S/T SHORT TERM SIGNALS
Open Date | Type | Signal | In. Stop | Close | Close Date | Gain |
12/31/15 | S/T SELL | 2058 | 2078 | 2062 | 01/08/15 | -4 |
01/08/15 | S/T BUY | 2062 | 2037 | 2028 | 01/12/15 | -34 |
01/12/15 | S/T SELL | 2028 | 2043 | 2022 | 01/20/15 | 6 |
01/20/15 | S/T BUY | 2023 | 2013 | 2029 | 01/27/15 | +6 |
01/27/15 | S/T SELL | 2029 | 2046 | 2021 | 02/02/15 | +8 |
02/02/15 | S/T BUY | 2021 | 2012 | 2098 | 03/04/15 | +77 |
03/06/15 | S/T SELL | 2084 | 2098 | 2072 | 03/16/15 | +12 |
03/16/15 | S/T BUY | 2072 | 2065 | 2077 | 03/25/15 | +5 |
03/25/15 | S/T SELL | 2061 | 2088 | 2087 | 03/30/15 | -26 |
03/31/15 | S/T SELL | 2067 | 2077 | 2080 | 04/06/15 | -13 |
04/06/15 | S/T BUY | 2080 | 2066 | 2081 | 04/17/15 | -1 |
04/20/15 | S/T BUY | 2098 | 2088 | 2088 | 04/30/15 | -10 |
04/30/15 | S/T SELL | 2088 | 2107 | 2107 | 05/01/15 | -19 |
05/01/15 | S/T BUY | 2107 | 2102 | 2095 | 05/05/15 | -12 |
05/05/05 | S/T SELL | 2095 | 2107 | 2112 | 05/08/15 | -17 |
05/08/15 | S/T BUY | 2112 | 2095 | 2115 | 05/26/15 | +3 |
05/26/15 | S/T SELL | 2105 | 2124 | 2105 | 06/10/15 | 0 |
06/10/15 | S/TBUY | 2105 | 2089 | 2084 | 06/15/15 | -21 |
06/15/15 | S/T SELL | 2084 | 2098 | 2101 | 06/17/15 | -17 |
06/17/15 | S/T BUY | 2101 | 2091 | 2108 | 06/24/15 | +7 |
06/29/15 | S/T SELL | 2075 | 2095 | 2081 | 07/07/15 | -6 |
07/07/15 | S/T BUY | 2081 | 2072 | 2060 | 07/08/15 | -21 |
07/08/15 | S/T SELL | 2060 | 2072 | 2076 | 07/10/15 | -16 |
07/10/15 | S/T BUY | 2076 | 2061 | 2106 | 07/23/15 | +30 |
07/24/15 | S/T SELL | 2087 | 2095 | 2093 | 07/29/15 | -6 |
07/29/15 | S/T BUY | 2099 | 2091 | 2096 | 08/03/15 | -3 |
08/05/15 | S/T BUY | 2104 | 2093 | 2093 | 08/06/15 | -11 |
08/06/15 | S/T SELL | 2093 | 2098 | 2093 | 08/11/15 | 0 |
08/10/15 | S/T BUY | 2093 | 2088 | 2084 | 08/11/15 | -9 |
08/11/15 | S/TSELL | 2084 | 2095 | 2102 | 08/17/15 | -18 |
08/17/15 | S/T BUY | 2102 | 2087 | 2079 | 08/19/15 | -23 |
08/19/15 | S/T SELL | 2079 | 2094 | 1910 | 26/08/15 | +169 |
08/27/15 | S/T BUY | 1965 | 1955 | 1925 | 09/01/15 | -40 |
09/01/15 | S/T SELL | 1925 | 1956 | 1969 | 09/08/15 | -44 |
09/08/15 | S/T BUY | 1969 | 1945 | 1942 | 09/09/15 | -27 |
09/09/15 | S/T SELL | 1942 | 1952 | 1961 | 09/11/15 | -19 |
09/11/15 | S/T BUY | 1961 | 1948 | 1970 | 09/18/15 | +9 |
09/22/15 | S/T SELL | 1940 | 1965 | 1920 | 09/30/15 | +20 |
09/30/15 | S/T BUY | 1920 | 1907 | 1994 | 10/14/15 | +74 |
10/16/15 | S/T BUY | 2005 | 2003 | 2025 | 10/21/15 | +20 |
10/22/15 | S/T BUY | 2032 | 2002 | 2080 | 10/30/15 | +48 |
11/02/15 | S/T BUY | 2087 | 2080 | 2096 | 11/05/15 | +9 |
11/12/15 | S/T SELL | 2060 | 2076 | 2035 | 11/16/15 | +25 |
11/18/15 | S/T BUY | 2060 | 2049 | 2049 | 11/18/15 | -11 |
11/19/15 | S/T BUY | 2060 | 2048 | 2074 | 11/24/15 | +14 |
11/24/15 | S/T SELL | 2074 | 2083 | 2084 | 11/24/15 | -10 |
11/24/15 | S/T BUY | 2084 | 2070 | 2085 | 12/02/15 | +1 |
12/03/15 | S/T SELL | 2075 | 2079 | 2080 | 12/04/15 | - 5 |
12/04/15 | S/T BUY | 2080 | 2075 | 2075 | 12/07/15 | - 5 |
12/07/15 | S/T SELL | 2070 | 2085 | 2045 | 15/12/15 | + 25 |
12/15/15 | S/T BUY | 2045 | 2034 | 2045 | 17/12/15 | 0 |
12/22/15 | S/T BUY | 2038 | 2027 | 2052 | 30/12/15 | +14 |
12/31/15 | S/T SELL | 2045 | 2060 | OPEN |
L/T SHORT TERM SIGNALS
Open Date | Type | Signal | In. Stop | Close | Close Date | Gain |
01/05/15 | L/T SELL | 2020 | 2054 | 2062 | 01/08/15 | -42 |
01/12/15 | L/T SELL | 2028 | 2050 | 2063 | 01/22/15 | -35 |
01/22/15 | L/T BUY | 2063 | 2040 | 2029 | 01/27/15 | -34 |
01/27/15 | L/T SELL | 2029 | 2038 | 2050 | 02/03/15 | -21 |
02/04/15 | L/T BUY | 2042 | 2025 | 2071 | 03/06/15 | +29 |
03/09/15 | L/T SELL | 2079 | 2099 | 2099 | 03/18/15 | -20 |
03/18/15 | L/T BUY | 2099 | 2040 | 2061 | 03/25/15 | -38 |
03/26/15 | L/T SELL | 2056 | 2086 | 2086 | 03/30/15 | -30 |
04/01/15 | L/T SELL | 2059 | 2078 | 2080 | 04/06/15 | -21 |
04/08/15 | L/T BUY | 2082 | 2071 | 2088 | 04/30/15 | +6 |
05/06/15 | L/T SELL | 2080 | 2105 | 2116 | 05/08/15 | -36 |
OSC OSCILLATOR MOMENTUM SIGNALS
Open Date | Type | Signal | In. Stop | Close | Close Date | Gain |
03/06/15 | OSC SELL | 2071 | 2137 | 2099 | 03/18/15 | -28 |
03/18/15 | OSC BUY | 2099 | 2040 | 2056 | 03/26/15 | -43 |
04/30/15 | OSC SELL | 2085 | 2125 | 2122 | 05/15/15 | -37 |
05/15/15 | OSC BUY | 2122 | 2067 | 2123 | 05/27/15 | -1 |
05/27/15 | OSC SELL | 2123 | 2135 | 2084 | 06/15/15 | +39 |
06/15/15 | OSC BUY | 2084 | 2073 | 2057 | 06/29/15 | -27 |
06/29/15 | OSC SELL | 2057 | 2129 | 2099 | 07/13/15 | -42 |
07/13/15 | OSC BUY | 2099 | 2046 | 2079 | 07/27/15 | -20 |
07/27/15 | OSC SELL | 2067 | 2132 | 1914 | 09/01/15 | +153 |
09/08/15 | OSC SELL | 1969 | 1993 | 1952 | 09/10/15 | +17 |
09/10/15 | OSC BUY | 1952 | 1867 | 1932 | 09/24/15 | -20 |
09/24/15 | OSC SELL | 1932 | 2020 | 1920 | 09/30/15 | +12 |
10/02/15 | OSC BUY | 1951 | 1871 | 2060 | 11/12/15 | +109 |
11/12/15 | OSC SELL | 2060 | 2110 | 2021 | 12/21/15 | +39 |
12/21/15 | OSC BUY | 2021 | 1994 | 2012 | 04/01/16 | -9 |
S/T SIGNALS | + 134 |
L/T SIGNALS |
-208 |
OSC SIGNALS |
+198 |
Max Drawdown during losing streak (s/t) |
-133 |
A VERY DIFFICULT YEAR with very choppy first half, and subsequently made several adjustments to the signalling system and introduced tighter stops in the 2nd half.
The L/T Signalling was performing very poorly and was discontinued.