Historical ETF Performance 2002(back tested):
Year 2001
Year 2002
Year 2003
Year 2004
Year 2005
Date
Signal
IWM
Price
Profit/
Loss
QQQQ
Price
Profit/
Loss
SPY
Price
Profit/
Loss
12/31/2001
Long
45.94
38.4
106.75
01/10/2002
short
47.01
1.07
40.84
2.44
108.41
1.66
02/14/2002
Long
44.58
2.43
36.39
4.45
106.67
1.74
04/03/2002
short
47.18
2.6
34.57
-1.82
105.97
-0.7
08/14/2002
Long
37.18
10
23.72
10.85
86.68
19.29
08/30/2002
short
37.35
0.17
23.18
-0.54
86.26
-0.42
10/15/2002
Long
32.17
5.18
23.25
-0.07
83.74
2.52
12/03/2002
short
38.42
6.25
26.81
3.56
87.68
3.94
12/31/2002
36.58
1.84
24.05
2.76
83.71
3.97
Total points
29.54
21.63
32
Profits:
Long & Short
64.30%
56.33%
29.98%
Long & Short
with margin
IWM
128.60%
QQQQ
112.66%
SPY
59.95%
Long Only
21.96%
9.48%
4.20%
Long Only
with margin
43.93%
18.96%
8.39%
Buy and Hold
-20%
-40%
-22%
Copyright © 2007 ETFNavigator.com - Market timing for QQQQ and other ETF - All rights reserved.
