Table 4.
Current Real-time Results
Trading System Mostly USA Versions 1.0 and 2.0
Long Only--with Timing
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 |
|
-- |
8/27/2004 |
XLE |
31.50 |
36.58 |
12/24/2004 |
5.08 |
16.1 |
17 |
16.1 |
8.1 |
8.9 |
1205 |
|
-- |
8/27/2004 |
OIH |
73.00 |
82.60 |
12/3/2004 |
9.60 |
13.2 |
14 |
14.6 |
15.2 |
7.7 |
1191 |
|
-- |
12/3/2004 |
HHH |
70.42 |
66.74 |
1/7/2005 |
-3.68 |
-5.2 |
5 |
8.0 |
12.2 |
7.2 |
1186 |
|
-- |
12/24/2004 |
IJR |
162.88 |
153.46 |
1/7/2005 |
-9.42 |
-5.8 |
2 |
4.6 |
8.9 |
7.2 |
1186 |
|
-- |
5/20/2005 |
BBH |
164.72 |
189.54 |
8/26/2005 |
24.82 |
15.1 |
14 |
6.7 |
17.1 |
8.9 |
1205 |
|
-- |
5/20/2005 |
XLE |
39.90 |
47.18 |
7/22/2005 |
7.28 |
18.2 |
9 |
8.6 |
27.8 |
11.1 |
1229 |
|
-- |
7/22/2005 |
OIH |
111.09 |
112.86 |
8/26/2005 |
1.77 |
1.6 |
5 |
7.6 |
28.8 |
8.9 |
1205 |
|
-- |
11/18/2005 |
EWJ |
12.62 |
13.27 |
12/30/2005 |
0.65 |
5.2 |
6 |
7.3 |
32.1 |
12.8 |
1248 |
|
-- |
11/18/2005 |
BBH |
210.15 |
208.80 |
11/25/2005 |
-1.35 |
-0.6 |
1 |
6.4 |
31.7 |
14.6 |
1268 |
|
-- |
11/25/2005 |
OIH |
126.25 |
130.23 |
12/30/2005 |
3.98 |
3.2 |
5 |
6.1 |
33.8 |
12.8 |
1248 |
|
-- |
7/28/2006 |
XLE |
58.20 |
50.70 |
9/22/2006 |
-7.50 |
-12.9 |
8 |
4.4 |
25.2 |
18.8 |
1315 |
|
-- |
7/28/2006 |
EFA |
65.94 |
69.22 |
10/13/2006 |
3.28 |
5.0 |
11 |
4.4 |
28.3 |
23.4 |
1366 |
|
-- |
9/22/2006 |
XLF |
34.41 |
35.02 |
10/20/2006 |
0.61 |
1.8 |
4 |
4.2 |
29.4 |
23.7 |
1369 |
|
-- |
10/13/2006 |
OEX |
633.61 |
652.60 |
11/17/2006 |
18.99 |
3.0 |
5 |
4.1 |
31.4 |
26.6 |
1401 |
|
-- |
10/20/2006 |
XLK |
22.75 |
22.98 |
12/22/2006 |
0.23 |
1.0 |
9 |
3.9 |
32.0 |
27.5 |
1411 |
|
-- |
11/17/2006 |
QQQQ |
44.16 |
42.93 |
12/22/2006 |
-1.23 |
-2.8 |
5 |
3.5 |
30.2 |
27.5 |
1411 |
|
-- |
4/20/2007 |
EFA |
79.60 |
80.69 |
5/11/07 |
1.09 |
1.4 |
3 |
3.4 |
31.1 |
36.1 |
1506 |
|
-- |
4/20/2007 |
MDY |
159.91 |
161.29 |
4/27/2007 |
1.38 |
0.9 |
1 |
3.2 |
31.6 |
35.0 |
1494 |
|
-- |
4/27/2007 |
OIH |
159.99 |
170.26 |
5/18/2007 |
10.27 |
6.4 |
3 |
3.4 |
35.9 |
37.6 |
1523 |
|
-- |
5/11/07 |
XLE |
65.19 |
68.07 |
5/18/2007 |
2.88 |
4.4 |
1 |
3.4 |
38.9 |
37.6 |
1523 |
|
-- |
6/1/2007 |
OIH |
169.15 |
167.76 |
6/8/2007 |
-1.39 |
-0.8 |
1 |
3.2 |
38.3 |
36.3 |
1508 |
|
-- |
6/1/2007 |
XLE |
68.73 |
68.06 |
6/8/2007 |
-0.67 |
-1.0 |
1 |
3.1 |
37.6 |
36.3 |
1508 |
|
-- |
9/14/2007 |
OIH |
182.90 |
185.68 |
12/7/2007 |
2.78 |
1.5 |
12 |
3.0 |
38.7 |
36.0 |
1505 |
|
-- |
9/14/2007 |
XLE |
72.35 |
86.60 |
6/6/2008 |
14.25 |
19.7 |
38 |
3.7 |
52.3 |
26.5 |
1400 |
|
-- |
12/7/2007 |
QQQQ |
52.44 |
49.79 |
1/4/2008 |
-2.65 |
-5.1 |
4 |
3.3 |
48.5 |
27.8 |
1414 |
|
-- |
1/4/2008 |
OIH |
188.05 |
152.50 |
1/18/2008 |
-35.55 |
-18.9 |
2 |
2.5 |
34.4 |
18.7 |
1313 |
|
-- |
1/18/2008 |
IBB |
75.94 |
73.20 |
3/7/2008 |
-2.74 |
-3.6 |
7 |
2.3 |
32.0 |
16.9 |
1293 |
|
-- |
3/7/2008 |
BBH |
169.80 |
168.35 |
4/18/2008 |
-1.45 |
-0.9 |
6 |
2.1 |
31.5 |
25.4 |
1388 |
|
-- |
4/18/2008 |
OIH |
208.73 |
213.00 |
6/6/2008 |
4.27 |
2.0 |
7 |
2.1 |
32.8 |
23.0 |
1361 |
|
-- |
8/8/2008 |
BBH |
201.70 |
187.94 |
9/26/2008 |
-13.76 |
-6.8 |
7 |
1.8 |
28.3 |
9.3 |
1209 |
|
-- |
8/8/2008 |
OIH |
181.67 |
179.96 |
8/15/2008 |
-1.71 |
-0.9 |
1 |
1.8 |
27.7 |
17.3 |
1298 |
|
-- |
8/15/2008 |
IBB |
90.29 |
83.58 |
9/26/2008 |
-6.71 |
-7.4 |
6 |
1.5 |
22.9 |
9.3 |
1209 |
|
-- |
1/2/2009 |
BBH |
90.56 |
86.97 |
5/8/2009 |
-3.59 |
-4.0 |
18 |
1.3 |
20.5 |
-16.6 |
923 |
|
-- |
1/2/2009 |
IBB |
71.95 |
64.45 |
4/3/2009 |
-7.50 |
-10.4 |
13 |
1.0 |
14.2 |
-24.1 |
840 |
|
-- |
4/3/2009 |
HHH |
37.01 |
42.96 |
6/26/2009 |
5.95 |
16.1 |
12 |
1.4 |
23.4 |
-16.9 |
920 |
|
-- |
5/8/09 |
XLK |
16.93 |
17.00 |
5/15/2009 |
0.07 |
0.4 |
1 |
1.4 |
23.6 |
-19.9 |
886 |
|
-- |
5/15/2009 |
QQQQ |
33.59 |
36.28 |
6/12/2009 |
2.69 |
8.0 |
4 |
1.9 |
28.6 |
-14.8 |
942 |
|
-- |
6/12/2009 |
OIH |
109.31 |
100.77 |
6/26/2009 |
-8.54 |
-7.8 |
2 |
1.3 |
23.6 |
-16.9 |
920 |
|
-- |
2/12/2010 |
IBB |
85.08 |
91.63 |
4/9/2010 |
6.55 |
7.7 |
43 |
1.9 |
28.3 |
8.0 |
1195 |
|
-- |
3/12/10 |
MDY |
131.38 |
142.34 |
3/12/2010 |
10.96 |
7.7 |
4 |
2.0 |
33.3 |
3.8 |
1149 |
|
-- |
4/9/2010 |
IJR |
59.44 |
63.30 |
4/30/2010 |
3.86 |
6.1 |
7 |
2.0 |
37.3 |
7.4 |
1189 |
|
-- |
4/16/2010 |
HHH |
62.67 |
62.94 |
4/16/2010 |
0.27 |
0.4 |
1 |
2.0 |
37.6 |
7.7 |
1192 |
|
-- |
4/16/2010 |
IWM |
71.06 |
73.31 |
4/30/2010 |
2.25 |
3.1 |
2 |
2.0 |
39.7 |
7.4 |
1189 |
|
-- |
4/30/2010 |
Cash |
1.00 |
1.00 |
6/11/2010 |
0.00 |
0.0 |
8 |
2.0 |
39.7 |
7.4 |
1189 |
|
-- |
6/11/2010 |
IJR |
58.05 |
59.52 |
6/18/2010 |
1.47 |
2.5 |
7 |
2.0 |
41.5 |
1.5 |
1123 |
|
-- |
6/11/2010 |
MDY |
139.47 |
142.15 |
6/18/2010 |
2.68 |
1.9 |
1 |
2.0 |
42.8 |
1.5 |
1123 |
|
-- |
6/18/2010 |
SMH |
28.86 |
27.88 |
8/6/2010 |
-0.98 |
-3.5 |
8 |
1.9 |
40.3 |
1.5 |
1123 |
|
-- |
6/18/2010 |
QQQQ |
47.60 |
44.61 |
7/9/2010 |
-2.99 |
-6.7 |
3 |
1.8 |
35.6 |
-2.6 |
1077 |
|
-- |
7/9/2010 |
DIA |
101.87 |
102.80 |
8/13/2010 |
0.93 |
0.9 |
8 |
1.8 |
36.2 |
-2.6 |
1077 |
|
-- |
8/6/2010 |
EFA |
53.89 |
50.72 |
8/13/2010 |
-3.17 |
-6.3 |
5 |
1.7 |
31.9 |
-2.6 |
1077 |
|
-- |
9/3/2010 |
HHH |
59.41 |
70.50 |
11/19/2010 |
11.09 |
15.7 |
19 |
1.9 |
42.3 |
8.3 |
1198 |
|
-- |
9/3/2010 |
EFA |
52.11 |
53.91 |
9/17/2010 |
1.80 |
3.3 |
6 |
1.9 |
44.7 |
1.8 |
1127 |
|
-- |
9/17/2010 |
QQQQ |
48.18 |
48.78 |
10/8/2010 |
0.60 |
1.2 |
5 |
1.9 |
45.6 |
5.3 |
1165 |
|
-- |
10/8/2010 |
EFA |
56.98 |
57.44 |
10/15/2010 |
0.46 |
0.8 |
6 |
1.9 |
46.2 |
6.4 |
1177 |
|
-- |
10/15/2010 |
OIH |
119.34 |
119.83 |
10/22/2010 |
0.49 |
0.4 |
5 |
1.9 |
46.5 |
7.1 |
1185 |
|
-- |
10/22/2010 |
QQQQ |
51.86 |
52.76 |
11/12/2010 |
0.90 |
1.7 |
5 |
1.9 |
47.7 |
8.5 |
1200 |
|
-- |
11/12/2010 |
OIH |
127.96 |
130.28 |
11/19/2010 |
2.32 |
1.8 |
5 |
1.9 |
49.0 |
8.3 |
1198 |
|
-- |
11/19/2010 |
Cash |
1.00 |
1.00 |
12/3/2010 |
0.00 |
0.0 |
6 |
1.8 |
49.0 |
8.5 |
1200 |
|
-- |
12/3/2010 |
HHH |
72.15 |
72.82 |
12/23/2010 |
0.67 |
0.9 |
3 |
1.8 |
49.7 |
13.4 |
1255 |
|
-- |
12/3/2010 |
OIH |
137.59 |
150.34 |
1/28/2011 |
12.75 |
9.3 |
8 |
1.9 |
56.7 |
15.4 |
1277 |
|
-- |
12/23/2010 |
IWM |
78.50 |
78.69 |
12/31/2010 |
0.19 |
0.2 |
1 |
1.9 |
56.9 |
13.6 |
1257 |
|
-- |
12/31/2010 |
XLE |
68.13 |
71.58 |
1/28/2011 |
3.45 |
5.1 |
4 |
1.9 |
60.8 |
15.4 |
1277 |
|
-- |
2/4/2011 |
OIH |
156.15 |
163.84 |
2/25/2011 |
7.69 |
4.9 |
3 |
1.9 |
64.8 |
19.5 |
1322 |
|
-- |
2/4/2011 |
XLE |
74.44 |
78.24 |
2/25/2011 |
3.80 |
5.1 |
3 |
1.9 |
69.0 |
19.5 |
1322 |
|
-- |
2/25/2011 |
Cash |
1.00 |
1.00 |
3/25/2011 |
0.00 |
0.0 |
4 |
1.9 |
69.0 |
19.5 |
1322 |
|
-- |
3/25/2011 |
OIH |
158.79 |
154.19 |
4/15/2011 |
-4.60 |
-2.9 |
3 |
1.9 |
66.5 |
18.7 |
1313 |
|
-- |
3/25/2011 |
XLE |
78.50 |
76.00 |
4/15/2011 |
-2.50 |
-3.2 |
3 |
1.8 |
63.9 |
18.7 |
1313 |
|
-- |
4/22/2011 |
IBB |
105.38 |
106.99 |
5/6/2011 |
1.61 |
1.5 |
2 |
1.8 |
65.1 |
21.1 |
1340 |
|
-- |
4/22/2011 |
XLE |
79.03 |
75.16 |
5/6/2011 |
-3.87 |
-4.9 |
2 |
1.8 |
61.1 |
21.1 |
1340 |
|
-- |
5/6/2011 |
Cash |
1.00 |
1.00 |
5/20/2011 |
0.00 |
0.0 |
2 |
1.7 |
61.1 |
20.5 |
1333 |
|
-- |
5/20/2011 |
IBB |
107.93 |
109.66 |
5/27/2011 |
1.73 |
1.6 |
1 |
1.7 |
62.4 |
20.3 |
1331 |
|
-- |
5/20/2011 |
HHH |
75.74 |
75.57 |
5/27/2011 |
-0.17 |
-0.2 |
1 |
1.7 |
62.2 |
20.3 |
1331 |
|
-- |
5/27/2011 |
Cash |
1.00 |
1.00 |
7/1/2011 |
0.00 |
0.0 |
5 |
1.6 |
62.2 |
18.9 |
1316 |
|
-- |
7/1/2011 |
IBB |
108.00 |
106.87 |
7/15/2011 |
-1.13 |
-1.0 |
2 |
1.6 |
61.4 |
18.9 |
1316 |
|
-- |
7/1/2011 |
IJR |
74.56 |
70.74 |
7/8/2011 |
-3.82 |
-5.1 |
1 |
1.5 |
57.2 |
22.2 |
1352 |
|
-- |
7/8/2011 |
HHH |
80.05 |
78.09 |
7/15/2011 |
-1.96 |
-2.4 |
1 |
1.5 |
55.3 |
18.9 |
1316 |
|
-- |
7/22/2011 |
IBB |
108.22 |
105.61 |
7/29/2011 |
-2.61 |
-2.4 |
1 |
1.5 |
53.4 |
16.8 |
1293 |
|
-- |
7/22/2011 |
HHH |
78.90 |
80.20 |
7/29/2011 |
1.30 |
1.6 |
1 |
1.5 |
54.7 |
16.8 |
1293 |
|
-- |
7/29/2011 |
Cash |
1.00 |
1.00 |
8/26/2011 |
0.00 |
0.0 |
4 |
1.5 |
54.7 |
6.5 |
1178 |
|
-- |
8/26/2011 |
HHH |
72.33 |
78.64 |
9/9/2011 |
6.31 |
8.7 |
2 |
1.4 |
61.4 |
2.8 |
1137 |
|
-- |
8/26/2011 |
QQQ |
53.66 |
52.04 |
9/2/2011 |
-1.62 |
-3.0 |
1 |
1.4 |
59.0 |
6.5 |
1178 |
|
-- |
9/2/2011 |
BBH |
93.82 |
97.43 |
9/9/2011 |
3.61 |
3.8 |
1 |
1.4 |
62.1 |
2.8 |
1137 |
|
-- |
9/9/2011 |
Cash |
1.00 |
1.00 |
9/16/2011 |
0.00 |
0.0 |
1 |
1.4 |
62.1 |
6.1 |
1174 |
|
-- |
9/16/2011 |
HHH |
81.21 |
78.64 |
9/23/2011 |
-2.57 |
-3.2 |
1 |
1.4 |
59.5 |
2.8 |
1137 |
|
-- |
9/16/2011 |
QQQ |
55.90 |
54.42 |
9/23/2011 |
-1.48 |
-2.6 |
1 |
1.4 |
57.4 |
2.8 |
1137 |
|
--* |
9/23/2011 |
Cash |
1.00 |
1.00 |
10/7/2011 |
0.00 |
0.0 |
2 |
1.4 |
57.4 |
4.7 |
1158 |
|
-- |
10/7/2011 |
HHH |
78.89 |
78.00 |
11/11/2011 |
-0.89 |
-1.1 |
5 |
1.3 |
56.5 |
14.2 |
1264 |
|
-- |
10/7/2011 |
BBH |
101.43 |
108.09 |
10/28/2011 |
6.66 |
6.6 |
3 |
1.4 |
61.6 |
16.1 |
1285 |
|
-- |
10/28/2011 |
QQQ |
58.43 |
57.75 |
11/4/2011 |
-0.68 |
-1.2 |
1 |
1.3 |
60.7 |
13.3 |
1253 |
|
-- |
11/4/2011 |
BBH |
106.00 |
105.90 |
11/11/2011 |
-0.10 |
-0.1 |
1 |
1.3 |
60.6 |
14.2 |
1264 |
|
-- |
11/11/2011 |
Cash |
1.00 |
1.00 |
12/2/2011 |
0.00 |
0.0 |
3 |
1.3 |
60.6 |
12.5 |
1244 |
|
-- |
12/2/2011 |
BBH |
101.43 |
102.72 |
12/16/2011 |
1.29 |
1.3 |
2 |
1.3 |
61.6 |
12.5 |
1244 |
|
-- |
12/2/2011 |
DIA |
121.83 |
120.96 |
12/9/2011 |
-0.87 |
-0.7 |
1 |
1.3 |
61.1 |
13.4 |
1255 |
|
-- |
12/9/2011 |
IBB |
101.01 |
100.24 |
12/16/2011 |
-0.77 |
-0.8 |
1 |
1.3 |
60.4 |
10.2 |
1220 |
|
-- |
12/16/2011 |
Cash |
1.00 |
1.00 |
12/23/2011 |
0.00 |
0.0 |
1 |
1.3 |
60.4 |
14.3 |
1265 |
|
-- |
12/23/2011 |
IBB |
103.05 |
-- |
open |
|
|
|
|
|
|
|
|
--* |
12/23/2011 |
IJR |
68.92 |
70.08 |
12/30/2011 |
1.16 |
1.7 |
1 |
1.3 |
61.8 |
13.8 |
1259 |
|
-- |
12/30/2011 |
BBH |
111.20 |
-- |
open |
|
|
|
|
|
|
|
Symbol Lookup
* This is the latest dated row which contains all closed trades.
During time gaps from Sell dates to next Buy dates, the portfolio is in cash.
Friday dates, Monday opening prices.
New trades are posted here usually four weeks after
transaction date.
The 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.
cumul %Gain assumes holding the two top-ranked funds
at all times
that the Market Trend is up.
*avg %Gain is the average profit
of
all trades from inception to date.
The table reflects as accurately as possible
a record of real-world results as they occur.
The risk of the System underperforming a buy/hold approach
to the market always remains but appears unlikely
based on 18 years of backtesting.
Modifications and effective dates.
1/13/12: Across the board replacement of HOLDRs funds
with better suited components. Portfolio is now more rigorously USA
and has more trading access and liquidity.
Some of my data handling is manual. Errors can occur.
If you spot any, please let know, and I will correct them.
Beyond that, this page is the Rock of Gibraltar;
except for fixing errors,
no alterations
permitted after the fact.
|
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 combined errors of up to -9.4% could have occurred in some real accounts in real-time. See
mistakes.
On 12/4/2009, a system processing
error created some corrupted data in the rankings table. It was discovered and fixed 1/15/2010. No losses occurred. Real-time system signals are not affected.
|
3PORT/ARCHV/WKLY/TRADWORK
© 2005-10 THE 2000
CORPORATION
ALL RIGHTS RESERVED