Table 4.
Current Real-time Results
Trading System 1.0 Mostly USA
Long Only
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 |
2.4 |
31.1 |
36.1 |
1506 |
|
-- |
4/20/2007 |
MDY |
159.91 |
161.29 |
4/27/2007 |
1.38 |
0.9 |
1 |
2.4 |
31.6 |
35.0 |
1494 |
|
-- |
4/27/2007 |
OIH |
159.99 |
170.26 |
5/18/2007 |
10.27 |
6.4 |
3 |
2.4 |
35.9 |
37.6 |
1523 |
|
-- |
5/11/07 |
XLE |
65.19 |
68.07 |
5/18/2007 |
2.88 |
4.4 |
1 |
2.5 |
38.9 |
37.6 |
1523 |
|
-- |
6/1/2007 |
OIH |
169.15 |
167.76 |
6/8/2007 |
-1.39 |
-0.8 |
1 |
2.4 |
38.3 |
36.3 |
1508 |
|
-- |
6/1/2007 |
XLE |
68.73 |
68.06 |
6/8/2007 |
-0.67 |
-1.0 |
1 |
2.3 |
37.6 |
36.3 |
1508 |
|
-- |
9/14/2007 |
OIH |
182.90 |
185.68 |
12/7/2007 |
2.78 |
1.5 |
12 |
2.3 |
38.7 |
36.0 |
1505 |
|
-- |
9/14/2007 |
XLE |
72.35 |
86.60 |
6/6/08 |
14.25 |
19.7 |
38 |
3.7 |
52.3 |
36.0 |
1505 |
|
-- |
12/7/2007 |
QQQQ |
52.44 |
49.79 |
1/4/2008 |
-2.65 |
-5.1 |
4 |
3.3 |
35.2 |
36.0 |
1505 |
|
-- |
1/4/2008 |
OIH |
188.05 |
152.50 |
1/18/08 |
-35.55 |
-18.9 |
2 |
2.5 |
22.4 |
18.7 |
1313 |
|
-- |
1/18/08 |
IBB |
75.94 |
73.20 |
3/7/08 |
-2.74 |
-3.6 |
7 |
2.3 |
20.2 |
16.9 |
1293 |
|
-- |
3/7/08 |
BBH |
169.80 |
168.35 |
4/18/08 |
-1.45 |
-0.9 |
6 |
2.1 |
19.7 |
25.4 |
1388 |
|
--* |
4/18/08 |
OIH |
208.73 |
213.00 |
6/6/08 |
4.27 |
2.0 |
7 |
2.1 |
20.9 |
36.0 |
1505 |
|
6/6/08 |
cash |
|
|
open |
|
|
|
|
|
|
|
Symbol Lookup
* This is the latest dated row which contains all closed trades.
Friday dates, Monday opening prices.
The table is usually current through today's date, top left.
When new trades occur, a few days may elapse
before posting appears here.
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.
|
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.
|
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