DOW e-mini Performance
(based on signals generated by the DIA trading system)
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
| Signal |
Open Date |
Open Price |
Close Date |
Close Price |
Return on 2 contract |
Summary Return on 2 contract |
| 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 |
DOW emini - 2008 Year
|
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
RISK STATEMENT: The trading of stocks, futures, commodities, index futures or any other securities has potential rewards, and it also has potential risks involved. Trading may not be suitable for all users of this Website. Analyst research available through this Website does not constitute a recommendation or a solicitation any particular investor should purchase or sell any particular securities. Past performance does not guarantee future results. You absolutely must make your own decisions before acting on any information obtained from this Website.
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