WINNING INVESTMENTS with EXCHANGE-TRADED FUNDS
SYSTEM MOSTLY USA ETFs Home
Long Only results here

Table 3.

Current Real-time Results
Trading System Mostly USA Versions 1.0 and 2.0

Including Short Sales
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

up

8/27/2004

XLE

31.50

36.58

12/24/2004

5.08

16.1

17

16.1

8.1

8.9

1205

up

8/27/2004

OIH

73.00

82.60

12/3/2004

9.60

13.2

14

14.6

15.2

7.7

1191

up

12/3/2004

HHH

70.42

66.74

1/7/2005

-3.68

-5.2

5

8.0

12.2

7.2

1186

up

12/24/2004

IJR

162.88

153.46

1/7/2005

-9.42

-5.8

2

4.6

8.9

7.2

1186

down

2/25/2005

SMH

34.47

31.48

1/7/2005

-2.99

-9.5

7

1.8

-1.4

9.5

1211

down

5/20/2005

HHH

57.12

56.80

2/25/2005

-0.32

-0.6

12

1.4

-2.0

7.9

1194

up

5/20/2005

BBH

164.72

189.54

8/26/2005

24.82

15.1

14

3.3

5.4

8.9

1205

up

5/20/2005

XLE

39.90

47.18

7/22/2005

7.28

18.2

9

5.2

15.0

11.1

1229

up

7/22/2005

OIH

111.09

112.86

8/26/2005

1.77

1.6

5

4.8

15.9

8.9

1205

down

9/9/2005

DIA

106.70

103.90

8/26/2005

-2.80

-2.7

2

4.0

12.8

8.9

1205

down

11/18/2005

OEX

574.69

574.13

9/9/2005

-0.56

-0.1

10

3.7

12.7

12.8

1248

up

11/18/2005

EWJ

12.62

13.27

12/30/2005

0.65

5.2

6

3.8

15.6

12.8

1248

up

11/18/2005

BBH

210.15

208.80

11/25/2005

-1.35

-0.6

1

3.4

15.2

14.6

1268

up

11/25/2005

OIH

126.25

130.23

12/30/2005

3.98

3.2

5

3.4

17.0

12.8

1248

down

2/24/2006

OEX

583.75

570.00

12/30/2005

-13.75

-2.4

8

3.0

14.2

16.5

1289

down

7/28/2006

HHH

45.12

60.00

2/27/2006

14.88

24.8

21

4.4

42.5

15.6

1279

up

7/28/2006

XLE

58.20

50.70

9/22/2006

-7.50

-12.9

8

3.4

33.4

18.8

1315

up

7/28/2006

EFA

65.94

69.22

10/13/2006

3.28

5.0

11

3.5

36.7

23.4

1366

up

9/22/2006

XLF

34.41

35.02

10/20/2006

0.61

1.8

4

3.4

37.9

23.7

1369

up

10/13/2006

OEX

633.61

652.60

11/17/2006

18.99

3.0

5

3.4

40.0

26.6

1401

up

10/20/2006

XLK

22.75

22.98

12/22/2006

0.23

1.0

9

3.2

40.7

27.5

1411

up

11/17/2006

QQQQ

44.16

42.93

12/22/2006

-1.23

-2.8

5

3.0

38.7

27.5

1411

down

2/9/2007

SMH

33.92

33.27

12/22/2006

-0.65

-2.0

7

2.8

36.0

30.0

1438

down

3/23/2007

OIH

147.72

137.00

2/9/2007

-10.72

-7.8

6

2.3

25.4

29.8

1436

down

4/20/2007

BBH

187.99

177.50

3/23/2007

-10.49

-5.9

4

2.0

17.9

34.2

1484

up

4/20/2007

EFA

79.60

80.69

5/11/07

1.09

1.4

3

2.0

18.8

36.1

1506

up

4/20/2007

MDY

159.91

161.29

4/27/2007

1.38

0.9

1

1.9

19.3

35.0

1494

up

4/27/2007

OIH

159.99

170.26

5/18/2007

10.27

6.4

3

2.1

23.1

37.6

1523

up

5/11/07

XLE

65.19

68.07

5/18/2007

2.88

4.4

1

2.2

25.8

37.6

1523

down

6/1/2007

BBH

182.25

178.04

5/18/2007

-4.21

-2.4

2

2.0

22.8

38.9

1536

up

6/1/2007

OIH

169.15

167.76

6/8/2007

-1.39

-0.8

1

1.9

22.3

36.3

1508

up

6/1/2007

XLE

68.73

68.06

6/8/2007

-0.67

-1.0

1

1.8

21.7

36.3

1508

down

9/14/2007

BBH

172.00

179.18

6/8/2007

7.18

4.0

14

1.9

26.6

29.8

1436

up

9/14/2007

OIH

182.90

190.41

11/2/2007

7.51

4.1

7

2.0

29.2

36.1

1506

up

9/14/2007

XLE

72.35

74.97

11/2/2007

2.62

3.6

7

2.0

31.6

36.1

1506

down

12/7/2007

XLF

31.54

30.96

11/2/2007

-0.58

-1.9

5

1.9

29.1

36.0

1505

down

12/14/2007

SMH

32.56

33.50

12/7/2007

0.94

2.8

1

1.9

32.7

32.4

1465

down

2/8/2008

XLF

27.07

29.20

12/14/2007

2.13

7.3

8

2.1

42.4

20.4

1332

down

2/29/2008

SMH

28.58

28.20

2/8/2008

-0.38

-1.3

3

2.0

40.5

20.2

1330

up

2/29/2008

XLE

76.10

86.60

6/6/2008

10.50

13.8

14

2.3

50.2

23.0

1361

up

2/29/2008

IBB

75.74

73.20

3/7/2008

-2.54

-3.4

1

2.1

38.1

16.9

1293

up

3/7/2008

BBH

169.80

168.35

4/18/2008

-1.45

-0.9

6

2.1

37.5

25.4

1388

up

4/18/2008

OIH

208.73

213.00

6/6/2008

4.27

2.0

7

2.1

38.9

25.4

1388

down**

7/16/2008

XLF

17.75

23.46

6/6/2008

5.71

24.3

6

2.6

72.8

9.8

1215

down

8/8/2008

DIA

117.03

115.41

7/18/2008

-1.62

-1.4

3

2.5

70.3

17.0

1294

up

8/8/2008

OIH

181.67

179.96

8/15/2008

-1.71

-0.9

1

2.4

69.5

17.3

1298

up

8/8/2008

BBH

201.70

187.94

9/26/2008

-13.76

-6.8

7

2.2

63.7

9.3

1209

up

8/15/2008

IBB

90.29

83.58

9/26/2008

-6.71

-7.4

6

2.0

57.7

9.3

1209

down

10/3/2008

EFA

51.18

56.78

9/26/2008

5.60

9.9

1

2.2

73.2

-0.8

1098

down

1/2/2009

OIH

79.15

120.36

10/3/2008

41.21

34.2

13

2.8

132.5

-16.0

929

up

1/2/2009

BBH

90.56

86.97

5/8/2009

-3.59

-4.0

18

2.7

127.9

-16.6

923

up

1/2/2009

IBB

71.95

64.45

4/3/2009

-7.50

-10.4

13

2.4

120.4

-24.1

840

up

4/3/2009

HHH

37.01

42.96

6/26/2009

5.95

16.1

12

2.7

146.2

-16.9

920

up

5/8/2009

XLK

16.93

17.00

5/15/2009

0.07

0.4

1

2.6

120.9

-19.9

886

up

5/15/2009

QQQQ

33.59

36.28

6/12/2009

2.69

8.0

4

2.7

129.7

-14.8

942

up

6/12/2009

OIH

109.31

100.77

6/26/2009

-8.54

-7.8

2

2.6

120.7

-16.9

920

down

7/17/2009

IBB

72.29

72.82

6/26/2009

0.53

0.7

3

2.5

122.3

-14.9

942

down

10/9/2009

XLE

56.60

49.09

7/17/2009

-7.51

-15.3

12

2.2

88.3

-3.1

1072

down

11/20/2009

BBH

96.81

100.85

10/9/2009

4.04

4.0

6

2.2

95.9

-1.0

1095

down

11/27/2009

EWJ

9.57

9.45

11/20/2009

-0.12

-1.3

1

2.2

93.4

-1.4

1091

down

2/12/2010

SP500

1079.13

1092.40

1/22/2010

13.27

1.2

3

2.2

95.7

-2.5

1079

up

2/12/2010

IBB

85.08

91.63

4/9/2010

6.55

7.7

8

2.3

103.3

8.0

1195

up

2/12/2010

MDY

131.38

142.34

3/12/2010

10.96

8.3

4

2.4

111.7

3.8

1149

up

3/12/10

IJR

59.44

63.30

4/30/2010

3.86

6.5

7

2.4

118.6

7.4

1189

up

4/9/2010

HHH

62.67

62.94

4/16/2010

0.27

0.4

1

2.4

119.1

7.7

1192

up

4/16/2010

IWM

71.06

73.31

4/30/2010

2.25

3.2

2

2.4

122.5

7.4

1189

down

5/7/2010

BBH

94.41

96.81

4/30/2010

2.40

2.5

-1

2.4

128.1

1.4

1122

down

6/11/2010

SP500

1095.00

1122.27

5/7/2010

27.27

2.4

-5

2.4

133.6

-1.0

1095

up

6/11/2010

IJR

58.05

59.52

6/18/2010

1.47

2.5

1

2.4

136.6

7.7

1192

up

6/11/2010

MDY

139.47

142.15

6/18/2010

2.68

1.9

1

2.4

138.8

7.7

1192

up

6/18/2010

SMH

28.86

27.14

6/25/2010

-1.72

-6.0

1

2.3

131.7

-2.6

1078

up

6/18/2010

QQQQ

47.60

45.27

6/25/2010

-2.33

-4.9

1

2.2

126.0

-2.6

1078

down*

7/9/2010

SP500

1077.23

1077.50

6/25/2010

0.27

0.0

-2

2.2

126.1

-2.6

1077

up

7/9/2010

SMH

27.30

--

Open

up

7/9/2010

DIA

101.87

--

Open




Symbol Lookup

* This is the latest dated row which contains all closed trades.

Friday dates, Monday opening prices.

** This date is a Wednesday, due to special circumstances.

When new trades occur, time lapses before posting here.
Allow up to three weeks from transaction date.

The earlier of the two dates in each row is the entry signal date
from the weekly letters for the 'Event' (Buy or Sell).
The later date is the exit date. For short sales, the second date is the entry date.
The Sell column includes original short sales.
Short-sale dates are shaded gray.

cumul %Gain assumes a two-fund long or one-fund short portfolio at all times.
avg %Gain is the average profit of all trades since inception.

This 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.

The table has been revised since it was first published
to reflect as accurately as possible
a record of real-world results as they occur.

There was one period which lasted nine weeks out of 2.5 years
during which the SP500 did 3% better than the System.

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:
9-4-09: Lagging Trend quickened; result:
four percentage points per annum improvement in returns.
11-27-09: Timing module replaced and sell-short positions are limited
exclusively to the S&P500 or its equivalents
: result: annualized
test returns moved up from 25% to 29% per year.

Modifications do not alter any previously reported
Real-time Results. All real-time results are
reported as they occur.

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 net combined errors up to -0.8% could have occurred in 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.
  On 4/30/2010, BBH was erroneously recommended, forgetting the 11/27/09 policy change of using only the S&P 500 for short selling from that date forward. A profit of 2.4% resulted on the immediate cover purchase next week.





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