S&P 500 Returns by Year (long and cash without leverage)
| Year | Long Term Signal | Short Term Signal | S&P 500 |
|---|---|---|---|
1999 |
+17% |
+18.2% |
+19.6% |
2000 |
+7.2% |
+18.1% |
-10.1% |
| 2001 |
+27.3% |
+5.9% |
-13.0% |
| 2002 |
+6.7% |
+22.5% |
-23.4% |
| 2003 |
+33.1% |
+16.2% |
+26.4% |
| 2004 |
+5.6% |
+13.9% |
+9.0% |
| 2005 |
+5.6% |
+4.0% |
+3.0% |
2006 |
+16.4% |
+18.9% |
+13.6% |
2007 |
+2.8%* |
+11.3% |
+3.5% |
Statistics (since 12/31/98)*
Long Term Signal
Trades: 1.3 / yr
Winning Trades: 90%
Total Gain: +164%
Compound Annual Rate: +11.4%
Short Term Signal
Trades: 16 / yr
Winning Trades: 71%
Total Gain: +209%
Compound Annual Rate: +13.3%
S&P 500 (Buy and Hold)
Total Gain +19.5%
Compound Annual Rate: +2.0%* 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.