.8 |
15.9 |
8.9 |
1205 |
|
down |
9/9/2005 |
DIA |
106.70 |
103.90 |
8/26/2005 |
-2.80 |
-2.7 |
2 |
4.0 |
12.8 |
8.9 |
1205 |
|
down |
11/18/2005 |
OEX |
574.69 |
574.13 |
9/9/2005 |
-0.56 |
-0.1 |
10 |
3.7 |
12.7 |
12.8 |
1248 |
|
up |
11/18/2005 |
EWJ |
12.62 |
13.27 |
12/30/2005 |
0.65 |
5.2 |
6 |
3.8 |
15.6 |
12.8 |
1248 |
|
up |
11/18/2005 |
BBH |
210.15 |
208.80 |
11/25/2005 |
-1.35 |
-0.6 |
1 |
3.4 |
15.2 |
14.6 |
1268 |
|
up |
11/25/2005 |
OIH |
126.25 |
130.23 |
12/30/2005 |
3.98 |
3.2 |
5 |
3.4 |
17.0 |
12.8 |
1248 |
|
down |
2/24/2006 |
OEX |
583.75 |
570.00 |
12/30/2005 |
-13.75 |
-2.4 |
8 |
3.0 |
14.2 |
16.5 |
1289 |
|
down |
7/28/2006 |
HHH |
45.12 |
60.00 |
2/27/2006 |
14.88 |
24.8 |
21 |
4.4 |
42.5 |
15.6 |
1279 |
|
up |
7/28/2006 |
XLE |
58.20 |
50.70 |
9/22/2006 |
-7.50 |
-12.9 |
8 |
3.4 |
33.4 |
18.8 |
1315 |
|
up |
7/28/2006 |
EFA |
65.94 |
69.22 |
10/13/2006 |
3.28 |
5.0 |
11 |
3.5 |
36.7 |
23.4 |
1366 |
|
up |
9/22/2006 |
XLF |
34.41 |
35.02 |
10/20/2006 |
0.61 |
1.8 |
4 |
3.4 |
37.9 |
23.7 |
1369 |
|
up |
10/13/2006 |
OEX |
633.61 |
652.60 |
11/17/2006 |
18.99 |
3.0 |
5 |
3.4 |
40.0 |
26.6 |
1401 |
|
up |
10/20/2006 |
XLK |
22.75 |
22.98 |
12/22/2006 |
0.23 |
1.0 |
9 |
3.2 |
40.7 |
27.5 |
1411 |
|
up |
11/17/2006 |
QQQQ |
44.16 |
42.93 |
12/22/2006 |
-1.23 |
-2.8 |
5 |
3.0 |
38.7 |
27.5 |
1411 |
|
down |
2/9/2007 |
SMH |
33.92 |
33.27 |
12/22/2006 |
-0.65 |
-2.0 |
7 |
2.8 |
36.0 |
30.0 |
1438 |
|
down |
3/23/2007 |
OIH |
147.72 |
137.00 |
2/9/2007 |
-10.72 |
-7.8 |
6 |
2.3 |
25.4 |
29.8 |
1436 |
|
down |
4/20/2007 |
BBH |
187.99 |
177.50 |
3/23/2007 |
-10.49 |
-5.9 |
4 |
2.0 |
17.9 |
34.2 |
1484 |
|
up |
4/20/2007 |
EFA |
79.60 |
80.69 |
5/11/07 |
1.09 |
1.4 |
3 |
2.0 |
18.8 |
36.1 |
1506 |
|
up |
4/20/2007 |
MDY |
159.91 |
161.29 |
4/27/2007 |
1.38 |
0.9 |
1 |
1.9 |
19.3 |
35.0 |
1494 |
|
up |
4/27/2007 |
OIH |
159.99 |
170.26 |
5/18/2007 |
10.27 |
6.4 |
3 |
2.1 |
23.1 |
37.6 |
1523 |
|
up |
5/11/07 |
XLE |
65.19 |
68.07 |
5/18/2007 |
2.88 |
4.4 |
1 |
2.2 |
25.8 |
37.6 |
1523 |
|
down |
6/1/2007 |
BBH |
182.25 |
178.04 |
5/18/2007 |
-4.21 |
-2.4 |
2 |
2.0 |
22.8 |
38.9 |
1536 |
|
up |
6/1/2007 |
OIH |
169.15 |
167.76 |
6/8/2007 |
-1.39 |
-0.8 |
1 |
1.9 |
22.3 |
36.3 |
1508 |
|
up |
6/1/2007 |
XLE |
68.73 |
68.06 |
6/8/2007 |
-0.67 |
-1.0 |
1 |
1.8 |
21.7 |
36.3 |
1508 |
|
down |
9/14/2007 |
BBH |
172.00 |
179.18 |
6/8/2007 |
7.18 |
4.0 |
14 |
1.9 |
26.6 |
29.8 |
1436 |
|
up |
9/14/2007 |
OIH |
182.90 |
190.41 |
11/2/2007 |
7.51 |
4.1 |
-7 |
2.0 |
29.2 |
36.1 |
1506 |
|
up |
9/14/2007 |
XLE |
72.35 |
74.97 |
11/2/2007 |
2.62 |
3.6 |
-7 |
2.0 |
31.6 |
36.1 |
1506 |
|
down |
2/29/2008 |
SMH |
28.58 |
28.20 |
2/8/2008 |
-0.38 |
-1.3 |
3 |
1.9 |
36.4 |
20.2 |
1330 |
|
up |
2/29/2008 |
XLE |
76.10 |
86.60 |
6/6/08 |
10.50 |
13.8 |
14 |
2.3 |
50.2 |
23.0 |
1361 |
|
up |
2/29/2008 |
IBB |
75.74 |
73.20 |
3/7/08 |
-2.54 |
-3.5 |
1 |
2.1 |
38.0 |
16.9 |
1293 |
|
up |
3/7/08 |
BBH |
169.80 |
168.35 |
4/18/08 |
-1.45 |
-0.9 |
6 |
2.1 |
37.4 |
25.4 |
1388 |
|
up |
4/18/08 |
OIH |
208.73 |
213.00 |
6/6/08 |
4.27 |
2.0 |
7 |
2.1 |
38.8 |
25.4 |
1388 |
|
down |
**7/16/2008 |
XLF |
17.75 |
23.46 |
6/6/08 |
5.71 |
24.3 |
6 |
2.6 |
72.6 |
9.8 |
1215 |
|
down |
8/8/2008 |
DIA |
117.03 |
115.41 |
7/18/08 |
-1.62 |
-1.4 |
3 |
2.5 |
70.2 |
17.0 |
1294 |
|
up* |
8/8/2008 |
OIH |
181.67 |
179.96 |
8/15/2008 |
-1.71 |
-1.0 |
1 |
2.4 |
69.4 |
17.9 |
1305 |
|
up |
8/8/2008 |
BBH |
201.70 |
open |
|
|
|
|
|
|
|
|
|
up |
8/15/2008 |
IBB |
90.29 |
open |
|
|
|
|
|
|
|
|
Symbol Lookup
* This is the latest dated row which contains all closed trades.
Friday dates, Monday opening prices.
** This date is a Wednesday, due to special circumstances.
The table is usually
current through today's date, top left.
When new trades
occur, allow a few days for
postings to appear here.
The earlier of the two dates in each row is the entry
signal date
from the weekly letters for the 'Event' (Buy
or Sell).
The later date is the exit date. For short
sales, the second date is the entry date.
The Sell column
includes original short sales.
Short-sale dates are
shaded gray.
cumul %Gain assumes a
two-fund long or one-fund short portfolio at all times.
avg %Gain is the average profit of all trades since
inception.
This table overlaps the 18-year and
2.5-year back-test tables.
Dividends, interest, and
transaction costs are not included.
'Event' prices are
based on Friday closing signals and
show Monday's first
opening prices at or after 9:30am ET.
Real-time. These prices really happened on the dates specified.
But unless you personally participated in the reported openings,
the table is hypothetical relative to yourself.
The table has
been revised since it was first published
to reflect as
accurately as possible
a record of real-world results as
they occur.
There was one period which lasted nine
weeks out of 2.5 years
during which the SP500 did 3%
better than the System.
The risk of the System
underperforming a buy/hold approach
to the market always
remains but appears unlikely
based on 18 years of
backtesting. |
On 6/2/2006, a system processing
error gave bad signals. They were fixed within one trading
day, 6/6, and were announced to be corrected in the real-time
results records as of the opening on either 6/7 or 6/8. They
were 'corrected' on 6/8, the worse of the two openings.
Possible net combined errors up to -0.8% could have occurred
in real accounts in real-time. See
mistakes.
|
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