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ITS - Index Trading System

SPDRs (SPY) Trading System Past Performance

Trading system, SPY trading system, trading, SPY

SPY - 2008 Year

(real-time monitored trading system results)

Signal Open Date Open Price Close Date Close Price Return Compound
Return		 Margin
Compound
Return
Short 6/26/2008
15:52		 $128.35 7/1/2008
10:59		 $127.92 0.34%   8.78%   17.03%  
Long 6/25/2008
09:45		 $132.25 6/26/2008
15:52		 $128.35 -2.95%   8.42%   16.25%  
Short 6/20/2008
15:26		 $131.75 6/23/2008
13:42		 $131.86 -0.08%   11.71%   23.54%  
Long 6/19/2008
15:57		 $134.67 6/20/2008
15:26		 $131.75 -2.17%   11.81%   23.75%  
Long 6/12/2008
13:26		 $135.12 6/17/2008
12:18		 $136.18 0.78%   14.29%   29.36%  
Long 6/4/2008
10:48		 $138.39 6/6/2008
10:27		 $138.88 0.35%   13.40%   27.36%  
Long 6/2/2008
13:41		 $138.42 6/3/2008
12:59		 $139.06 0.46%   13.00%   26.46%  
Long 5/27/2008
13:24		 $137.98 5/30/2008
12:43		 $140.51 1.83%   12.48%   25.30%  
Short 5/23/2008
14:24		 $137.84 5/27/2008
13:24		 $137.98 -0.10%   10.45%   20.87%  
Long 5/22/2008
13:24		 $139.64 5/23/2008
14:24		 $137.84 -1.29%   10.56%   21.12%  
Short 5/16/2008
14:26		 $142.24 5/20/2008
12:40		 $141.77 0.33%   12.01%   24.32%  
Long 5/8/2008
11:26		 $139.85 5/13/2008
13:26		 $140.18 0.24%   11.64%   23.51%  
Short 5/5/2008
11:26		 $140.67 5/7/2008
15:47		 $139.69 0.70%   11.38%   22.93%  
Long 4/24/2008
13:24		 $138.92 4/28/2008
10:33		 $139.97 0.76%   10.60%   21.24%  
Short 4/21/2008
13:24		 $138.52 4/24/2008
13:24		 $138.92 -0.29%   9.78%   19.43%  
Long 4/16/2008
10:26		 $135.2 4/21/2008
13:24		 $138.52 2.46%   10.09%   20.13%  
Short 4/15/2008
11:26		 $132.53 4/16/2008
10:26		 $135.2 -2.01%   7.45%   14.50%  
Long 4/14/2008
14:26		 $133 4/15/2008
11:26		 $132.53 -0.35%   9.66%   19.31%  
Short 4/11/2008
10:26		 $134.52 4/14/2008
14:26		 $133 1.13%   10.05%   20.16%  
Long 4/10/2008
15:57		 $135.93 4/11/2008
10:26		 $134.52 -1.04%   8.82%   17.50%  
Short 4/4/2008
11:26		 $136.91 4/7/2008
13:26		 $138.16 -0.91%   9.96%   19.99%  
Long 3/31/2008
11:27		 $131.99 4/4/2008
11:26		 $136.91 3.73%   10.98%   22.22%  
Short 3/28/2008
13:27		 $132.53 3/31/2008
11:27		 $131.99 0.41%   6.99%   13.74%  
Long 3/28/2008
10:27		 $132.91 3/28/2008
13:27		 $132.53 -0.29%   6.55%   12.83%  
Short 3/26/2008
14:27		 $133.82 3/28/2008
10:27		 $132.91 0.68%   6.86%   13.47%  
Long 3/18/2008
15:58		 $133.28 3/26/2008
14:27		 $133.82 0.41%   6.14%   11.95%  
Short 3/14/2008
10:29		 $129.73 3/18/2008
15:58		 $133.28 -2.74%   5.71%   11.05%  
Long 3/11/2008
14:29		 $130.47 3/14/2008
10:29		 $129.73 -0.57%   8.68%   17.48%  
Short 3/6/2008
13:29		 $131.67 3/11/2008
14:29		 $130.47 0.91%   9.30%   18.83%  
Long 3/5/2008
13:29		 $133.17 3/6/2008
13:29		 $131.67 -1.13%   8.32%   16.70%  
Short 2/27/2008
15:58		 $138.14 3/5/2008
13:29		 $133.17 3.60%   9.55%   19.39%  
Long 2/25/2008
10:29		 $135.94 2/27/2008
15:58		 $138.14 1.62%   5.75%   11.38%  
Long 2/20/2008
12:29		 $135.27 2/21/2008
15:29		 $134.55 -0.53%   4.06%   7.89%  
Short 2/14/2008
15:29		 $135.68 2/20/2008
12:29		 $135.27 0.30%   4.62%   9.05%  
Long 2/7/2008
14:29		 $134 2/11/2008
11:29		 $133.05 -0.71%   4.30%   8.39%  
Short 2/4/2008
15:58		 $137.9 2/7/2008
14:29		 $134 2.83%   5.05%   9.95%  
Long 1/31/2008
15:58		 $137.58 2/4/2008
15:58		 $137.9 0.23%   2.16%   4.06%  
Short 1/31/2008
15:29		 $137.93 1/31/2008
15:58		 $137.58 0.25%   1.92%   3.58%  
Long 1/23/2008
15:29		 $132.73 1/31/2008
15:29		 $137.93 3.92%   1.66%   3.06%  
Short 1/22/2008
11:29		 $130.78 1/23/2008
15:29		 $132.73 -1.49%   -2.17%   -4.43%  
Long 1/18/2008
14:29		 $132.03 1/22/2008
11:29		 $130.78 -0.95%   -0.69%   -1.49%  
Short 1/17/2008
12:29		 $135 1/18/2008
14:29		 $132.03 2.20%   0.26%   0.41%  
Long 1/16/2008
14:29		 $138.42 1/17/2008
12:29		 $135 -2.47%   -1.90%   -3.82%  
Long 1/9/2008
10:29		 $139.27 1/10/2008
11:29		 $140.09 0.59%   0.59%   1.18%  
@Index-Trading-System

SPY - 2007 Year

(back tested trading system results)

Signal Open Date Open Price Close Date Close Price Return Compound
Return		 Margin
Compound
Return
Short 12/27/2007
11:29		 $148.5 1/9/2008
10:29		 $139.24 6.24%   30.70%   68.88%  
Long 12/19/2007
11:29		 $145.7 12/27/2007
11:29		 $148.5 1.92%   23.02%   50.15%  
Short 12/11/2007
12:29		 $151.88 12/12/2007
10:29		 $150.79 0.72%   20.70%   44.59%  
Short 12/3/2007
12:29		 $148.27 12/5/2007
14:29		 $148.09 0.12%   19.84%   42.55%  
Long 11/23/2007
12:29		 $144.14 12/3/2007
12:29		 $148.27 2.87%   19.70%   42.20%  
Short 11/15/2007
14:29		 $146.12 11/23/2007
12:29		 $144.14 1.36%   16.37%   34.49%  
Long 11/12/2007
13:29		 $146.15 11/15/2007
14:29		 $146.12 -0.02%   14.81%   30.95%  
Short 11/7/2007
12:29		 $149.98 11/12/2007
13:29		 $146.15 2.55%   14.83%   31.00%  
Long 11/6/2007
15:29		 $151.5 11/7/2007
12:29		 $149.98 -1.00%   11.97%   24.63%  
Short 11/1/2007
11:29		 $152.87 11/6/2007
15:29		 $151.5 0.90%   13.11%   27.19%  
Long 10/23/2007
10:29		 $151.35 11/1/2007
11:29		 $152.87 1.00%   12.10%   24.95%  
Short 10/19/2007
11:29		 $151.91 10/23/2007
10:29		 $151.35 0.37%   10.99%   22.49%  
Long 10/18/2007
15:57		 $153.87 10/19/2007
11:29		 $151.91 -1.27%   10.58%   21.59%  
Short 10/2/2007
11:29		 $154.24 10/5/2007
12:29		 $155.37 -0.73%   12.01%   24.77%  
Long 10/1/2007
15:57		 $154.42 10/2/2007
11:29		 $154.24 -0.12%   12.83%   26.62%  
Short 9/28/2007
10:29		 $152.54 10/1/2007
15:57		 $154.42 -1.23%   12.97%   26.92%  
Short 9/21/2007
15:29		 $152.51 9/25/2007
15:29		 $151.33 0.77%   14.38%   30.13%  
Short 9/14/2007
14:29		 $148.77 9/18/2007
14:29		 $150.71 -1.30%   13.50%   28.14%  
Long 9/11/2007
15:57		 $147.48 9/14/2007
14:29		 $148.77 0.87%   15.00%   31.58%  
Short 9/5/2007
15:57		 $147.53 9/11/2007
15:57		 $147.48 0.03%   14.00%   29.31%  
Long 8/30/2007
10:29		 $146.38 9/5/2007
15:57		 $147.53 0.79%   13.96%   29.23%  
Short 8/22/2007
13:29		 $145.71 8/30/2007
10:29		 $146.38 -0.46%   13.07%   27.23%  
Long 8/17/2007
12:29		 $143.6 8/22/2007
13:29		 $145.71 1.47%   13.60%   28.41%  
Long 7/31/2007
11:29		 $147.96 8/3/2007
11:29		 $146.35 -1.09%   11.95%   24.74%  
Short 7/26/2007
10:29		 $150.1 7/31/2007
11:29		 $147.96 1.43%   13.18%   27.52%  
Long 7/25/2007
13:29		 $150.7 7/26/2007
10:29		 $150.1 -0.40%   11.59%   23.98%  
Short 7/24/2007
14:29		 $152.49 7/25/2007
13:29		 $150.7 1.17%   12.04%   24.98%  
Long 7/23/2007
11:29		 $154.54 7/24/2007
14:29		 $152.49 -1.33%   10.74%   22.11%  
Short 7/16/2007
15:29		 $155.1 7/23/2007
11:29		 $154.54 0.36%   12.23%   25.44%  
Short 7/5/2007
13:29		 $151.95 7/12/2007
13:29		 $153.61 -1.09%   11.82%   24.54%  
Long 6/25/2007
13:29		 $150.82 7/5/2007
13:29		 $151.95 0.75%   13.06%   27.32%  
Short 6/19/2007
10:29		 $152.7 6/25/2007
13:29		 $150.82 1.23%   12.22%