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Table 8.
Current Real-time Results
Buy
& Sell Top Two Ranked Funds and Sell Short
Bottom
Ranked Fund using Market Timing
From
May 31, 2006 to the Present
See footnotes below
|
Market |
|
|
Price |
|
|
$ |
% |
weeks |
*avg |
cum% |
cum% |
|
|
Trend |
Buy |
Fund |
Buy |
Sell |
Date |
Gain |
Gain |
held |
%Gain |
Gain |
SP500 |
SP500 |
|
up |
5/31/2006 |
GLD |
62.15 |
63.82 |
6/2/2006 |
1.67 |
2.7 |
0.3 |
2.7 |
1.3 |
1.2 |
1286 |
|
up |
5/31/2006 |
OIH |
150.60 |
157.20 |
6/2/2006 |
6.60 |
4.4 |
0.3 |
3.5 |
3.6 |
1.2 |
1286 |
|
down |
6/9/2006 |
HHH |
52.00 |
53.59 |
6/2/2006 |
1.59 |
3.0 |
1 |
3.3 |
6.6 |
-1.4 |
1252 |
|
up |
6/9/2006 |
GLD |
60.78 |
62.09 |
8/18/2006 |
1.31 |
2.2 |
10 |
3.0 |
7.8 |
2.5 |
1302 |
|
up |
6/9/2006 |
OIH |
142.80 |
145.10 |
7/14/2006 |
2.30 |
1.6 |
5 |
2.8 |
8.7 |
-2.7 |
1236 |
|
up |
7/14/2006 |
RYURX |
8.57 |
8.30 |
7/28/2006 |
-0.27 |
-3.2 |
2 |
1.8 |
6.9 |
0.7 |
1279 |
|
up |
7/28/2006 |
XLU |
34.01 |
34.45 |
10/13/2006 |
0.44 |
1.3 |
11 |
1.7 |
7.6 |
7.3 |
1363 |
|
up |
8/18/2006 |
IYE |
99.02 |
96.55 |
9/1/2006 |
-2.47 |
-2.5 |
2 |
1.2 |
6.3 |
3.2 |
1311 |
|
up |
9/1/2006 |
EWW |
42.21 |
50.54 |
1/16/2007 |
8.33 |
19.7 |
20 |
3.2 |
16.8 |
12.7 |
1431 |
|
up |
10/13/2006 |
XLV |
33.04 |
33.86 |
10/23/2006 |
0.82 |
2.5 |
1 |
3.2 |
18.2 |
7.8 |
1369 |
|
up |
10/23/2006 |
XLK |
22.75 |
23.60 |
11/24/2006 |
0.85 |
3.7 |
5 |
3.2 |
20.4 |
10.3 |
1401 |
|
up |
11/24/2006 |
ILF |
161.89 |
166.10 |
1/12/2007 |
4.21 |
2.6 |
7 |
3.2 |
22.0 |
12.7 |
1431 |
|
down |
1/19/2007 |
EWJ |
14.23 |
14.10 |
1/12/2007 |
-0.13 |
-0.9 |
1 |
2.9 |
20.9 |
12.7 |
1431 |
|
down |
1/26/2007 |
OIH |
132.62 |
133.51 |
1/19/2007 |
0.89 |
0.7 |
1 |
2.7 |
21.7 |
12.6 |
1430 |
|
down |
1/26/2007 |
SMH |
33.94 |
33.53 |
1/19/2007 |
-0.41 |
-1.2 |
1 |
2.4 |
20.2 |
12.0 |
1422 |
|
up |
1/26/2007 |
EWW |
51.07 |
51.80 |
3/9/2007 |
0.73 |
1.4 |
6 |
2.4 |
21.1 |
10.5 |
1403 |
|
up |
1/26/2007 |
ILF |
170.12 |
169.87 |
3/9/2007 |
-0.25 |
-0.1 |
6 |
2.2 |
21.0 |
10.5 |
1403 |
|
down |
3/16/2007 |
OIH |
140.70 |
138.55 |
3/9/2007 |
-2.15 |
-1.6 |
1 |
2.0 |
19.1 |
9.2 |
1387 |
|
up |
3/16/2007 |
EWW |
50.75 |
56.51 |
4/27/2007 |
5.76 |
11.3 |
6 |
2.5 |
25.8 |
17.6 |
1494 |
|
up |
3/16/2007 |
ILF |
168.00 |
178.51 |
3/23/2007 |
10.51 |
6.3 |
1 |
2.7 |
29.8 |
13.1 |
1436 |
|
up |
3/23/2007 |
XLB |
38.02 |
38.70 |
4/6/2007 |
0.68 |
1.8 |
2 |
2.7 |
30.9 |
13.7 |
1444 |
|
up |
4/6/2007 |
ILF |
187.19 |
191.69 |
4/13/2007 |
4.50 |
2.4 |
1 |
2.6 |
32.5 |
14.4 |
1453 |
|
up |
4/13/2007 |
EWG |
30.89 |
31.06 |
4/20/2007 |
0.17 |
0.6 |
1 |
2.5 |
32.9 |
16.9 |
1484 |
|
up |
4/20/2007 |
EWZ |
53.71 |
59.75 |
8/24/07 |
6.04 |
11.2 |
18 |
2.9 |
40.4 |
16.5 |
1479 |
|
up |
4/27/2007 |
EWG |
31.76 |
31.50 |
5/11/07 |
-0.26 |
-0.8 |
2 |
2.8 |
39.8 |
18.6 |
1506 |
|
up |
5/11/07 |
ILF |
200.34 |
213.18 |
7/27/2007 |
12.84 |
6.4 |
11 |
2.9 |
44.3 |
14.9 |
1459 |
|
up |
7/27/2007 |
EWY |
66.40 |
61.67 |
8/24/07 |
-4.73 |
-7.1 |
4 |
2.5 |
39.1 |
16.5 |
1479 |
|
down |
8/21/2007 |
XLF |
33.84 |
34.46 |
8/24/2007 |
0.62 |
1.8 |
0 |
2.5 |
41.6 |
16.1 |
1474 |
|
up |
8/31/07 |
EWZ |
61.80 |
70.01 |
9/21/2007 |
8.21 |
13.3 |
3 |
2.9 |
51.0 |
20.1 |
1526 |
|
up |
8/31/07 |
EWY |
63.76 |
65.85 |
10/19/2007 |
2.09 |
3.3 |
7 |
2.9 |
53.5 |
17.9 |
1498 |
|
up |
9/21/2007 |
OIH |
195.16 |
191.85 |
9/28/2007 |
-3.31 |
-1.7 |
1 |
2.7 |
52.2 |
20.3 |
1527 |
|
up |
9/28/2007 |
EWZ |
74.64 |
80.60 |
11/30/2007 |
5.96 |
8.0 |
9 |
2.9 |
58.3 |
16.5 |
1480 |
|
up |
10/19/2007 |
ILF |
240.00 |
252.15 |
11/30/2007 |
12.15 |
5.1 |
6 |
3.0 |
62.3 |
16.5 |
1480 |
|
down |
12/7/2007 |
XLF |
31.54 |
30.84 |
11/30/2007 |
-0.70 |
-2.3 |
1 |
2.8 |
58.6 |
18.5 |
1505 |
|
up |
12/7/2007 |
EWZ |
85.27 |
78.35 |
2/1/2008 |
-6.92 |
-8.1 |
8 |
2.5 |
52.2 |
9.9 |
1395 |
|
up |
12/7/2007 |
ILF |
266.00 |
241.75 |
1/4/2008 |
-24.25 |
-9.1 |
4 |
2.2 |
45.2 |
11.3 |
1414 |
|
up |
1/4/2008 |
GLD |
85.24 |
88.51 |
2/1/2008 |
3.27 |
3.8 |
4 |
2.2 |
48.0 |
9.9 |
1395 |
|
up |
2/8/2008 |
XLF |
27.07 |
29.36 |
2/1/2008 |
2.29 |
7.8 |
1 |
2.4 |
59.6 |
4.9 |
1332 |
|
up |
2/8/2008 |
EWZ |
75.78 |
82.00 |
2/15/2008 |
6.22 |
8.2 |
1 |
2.5 |
66.1 |
6.8 |
1356 |
|
up |
2/8/2008 |
GLD |
91.04 |
91.23 |
2/15/2008 |
0.19 |
0.2 |
1 |
2.5 |
66.3 |
6.8 |
1356 |
|
down |
4/11/2008 |
XLF |
24.97 |
27.16 |
2/15/2008 |
2.19 |
8.8 |
8 |
2.6 |
80.9 |
4.9 |
1332 |
|
down |
3/28/2008 |
SMH |
28.60 |
28.80 |
2/15/2008 |
0.20 |
0.7 |
6 |
2.6 |
82.1 |
3.6 |
1316 |
|
down |
4/4/2008 |
EWY |
59.87 |
55.63 |
3/28/2008 |
-4.24 |
-7.6 |
1 |
2.3 |
68.2 |
8.2 |
1374 |
|
down |
4/11/2008 |
XLK |
22.59 |
23.33 |
4/4/2008 |
0.74 |
3.3 |
1 |
2.4 |
73.8 |
4.9 |
1332 |
|
up |
4/11/2008 |
GLD |
91.32 |
85.68 |
5/2/2008 |
-5.64 |
-6.2 |
3 |
2.2 |
68.4 |
11.4 |
1415 |
|
up |
4/11/2008 |
EWZ |
82.16 |
88.05 |
4/18/2008 |
5.89 |
6.7 |
1 |
2.3 |
74.0 |
9.3 |
1388 |
|
up |
4/18/2008 |
ILF |
280.19 |
278.20 |
6/13/2008 |
-1.99 |
-0.7 |
8 |
2.2 |
73.4 |
9.3 |
1388 |
|
up |
5/2/2008 |
EWZ |
93.42 |
83.45 |
7/11/2008 |
-9.97 |
-11.9 |
10 |
1.9 |
63.0 |
-2.2 |
1242 |
|
up |
6/13/2008 |
OIH |
212.00 |
183.65 |
8/1/2008 |
-28.35 |
-15.4 |
7 |
1.6 |
50.5 |
-0.8 |
1260 |
|
up* |
7/11/2008 |
XLE |
82.00 |
74.50 |
8/1/2008 |
-7.50 |
-10.1 |
3 |
1.3 |
42.9 |
-0.8 |
1260 |
|
down |
|
SPY |
open |
126.04 |
8/1/2008 |
|
|
|
|
|
|
|
Symbol Lookup
* This is the latest dated row which contains all closed trades.
Friday dates, Monday opening prices.
When new trades occur, some time may elapse
before posting is entered here.
The table is usually current within three weeks of today's date, top
left.
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.
'Event' prices are based on start date or Friday closing
(or last trading day of the week) signals and show next day's
(usually 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.
cumul %Gain
assumes a two-fund long or one-fund short portfolio' at all times.
Therefore all long gains or losses are divided by 2 to reflect accurate cumul % Gain results.
avg %Gain is the average profit of
all trades since inception.
No allowance has been made for transaction costs.
For the start date, May
31, 2006, the next day's opening
SP500 price was 1270.05.
The direction of Market Trend is as of the
earlier
date in either date column.
The table
reflects as accurately as possible
a record of real-world
results as they occur.
Modifications and effective dates:
1-25-08: Short-term timing tightened;
results:
smaller drawdowns and moderate improvement in performance.
2-15-08: Long-term timing incorporated: has no effect on reported results.
8-1-2008: SPY substituted for RYURX per footnote here.
Modifications do not alter any previously
Current Real-time Results
reported above.
All real-time results are reported as they occur.
Data are posted manually from multiple sources.
Errors can occur. If you find any, please let me know.
Erratum. The January 19, 2007 weekly letter erroneously called for a short sale in OIH. It should have been SMH. OIH opened Monday morning January 22nd at 133.51. The next week's letter of January 26 corrected the error, covering OIH Monday morning January 29 at 132.62 for a small profit. SMH is correctly entered above in the table. The table reflects system accuracy. This box reflects correction of human error. See
mistakes.
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3PORT/TRADCOPY/Table8
© 2005-08
THE 2000 CORPORATION
ALL CENTERS RESERVED
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