Trading the S&P 500 - Returns by Year

Year Short Term Signal S&P 500
1999
14.4%
19.6%
2000
14.0%
-10.1%
2001
3.9%
-13.0%
2002
21.4%
-23.4%
2003
15.5%
26.4%
2004
13.0%
9.0%
2005
2.1%
3.0%
2006
17.9%
13.6%
2007
8.3%
3.6%
2008
-3.9%
-39.6%
2009
13.8%
26.5%
2010
2.7%
11.6%
2011
-0.3%
0.5%

Statistics (since 12/31/98)*

Short Term Signal

Trades: 14 / yr
Winning Trades: 69%
Total Gain: +213%
Compound Annual Rate: +9.2%

S&P 500 (Buy and Hold)

Total Gain +2.5%
Compound Annual Rate: +0.19%

* Trades occur at the open on a day following the signal. No interest is added when in cash and no trading costs are included. Interest and dividends are excluded for these comparisons.

Clean Web Design