This system is designed for timing both long and short trades in the S&P 500 futures, SPY, SDS,SOS, SPX options, or any other vehicle that tracks the S&P 500. This model gets long or short based on a proprietary quantitative algorithm. You will notice from the performance report that this system trades about 37 times a year and the average trade lasts 5.3 days. This system has only been invested 55% of all trading days since 1991 however the average annual return has been 20.4% with a largest peak to trough drawdown of -20%. The system hasn’t had a down year. The worst performing year is 2010 for a .5% return. The best performing year was 1999 for a +62% return. From 1990 to present (April 2011) This S&P system would have turned a 100,000 account into $4,634,565 without using any leverage. As a comparison buying $100,000 worth of the S&P in 1991 would now be worth $388,428 with a largest equity drawdown of 53% .
This system enters the S&P market on close and exits are based on an opposite signal, time based, 10% stop loss or a progressive profit taking mechanism. All signals for orders will be emailed out the night before and posted to the website.
Hypothetical growth of $100,000 from 1990 to present April 2011
To receive buy and sell signals for the intermediate term S&P model subscribe here!
Long and short trades- The performance report below is based on 1 contract trades since 1990!
( Click image to enlarge)
Equity curve ( Click image to enlarge)
Short trades only- The performance report below is based on 1 contract trades since 1990!
( Click image to enlarge)
Long trades only- The performance report below is based on 1 contract trades since 1990!
( Click image to enlarge)
To receive buy and sell signals for the intermediate term S&P model subscribe here!
