S&P 500 e-mini
Performance
(based on
signals generated by the SPY trading system)
The
signals generated by the trading system are short lived and we
assume that an experienced trader may apply them to S&P 500
emini futures. Since the SPY and S&P 500 emini track the S&P 500 index, both of them usually move in a
similar direction. Below you may see the history of the SPY trading system
re-calculated for the S&P 500 emini.
S&P 500 emini - 2008 Year
In the following table the results
represents the system that applies the SPY signals to S&P 500 emini
futures contracts. The results does not include commission and
Exchange fees.
|
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on
10 contracts |
Summary
Return on
10 contracts |
| Short |
6/26/2008 15:52 |
$1,285.50 |
7/1/2008 10:59 |
$1,281.50 |
$2,000 |
$74,875 |
| Long |
6/25/2008 09:45 |
$1,326.25 |
6/26/2008 15:52 |
$1,285.50 |
$-20,375 |
$72,875 |
| Short |
6/20/2008 15:26 |
$1,321.00 |
6/23/2008 13:42 |
$1,321.75 |
$-375 |
$93,250 |
| Long |
6/19/2008 15:57 |
$1,342.25 |
6/20/2008 15:26 |
$1,321.00 |
$-10,625 |
$93,625 |
| Long |
6/12/2008 13:26 |
$1,347.00 |
6/17/2008 12:18 |
$1,357.50 |
$5,250 |
$104,250 |
| Long |
6/4/2008 10:48 |
$1,381.50 |
6/6/2008 10:27 |
$1,384.75 |
$1,625 |
$99,000 |
| Long |
6/2/2008 13:41 |
$1,381.25 |
6/3/2008 12:59 |
$1,387.75 |
$3,250 |
$97,375 |
| Long |
5/27/2008 13:24 |
$1,377.50 |
5/30/2008 12:43 |
$1,402.75 |
$12,625 |
$94,125 |
| Short |
5/23/2008 14:24 |
$1,376.00 |
5/27/2008 13:24 |
$1,377.50 |
$-750 |
$81,500 |
| Long |
5/22/2008 13:24 |
$1,394.25 |
5/23/2008 14:24 |
$1,376.00 |
$-9,125 |
$82,250 |
| Short |
5/16/2008 14:26 |
$1,421.00 |
5/20/2008 12:40 |
$1,416.00 |
$2,500 |
$91,375 |
| Long |
5/8/2008 11:26 |
$1,398.00 |
5/13/2008 13:26 |
$1,401.50 |
$1,750 |
$88,875 |
| Short |
5/5/2008 11:26 |
$1,407.25 |
5/7/2008 15:47 |
$1,396.25 |
$5,500 |
$87,125 |
| Long |
4/24/2008 13:24 |
$1,390.75 |
4/28/2008 10:33 |
$1,402.00 |
$5,625 |
$81,625 |
| Short |
4/21/2008 13:24 |
$1,387.50 |
4/24/2008 13:24 |
$1,390.75 |
$-1,625 |
$76,000 |
| Long |
4/16/2008 10:26 |
$1,353.75 |
4/21/2008 13:24 |
$1,387.50 |
$16,875 |
$77,625 |
| Short |
4/15/2008 11:26 |
$1,326.75 |
4/16/2008 10:26 |
$1,353.75 |
$-13,500 |
$60,750 |
| Long |
4/14/2008 14:26 |
$1,331.75 |
4/15/2008 11:26 |
$1,326.75 |
$-2,500 |
$74,250 |
| Short |
4/11/2008 10:26 |
$1,347.00 |
4/14/2008 14:26 |
$1,331.75 |
$7,625 |
$76,750 |
| Long |
4/10/2008 15:57 |
$1,361.25 |
4/11/2008 10:26 |
$1,347.00 |
$-7,125 |
$69,125 |
| Short |
4/4/2008 11:26 |
$1,372.25 |
4/7/2008 13:26 |
$1,384.75 |
$-6,250 |
$76,250 |
| Long |
3/31/2008 11:27 |
$1,322.50 |
4/4/2008 11:26 |
$1,372.25 |
$24,875 |
$82,500 |
| Short |
3/28/2008 13:27 |
$1,328.75 |
3/31/2008 11:27 |
$1,322.50 |
$3,125 |
$57,625 |
| Long |
3/28/2008 10:27 |
$1,332.25 |
3/28/2008 13:27 |
$1,328.75 |
$-1,750 |
$54,500 |
| Short |
3/26/2008 14:27 |
$1,341.75 |
3/28/2008 10:27 |
$1,332.25 |
$4,750 |
$56,250 |
| Long |
3/18/2008 15:58 |
$1,328.75 |
3/26/2008 14:27 |
$1,341.75 |
$6,500 |
$51,500 |
| Short |
3/14/2008 10:29 |
$1,296.00 |
3/18/2008 15:58 |
$1,328.75 |
$-16,375 |
$45,000 |
| Long |
3/11/2008 14:29 |
$1,301.25 |
3/14/2008 10:29 |
$1,296.00 |
$-2,625 |
$61,375 |
| Short |
3/6/2008 13:29 |
$1,313.75 |
3/11/2008 14:29 |
$1,301.25 |
$6,250 |
$64,000 |
| Long |
3/5/2008 13:29 |
$1,328.50 |
3/6/2008 13:29 |
$1,313.75 |
$-7,375 |
$57,750 |
| Short |
2/27/2008 15:58 |
$1,380.00 |
3/5/2008 13:29 |
$1,328.50 |
$25,750 |
$65,125 |
| Long |
2/25/2008 10:29 |
$1,358.75 |
2/27/2008 15:58 |
$1,380.00 |
$10,625 |
$39,375 |
| Long |
2/20/2008 12:29 |
$1,351.75 |
2/21/2008 15:29 |
$1,344.50 |
$-3,625 |
$28,750 |
| Short |
2/14/2008 15:29 |
$1,356.25 |
2/20/2008 12:29 |
$1,351.75 |
$2,250 |
$32,375 |
| Long |
2/7/2008 14:29 |
$1,340.50 |
2/11/2008 11:29 |
$1,330.50 |
$-5,000 |
$30,125 |
| Short |
2/4/2008 15:58 |
$1,380.75 |
2/7/2008 14:29 |
$1,340.50 |
$20,125 |
$35,125 |
| Long |
1/31/2008 15:58 |
$1,375.50 |
2/4/2008 15:58 |
$1,380.75 |
$2,625 |
$15,000 |
| Short |
1/31/2008 15:29 |
$1,381.50 |
1/31/2008 15:58 |
$1,375.50 |
$3,000 |
$12,375 |
| Long |
1/23/2008 15:29 |
$1,329.75 |
1/31/2008 15:29 |
$1,381.50 |
$25,875 |
$9,375 |
| Short |
1/22/2008 11:29 |
$1,310.00 |
1/23/2008 15:29 |
$1,329.75 |
$-9,875 |
$-16,500 |
| Long |
1/18/2008 14:29 |
$1,325.25 |
1/22/2008 11:29 |
$1,310.00 |
$-7,625 |
$-6,625 |
| Short |
1/17/2008 12:29 |
$1,355.50 |
1/18/2008 14:29 |
$1,325.25 |
$15,125 |
$1,000 |
| Long |
1/16/2008 14:29 |
$1,391.25 |
1/17/2008 12:29 |
$1,355.50 |
$-17,875 |
$-14,125 |
| Long |
1/9/2008 10:29 |
$1,401.50 |
1/10/2008 11:29 |
$1,409.00 |
$3,750 |
$3,750 |
|
@Index-Trading-System |
*
The value of an S&P 500 e-mini futures contract is
calculated by applying a $50 multiplier to the index's present futures level
|