ITS - Index Trading System

Rydex S&P 500 Funds History

or what return could be expected by applying SPY signals to trade Rydex Dynamic S&P 500 funds


The Rydex S&P 500 - RYTNX - seeks to provide investment results that match the performance of the S&P 500 index.

The Rydex S&P 500 Inverse Fund - RYTPX- performs inversely to the S&P 500 Index.

The following table contains all our trades, except the most recent (as these are made available only to our members).

The key to the following table is not that every trade was profitable, but that on the whole there were more profitable trades than negative ones.

Signal Open Date Open Price Close Date Close Price Return Compound
Return
Long
Buy RYTNX
05/06/2010 $22.4 05/11/2010 $23.47 4.78% 49.62%
Short
Buy RYTPX
05/04/2010 $20.59 05/06/2010 $22.23 -7.97% 42.80%
Long
Buy RYTNX
04/28/2010 $25.03 04/29/2010 $25.68 2.60% 55.16%
Short
Buy RYTPX
03/16/2010 $21.43 04/19/2010 $19.93 7.00% 51.23%
Long
Buy RYTNX
02/24/2010 $21.56 03/03/2010 $22.13 2.64% 41.34%
Long
Buy RYTNX
01/25/2010 $21.25 02/22/2010 $21.68 2.02% 37.70%
Short
Buy RYTPX
01/05/2010 $22.88 01/22/2010 $24.63 -7.65% 34.97%
Short
Buy RYTPX
12/09/2009 $24.76 12/16/2009 $24.1 2.67% 46.15%
Long
Buy RYTNX
11/20/2009 $21.14 12/01/2009 $21.8 3.12% 42.35%
Long
Buy RYTNX
11/13/2009 $21.2 11/18/2009 $21.86 3.11% 38.04%
Long
Buy RYTNX
10/30/2009 $19.04 11/10/2009 $21.2 11.34% 33.88%
Short
Buy RYTPX
10/20/2009 $25.58 10/28/2009 $27.9 -9.07% 20.24%
Long
Buy RYTNX
10/14/2009 $21.2 10/16/2009 $21.02 -0.85% 32.23%
Long
Buy RYTNX
09/30/2009 $20.03 10/13/2009 $20.49 2.30% 33.36%
Short
Buy RYTPX
09/21/2009 $27.19 09/28/2009 $27.19 0.00% 30.37%
Long
Buy RYTNX
09/16/2009 $20.35 09/17/2009 $20.25 -0.49% 30.37%
Short
Buy RYTPX
09/15/2009 $27.86 09/16/2009 $27.01 3.05% 31.01%
Long
Buy RYTNX
09/04/2009 $18.41 09/09/2009 $19.03 3.37% 27.13%
Short
Buy RYTPX
08/19/2009 $31.4 09/02/2009 $31.33 0.22% 22.99%
Short
Buy RYTPX
07/21/2009 $34.66 08/07/2009 $30.73 11.34% 22.72%
Long
Buy RYTNX
07/08/2009 $13.73 07/13/2009 $14.39 4.81% 10.22%
Short
Buy RYTPX
06/22/2009 $40.11 06/25/2009 $37.72 5.96% 5.16%
Long
Buy RYTNX
06/02/2009 $15.81 06/22/2009 $14.17 -10.37% -0.75%
Long
Buy RYTNX
05/27/2009 $14.13 05/28/2009 $14.56 3.04% 10.74%
Short
Buy RYTPX
05/20/2009 $39.77 05/22/2009 $41.19 -3.57% 7.47%
Long
Buy RYTNX
04/29/2009 $13.54 05/04/2009 $14.6 7.83% 11.44%
Long
Buy RYTNX
04/17/2009 $13.47 04/27/2009 $13.06 -3.04% 3.35%
Long
Buy RYTNX
04/14/2009 $13.14 04/16/2009 $13.33 1.45% 6.60%
Long
Buy RYTNX
02/10/2009 $12.5 04/09/2009 $13.09 4.72% 5.08%
Long
Buy RYTNX
01/30/2009 $12.47 02/04/2009 $12.67 1.60% 0.34%
Long
Buy RYTNX
01/26/2009 $12.82 01/27/2009 $13.1 2.18% -1.24%
Short
Buy RYTPX
01/22/2009 $55.72 01/23/2009 $55.14 1.04% -3.35%
Long
Buy RYTNX
01/15/2009 $13.11 01/22/2009 $12.54 -4.35% -4.35%
@Index-Trading-System

Notes:

  • In the following table the results represents the strategy that applies the SPY signals to the Rydex S&P 500 funds.
  • For reference see SPY Signals History
  • Simple trading strategy is applied:

    •  When the SPY trading system generates a signal to open a trade and then this trade is closed on the same day, a mutual fund trader remains in cash.
    •  When SPY trading system generates a signal to open a trade and this trade is not closed on the same day, a mutual fund trader buys corresponding bullish or bearish funds.
  • The following Rydex funds are used to follow SPY signals:
    • RYTPX funds are bought when the system generates a "Short" signal for SPY;
    •  RYTNX funds are bought when the system generates a "Long" signal for SPY.
  • The trading results do not include interest earned while in a cash position.

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