SPX System Performance Review: 06/02/2003
Cumulative performance for the SPX system from the first trade on 2-1-2002 to the end of May 2003 is a compound 68%, or trading a constant $10,000 unit the gains are $5,378.
Starting with $10,000, and compounding the returns, which means
putting all the proceeds of each trade into the next trade and the
total return for the 16 month period is 68%.
The S&P 500 fell over 13% during the same period.
Click here to See the Chart
Total points gained so far, 460, which is roughly half the current
value of the S&P 500.
So far we have made 55 trading calls. 34 of those produced gains, which is a win loss ratio of 62%.
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Closed SPX Trades
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Short | 02/01/2002 | 1,121.61 | 1,088.55 | 02/05/2002 | 33.06 | 2.95% | 5 |
Long | 02/11/2002 | 1,110.60 | 1,117.00 | 02/14/2002 | 6.40 | 0.58% | 4 |
Short | 02/15/2002 | 1,105.73 | 1,077.53 | 02/20/2002 | 28.20 | 2.55% | 6 |
Long | 02/20/2002 | 1,077.53 | 1,112.36 | 02/26/2002 | 34.83 | 3.23% | 7 |
Short | 03/13/2002 | 1,156.30 | 1,166.15 | 03/15/2002 | -9.85 | -0.85% | 3 |
Short | 03/18/2002 | 1,162.52 | 1,142.01 | 03/21/2002 | 20.51 | 1.76% | 4 |
Long | 03/28/2002 | 1,150.73 | 1,132.00 | 04/03/2002 | -18.73 | -1.63% | 7 |
Long | 04/10/2002 | 1,127.95 | 1,102.57 | 04/11/2002 | -25.38 | -2.25% | 2 |
Long | 04/16/2002 | 1,115.17 | 1,108.70 | 04/22/2002 | -6.47 | -0.58% | 7 |
Long | 05/01/2002 | 1,076.09 | 1,091.00 | 05/02/2002 | 14.91 | 1.39% | 2 |
Short | 05/02/2002 | 1,091.00 | 1,070.00 | 05/08/2002 | 21.00 | 1.92% | 7 |
Long | 05/13/2002 | 1,062.35 | 1,083.56 | 05/21/2002 | 21.21 | 2.00% | 9 |
Short | 05/21/2002 | 1,083.56 | 1,077.62 | 05/22/2002 | 5.94 | 0.55% | 2 |
Long | 05/22/2002 | 1,077.69 | 1,064.00 | 05/30/2002 | -13.69 | -1.27% | 9 |
Long | 06/04/2002 | 1,040.68 | 1,030.00 | 06/06/2002 | -10.68 | -1.03% | 3 |
Long | 06/09/2002 | 1,030.50 | 1,007.00 | 06/11/2002 | -23.50 | -2.28% | 3 |
Long | 06/12/2002 | 1,011.52 | 1,011.52 | 06/13/2002 | 0.00 | 0.00% | 2 |
Long | 06/24/2002 | 984.19 | 982.00 | 06/25/2002 | -2.19 | -0.22% | 2 |
Long | 06/26/2002 | 971.55 | 968.00 | 06/27/2002 | -3.55 | -0.37% | 2 |
Short | 07/10/2002 | 946.00 | 906.00 | 07/15/2002 | 40.00 | 4.23% | 6 |
Long | 07/15/2002 | 906.00 | 895.00 | 07/17/2002 | -11.00 | -1.21% | 3 |
Long | 07/24/2002 | 798.00 | 820.00 | 07/25/2002 | 22.00 | 2.76% | 2 |
Short | 08/08/2002 | 876.00 | 900.00 | 08/14/2002 | -24.00 | -2.74% | 7 |
Short | 08/20/2002 | 943.00 | 935.00 | 08/21/2002 | 8.00 | 0.85% | 2 |
Short | 09/03/2002 | 903.30 | 891.70 | 09/04/2002 | 11.60 | 1.28% | 2 |
Short | 09/10/2002 | 901.10 | 872.00 | 09/18/2002 | 29.10 | 3.23% | 9 |
Short | 09/30/2002 | 845.00 | 840.00 | 10/01/2002 | 5.00 | 0.59% | 2 |
Short | 10/07/2002 | 794.00 | 778.66 | 10/10/2002 | 15.34 | 1.93% | 4 |
Long | 10/10/2002 | 778.66 | 875.00 | 10/18/2002 | 96.34 | 12.37% | 9 |
Long | 10/24/2002 | 900.00 | 877.47 | 10/29/2002 | -22.53 | -2.50% | 6 |
Long | 11/04/2002 | 916.27 | 920.00 | 11/07/2002 | 3.73 | 0.41% | 4 |
Short | 11/08/2002 | 906.70 | 885.73 | 11/11/2002 | 20.97 | 2.31% | 4 |
Short | 11/12/2002 | 884.00 | 894.00 | 11/14/2002 | -10.00 | -1.13% | 3 |
Long | 11/21/2002 | 921.00 | 935.00 | 11/25/2002 | 14.00 | 1.52% | 5 |
Short | 11/25/2002 | 935.00 | 925.00 | 11/27/2002 | 10.00 | 1.07% | 3 |
Short | 12/02/2002 | 951.26 | 906.55 | 12/06/2002 | 44.71 | 4.70% | 5 |
Short | 12/11/2002 | 905.00 | 905.00 | 12/16/2002 | 0.00 | 0.00% | 6 |
Short | 12/18/2002 | 895.75 | 895.00 | 12/20/2002 | 0.75 | 0.08% | 3 |
Short | 01/13/2003 | 925.00 | 886.00 | 01/23/2003 | 39.00 | 4.22% | 11 |
Short | 01/24/2003 | 883.00 | 855.00 | 01/28/2003 | 28.00 | 3.17% | 5 |
Short | 01/29/2003 | 853.00 | 859.00 | 01/29/2003 | -6.00 | -0.70% | 1 |
Short | 01/30/2003 | 860.00 | 856.00 | 02/02/2003 | 4.00 | 0.47% | 4 |
Short | 02/04/2003 | 849.00 | 828.00 | 02/14/2003 | 21.00 | 2.47% | 11 |
Short | 02/19/2003 | 845.15 | 840.00 | 02/20/2003 | 5.15 | 0.61% | 2 |
Short | 02/23/2003 | 840.00 | 852.00 | 02/23/2003 | -12.00 | -1.43% | 1 |
Short | 02/24/2003 | 844.00 | 838.00 | 02/25/2003 | 6.00 | 0.71% | 2 |
Short | 02/27/2003 | 836.00 | 806.00 | 03/11/2003 | 30.00 | 3.59% | 13 |
Short | 03/26/2003 | 868.00 | 868.00 | 03/27/2003 | 0.00 | 0.00% | 2 |
Long | 04/02/2003 | 875.42 | 876.45 | 04/03/2003 | 1.03 | 0.12% | 2 |
Short | 04/08/2003 | 879.00 | 878.00 | 04/13/2003 | 1.00 | 0.11% | 6 |
Short | 04/16/2003 | 882.00 | 892.00 | 04/17/2003 | -10.00 | -1.13% | 2 |
Short | 04/21/2003 | 895.94 | 907.00 | 04/22/2003 | -11.06 | -1.23% | 2 |
Long | 04/28/2003 | 912.22 | 909.00 | 05/01/2003 | -3.22 | -0.35% | 4 |
Long | 05/02/2003 | 924.47 | 936.00 | 05/19/2003 | 11.53 | 1.25% | 18 |
Long | 05/22/2003 | 926.00 | 956.00 | 05/29/2003 | 30.00 | 3.24% | 8 |
Long | 06/05/2003 | 986.00 | 988.00 | 06/06/2003 | 2.00 | 0.20% | 2 |
Long | 06/10/2003 | 982.00 | 990.00 | 06/13/2003 | 8.00 | 0.81% | 4 |
Short | 06/18/2003 | 1,005.00 | 1,015.00 | 06/18/2003 | -10.00 | -1.00% | 1 |
Long | 06/27/2003 | 987.00 | 977.00 | 06/27/2003 | -10.00 | -1.01% | 1 |
Long | 07/07/2003 | 998.00 | 996.00 | 07/10/2003 | -2.00 | -0.20% | 4 |
Long | 07/17/2003 | 993.00 | 982.00 | 07/21/2003 | -11.00 | -1.11% | 5 |
Long | 07/22/2003 | 987.00 | 984.00 | 07/24/2003 | -3.00 | -0.30% | 3 |
Long | 07/31/2003 | 1,001.00 | 984.00 | 08/03/2003 | -17.00 | -1.70% | 4 |
Long | 08/04/2003 | 984.00 | 975.00 | 08/05/2003 | -9.00 | -0.91% | 2 |
Long | 08/06/2003 | 963.00 | 975.00 | 08/11/2003 | 12.00 | 1.25% | 6 |
Long | 08/18/2003 | 1,000.00 | 998.00 | 08/22/2003 | -2.00 | -0.20% | 5 |
Long | 08/29/2003 | 1,000.00 | 1,022.00 | 09/09/2003 | 22.00 | 2.20% | 12 |
Long | 09/16/2003 | 1,019.00 | 1,036.00 | 09/19/2003 | 17.00 | 1.67% | 4 |
Long | 09/25/2003 | 1,008.00 | 1,000.00 | 09/26/2003 | -8.00 | -0.79% | 2 |
Long | 10/01/2003 | 1,002.00 | 1,034.00 | 10/03/2003 | 32.00 | 3.19% | 3 |
Short | 10/06/2003 | 1,030.00 | 1,045.00 | 10/09/2003 | -15.00 | -1.46% | 4 |
Short | 10/12/2003 | 1,038.00 | 1,045.00 | 10/13/2003 | -7.00 | -0.67% | 2 |
Short | 10/15/2003 | 1,045.00 | 1,050.00 | 10/16/2003 | -5.00 | -0.48% | 2 |
Short | 10/19/2003 | 1,045.00 | 1,047.00 | 10/21/2003 | -2.00 | -0.19% | 3 |
Short | 10/22/2003 | 1,038.00 | 1,044.00 | 10/28/2003 | -6.00 | -0.58% | 7 |
Long | 11/06/2003 | 1,051.00 | 1,054.00 | 11/09/2003 | 3.00 | 0.29% | 4 |
Long | 11/12/2003 | 1,054.00 | 1,052.00 | 11/16/2003 | -2.00 | -0.19% | 5 |
Long | 11/19/2003 | 1,040.00 | 1,034.00 | 11/20/2003 | -6.00 | -0.58% | 2 |
Long | 12/11/2003 | 1,064.00 | 1,068.00 | 12/15/2003 | 4.00 | 0.38% | 5 |
Short | 01/15/2004 | 1,130.00 | 1,141.00 | 01/21/2004 | -11.00 | -0.97% | 7 |
Long | 01/29/2004 | 1,133.44 | 1,131.13 | 02/01/2004 | -2.31 | -0.20% | 4 |
Long | 02/08/2004 | 1,140.00 | 1,150.00 | 02/16/2004 | 10.00 | 0.88% | 9 |
Short | 02/22/2004 | 1,147.00 | 1,160.00 | 03/07/2004 | -13.00 | -1.13% | 15 |
Short | 03/08/2004 | 1,157.00 | 1,124.00 | 03/17/2004 | 33.00 | 2.85% | 10 |
Short | 03/18/2004 | 1,120.00 | 1,112.00 | 03/28/2004 | 8.00 | 0.71% | 11 |
Short | 04/06/2004 | 1,144.00 | 1,146.00 | 04/12/2004 | -2.00 | -0.17% | 7 |
Short | 04/20/2004 | 1,130.00 | 1,134.00 | 04/22/2004 | -4.00 | -0.35% | 3 |
Short | 04/28/2004 | 1,132.00 | 1,118.00 | 05/03/2004 | 14.00 | 1.24% | 6 |
Short | 05/04/2004 | 1,120.00 | 1,080.00 | 05/12/2004 | 40.00 | 3.57% | 9 |
Short | 05/16/2004 | 1,092.00 | 1,102.00 | 05/16/2004 | -10.00 | -0.92% | 1 |
Short | 05/17/2004 | 1,083.00 | 1,095.00 | 05/23/2004 | -12.00 | -1.11% | 7 |
Short | 05/23/2004 | 1,093.00 | 1,107.00 | 05/25/2004 | -14.00 | -1.28% | 3 |
Short | 05/26/2004 | 1,112.00 | 1,112.00 | 05/26/2004 | 0.00 | 0.00% | 1 |
Long | 06/02/2004 | 1,123.00 | 1,123.00 | 06/03/2004 | 0.00 | 0.00% | 2 |
Long | 06/04/2004 | 1,124.00 | 1,134.00 | 06/07/2004 | 10.00 | 0.89% | 4 |
Short | 06/09/2004 | 1,136.00 | 1,133.00 | 06/15/2004 | 3.00 | 0.26% | 7 |
Long | 06/23/2004 | 1,135.00 | 1,138.00 | 06/28/2004 | 3.00 | 0.26% | 6 |
Long | 06/30/2004 | 1,142.00 | 1,136.00 | 07/01/2004 | -6.00 | -0.53% | 2 |
Long | 07/20/2004 | 1,105.00 | 1,105.00 | 07/21/2004 | 0.00 | 0.00% | 2 |
Long | 07/27/2004 | 1,094.00 | 1,090.00 | 07/28/2004 | -4.00 | -0.37% | 2 |
Long | 08/02/2004 | 1,104.00 | 1,090.00 | 08/05/2004 | -14.00 | -1.27% | 4 |
Short | 08/30/2004 | 1,103.00 | 1,101.00 | 08/31/2004 | 2.00 | 0.18% | 2 |
Short | 09/01/2004 | 1,101.00 | 1,110.00 | 09/02/2004 | -9.00 | -0.82% | 2 |
Long | 09/28/2004 | 1,111.00 | 1,130.00 | 10/01/2004 | 19.00 | 1.71% | 4 |
Long | 10/06/2004 | 1,136.00 | 1,135.00 | 10/07/2004 | -1.00 | -0.09% | 2 |
Long | 10/13/2004 | 1,125.00 | 1,120.00 | 10/13/2004 | -5.00 | -0.44% | 1 |
Long | 10/17/2004 | 1,108.00 | 1,110.00 | 10/19/2004 | 2.00 | 0.18% | 3 |
Long | 10/20/2004 | 1,102.00 | 1,102.00 | 10/21/2004 | 0.00 | 0.00% | 2 |
Long | 10/27/2004 | 1,114.00 | 1,133.00 | 11/02/2004 | 19.00 | 1.71% | 7 |
Cumulative Total | | | | | 501.15 | 54.71% | |
There is risk of loss in all trading. Past results are not necessarily indicative of future results.
Results are hypothetical. Hypothetical results do not correspond to actual profits or losses.
Please see full Risk Disclosure.
Copyright ©2007 Tactical Trading Outlook, LLC. All rights reserved.
Risk Disclosure
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