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The signals generated by the trading system are short
lived and we assume that an experienced trader may apply
them to trade emini Dow (mini sized DOW) futures. Since
the DIA and emini DOW futures track the Dow Jones
Industrials index, both of them usually move in a
similar direction. Below you may see the history of the
DOW trading system re-calculated for the emini DOW
futures.
DOW emini - 2008 Year
In the following table the results
represents the system that applies the DIA signals to DOW emini
futures contracts. The results does not include commission and
Exchange fees.
|
Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on
2 contract |
Summary
Return on
2 contract |
| Long |
7/23/2008 09:33 |
$11,564.00 |
7/23/2008 11:57 |
$11,585.00 |
$210 |
$17,250 |
| Short |
7/21/2008 11:26 |
$11,488.00 |
7/23/2008 09:33 |
$11,564.00 |
$-760 |
$17,040 |
| Long |
7/16/2008 12:27 |
$11,090.00 |
7/21/2008 11:26 |
$11,488.00 |
$3,980 |
$17,800 |
| Short |
7/15/2008 10:10 |
$10,855.00 |
7/16/2008 12:27 |
$11,090.00 |
$-2,350 |
$13,820 |
| Long |
7/11/2008 15:51 |
$11,102.00 |
7/15/2008 10:10 |
$10,855.00 |
$-2,470 |
$16,170 |
| Long |
7/10/2008 12:08 |
$11,200.00 |
7/11/2008 11:26 |
$11,006.00 |
$-1,940 |
$18,640 |
| Short |
7/9/2008 15:26 |
$11,230.00 |
7/9/2008 15:48 |
$11,153.00 |
$770 |
$20,580 |
| Long |
7/1/2008 11:00 |
$11,353.00 |
7/9/2008 15:26 |
$11,230.00 |
$-1,230 |
$19,810 |
| Short |
6/26/2008 15:53 |
$11,464.00 |
7/1/2008 11:00 |
$11,353.00 |
$1,110 |
$21,040 |
| Long |
6/23/2008 13:42 |
$11,856.00 |
6/26/2008 15:53 |
$11,464.00 |
$-3,920 |
$19,930 |
| Short |
6/17/2008 11:26 |
$12,232.00 |
6/17/2008 13:39 |
$12,214.00 |
$180 |
$23,850 |
| Long |
6/10/2008 15:55 |
$12,300.00 |
6/17/2008 11:26 |
$12,232.00 |
$-680 |
$23,670 |
| Short |
6/6/2008 10:24 |
$12,400.00 |
6/6/2008 13:48 |
$12,335.00 |
$650 |
$24,350 |
| Long |
6/4/2008 11:11 |
$12,487.00 |
6/6/2008 10:24 |
$12,400.00 |
$-870 |
$23,700 |
| Short |
6/2/2008 10:31 |
$12,495.00 |
6/2/2008 12:47 |
$12,438.00 |
$570 |
$24,570 |
| Long |
5/27/2008 14:24 |
$12,508.00 |
5/30/2008 12:51 |
$12,661.00 |
$1,530 |
$24,000 |
| Short |
5/16/2008 15:26 |
$12,984.00 |
5/20/2008 12:47 |
$12,829.00 |
$1,550 |
$22,470 |
| Long |
5/8/2008 13:26 |
$12,854.00 |
5/14/2008 15:46 |
$12,900.00 |
$460 |
$20,920 |
| Short |
5/5/2008 13:26 |
$12,951.00 |
5/7/2008 15:48 |
$12,829.00 |
$1,220 |
$20,460 |
| Long |
4/24/2008 12:24 |
$12,869.00 |
4/28/2008 12:27 |
$12,912.00 |
$430 |
$19,240 |
| Short |
4/21/2008 14:24 |
$12,769.00 |
4/24/2008 12:24 |
$12,869.00 |
$-1,000 |
$18,810 |
| Long |
4/14/2008 10:26 |
$12,311.00 |
4/21/2008 14:24 |
$12,769.00 |
$4,580 |
$19,810 |
| Short |
4/3/2008 15:26 |
$12,631.00 |
4/7/2008 15:26 |
$12,618.00 |
$130 |
$15,230 |
| Long |
3/31/2008 10:27 |
$12,183.00 |
4/3/2008 15:26 |
$12,631.00 |
$4,480 |
$15,100 |
| Long |
3/17/2008 15:58 |
$11,982.00 |
3/27/2008 10:27 |
$12,381.00 |
$3,990 |
$10,620 |
| Long |
3/11/2008 11:29 |
$11,962.00 |
3/14/2008 13:29 |
$11,918.00 |
$-440 |
$6,630 |
| Short |
3/10/2008 10:29 |
$11,874.00 |
3/11/2008 11:29 |
$11,962.00 |
$-880 |
$7,070 |
| Long |
3/5/2008 14:29 |
$12,210.00 |
3/10/2008 10:29 |
$11,874.00 |
$-3,360 |
$7,950 |
| Short |
2/28/2008 11:29 |
$12,566.00 |
3/5/2008 14:29 |
$12,210.00 |
$3,560 |
$11,310 |
| Long |
2/25/2008 10:29 |
$12,447.00 |
2/28/2008 11:29 |
$12,566.00 |
$1,190 |
$7,750 |
| Short |
2/19/2008 14:29 |
$12,437.00 |
2/21/2008 10:29 |
$12,451.00 |
$-140 |
$6,560 |
| Long |
2/19/2008 13:29 |
$12,468.00 |
2/19/2008 14:29 |
$12,437.00 |
$-310 |
$6,700 |
| Short |
2/14/2008 15:58 |
$12,376.00 |
2/19/2008 13:29 |
$12,468.00 |
$-920 |
$7,010 |
| Short |
2/4/2008 14:29 |
$12,664.00 |
2/8/2008 15:29 |
$12,165.00 |
$4,990 |
$7,930 |
| Long |
1/18/2008 11:29 |
$12,198.00 |
2/4/2008 14:29 |
$12,664.00 |
$4,660 |
$2,940 |
| Short |
1/17/2008 11:29 |
$12,391.00 |
1/18/2008 11:29 |
$12,198.00 |
$1,930 |
$-1,720 |
| Long |
1/16/2008 12:29 |
$12,560.00 |
1/17/2008 11:29 |
$12,391.00 |
$-1,690 |
$-3,650 |
| Long |
1/7/2008 13:29 |
$12,899.00 |
1/11/2008 13:29 |
$12,703.00 |
$-1,960 |
$-1,960 |
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@Index-Trading-System |
*
The value of an DOW e-mini futures contract is calculated by
applying a $5 multiplier to the index's present futures level
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