Historical ETF Performance 2004(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
12/31/2003
Long
54.1
35.99
107.2
03/09/2004
short
57.03
2.93
35.2
-0.79
110.4
3.2
03/29/2004
Long
56.94
0.09
35.33
-0.13
108.94
1.46
04/13/2004
short
57.06
0.12
36.16
0.83
109.54
0.6
05/25/2004
Long
55.03
2.03
35.5
0.66
110.55
-1.01
07/06/2004
short
55.9
0.87
35.57
0.07
108.66
-1.89
08/18/2004
Long
52.99
2.91
33.42
2.15
106.85
1.81
10/11/2004
short
56.61
3.62
35.29
1.87
110.16
3.31
10/26/2004
Long
56.88
-0.27
35.36
-0.07
108.77
1.39
12/30/2004
63.91
7.03
39.86
4.5
119.03
10.26
Total points
19.33
9.09
19.13
Profits:
Long & Short
35.73%
25.26%
17.85%
Long & Short
with margin
IWM
71.46%
QQQQ
50.51%
SPY
35.69%
Long Only
33.62%
23.20%
17.53%
Long Only
with margin
67.25%
46.40%
35.06%
Buy and Hold
17%
10%
2%
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