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ITS - Index Trading System

DIA Trading System Past Performance


Trading system, DIA trading system, trading, DIA, DJI, Dow Jones Industrials, DJI Trading

DIA - 2008 Year

(real-time monitored trading system results)

Signal Open Date Open Price Close Date Close Price Return Compound
Return
Margin
Compound
Return
Short 8/18/2008
12:56
$114.69 8/19/2008
15:41
$113.37 1.15%   16.75%   34.31%  
Short 8/15/2008
10:07
$115.98 8/15/2008
15:55
$116.54 -0.48%   15.42%   31.29%  
Short 8/12/2008
15:55
$116.46 8/14/2008
09:41
$115.08 1.18%   15.98%   32.57%  
Long 8/12/2008
14:26
$117.12 8/12/2008
15:55
$116.46 -0.56%   14.62%   29.50%  
Short 8/12/2008
12:26
$117.21 8/12/2008
14:26
$117.12 0.08%   15.27%   30.98%  
Short 8/7/2008
13:28
$115.62 8/8/2008
09:54
$114.96 0.57%   15.18%   30.78%  
Long 8/5/2008
09:39
$114.01 8/6/2008
10:37
$115.65 1.44%   14.53%   29.30%  
Long 7/29/2008
10:10
$112.47 8/1/2008
09:44
$113.72 1.11%   12.90%   25.69%  
Long 7/23/2008
15:43
$116.11 7/25/2008
15:55
$113.61 -2.15%   11.66%   22.95%  
Long 7/23/2008
09:33
$115.74 7/23/2008
11:57
$115.95 0.18%   14.12%   28.49%  
Short 7/21/2008
11:26
$114.97 7/23/2008
09:33
$115.74 -0.67%   13.91%   28.02%  
Long 7/16/2008
12:27
$111 7/21/2008
11:26
$114.97 3.58%   14.68%   29.76%  
Short 7/15/2008
10:10
$108.55 7/16/2008
12:27
$111 -2.26%   10.72%   21.10%  
Long 7/11/2008
15:51
$111.27 7/15/2008
10:10
$108.55 -2.44%   13.28%   26.82%  
Long 7/10/2008
12:08
$112.14 7/11/2008
11:26
$110.23 -1.70%   16.12%   33.34%  
Short 7/9/2008
15:26
$112.43 7/9/2008
15:48
$111.73 0.62%   18.13%   38.04%  
Long 7/1/2008
11:00
$113.4 7/9/2008
15:26
$112.43 -0.86%   17.40%   36.35%  
Short 6/26/2008
15:53
$114.62 7/1/2008
11:00
$113.4 1.06%   18.41%   38.72%  
Long 6/23/2008
13:42
$118.48 6/26/2008
15:53
$114.62 -3.26%   17.16%   35.83%  
Short 6/17/2008
11:26
$122.45 6/17/2008
13:39
$122.31 0.11%   21.11%   45.30%  
Long 6/10/2008
15:55
$123.17 6/17/2008
11:26
$122.45 -0.58%   20.97%   44.96%  
Short 6/6/2008
10:24
$124.04 6/6/2008
13:48
$123.41 0.51%   21.68%   46.68%  
Long 6/4/2008
11:11
$124.87 6/6/2008
10:24
$124.04 -0.66%   21.07%   45.20%  
Short 6/2/2008
10:31
$125.02 6/2/2008
12:47
$124.34 0.54%   21.88%   47.16%  
Long 5/27/2008
14:24
$125.06 5/30/2008
12:51
$126.63 1.26%   21.22%   45.58%  
Short 5/16/2008
15:26
$129.72 5/20/2008
12:47
$128.26 1.13%   19.71%   42.01%  
Long 5/8/2008
13:26
$128.65 5/14/2008
15:46
$129.16 0.40%   18.38%   38.88%  
Short 5/5/2008
13:26
$129.57 5/7/2008
15:48
$128.38 0.92%   17.91%   37.79%  
Long 4/24/2008
12:24
$128.66 4/28/2008
12:27
$129.07 0.32%   16.84%   35.31%  
Short 4/21/2008
14:24
$127.57 4/24/2008
12:24
$128.66 -0.85%   16.47%   34.45%  
Long 4/14/2008
10:26
$123.16 4/21/2008
14:24
$127.57 3.58%   17.47%   36.79%  
Short 4/3/2008
15:26
$126.23 4/7/2008
15:26
$126.14 0.07%   13.41%   27.65%  
Long 3/31/2008
10:27
$121.79 4/3/2008
15:26
$126.23 3.65%   13.33%   27.46%  
Long 3/17/2008
15:58
$120.06 3/27/2008
10:27
$123.71 3.04%   9.35%   18.80%  
Long 3/11/2008
11:29
$119.74 3/14/2008
13:29
$119.45 -0.24%   6.12%   11.99%  
Short 3/10/2008
10:29
$118.78 3/11/2008
11:29
$119.74 -0.81%   6.38%   12.54%  
Long 3/5/2008
14:29
$122.13 3/10/2008
10:29
$118.78 -2.74%   7.24%   14.39%  
Short 2/28/2008
11:29
$125.64 3/5/2008
14:29
$122.13 2.79%   10.27%   21.03%  
Long 2/25/2008
10:29
$124.37 2/28/2008
11:29
$125.64 1.02%   7.27%   14.62%  
Short 2/19/2008
14:29
$124.29 2/21/2008
10:29
$124.43 -0.11%   6.19%   12.33%  
Long 2/19/2008
13:29
$124.58 2/19/2008
14:29
$124.29 -0.23%   6.31%   12.58%  
Short 2/14/2008
15:58
$123.88 2/19/2008
13:29
$124.58 -0.57%   6.55%   13.11%  
Short 2/4/2008
14:29
$126.61 2/8/2008
15:29
$121.59 3.96%   7.16%   14.40%  
Long 1/18/2008
11:29
$121.5 2/4/2008
14:29
$126.61 4.21%   3.07%   6.00%  
Short 1/17/2008
11:29
$123.62 1/18/2008
11:29
$121.5 1.71%   -1.09%   -2.23%  
Long 1/16/2008
12:29
$125.27 1/17/2008
11:29
$123.62 -1.32%   -2.75%   -5.47%  
Long 1/7/2008
13:29
$128.39 1/11/2008
13:29
$126.52 -1.46%   -1.46%   -2.91%  
@Index-Trading-System

DIA - 2007 Year

(back tested trading system results)

Signal Open Date Open Price Close Date Close Price Return Compound
Return
Margin
Compound
Return
Short 12/27/2007
12:29
$133.91 1/7/2008
13:29
$128.39 4.12%   24.70%   53.05%  
Long 12/19/2007
12:29
$132.2 12/27/2007
12:29
$133.91 1.29%   19.77%   41.39%  
Short 12/11/2007
12:29
$137.25 12/12/2007
10:29
$136.41 0.61%   18.24%   37.83%  
Short 12/3/2007
12:29
$133.95 12/5/2007
12:29
$134.37 -0.31%   17.52%   36.16%  
Long 11/21/2007
10:29
$128.9 12/3/2007
12:29
$133.95 3.92%   17.89%   37.02%  
Long 11/20/2007
12:29
$129.93 11/21/2007
10:29
$128.9 -0.79%   13.44%   27.07%  
Long 11/12/2007
11:29
$131.38 11/16/2007
15:29
$130.99 -0.30%   14.35%   29.11%  
Short 11/7/2007
12:29
$134.91 11/12/2007
11:29
$131.38 2.62%   14.69%   29.88%  
Long 11/6/2007
15:29
$136.17 11/7/2007
12:29
$134.91 -0.93%   11.77%   23.42%  
Short 11/1/2007
11:29
$137.37 11/6/2007
15:29
$136.17 0.87%   12.81%   25.75%  
Long 10/23/2007
11:29
$135.37 10/25/2007
15:58
$136.7 0.98%   11.83%   23.59%  
Short 10/19/2007
15:58
$135.17 10/23/2007
11:29
$135.37 -0.15%   10.74%   21.21%  
Long 10/18/2007
13:29
$138.72 10/19/2007
15:58
$135.17 -2.56%   10.91%   21.57%  
Short 10/2/2007
13:29
$140.02 10/5/2007
12:29
$140.62 -0.43%   13.82%   28.13%  
Long 10/2/2007
11:29
$140.48 10/2/2007
13:29
$140.02 -0.33%   14.31%   29.24%  
Short 10/2/2007
10:29
$140.52 10/2/2007
11:29
$140.48 0.03%   14.69%   30.09%  
Long 10/1/2007
15:58
$140.68 10/2/2007
10:29
$140.52 -0.11%   14.65%   30.01%  
Short 9/28/2007
10:29
$138.7 10/1/2007
15:58
$140.68 -1.43%   14.78%   30.31%  
Long 9/27/2007
15:58
$138.94 9/28/2007
10:29
$138.7 -0.17%   16.45%   34.14%  
Short 9/27/2007
11:29
$138.63 9/27/2007
15:58
$138.94 -0.22%   16.65%   34.60%  
Long 9/26/2007
15:58
$138.57 9/27/2007
11:29
$138.63 0.04%   16.91%   35.21%  
Short 9/24/2007
11:29
$138.52 9/26/2007
15:58
$138.57 -0.04%   16.86%   35.09%  
Long 9/10/2007
12:29
$130.84 9/24/2007
11:29
$138.52 5.87%   16.90%   35.19%  
Short 9/5/2007
13:29
$133.1 9/10/2007
12:29
$130.84 1.70%   10.42%   20.99%  
Long 8/29/2007
15:58
$132.83 9/5/2007
13:29
$133.1 0.20%   8.58%   17.01%  
Short 8/27/2007
11:29
$133.19 8/29/2007
15:58
$132.83 0.27%   8.36%   16.54%  
Long 8/24/2007
13:29
$133.08 8/27/2007
11:29
$133.19 0.08%   8.06%   15.91%  
Short 8/23/2007
13:29
$131.7 8/24/2007
13:29
$133.08 -1.05%   7.98%   15.72%  
Long 8/22/2007
15:58
$132.3 8/23/2007
13:29
$131.7 -0.45%   9.12%   18.20%  
Short 8/21/2007
15:58
$130.78 8/22/2007
15:58
$132.3 -1.16%   9.62%   19.28%  
Long 8/17/2007
10:29
$129.81 8/20/2007
13:29
$129.89 0.06%   10.90%   22.12%  
Short 8/9/2007
11:29
$135.2 8/17/2007
10:29
$129.81 3.99%   10.84%