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ITS - Index Trading System

NASDAQ 100 emini Futures Performance

(Based on the DIA trading system)


Trading system, QQQQ trading system, trading, QQQQ, NASDAQ 100, emini, Futures

Nasdaq 100 emini - 2008 Year

In the following table the results represents the system that applies the QQQQ signals to Nasdaq 100 emini futures contracts. The results does not include commission and Exchange fees.

 
Signal Open Date Open Price Close Date Close Price Return on
5 contract
Summary
Return on
5 contract
Short 7/15/2008
10:11
$1,768.75 7/16/2008
12:26
$1,824.50 $-5,575   $17,275  
Long 7/2/2008
13:56
$1,859.00 7/15/2008
10:11
$1,768.75 $-9,025   $22,850  
Long 7/1/2008
11:01
$1,856.00 7/2/2008
11:26
$1,860.50 $450   $31,875  
Short 6/26/2008
15:54
$1,864.00 7/1/2008
11:01
$1,856.00 $800   $31,425  
Long 6/23/2008
13:59
$1,938.25 6/26/2008
15:54
$1,864.00 $-7,425   $30,625  
Long 6/12/2008
12:10
$1,947.00 6/17/2008
12:18
$1,984.25 $3,725   $38,050  
Long 6/4/2008
10:39
$2,017.00 6/6/2008
10:28
$2,028.75 $1,175   $34,325  
Short 6/2/2008
10:26
$2,013.00 6/2/2008
12:47
$1,998.00 $1,500   $33,150  
Long 5/30/2008
15:52
$2,039.75 6/2/2008
10:26
$2,013.00 $-2,675   $31,650  
Long 5/29/2008
13:06
$2,030.00 5/30/2008
12:38
$2,036.25 $625   $34,325  
Long 5/22/2008
15:24
$1,963.25 5/28/2008
12:26
$1,989.75 $2,650   $33,700  
Short 5/19/2008
11:39
$2,047.75 5/20/2008
12:47
$2,001.00 $4,675   $31,050  
Long 5/14/2008
09:50
$2,022.75 5/15/2008
12:42
$2,024.75 $200   $26,375  
Short 5/13/2008
11:26
$1,988.75 5/14/2008
09:50
$2,022.75 $-3,400   $26,175  
Long 5/8/2008
10:34
$1,964.00 5/13/2008
11:26
$1,988.75 $2,475   $29,575  
Short 5/2/2008
15:57
$1,983.00 5/7/2008
15:52
$1,953.25 $2,975   $27,100  
Short 4/21/2008
14:24
$1,904.50 4/24/2008
14:26
$1,944.00 $-3,950   $24,125  
Long 4/18/2008
10:24
$1,892.25 4/21/2008
14:24
$1,904.50 $1,225   $28,075  
Short 4/17/2008
11:25
$1,843.50 4/18/2008
10:24
$1,892.25 $-4,875   $26,850  
Long 4/16/2008
11:26
$1,838.75 4/17/2008
11:25
$1,843.50 $475   $31,725  
Short 4/15/2008
11:26
$1,786.50 4/16/2008
11:26
$1,838.75 $-5,225   $31,250  
Long 4/14/2008
11:26
$1,797.75 4/15/2008
11:26
$1,786.50 $-1,125   $36,475  
Short 4/11/2008
14:26
$1,808.50 4/14/2008
11:26
$1,797.75 $1,075   $37,600  
Long 4/10/2008
15:26
$1,864.00 4/11/2008
14:26
$1,808.50 $-5,550   $36,525  
Short 4/4/2008
11:26
$1,865.50 4/10/2008
15:26
$1,864.00 $150   $42,075  
Long 3/31/2008
12:27
$1,782.00 4/4/2008
11:26
$1,865.50 $8,350   $41,925  
Short 3/20/2008
15:57
$1,757.00 3/31/2008
12:27
$1,782.00 $-2,500   $33,575  
Long 3/18/2008
11:28
$1,726.50 3/20/2008
15:57
$1,757.00 $3,050   $36,075  
Long 3/11/2008
11:29
$1,705.75 3/14/2008
13:29
$1,712.50 $675   $33,025  
Long 3/5/2008
12:29
$1,757.50 3/6/2008
11:29
$1,746.25 $-1,125   $32,350  
Short 2/28/2008
10:29
$1,805.75 3/5/2008
12:29
$1,757.50 $4,825   $33,475  
Short 2/14/2008
15:29
$1,797.50 2/20/2008
12:29
$1,783.00 $1,450   $28,650  
Long 2/7/2008
11:29
$1,734.50 2/14/2008
15:29
$1,797.50 $6,300   $27,200  
Short 2/4/2008
10:29
$1,851.25 2/7/2008
11:29
$1,734.50 $11,675   $20,900  
Long 1/31/2008
10:29
$1,802.25 2/4/2008
10:29
$1,851.25 $4,900   $9,225  
Short 1/17/2008
14:29
$1,863.00 1/28/2008
12:29
$1,801.25 $6,175   $4,325  
Long 1/16/2008
12:29
$1,891.00 1/17/2008
14:29
$1,863.00 $-2,800   $-1,850  
Long 1/9/2008
13:29
$1,920.25 1/15/2008
10:29
$1,929.75 $950   $950  
@Index-Trading-System
* The value of an NASDAQ-100 E-mini futures contract is calculated by applying a $20 multiplier to the index's present futures level
 


MV Disclaimer: Trading signals are delivered to MarketVolume® members by Index-Trading-Systems™. MarketVolume® cannot be held liable for any of the represented information and its delivery to the user. You, as the user, agree that you are making use of this information at your own risk. You also agree that you are solely responsible for any trading decision you make based on this information. More...


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7/20/2008 - SV1