All signals from 6/30/2000 through 01/19/2007 are listed below. Rydex funds were used to illustrate the performance of the system. On a "Buy" signal all open positions were closed and 100% of the account was invested in Rydex Dynamic OTC shares. On a "Sell" signal all open positions were closed and 100% of the account was invested in Rydex Dynamic Inverse OTC shares. All trading was done at the open price. Each signal was generated at least 12 hours in advance of the trade execution (allowing plenty of time to place the trade orders). The signal dates for other market instruments do not change but the amounts of gains and/or losses will. The gains for various equity vehicles are presented in the "Returns by Trading Vehicle" page. All returns are calculated pre-tax.
Signal |
Trade date |
Trade price |
Close date |
Close price |
Return |
Buy |
7/3/2000 |
$333.87 |
9/5/2000 |
$351.11 |
5.16% |
Sell |
9/5/2000 |
$23.85 |
10/18/2000 |
$35.88 |
50.44% |
Buy |
10/18/2000 |
$209.20 |
10/26/2000 |
$209.88 |
0.33% |
Sell |
10/26/2000 |
$34.02 |
12/8/2000 |
$35.42 |
4.12% |
Buy |
12/8/2000 |
$163.17 |
12/18/2000 |
$124.38 |
-23.77% |
Sell |
12/18/2000 |
$45.41 |
12/19/2000 |
$50.55 |
11.32% |
Buy |
12/19/2000 |
$109.99 |
2/1/2001 |
$119.39 |
8.55% |
Sell |
2/1/2001 |
$33.04 |
4/5/2001 |
$78.15 |
136.53% |
Buy |
4/5/2001 |
$36.04 |
5/25/2001 |
$56.80 |
57.60% |
Sell |
5/25/2001 |
$40.81 |
9/26/2001 |
$101.46 |
148.62% |
Buy |
9/26/2001 |
$17.49 |
12/13/2001 |
$32.61 |
86.45% |
Sell |
12/13/2001 |
$46.43 |
12/24/2001 |
$47.54 |
2.39% |
Buy |
12/24/2001 |
$31.47 |
1/11/2002 |
$33.60 |
6.77% |
Sell |
1/11/2002 |
$43.93 |
3/4/2002 |
$49.72 |
13.18% |
Buy |
3/4/2002 |
$27.55 |
3/14/2002 |
$26.83 |
-2.61% |
Sell |
3/14/2002 |
$50.54 |
5/15/2002 |
$57.89 |
14.54% |
Buy |
5/15/2002 |
$20.35 |
5/22/2002 |
$18.88 |
-7.22% |
Sell |
5/22/2002 |
$61.96 |
7/24/2002 |
$98.98 |
59.75% |
Buy |
7/24/2002 |
$10.25 |
8/27/2002 |
$10.44 |
1.85% |
Sell |
8/27/2002 |
$86.83 |
9/25/2002 |
$102.14 |
17.63% |
Buy |
9/25/2002 |
$8.35 |
10/2/2002 |
$7.75 |
-7.19% |
Sell |
10/2/2002 |
$108.34 |
10/9/2002 |
$119.69 |
10.48% |
Buy |
10/9/2002 |
$6.97 |
12/23/2002 |
$10.91 |
56.53% |
Sell |
12/23/2002 |
$65.20 |
1/3/2003 |
$64.85 |
-0.54% |
Buy |
1/3/2003 |
$10.86 |
1/16/2003 |
$11.43 |
5.25% |
Sell |
1/16/2003 |
$60.63 |
3/14/2003 |
$61.14 |
0.84% |
Buy |
3/14/2003 |
$10.51 |
1/27/2004 |
$21.18 |
101.52% |
Sell |
1/27/2004 |
$24.65 |
1/28/2004 |
$25.55 |
3.65% |
Buy |
1/28/2004 |
$20.41 |
4/30/2004 |
$17.68 |
-13.38% |
Sell |
4/30/2004 |
$28.13 |
5/25/2004 |
$26.21 |
-6.83% |
Buy |
5/25/2004 |
$18.81 |
5/26/2004 |
$18.97 |
0.85% |
Sell |
5/26/2004 |
$25.99 |
6/8/2004 |
$24.49 |
-5.77% |
Buy |
6/8/2004 |
$20.03 |
6/28/2004 |
$19.88 |
-0.75% |
Sell |
6/28/2004 |
$24.50 |
8/11/2004 |
$30.64 |
25.06% |
Buy |
8/11/2004 |
$15.50 |
9/17/2004 |
$17.87 |
15.29% |
Sell |
9/17/2004 |
$26.24 |
9/27/2004 |
$27.77 |
5.83% |
Buy |
9/27/2004 |
$16.84 |
10/6/2004 |
$19.03 |
13.00% |
Sell |
10/6/2004 |
$24.46 |
10/27/2004 |
$24.14 |
-1.31% |
Buy |
10/27/2004 |
$19.09 |
1/4/2005 |
$21.36 |
11.89% |
Sell |
1/4/2005 |
$21.30 |
1/24/2005 |
$23.95 |
12.44% |
Buy |
1/24/2005 |
$18.87 |
3/17/2005 |
$18.90 |
0.16% |
Sell |
3/17/2005 |
$23.69 |
4/18/2005 |
$26.36 |
11.27% |
Buy |
4/18/2005 |
$16.89 |
4/22/2005 |
$17.12 |
1.36% |
Sell |
4/22/2005 |
$25.87 |
5/10/2005 |
$24.85 |
-3.94% |
Buy |
5/10/2005 |
$17.79 |
9/22/2005 |
$20.35 |
14.39% |
Sell |
9/22/2005 |
$21.52 |
9/30/2005 |
$20.65 |
-4.04% |
Buy |
9/30/2005 |
$21.22 |
10/12/2005 |
$19.10 |
-9.99% |
Sell |
10/19/2005 |
$22.91 |
10/24/2005 |
$21.93 |
-4.28% |
Buy |
10/24/2005 |
$19.94 |
06/02/2006 |
$20.41 |
2.36% |
Sell |
06/02/2006 |
$20.58 |
06/30/2006 |
$21.52 |
4.57% |
Buy |
06/30/2006 |
$19.32 |
|
$24.03* 01/19/07 price |
24.38% |
