Rich Trend Trader's Blog

SIGNAL DATES AND INDEX RETURNS

The following dates are the trend model trade dates and corresponding signal performance numbers.  Performance numbers will be given based upon 2 different criteria.  The first is a next day average entry/exit criteria on BUY/SELL signals.   The second is an end of day after a BUY signal entry/exit criteria for mutual fund type accounts.  Performance is based upon the base indices that are used in the trend model and therefore, actual performance numbers will vary depending upon the type of account, security that is traded, and entry/exit positions for intraday trading.  The first return value will be based upon the first criteria (average entry/exit) and the second value based upon the second criteria (end of day entry/exit).

SELL: End of Day Signal on 7/21/14 with Trades on 7/22/14 as of 8/18/14

S&P600: -0.11% +0.01% (+3.43% +3.19%) S&P400: +0.13% +0.18% (+3.51% +3.20%) S&P500: +0.47% +0.60% (+2.67% +2.66%) NDX: -1.56% -1.46% (+1.73% +1.73%)

Government TSP: 0.17% (G Fund)

BUY: End of Day Signal on 4/22/14 with Trades on 4/23/14

S&P600: +0.40% +0.75% (+1.62% +1.68%) S&P400: +3.67% +3.84% (+4.23% +4.21%) S&P500: +5.69% +5.77% (+5.53% + 5.62%) NDX: +10.92% +11.37% (+10.26% +10.71%)

Government TSP: +4.35% (+4.56%) (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 4/8/14 with Trades on 4/9/14

S&P600: +0.63% +.079% S&P400: -0.49% +.17% S&P500: -0.77% -0.17% NDX: +0.04% +1.22%

Government TSP: 0.09% (G Fund)

BUY: End of Day Signal on 02/13/14 with Trades on 2/14/14

S&P600: +3.35% +2.82% S&P400: +1.13% +1.36% S&P500: +1.57% +1.82% NDX: -2.30% -1.73%

Government TSP: +1.88% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 02/03/14 with Trades on 02/14/14

S&P600: -3.59% -3.75% S&P400: -5.15% -4.93% S&P500: -4.49% -4.54% NDX: -5.26% -5.29%

Government TSP: 0.10% (G Fund)

BUY: End of Day Signal on 09/09/13 with Trades on 09/10/13

S&P600: +5.14% +4.80% (+5.39% +6.01%) S&P400: +4.54% +4.17% (+4.14% +3.79%) S&P500: +4.53% +4.23% (+4.16% +5.09%) NDX: +9.09% +8.95% (+8.31% +8.64%)

Government TSP: +5.15% (+4.81%) (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 08/19/13 with Trades on 08/20/13

S&P600: -2.33% -2.04% (-1.17% -1.02%) S&P400: -1.51% -1.37% (-0.76% -0.69%)  S&P500: -1.62% -1.88% (-0.81% -0.94%) NDX: -3.03% -5.79% (-1.52% -2.90%)

Government TSP: 0.13% (G Fund)

BUY: End of Day Signal on 07/09/13 with Trades on 07/10/13

S&P600: +0.72% +1.15% S&P400: +0.59% +0.94% S&P500: -0.05% -0.02% NDX: +3.08% +2.72%

Government TSP: +1.46% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 06/20/13 with Trades on 06/21/13

S&P600: -6.20% -5.84% S&P400: -5.31% -5.32%  S&P500: -3.89% -3.64% NDX: -3.90% -4.09%

Government TSP: 0.10% (G Fund)

BUY: End of Day Signal on 06/18/13 with Trades on 06/19/13

S&P600: -3.19% -2.06% S&P400: -3.72% -2.91% S&P500: -3.18% -2.24% NDX: -3.48% -2.76%

Government TSP: -2.65% (40% C Fund, 40% S Fund, 20% I Fund)

CASH: End of Day Signal on 06/11/13 with Trades on 06/12/13

S&P600: 0.00% 0.00% S&P400: 0.00% 0.00% S&P500: 0.00% 0.00% NDX: 0.00% 0.00% Annualized ROI: 0.00% 0.00%

Government TSP: +0.03% (40% C Fund, 40% S Fund, 20% I Fund) Annualized ROI: +1.79%

BUY: End of Day Signal on 04/30/13 with Trades on 05/01/13

S&P600: +5.13% +5.61% S&P400: +1.31% +1.47% S&P500: +2.18% +1.88% NDX: +2.42% +1.84% Annualized ROI: +26.72% +26.04%

Government TSP: +1.32% (40% C Fund, 40% S Fund, 20% I Fund) Annualized ROI: +12.09%

SELL: End of Day Signal on 04/17/13 with Trades on 04/18/13

S&P600: -3.27% -2.51% S&P400: -3.17% -3.35%  S&P500: -2.79% -2.60% NDX: -4.20% -4.57% Annualized ROI: -62.85% -60.53%

Government TSP: +0.05% (G Fund) Annualized ROI: +1.51%

BUY: End of Day Signal on 11/19/12 with Trades on 11/20/12

S&P600: +13.12% +12.75% (+10.49% +10.24%)  S&P400: +13.29% +12.94% (+11.02% +10.58%)  S&P500: +11.44% +11.08% (+9.50% +8.92%)  NDX: +6.09% +5.68% (+3.78% +3.24%) Annualized ROI: +30.55% +28.03% (+22.68% +21.42%)

Government TSP: +13.21%  (11.18%) (40% C Fund, 40% S Fund, 20% I Fund) Annualized ROI: +35.52% (+29.65%)

SELL: End of Day Signal on 10/24/12 with Trades on 10/25/12

S&P600: +2.21% +1.63% (+5.02% +4.39%)  S&P400: +0.72% +0.10% (+3.41% +2.78%)  S&P500: +2.18% +1.51% (+4.48% +3.84%)  NDX: +3.30% +2.35% (+5.91% +4.99%)

Government TSP: +0.10% (G Fund)

BUY: End of Day Signal on 06/06/12 with Trades on 06/07/12

S&P600: +5.71% +6.70% (+3.39% +3.39%) S&P400: +5.35% +6.29% (+2.28% +2.58%) S&P500: +6.65% +7.13% (+3.23% +3.13%) NDX: +4.09% +4.74% (+1.52% +1.50%)

Government TSP: +8.76% (+4.74%) (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 06/01/12 with Trades on 06/04/12

S&P600: -3.85% -2.77% (-1.92% -1.32%) S&P400: -3.95% -3.00% (-1.98% -1.50%) S&P500: -3.63% -2.88% (-1.81% -1.44%) NDX: -3.60% -2.31% (-1.80% -1.16%)

Government TSP: +0.01% (G Fund)

BUY: End of Day Signal on 05/29/12 with Trades on 05/30/12

S&P600: -4.19% -3.16% S&P400: -4.82% -3.95% S&P500: -3.51% -2.68% NDX: -2.83% -2.34%

Government TSP: -2.85% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 04/30/12 with Trades on 05/30/12

S&P600: +6.21% +6.35% (+7.09% +6.93%) S&P400: +6.16% +6.75% (+7.52% +7.89%) S&P500: +6.01% +6.58% (+6.81% +7.22%) NDX: +7.38% +6.95% (+8.22% +8.03%)

Government TSP: +0.13% (G Fund)

BUY: End of Day Signal on 04/26/12 with Trades on 04/27/12 until next SELL signal as of 04/30/12

S&P600: +0.58% -0.98% S&P400: +0.23% -0.43% S&P500: +0.25% +0.18% NDX: -0.02% -0.53%

Government TSP: -0.28% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 04/23/12 with Trades on 04/24/12 until next BUY signal

S&P600: -2.94% -3.49% S&P400: -2.81% -3.22% S&P500: -2.24% -2.29% NDX: -3.50% -3.89%

Government TSP: +0.02% (G Fund)

BUY: End of Day Signal on 04/17/12 with Trades on 04/18/12 until next SELL signal

S&P600: -1.40% -0.93% S&P400: -1.05% -0.99% S&P500: -1.14% -0.95% NDX: -2.78% -2.85%

Government TSP: -0.87% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 04/13/12 with Trades on 04/16/12 until next BUY signal

S&P600: -1.06% -0.66% S&P400: -1.34% -1.28% S&P500: -1.06% -1.14% NDX: -1.17% -1.20%

Government TSP: 0.01% (G Fund)

BUY: End of Day Signal on 11/28/11 with Trades on 11/29/11 until next SELL signal (CASH signal returns in parentheses)

S&P600: +15.29% +15.43% (+15.46% +16.66% ) S&P400: +14.54% +14.66% (+14.42% +15.73%) S&P500: +14.59% +14.59% (+14.39% +15.18%) NDX: +20.88% +20.74% (+20.19% +20.83%)

Government TSP: +14.56% (15.50%) (40% C Fund, 40% S Fund, 20% I Fund)

——————————————————————————————————————————————————————————————————————–

2011 Model Data:

SML Index Gain: -0.16%

SML Model Gain: 29.75% (Average Trades), 31.41% (End of Day Trades)

MID Index Gain: -3.10%

MID Model Gain: 38.43% (Average Trades), 38.72% (End of Day Trades)

SPX Index Gain: 0.00%

SPX Model Gain: 24.12% (Average Trades), 26.39% (End of Day Trades)

NDX Index Gain: 2.70%

NDX Model Gain: 21.50% (Average Trades), 24.69% (End of Day Trades)

Government TSP Gain: 2.11% (100% C Fund)

Government TSP Model Gain: 13.24% (40% C Fund, 40% S Fund, and 20% I Fund during BUY-SIGNALS, 100% G Fund during SELL-SIGNALS)

Individual Trade Data:

BUY: End of Day Signal on 11/28/11 with Trades on 11/29/11 as of 12/30/11

S&P600: +7.05% +7.03% S&P400: +4.29% +4.29% S&P500: +5.00% +5.22% NDX: +2.46% +3.00%

Government TSP: +4.65% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 11/21/11 with Trades on 11/22/11 until next BUY signal

S&P600: +0.24% -0.09% S&P400: -0.36% -0.41% S&P500: -0.72% -0.60% NDX: -0.69% +0.22%

Government TSP: 0.03% (G Fund)

BUY: End of Day Signal on 10/5/11 with Trades on 10/6/11 until next SELL signal

S&P600: +5.34% +3.80% S&P400: +4.89% +3.27% S&P500: +3.29% +1.98% NDX: +1.02% -0.07%

Government TSP: +1.86% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 9/2/11 with Trades on 9/6/11 until next BUY signal

S&P600: +0.23% -0.01% S&P400: +2.61% +1.88% S&P500: +0.59% +0.02% NDX: -2.42% -2.32%

Government TSP: 0.15% (G Fund)

BUY: Intraday-BUY Signal on 8/5/11 with Trades on 8/8/11 until next SELL signal

S&P600: -1.18% +4.60% S&P400: +1.45% +6.77% S&P500: -0.16% +4.09% NDX: +1.45% +5.21%

Government TSP: +4.20% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 7/26/11 with Trades on 7/27/11 until next BUY signal

S&P600: +14.65% +17.24% S&P400: +15.98% +18.42% S&P500: +12.05% +14.21% NDX: +11.62% +12.96%

Government TSP: 0.08% (G Fund)

BUY: End of Day Signal on 6/20/11 with Trades on 6/21/11 until next SELL signal

S&P600: +1.81% -0.48% S&P400: +1.37% -0.86% S&P500: +2.31% +0.72% NDX: +7.21% +5.12%

Government TSP: +0.61% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 5/16/11 with Trades on 5/17/11 until next BUY signal

S&P600: +2.24% +1.47% S&P400: +2.89% +2.03% S&P500: +2.75% +2.52% NDX: +4.44% +3.91%

Government TSP: 0.26% (G Fund)

BUY: End of Day Signal on 3/24/11 with Trades on 3/25/11 until next SELL signal

S&P600: +0.50% +0.80% S&P400: +0.80% +0.69% S&P500: +0.75% +1.16% NDX: +0.40% +1.17%

Government TSP: 1.13% (40% C Fund, 40% S Fund, 20% I Fund)

SELL: End of Day Signal on 3/15/11 with Trades on 3/16/11 until next BUY signal

S&P600: -4.51% -5.05% S&P400: -3.41% -4.19% S&P500: -3.93% -4.53% NDX: -4.61% -5.15%

Government TSP: 0.07% (G Fund)

PRIOR TRADE DATA WILL BE RECORDED AS FAST AS POSSIBLE BELOW

——————————————————————————————————————————————————————————————————————–

1996 Model Data:

SML Index Gain: 20.13%

SML Model Gain: 52.67% (Average Trades), 48.69% (End of Day Trades)

MID Index Gain: 17.32%

MID Model Gain: 40.12% (Average Trades), 36.91% (End of Day Trades)

SPX Index Gain: 20.26%

SPX Model Gain: 32.38% (Average Trades), 32.8% (End of Day Trades)

NDX Index Gain: 42.54%

NDX Model Gain: 54.97% (Average Trades), 50.33% (End of Day Trades)

Government TSP Gain: 22.40% (100% C Fund)

Government TSP Model Gain: 29.33% (100% C Fund during BUY-SIGNALS, 100% G Fund during SELL-SIGNALS)

1996 Individual Trade Data

BUY: End of Day Signal on 11/6/1996 with Trades on 11/7/96 until end of year

S&P600: +8.84% +7.66% S&P400: +4.75% +4.37% S&P500: +3.49% +2.66% NDX: +8.13% +5.36%

Government TSP Gain: 2.82% (100% C Fund)

DISCLAIMER: https://richtrendtrader.wordpress.com/disclaimer-on-information-presented-in-this-blog/

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