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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 - 2009 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 |
2/24/2010
13:19 |
$10,368.00 |
3/3/2010
15:32 |
10,391.00 |
$230 |
$14,600 |
| Long |
2/3/2010
13:37 |
$10,254.00 |
2/22/2010
09:51 |
10,374.00 |
$1,200 |
$14,370 |
| Long |
1/25/2010
12:03 |
$10,164.00 |
2/2/2010
13:17 |
10,215.00 |
$510 |
$13,170 |
| Short |
12/17/2009
12:33 |
$10,272.00 |
1/22/2010
12:57 |
10,299.00 |
$-270 |
$12,660 |
| Short |
12/8/2009
09:47 |
$10,255.00 |
12/16/2009
09:46 |
10,500.00 |
$-2,450 |
$12,930 |
| Long |
12/2/2009
15:54 |
$10,439.00 |
12/3/2009
12:46 |
10,443.00 |
$40 |
$15,380 |
| Long |
11/27/2009
11:45 |
$10,330.00 |
12/1/2009
15:35 |
10,454.00 |
$1,240 |
$15,340 |
| Long |
11/19/2009
15:46 |
$10,321.00 |
11/25/2009
15:40 |
10,445.00 |
$1,240 |
$14,100 |
| Long |
11/16/2009
09:41 |
$10,322.00 |
11/18/2009
10:50 |
10,379.00 |
$570 |
$12,860 |
| Long |
10/30/2009
12:01 |
$9,763.00 |
11/10/2009
13:27 |
10,180.00 |
$4,170 |
$12,290 |
| Short |
10/20/2009
09:41 |
$10,015.00 |
10/28/2009
15:31 |
9,739.00 |
$2,760 |
$8,120 |
| Long |
10/14/2009
11:34 |
$9,934.00 |
10/16/2009
13:38 |
9,949.00 |
$150 |
$5,360 |
| Long |
9/30/2009
15:23 |
$9,622.00 |
10/13/2009
09:43 |
9,798.00 |
$1,760 |
$5,210 |
| Short |
9/21/2009
11:50 |
$9,729.00 |
9/28/2009
09:47 |
9,694.00 |
$350 |
$3,450 |
| Short |
9/14/2009
14:00 |
$9,595.00 |
9/16/2009
14:26 |
9,794.00 |
$-1,990 |
$3,100 |
| Short |
9/11/2009
15:12 |
$9,595.00 |
9/14/2009
09:35 |
9,549.00 |
$460 |
$5,090 |
| Long |
9/4/2009
14:46 |
$9,421.00 |
9/9/2009
10:47 |
9,521.00 |
$1,000 |
$4,630 |
| Long |
9/4/2009
11:23 |
$9,352.00 |
9/4/2009
12:47 |
9,417.00 |
$650 |
$3,630 |
| Short |
8/27/2009
10:26 |
$9,469.00 |
9/2/2009
09:36 |
9,307.00 |
$1,620 |
$2,980 |
| Short |
8/11/2009
15:34 |
$9,228.00 |
8/21/2009
10:22 |
9,479.00 |
$-2,510 |
$1,360 |
| Short |
7/21/2009
11:58 |
$8,794.00 |
8/7/2009
14:15 |
9,391.00 |
$-5,970 |
$3,870 |
| Long |
7/15/2009
09:35 |
$8,406.00 |
7/15/2009
11:42 |
8,497.00 |
$910 |
$9,840 |
| Long |
7/8/2009
13:18 |
$8,095.00 |
7/13/2009
15:15 |
8,245.00 |
$1,500 |
$8,930 |
| Short |
6/30/2009
11:10 |
$8,362.00 |
7/6/2009
12:16 |
8,196.00 |
$1,660 |
$7,430 |
| Short |
6/23/2009
10:15 |
$8,259.00 |
6/24/2009
15:08 |
8,224.00 |
$350 |
$5,770 |
| Long |
6/9/2009
14:19 |
$8,790.00 |
6/22/2009
09:42 |
8,382.00 |
$-4,080 |
$5,420 |
| Long |
6/1/2009
15:24 |
$8,707.00 |
6/5/2009
10:07 |
8,737.00 |
$300 |
$9,500 |
| Short |
5/21/2009
10:58 |
$8,240.00 |
5/27/2009
09:34 |
8,450.00 |
$-2,100 |
$9,200 |
| Short |
5/13/2009
09:37 |
$8,299.00 |
5/13/2009
13:55 |
8,273.00 |
$260 |
$11,300 |
| Long |
4/29/2009
15:08 |
$8,165.00 |
5/4/2009
15:22 |
8,342.00 |
$1,770 |
$11,040 |
| Long |
4/24/2009
14:17 |
$7,991.00 |
4/27/2009
11:54 |
8,061.00 |
$700 |
$9,270 |
| Long |
4/21/2009
11:15 |
$7,815.00 |
4/22/2009
10:39 |
7,974.00 |
$1,590 |
$8,570 |
| Long |
4/15/2009
11:21 |
$7,869.00 |
4/16/2009
10:37 |
7,959.00 |
$900 |
$6,980 |
| Long |
4/8/2009
11:23 |
$7,770.00 |
4/9/2009
10:08 |
7,984.00 |
$2,140 |
$6,080 |
| Long |
2/11/2009
11:18 |
$7,929.00 |
4/2/2009
11:04 |
7,938.00 |
$90 |
$3,940 |
| Long |
2/10/2009
13:44 |
$7,904.00 |
2/10/2009
15:55 |
7,866.00 |
$-380 |
$3,850 |
| Long |
2/4/2009
14:16 |
$7,929.00 |
2/5/2009
12:17 |
8,028.00 |
$990 |
$4,230 |
| Long |
2/2/2009
12:48 |
$7,930.00 |
2/4/2009
10:56 |
8,086.00 |
$1,560 |
$3,240 |
| Long |
1/28/2009
09:39 |
$8,269.00 |
1/28/2009
13:40 |
8,291.00 |
$220 |
$1,680 |
| Long |
1/26/2009
12:11 |
$8,123.00 |
1/27/2009
09:53 |
8,124.00 |
$10 |
$1,460 |
| Long |
1/21/2009
13:04 |
$7,982.00 |
1/22/2009
14:09 |
8,127.00 |
$1,450 |
$1,450 |
|
@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
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 |
In period from September 2008 until the end of December 2008
the system of generating signals has been disabled due to high
volatility |
|
Long |
9/5/2008
14:01 |
$11,174.00 |
12/30/2008
14:26 |
$8,550.00 |
$-26,240 |
$-10,410 |
|
Short |
9/5/2008
09:32 |
$11,161.00 |
9/5/2008
11:51 |
$11,146.00 |
$150 |
$15,830 |
|
Long |
9/2/2008
11:37 |
$11,739.00 |
9/5/2008
09:32 |
$11,161.00 |
$-5,780 |
$15,680 |
|
Short |
9/2/2008
11:26 |
$11,713.00 |
9/2/2008
11:37 |
$11,739.00 |
$-260 |
$21,460 |
|
Long |
9/2/2008
09:32 |
$11,715.00 |
9/2/2008
11:26 |
$11,713.00 |
$-20 |
$21,720 |
|
Long |
8/26/2008
10:12 |
$11,384.00 |
8/28/2008
15:35 |
$11,691.00 |
$3,070 |
$21,740 |
|
Long |
8/22/2008
09:35 |
$11,523.00 |
8/25/2008
14:26 |
$11,409.00 |
$-1,140 |
$18,670 |
|
Short |
8/18/2008
12:56 |
$11,467.00 |
8/19/2008
15:41 |
$11,336.00 |
$1,310 |
$19,810 |
|
Short |
8/15/2008
10:07 |
$11,611.00 |
8/15/2008
15:55 |
$11,655.00 |
$-440 |
$18,500 |
|
Short |
8/12/2008
15:55 |
$11,626.00 |
8/14/2008
09:41 |
$11,484.00 |
$1,420 |
$18,940 |
|
Long |
8/12/2008
14:26 |
$11,692.00 |
8/12/2008
15:55 |
$11,626.00 |
$-660 |
$17,520 |
|
Short |
8/12/2008
12:26 |
$11,702.00 |
8/12/2008
14:26 |
$11,692.00 |
$100 |
$18,180 |
|
Short |
8/7/2008
13:28 |
$11,545.00 |
8/8/2008
09:54 |
$11,480.00 |
$650 |
$18,080 |
|
Long |
8/5/2008
09:39 |
$11,382.00 |
8/6/2008
10:37 |
$11,544.00 |
$1,620 |
$17,430 |
|
Long |
7/29/2008
10:10 |
$11,233.00 |
8/1/2008
09:44 |
$11,353.00 |
$1,200 |
$15,810 |
|
Long |
7/23/2008
15:43 |
$11,595.00 |
7/25/2008
15:55 |
$11,354.00 |
$-2,410 |
$14,610 |
|
Long |
7/23/2008
09:33 |
$11,564.00 |
7/23/2008
11:57 |
$11,588.00 |
$240 |
$17,020 |
|
Short |
7/21/2008
11:26 |
$11,487.00 |
7/23/2008
09:33 |
$11,564.00 |
$-770 |
$16,780 |
|
Long |
7/16/2008
12:27 |
$11,087.00 |
7/21/2008
11:26 |
$11,487.00 |
$4,000 |
$17,550 |
|
Short |
7/15/2008
10:10 |
$10,856.00 |
7/16/2008
12:27 |
$11,087.00 |
$-2,310 |
$13,550 |
|
Long |
7/11/2008
15:51 |
$11,104.00 |
7/15/2008
10:10 |
$10,856.00 |
$-2,480 |
$15,860 |
|
Long |
7/10/2008
12:08 |
$11,199.00 |
7/11/2008
11:26 |
$11,003.00 |
$-1,960 |
$18,340 |
|
Short |
7/9/2008
15:26 |
$11,230.00 |
7/9/2008
15:48 |
$11,153.00 |
$770 |
$20,300 |
|
Long |
7/1/2008
11:00 |
$11,352.00 |
7/9/2008
15:26 |
$11,230.00 |
$-1,220 |
$19,530 |
|
Short |
6/26/2008
15:53 |
$11,464.00 |
7/1/2008
11:00 |
$11,352.00 |
$1,120 |
$20,750 |
|
Long |
6/23/2008
13:42 |
$11,857.00 |
6/26/2008
15:53 |
$11,464.00 |
$-3,930 |
$19,630 |
|
Short |
6/17/2008
11:26 |
$12,233.00 |
6/17/2008
13:39 |
$12,214.00 |
$190 |
$23,560 |
|
Long |
6/10/2008
15:55 |
$12,306.00 |
6/17/2008
11:26 |
$12,233.00 |
$-730 |
$23,370 |
|
Short |
6/6/2008
10:24 |
$12,402.00 |
6/6/2008
13:48 |
$12,335.00 |
$670 |
$24,100 |
|
Long |
6/4/2008
11:11 |
$12,487.00 |
6/6/2008
10:24 |
$12,402.00 |
$-850 |
$23,430 |
|
Short |
6/2/2008
10:31 |
$12,493.00 |
6/2/2008
12:47 |
$12,434.00 |
$590 |
$24,280 |
|
Long |
5/27/2008
14:24 |
$12,509.00 |
5/30/2008
12:51 |
$12,661.00 |
$1,520 |
$23,690 |
|
Short |
5/16/2008
15:26 |
$12,984.00 |
5/20/2008
12:47 |
$12,828.00 |
$1,560 |
$22,170 |
|
Long |
5/8/2008
13:26 |
$12,854.00 |
5/14/2008
15:46 |
$12,900.00 |
$460 |
$20,610 |
|
Short |
5/5/2008
13:26 |
$12,952.00 |
5/7/2008
15:48 |
$12,831.00 |
$1,210 |
$20,150 |
|
Long |
4/24/2008
12:24 |
$12,871.00 |
4/28/2008
12:27 |
$12,912.00 |
$410 |
$18,940 |
|
Short |
4/21/2008
14:24 |
$12,770.00 |
4/24/2008
12:24 |
$12,871.00 |
$-1,010 |
$18,530 |
|
Long |
4/14/2008
10:26 |
$12,311.00 |
4/21/2008
14:24 |
$12,770.00 |
$4,590 |
$19,540 |
|
Short |
4/3/2008
15:26 |
$12,630.00 |
4/7/2008
15:26 |
$12,620.00 |
$100 |
$14,950 |
|
Long |
3/31/2008
10:27 |
$12,184.00 |
4/3/2008
15:26 |
$12,630.00 |
$4,460 |
$14,850 |
|
Long |
3/17/2008
15:58 |
$11,982.00 |
3/27/2008
10:27 |
$12,379.00 |
$3,970 |
$10,390 |
|
Long |
3/11/2008
11:29 |
$11,962.00 |
3/14/2008
13:29 |
$11,918.00 |
$-440 |
$6,420 |
|
Short |
3/10/2008
10:29 |
$11,876.00 |
3/11/2008
11:29 |
$11,962.00 |
$-860 |
$6,860 |
|
Long |
3/5/2008
14:29 |
$12,210.00 |
3/10/2008
10:29 |
$11,876.00 |
$-3,340 |
$7,720 |
|
Short |
2/28/2008
11:29 |
$12,565.00 |
3/5/2008
14:29 |
$12,210.00 |
$3,550 |
$11,060 |
|
Long |
2/25/2008
10:29 |
$12,447.00 |
2/28/2008
11:29 |
$12,565.00 |
$1,180 |
$7,510 |
|
Short |
2/19/2008
14:29 |
$12,437.00 |
2/21/2008
10:29 |
$12,451.00 |
$-140 |
$6,330 |
|
Long |
2/19/2008
13:29 |
$12,468.00 |
2/19/2008
14:29 |
$12,437.00 |
$-310 |
$6,470 |
|
Short |
2/14/2008
15:58 |
$12,376.00 |
2/19/2008
13:29 |
$12,468.00 |
$-920 |
$6,780 |
|
Short |
2/4/2008
14:29 |
$12,664.00 |
2/8/2008
15:29 |
$12,165.00 |
$4,990 |
$7,700 |
|
Long |
1/18/2008
11:29 |
$12,203.00 |
2/4/2008
14:29 |
$12,664.00 |
$4,610 |
$2,710 |
|
Short |
1/17/2008
11:29 |
$12,385.00 |
1/18/2008
11:29 |
$12,203.00 |
$1,820 |
$-1,900 |
|
Long |
1/16/2008
12:29 |
$12,557.00 |
1/17/2008
11:29 |
$12,385.00 |
$-1,720 |
$-3,720 |
|
Long |
1/7/2008
13:29 |
$12,901.00 |
1/11/2008
13:29 |
$12,701.00 |
$-2,000 |
$-2,000 |
|
@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
|
