In the following table the results
represents the system that applies the SPY signals to S&P 500 emini
futures contracts. The results does not include commission and
Exchange fees.
Signal
Open Date
Open Price
Close Date
Close Price
Return on
10 contracts
Summary
Return on
10 contracts
Long
11/13/2009 10:48
$1,092.00
11/18/2009 10:51
$1,106.00
$7,000
$42,750
Long
10/30/2009 12:20
$1,044.75
11/10/2009 13:28
$1,087.50
$21,375
$35,750
Short
10/20/2009 09:40
$1,090.75
10/28/2009 15:19
$1,043.50
$23,625
$14,375
Long
10/14/2009 13:08
$1,084.00
10/16/2009 13:37
$1,085.75
$875
$-9,250
Long
9/30/2009 15:42
$1,051.25
10/13/2009 09:44
$1,067.50
$8,125
$-10,125
Short
9/21/2009 13:08
$1,057.50
9/28/2009 09:47
$1,051.50
$3,000
$-18,250
Long
9/16/2009 15:26
$1,066.50
9/17/2009 10:43
$1,070.00
$1,750
$-21,250
Short
9/15/2009 09:56
$1,046.50
9/16/2009 15:26
$1,066.50
$-10,000
$-23,000
Long
9/4/2009 15:35
$1,013.25
9/9/2009 10:48
$1,028.75
$7,750
$-13,000
Long
9/4/2009 10:47
$1,007.25
9/4/2009 13:37
$1,015.00
$3,875
$-20,750
Short
8/19/2009 09:35
$980.50
9/2/2009 09:44
$995.00
$-7,250
$-24,625
Short
7/21/2009 09:37
$952.00
8/7/2009 14:18
$1,014.75
$-31,375
$-17,375
Long
7/15/2009 09:41
$914.75
7/15/2009 11:42
$922.50
$3,875
$14,000
Long
7/8/2009 15:42
$874.25
7/13/2009 15:09
$893.25
$9,500
$10,125
Short
6/22/2009 13:23
$890.50
6/25/2009 12:01
$913.00
$-11,250
$625
Long
6/2/2009 10:03
$946.50
6/22/2009 09:43
$902.50
$-22,000
$11,875
Long
5/27/2009 14:48
$901.50
5/28/2009 15:04
$907.25
$2,875
$33,875
Short
5/20/2009 15:45
$900.75
5/22/2009 15:13
$895.00
$2,875
$31,000
Long
4/29/2009 14:29
$872.75
5/4/2009 15:21
$898.00
$12,625
$28,125
Long
4/17/2009 09:47
$860.00
4/27/2009 11:53
$864.00
$2,000
$15,500
Long
4/14/2009 13:32
$839.50
4/16/2009 11:58
$850.25
$5,375
$13,500
Long
2/10/2009 12:52
$839.25
4/9/2009 10:04
$847.25
$4,000
$8,125
Long
1/30/2009 13:53
$827.00
2/4/2009 10:56
$845.75
$9,375
$4,125
Long
1/26/2009 14:37
$831.00
1/27/2009 09:52
$842.00
$5,500
$-5,250
Short
1/22/2009 13:26
$815.75
1/23/2009 09:46
$808.50
$3,625
$-10,750
Long
1/15/2009 14:44
$844.50
1/22/2009 13:26
$815.75
$-14,375
$-14,375
@Index-Trading-System
*
The value of an S&P 500 e-mini futures contract is
calculated by applying a $50 multiplier to the index's present futures level
S&P 500 emini - 2008 Year
In the following table the results represents
the system that applies the SPY signals to S&P 500 emini futures contracts.
The results does not include commission and Exchange fees.
Signal
Open Date
Open Price
Close Date
Close Price
Return on
10 contracts
Summary
Return on
10 contracts
In period from September 2008 until the end of December 2008
the system of generating signals has been disabled due to high
volatility
Long
9/5/2008
14:20
$1,237.50
12/30/2008
14:26
$878.25
$-179,625
$-142,375
Short
9/5/2008
09:34
$1,228.50
9/5/2008
11:51
$1,228.50
$0
$37,250
Short
9/2/2008
12:26
$1,288.75
9/2/2008
12:51
$1,286.25
$1,250
$37,250
Long
9/2/2008
09:34
$1,297.75
9/2/2008
12:26
$1,288.75
$-4,500
$36,000
Long
8/26/2008
09:45
$1,269.00
8/28/2008
15:35
$1,297.25
$14,125
$40,500
Long
8/22/2008
09:34
$1,286.00
8/25/2008
14:26
$1,269.00
$-8,500
$26,375
Short
8/18/2008
14:35
$1,276.75
8/19/2008
15:45
$1,267.25
$4,750
$34,875
Short
8/13/2008
09:51
$1,281.75
8/15/2008
14:15
$1,294.75
$-6,500
$30,125
Short
8/7/2008
15:05
$1,270.50
8/8/2008
13:36
$1,292.75
$-11,125
$36,625
Long
8/5/2008
10:02
$1,263.25
8/6/2008
10:25
$1,279.00
$7,875
$47,750
Long
7/29/2008
10:10
$1,247.00
7/31/2008
15:13
$1,279.25
$16,125
$39,875
Long
7/23/2008
14:07
$1,282.25
7/25/2008
11:26
$1,257.50
$-12,375
$23,750
Long
7/23/2008
09:31
$1,278.00
7/23/2008
11:57
$1,281.00
$1,500
$36,125
Short
7/21/2008
10:26
$1,264.00
7/23/2008
09:31
$1,278.00
$-7,000
$34,625
Long
7/16/2008
12:29
$1,228.50
7/21/2008
10:26
$1,264.00
$17,750
$41,625
Short
7/15/2008
10:09
$1,204.25
7/16/2008
12:29
$1,228.50
$-12,125
$23,875
Long
7/1/2008
10:59
$1,281.50
7/15/2008
10:09
$1,204.25
$-38,625
$36,000
Short
6/26/2008
15:52
$1,285.50
7/1/2008
10:59
$1,281.50
$2,000
$74,625
Long
6/25/2008
09:45
$1,326.25
6/26/2008
15:52
$1,285.50
$-20,375
$72,625
Short
6/20/2008
15:26
$1,320.75
6/23/2008
13:42
$1,322.00
$-625
$93,000
Long
6/19/2008
15:57
$1,342.50
6/20/2008
15:26
$1,320.75
$-10,875
$93,625
Long
6/12/2008
13:26
$1,346.75
6/17/2008
12:18
$1,357.75
$5,500
$104,500
Long
6/4/2008
10:48
$1,381.50
6/6/2008
10:27
$1,384.75
$1,625
$99,000
Long
6/2/2008
13:41
$1,381.25
6/3/2008
12:59
$1,387.50
$3,125
$97,375
Long
5/27/2008
13:24
$1,377.50
5/30/2008
12:43
$1,402.75
$12,625
$94,250
Short
5/23/2008
14:24
$1,376.00
5/27/2008
13:24
$1,377.50
$-750
$81,625
Long
5/22/2008
13:24
$1,394.25
5/23/2008
14:24
$1,376.00
$-9,125
$82,375
Short
5/16/2008
14:26
$1,421.00
5/20/2008
12:40
$1,416.00
$2,500
$91,500
Long
5/8/2008
11:26
$1,398.00
5/13/2008
13:26
$1,401.50
$1,750
$89,000
Short
5/5/2008
11:26
$1,406.75
5/7/2008
15:47
$1,396.25
$5,250
$87,250
Long
4/24/2008
13:24
$1,391.25
4/28/2008
10:33
$1,402.00
$5,375
$82,000
Short
4/21/2008
13:24
$1,387.75
4/24/2008
13:24
$1,391.25
$-1,750
$76,625
Long
4/16/2008
10:26
$1,353.75
4/21/2008
13:24
$1,387.75
$17,000
$78,375
Short
4/15/2008
11:26
$1,327.25
4/16/2008
10:26
$1,353.75
$-13,250
$61,375
Long
4/14/2008
14:26
$1,331.50
4/15/2008
11:26
$1,327.25
$-2,125
$74,625
Short
4/11/2008
10:26
$1,347.25
4/14/2008
14:26
$1,331.50
$7,875
$76,750
Long
4/10/2008
15:57
$1,361.50
4/11/2008
10:26
$1,347.25
$-7,125
$68,875
Short
4/4/2008
11:26
$1,372.00
4/7/2008
13:26
$1,385.00
$-6,500
$76,000
Long
3/31/2008
11:27
$1,322.50
4/4/2008
11:26
$1,372.00
$24,750
$82,500
Short
3/28/2008
13:27
$1,328.75
3/31/2008
11:27
$1,322.50
$3,125
$57,750
Long
3/28/2008
10:27
$1,332.25
3/28/2008
13:27
$1,328.75
$-1,750
$54,625
Short
3/26/2008
14:27
$1,341.75
3/28/2008
10:27
$1,332.25
$4,750
$56,375
Long
3/18/2008
15:58
$1,329.00
3/26/2008
14:27
$1,341.75
$6,375
$51,625
Short
3/14/2008
10:29
$1,296.50
3/18/2008
15:58
$1,329.00
$-16,250
$45,250
Long
3/11/2008
14:29
$1,301.25
3/14/2008
10:29
$1,296.50
$-2,375
$61,500
Short
3/6/2008
13:29
$1,314.00
3/11/2008
14:29
$1,301.25
$6,375
$63,875
Long
3/5/2008
13:29
$1,328.50
3/6/2008
13:29
$1,314.00
$-7,250
$57,500
Short
2/27/2008
15:58
$1,380.00
3/5/2008
13:29
$1,328.50
$25,750
$64,750
Long
2/25/2008
10:29
$1,358.75
2/27/2008
15:58
$1,380.00
$10,625
$39,000
Long
2/20/2008
12:29
$1,351.75
2/21/2008
15:29
$1,344.50
$-3,625
$28,375
Short
2/14/2008
15:29
$1,356.75
2/20/2008
12:29
$1,351.75
$2,500
$32,000
Long
2/7/2008
14:29
$1,340.50
2/11/2008
11:29
$1,330.50
$-5,000
$29,500
Short
2/4/2008
15:58
$1,380.50
2/7/2008
14:29
$1,340.50
$20,000
$34,500
Long
1/31/2008
15:58
$1,375.50
2/4/2008
15:58
$1,380.50
$2,500
$14,500
Short
1/31/2008
15:29
$1,381.25
1/31/2008
15:58
$1,375.50
$2,875
$12,000
Long
1/23/2008
15:29
$1,329.75
1/31/2008
15:29
$1,381.25
$25,750
$9,125
Short
1/22/2008
11:29
$1,309.75
1/23/2008
15:29
$1,329.75
$-10,000
$-16,625
Long
1/18/2008
14:29
$1,325.25
1/22/2008
11:29
$1,309.75
$-7,750
$-6,625
Short
1/17/2008
12:29
$1,354.50
1/18/2008
14:29
$1,325.25
$14,625
$1,125
Long
1/16/2008
14:29
$1,389.75
1/17/2008
12:29
$1,354.50
$-17,625
$-13,500
Long
1/9/2008
10:29
$1,400.75
1/10/2008
11:29
$1,409.00
$4,125
$4,125
@Index-Trading-System
* The value of an S&P 500 e-mini futures contract is
calculated by applying a $50 multiplier to the index's present futures level
MV Disclaimer:Trading signals
are delivered to MarketVolume® members by Index-Trading-Systems™.
MarketVolume® cannot be held liable for any of the represented information and
its delivery to the user. You, as the user, agree that you are making use of
this information at your own risk. You also agree that you are solely
responsible for any trading decision you make based on this information.
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