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ITS - Index Trading System

DIA Trading System Past Performance


Trading system, DIA trading system, trading, DIA, DJI, Dow Jones Industrials, DJI Trading

DIA - 2008 Year

(real-time monitored trading system results)

Signal Open Date Open Price Close Date Close Price Return Compound
Return
Margin
Compound
Return
Short 6/26/2008
15:53
$114.63 7/1/2008
11:00
$113.39 1.08%   18.16%   38.16%  
Long 6/23/2008
13:42
$118.5 6/26/2008
15:53
$114.63 -3.27%   16.90%   35.24%  
Short 6/17/2008
11:26
$122.46 6/17/2008
13:39
$122.31 0.12%   20.85%   44.69%  
Long 6/10/2008
15:55
$123.18 6/17/2008
11:26
$122.46 -0.58%   20.70%   44.34%  
Short 6/6/2008
10:24
$124.05 6/6/2008
13:48
$123.42 0.51%   21.41%   46.04%  
Long 6/4/2008
11:11
$124.87 6/6/2008
10:24
$124.05 -0.66%   20.79%   44.57%  
Short 6/2/2008
10:31
$125 6/2/2008
12:47
$124.32 0.54%   21.59%   46.50%  
Long 5/27/2008
14:24
$125.06 5/30/2008
12:51
$126.63 1.26%   20.94%   44.92%  
Short 5/16/2008
15:26
$129.74 5/20/2008
12:47
$128.26 1.14%   19.44%   41.37%  
Long 5/8/2008
13:26
$128.65 5/14/2008
15:46
$129.15 0.39%   18.09%   38.22%  
Short 5/5/2008
13:26
$129.57 5/7/2008
15:48
$128.4 0.90%   17.63%   37.15%  
Long 4/24/2008
12:24
$128.61 4/28/2008
12:27
$129.06 0.35%   16.58%   34.72%  
Short 4/21/2008
14:24
$127.57 4/24/2008
12:24
$128.61 -0.82%   16.17%   33.78%  
Long 4/14/2008
10:26
$123.17 4/21/2008
14:24
$127.57 3.57%   17.13%   36.00%  
Short 4/3/2008
15:26
$126.23 4/7/2008
15:26
$126.13 0.08%   13.09%   26.93%  
Long 3/31/2008
10:27
$121.8 4/3/2008
15:26
$126.23 3.64%   13.00%   26.73%  
Long 3/17/2008
15:58
$120.01 3/27/2008
10:27
$123.75 3.12%   9.03%   18.14%  
Long 3/11/2008
11:29
$119.74 3/14/2008
13:29
$119.45 -0.24%   5.74%   11.21%  
Short 3/10/2008
10:29
$118.78 3/11/2008
11:29
$119.74 -0.81%   5.99%   11.75%  
Long 3/5/2008
14:29
$122.13 3/10/2008
10:29
$118.78 -2.74%   6.86%   13.58%  
Short 2/28/2008
11:29
$125.62 3/5/2008
14:29
$122.13 2.78%   9.87%   20.18%  
Long 2/25/2008
10:29
$124.38 2/28/2008
11:29
$125.62 1.00%   6.90%   13.85%  
Short 2/19/2008
14:29
$124.29 2/21/2008
10:29
$124.39 -0.08%   5.85%   11.63%  
Long 2/19/2008
13:29
$124.58 2/19/2008
14:29
$124.29 -0.23%   5.93%   11.81%  
Short 2/14/2008
15:58
$123.88 2/19/2008
13:29
$124.58 -0.57%   6.18%   12.33%  
Short 2/4/2008
14:29
$126.58 2/8/2008
15:29
$121.7 3.86%   6.78%   13.61%  
Long 1/18/2008
11:29
$121.56 2/4/2008
14:29
$126.58 4.13%   2.82%   5.48%  
Short 1/17/2008
11:29
$123.55 1/18/2008
11:29
$121.56 1.61%   -1.26%   -2.57%  
Long 1/16/2008
12:29
$125.27 1/17/2008
11:29
$123.55 -1.37%   -2.82%   -5.61%  
Long 1/7/2008
13:29
$128.41 1/11/2008
13:29
$126.52 -1.47%   -1.47%   -2.94%  
@Index-Trading-System

DIA - 2007 Year

(back tested trading system results)

Signal Open Date Open Price Close Date Close Price Return Compound
Return
Margin
Compound
Return
Short 12/27/2007
12:29
$133.91 1/7/2008
13:29
$128.39 4.12%   24.70%   53.05%  
Long 12/19/2007
12:29
$132.2 12/27/2007
12:29
$133.91 1.29%   19.77%   41.39%  
Short 12/11/2007
12:29
$137.25 12/12/2007
10:29
$136.41 0.61%   18.24%   37.83%  
Short 12/3/2007
12:29
$133.95 12/5/2007
12:29
$134.37 -0.31%   17.52%   36.16%  
Long 11/21/2007
10:29
$128.9 12/3/2007
12:29
$133.95 3.92%   17.89%   37.02%  
Long 11/20/2007
12:29
$129.93 11/21/2007
10:29
$128.9 -0.79%   13.44%   27.07%  
Long 11/12/2007
11:29
$131.38 11/16/2007
15:29
$130.99 -0.30%   14.35%   29.11%  
Short 11/7/2007
12:29
$134.91 11/12/2007
11:29
$131.38 2.62%   14.69%   29.88%  
Long 11/6/2007
15:29
$136.17 11/7/2007
12:29
$134.91 -0.93%   11.77%   23.42%  
Short 11/1/2007
11:29
$137.37 11/6/2007
15:29
$136.17 0.87%   12.81%   25.75%  
Long 10/23/2007
11:29
$135.37 10/25/2007
15:58
$136.7 0.98%   11.83%   23.59%  
Short 10/19/2007
15:58
$135.17 10/23/2007
11:29
$135.37 -0.15%   10.74%   21.21%  
Long 10/18/2007
13:29
$138.72 10/19/2007
15:58
$135.17 -2.56%   10.91%   21.57%  
Short 10/2/2007
13:29
$140.02 10/5/2007
12:29
$140.62 -0.43%   13.82%   28.13%  
Long 10/2/2007
11:29
$140.48 10/2/2007
13:29
$140.02 -0.33%   14.31%   29.24%  
Short 10/2/2007
10:29
$140.52 10/2/2007
11:29
$140.48 0.03%   14.69%   30.09%  
Long 10/1/2007
15:58
$140.68 10/2/2007
10:29
$140.52 -0.11%   14.65%   30.01%  
Short 9/28/2007
10:29
$138.7 10/1/2007
15:58
$140.68 -1.43%   14.78%   30.31%  
Long 9/27/2007
15:58
$138.94 9/28/2007
10:29
$138.7 -0.17%   16.45%   34.14%  
Short 9/27/2007
11:29
$138.63 9/27/2007
15:58
$138.94 -0.22%   16.65%   34.60%  
Long 9/26/2007
15:58
$138.57 9/27/2007
11:29
$138.63 0.04%   16.91%   35.21%  
Short 9/24/2007
11:29
$138.52 9/26/2007
15:58
$138.57 -0.04%   16.86%   35.09%  
Long 9/10/2007
12:29
$130.84 9/24/2007
11:29
$138.52 5.87%   16.90%   35.19%  
Short 9/5/2007
13:29
$133.1 9/10/2007
12:29
$130.84 1.70%   10.42%   20.99%  
Long 8/29/2007
15:58
$132.83 9/5/2007
13:29
$133.1 0.20%   8.58%   17.01%  
Short 8/27/2007
11:29
$133.19 8/29/2007
15:58
$132.83 0.27%   8.36%   16.54%  
Long 8/24/2007
13:29
$133.08 8/27/2007
11:29
$133.19 0.08%   8.06%   15.91%  
Short 8/23/2007
13:29
$131.7 8/24/2007
13:29
$133.08 -1.05%   7.98%   15.72%  
Long 8/22/2007
15:58
$132.3 8/23/2007
13:29
$131.7 -0.45%   9.12%   18.20%  
Short 8/21/2007
15:58
$130.78 8/22/2007
15:58
$132.3 -1.16%   9.62%   19.28%  
Long 8/17/2007
10:29
$129.81 8/20/2007
13:29
$129.89 0.06%   10.90%   22.12%  
Short 8/9/2007
11:29
$135.2 8/17/2007
10:29
$129.81 3.99%   10.84%   21.97%  
Short 8/3/2007
10:29
$133.79 8/8/2007
10:29
$135.89 -1.57%   6.59%   12.96%  
Long 8/2/2007
15:58
$134.52 8/3/2007
10:29
$133.79 -0.54%   8.29%   16.62%  
Short 8/2/2007
13:29
$133.69 8/2/2007
15:58
$134.52 -0.62%   8.88%   17.90%  
Long 7/31/2007
12:29
$134.34 8/2/2007
13:29
$133.69 -0.48%   9.56%   19.39%  
Long 7/23/2007
11:29
$139.43 7/24/2007
12:29
$138.65 -0.56%   10.09%   20.55%  
Short 7/17/2007
14:29
$140.1 7/23/2007
11:29
$139.43 0.48%   10.71%   21.92%  
Short 7/6/2007
12:29
$135.83 7/12/2007
10:29
$136.8 -0.71%   10.18%   20.76%  
Long 7/6/2007
11:29
$136.04 7/6/2007
12:29
$135.83 -0.15%   10.98%   22.51%  
Short 7/5/2007
14:29
$135.46 7/6/2007
11:29
$136.04