Trading the S&P 500 - Returns by Year
| Year | Cyclical Trend Signal | Short Term Signal | S&P 500 |
|---|---|---|---|
1999 |
18.9% |
14.4% |
19.6% |
2000 |
5.0% |
14.0% |
-10.1% |
| 2001 |
11.3% |
3.9% |
-13.0% |
| 2002 |
16.5% |
21.4% |
-23.4% |
| 2003 |
29.5% |
15.5% |
26.4% |
| 2004 |
9.4% |
13.0% |
9.0% |
| 2005 |
3.4% |
2.1% |
3.0% |
2006 |
13.5% |
17.9% |
13.6% |
2007 |
3.0% |
8.3% |
3.6% |
2008 |
39.8% |
-3.9% |
-39.6% |
2009 |
25.8% |
13.8% |
26.5% |
Statistics (since 12/31/98)*
Long Term Signal
Trades: .44 / yr
Winning Trades: 100%
Total Gain: +406%
Compound Annual Rate: +15.5%
Short Term Signal
Trades: 16 / yr
Winning Trades: 71%
Total Gain: +205%
Compound Annual Rate: +10.6%
S&P 500 (Buy and Hold)
Total Gain -8.5%
Compound Annual Rate: -0.81%* End of day trades. No interest is added when in cash and no trading costs are included. Interest and dividends are excluded for these comparisons.