This page presents the past signals of the S&P 500 Trading System with
results obtained when following the investing in the ETF for the S&P 500
index (SPY).
The SPY signal returns are based on trading SPY at the market open
price on the first trading day following the day on which a signal has been
generated.
The dates you see in the table below are trading dates. For each trade,
a corresponding SPY signal was issued on the previous trading day after the
market had closed.
The returns are based on the market open price. This means that
each SPY trade order was given for execution at the market open price on the
first trading day after a corresponding SPY signal had been generated.
Broker commissions, margin or taxes were not considered in
determining SPY signal returns.
Only one signal can be opened at a time. A new signal is not
generated until the previous one has been closed.
The following table lists all except the most
recent SPY trades, which are only available to members.
Mid-Term SPY Trading Signals - 2011 Year
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Summary YTD
Comp. YTD
Margin Comp. YTD
Short
9/29/2011
$117.09
10/7/2011
$115.03
1.76%
0.18%
0.16%
0.26%
Long
8/4/2011
$120.26
9/16/2011
$120.50
0.20%
-1.57%
-1.57%
-3.14%
Long
5/12/2011
$134.08
7/26/2011
$133.33
-0.56%
-1.77%
-1.77%
-3.53%
Short
5/6/2011
$134.88
5/9/2011
$134.50
0.28%
-1.22%
-1.22%
-2.44%
Long
4/1/2011
$133.44
4/12/2011
$131.69
-1.31%
-1.50%
-1.49%
-2.98%
Short
3/11/2011
$129.52
3/22/2011
$129.76
-0.19%
-0.19%
-0.19%
-0.37%
Mid-Term SPY Trading Signals - 2010 Year
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Summary YTD
Comp. YTD
Margin Comp. YTD
Long
12/8/2010
$122.97
12/31/2010
$125.53
2.08%
15.33%
15.09%
29.12%
Short
11/10/2010
$121.56
12/7/2010
$123.70
-1.76%
13.25%
12.74%
23.96%
Short
10/1/2010
$114.99
11/5/2010
$122.70
-6.70%
15.01%
14.76%
28.49%
Long
9/17/2010
$113.00
9/30/2010
$115.40
2.12%
21.72%
23.01%
48.39%
Short
8/31/2010
$104.88
9/2/2010
$109.20
-4.12%
19.59%
20.45%
42.34%
Short
8/16/2010
$107.56
8/26/2010
$106.40
1.08%
23.71%
25.63%
55.12%
Long
7/22/2010
$108.34
7/28/2010
$111.32
2.75%
22.63%
24.29%
51.84%
Short
7/16/2010
$109.09
7/19/2010
$107.06
1.86%
19.88%
20.96%
43.92%
Long
7/6/2010
$103.64
7/14/2010
$109.31
5.47%
18.02%
18.75%
38.76%
Short
6/25/2010
$107.74
7/2/2010
$103.11
4.30%
12.55%
12.59%
25.08%
Long
6/4/2010
$108.61
6/17/2010
$111.11
2.30%
8.25%
7.95%
15.18%
Short
5/25/2010
$105.11
6/2/2010
$109.00
-3.70%
5.95%
5.52%
10.11%
Long
5/7/2010
$112.64
5/20/2010
$109.38
-2.89%
9.65%
9.58%
18.91%
Short
5/3/2010
$119.38
5/7/2010
$112.64
5.65%
12.55%
12.84%
26.21%
Long
4/22/2010
$119.81
4/27/2010
$120.65
0.70%
6.90%
6.81%
13.41%
Long
4/19/2010
$119.01
4/21/2010
$120.67
1.39%
6.20%
6.07%
11.84%
Long
4/15/2010
$120.95
4/16/2010
$120.86
-0.07%
4.80%
4.61%
8.80%
Short
3/26/2010
$116.87
4/15/2010
$120.95
-3.49%
4.88%
4.69%
8.97%
Short
3/16/2010
$115.80
3/25/2010
$118.05
-1.94%
8.37%
8.48%
17.15%
Long
2/25/2010
$109.22
3/11/2010
$114.74
5.05%
10.31%
10.62%
21.88%
Long
1/27/2010
$109.16
2/23/2010
$110.30
1.04%
5.26%
5.30%
10.69%
Short
1/11/2010
$115.08
1/25/2010
$110.23
4.21%
4.21%
4.21%
8.43%
Mid-Term SPY Trading Signals - 2009 Year
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Summary YTD
Comp. YTD
Margin Comp. YTD
Long
12/23/2009
112.02
12/30/2009
$112.23
0.19%
61.18%
72.46%
170.42%
Short
12/9/2009
109.58
12/14/2009
$111.81
-2.04%
60.99%
72.13%
169.41%
Long
11/17/2009
110.94
12/4/2009
$111.87
0.84%
63.03%
75.71%
180.84%
Long
10/30/2009
106.3
11/13/2009
$108.8
2.35%
62.19%
74.25%
176.21%
Short
10/23/2009
109.72
10/29/2009
$105.19
4.13%
59.84%
70.24%
163.80%
Long
10/5/2009
102.87
10/23/2009
$109.72
6.66%
55.71%
63.49%
143.68%
Long
3/17/2009
76.04
9/28/2009
$104.84
37.87%
49.05%
53.29%
115.04%
Short
1/14/2009
85.61
3/17/2009
$76.04
11.18%
11.18%
11.18%
22.36%
Mid-Term SPY Trading Signals - 2008 Year
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Summary YTD
Comp. YTD
Margin Comp. YTD
Long
12/31/2008
89.06
1/14/2009
$85.61
-3.87%
35.56%
36.85%
75.93%
Short
9/4/2008
126.97
12/31/2008
$89.06
29.86%
39.43%
42.37%
90.70%
Long
8/29/2008
129.28
9/4/2008
$126.97
-1.79%
9.57%
9.63%
19.40%
Short
6/9/2008
139.55
8/29/2008
$129.28
7.36%
11.36%
11.63%
23.83%
Short
6/3/2008
139.3
6/6/2008
$139.55
-0.18%
4.00%
3.98%
7.94%
Long
5/30/2008
139.13
6/3/2008
$139.3
0.12%
4.18%
4.16%
8.33%
Short
5/27/2008
139.05
5/30/2008
$139.13
-0.06%
4.06%
4.04%
8.07%
Long
4/16/2008
133.58
5/27/2008
$139.05
4.09%
4.09%
4.09%
8.19%
Mid-Term SPY Trading Signals - 2007 Year
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Summary YTD
Comp. YTD
Margin Comp. YTD
Short
11/2/2007
151.53
4/16/2008
$133.58
11.85%
12.72%
12.11%
23.44%
Long
11/1/2007
153.29
11/2/2007
$151.53
-1.15%
1.15%
0.23%
-0.20%
Short
10/31/2007
153.98
11/1/2007
$153.29
0.45%
2.02%
1.40%
2.14%
Long
10/29/2007
153.93
10/31/2007
$153.98
0.03%
1.57%
0.94%
1.23%
Short
10/22/2007
148.86
10/29/2007
$153.93
-3.41%
1.54%
0.91%
1.17%
Long
9/12/2007
147.29
10/22/2007
$148.86
1.07%
4.95%
4.47%
8.56%
Short
6/11/2007
150.93
9/12/2007
$147.29
2.41%
3.88%
3.37%
6.30%
Long
3/30/2007
142.24
6/11/2007
$150.93
6.11%
1.47%
0.93%
1.41%
Short
3/6/2007
138.78
3/30/2007
$142.24
-2.49%
-4.94%
-4.88%
-9.63%
Long
1/23/2007
142.26
3/6/2007
$138.78
-2.45%
-2.45%
-2.45%
-4.89%
Mid-Term SPY Trading Signals - 2006 Year (back-tested)
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Comp. YTD
Margin Comp. YTD
Long
7/25/2006
125.98
11/28/2006
$138.24
9.73%
13.68%
28.08%
Short
7/21/2006
125.15
7/25/2006
$125.98
-0.66%
3.60%
7.21%
Long
7/20/2006
126.14
7/21/2006
$125.15
-0.78%
4.29%
8.65%
Short
6/30/2006
127.47
7/14/2006
$124.16
2.60%
5.12%
10.39%
Long
5/31/2006
126.56
6/30/2006
$127.47
0.72%
2.46%
4.94%
Short
4/12/2006
128.78
5/31/2006
$126.56
1.72%
1.72%
3.45%
Mid-Term SPY Trading Signals - 2005 Year (back-tested)
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Comp. YTD
Margin Comp. YTD
Long
11/4/2005
122.4
4/12/2006
$128.78
5.21%
6.00%
11.84%
Short
10/5/2005
121.29
11/4/2005
$122.4
-0.92%
0.75%
1.28%
Long
6/24/2005
119.88
10/5/2005
$121.29
1.18%
1.68%
3.17%
Short
5/11/2005
116.93
6/24/2005
$119.88
-2.52%
0.50%
0.79%
Long
5/5/2005
117.67
5/11/2005
$116.93
-0.63%
3.10%
6.15%
Short
3/15/2005
121.42
5/5/2005
$117.97
2.84%
3.75%
7.50%
Long
2/3/2005
119.06
3/15/2005
$121.42
1.98%
0.88%
1.72%
Short
1/21/2005
117.79
2/3/2005
$119.06
-1.08%
-1.08%
-2.16%
Mid-Term SPY Trading Signals - 2004 Year (back-tested)
Signal
Open Date
Open Price
Close Date
Close Price
Returns
Return
Comp. YTD
Margin Comp. YTD
Long
10/28/2004
112.78
1/21/2005
$117.79
4.44%
5.76%
11.54%
Short
10/14/2004
111.68
10/28/2004
$112.78
-0.98%
1.26%
2.44%
Long
8/23/2004
110.55
10/14/2004
$111.68
1.02%
2.27%
4.50%
Short
7/6/2004
112.37
8/23/2004
$110.55
1.62%
1.23%
2.41%
Long
5/26/2004
111.66
7/6/2004
$112.37
0.64%
-0.38%
-0.81%
Short
4/29/2004
112.72
5/26/2004
$111.66
0.94%
-1.01%
-2.05%
Long
4/2/2004
114.81
4/29/2004
$112.72
-1.82%
-1.93%
-3.86%
Short
3/10/2004
114.72
4/2/2004
$114.81
-0.08%
-0.11%
-0.23%
Long
2/26/2004
114.61
3/10/2004
$114.72
0.10%
-0.04%
-0.07%
Short
2/25/2004
114.46
2/26/2004
$114.61
-0.13%
-0.13%
-0.26%
Mid-Term SPY Trading Signals - 2003 Year (backtested)
Disclaimer: All information and research results on this site is intended only
for informational and educational purposes and not as a solicitation to make
an investment. Therefore you should not make any decisions based on our
signals, our trading system or any other information on this site.
YOU AGREE THAT YOU TRADE SOLELY AT
YOUR OWN RISK and investment/trading decisions are solely your
responsibility. None of our web site materials should be interpreted as a
recommendation or solicitation to buy or sell any security, or to take any
specific action. Any trades executed following the commentaries and Buy/Sell
signals on this web site are taken at your own risk from your own account.
You agree to assume full responsibility for any and all gains and losses,
financial, emotional or otherwise, experienced, suffered or incurred by you.