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Our Signals – Performance Statistics
SPY | S&P 500, US BROAD MARKET
| Our Total Return (since January 24th, 2001) |
229.03% |
Average Number of Trades Per Year | 3.82 | |
| Average Gain of Positive Trades | 4.71% | |||
| Compound Annual Return (not including 2012) |
18.25% |
Average Loss of Negative Trades | -0.94% | |
| Highest Gain in a Trade | 16.48% | |||
| Highest Loss in a Trade | -1.96% |
Our Results versus Buy & Hold
Since January 24th, 2001| Our Total Rate of Return (reinvesting the gains) (including 2012 YTD) | 229.03% |
| Our Average Annualized Rate of Return (not including 2012) | 18.25% |
| Buy & Hold Total Rate of Return (including 2012 YTD) | 0.37% |
| Buy & Hold Average Annualized Rate of Return (not including 2012) | -0.74% |
$1,000 Investment Traded
Since January 24th, 2001 |
$1,000 Investment Traded
Since January 24th, 2001 |
|
Year |
Value of Initial $1,000 Investment Using Our Signals |
Value of Initial $1,000 Investment Using Buy & Hold Strategy |
| 2001 | $1,114.56 | $863.20 |
| 2002 | $1,130.10 | $670.40 |
| 2003 | $1,282.11 | $816.35 |
| 2004 | $1,548.80 | $887.03 |
| 2005 | $1,582.58 | $918.68 |
| 2006 | $1,769.73 | $1,036.96 |
| 2007 | $1,883.35 | $1,042.64 |
| 2008 | $1,865.84 | $685.90 |
| 2009 | $2,390.50 | $822.25 |
| 2010 | $2,922.12 | $927.83 |
| 2011 | $2,824.77 | $925.99 |
| 2012 | $3,290.25 (YTD) | $1,003.68 (YTD) |
- Buy & Hold strategy calculation assumes 7.3784 shares of SPY were purchased at $135.53, for $1,000 on January 24th, 2001, which was the date of our initial trade for this ETF.
- Rates of Return and "Value of $1,000 Inital Investment" are calculated based on gains and losses of all trades completed within that calendar year.
- Buy & Hold YTD value is based on 7.3784 shares at SPY's most recent closing price of $136.03.
- Results employ no leveraging, nor do they include distributions, broker fees, or tax implications.
Trade by Trade Summary
SPY | S&P 500, US BROAD MARKET
| Entry | Exit | Gain (Loss) | ||||
|---|---|---|---|---|---|---|
| Entry Date | Entry Price | Exit Date | Exit Price | $ | % | |
| Jan-24-01 | 135.53 | Feb-02-01 | 134.95 | $-0.58 | -0.43% | |
| Apr-25-01 | 120.79 | May-25-01 | 127.70 | $6.91 | 5.72% | |
| Nov-06-01 | 109.73 | Dec-07-01 | 116.18 | $6.45 | 5.88% | |
| Mar-26-02 | 112.93 | Apr-03-02 | 112.64 | $-0.29 | -0.26% | |
| Oct-30-02 | 88.22 | Nov-08-02 | 89.68 | $1.46 | 1.65% | |
| Jan-14-03 | 92.20 | Jan-17-03 | 90.49 | $-1.71 | -1.85% | |
| Mar-22-03 | 88.64 | Jun-23-03 | 98.53 | $9.89 | 11.16% | |
| Aug-25-03 | 99.19 | Sep-22-03 | 102.29 | $3.10 | 3.13% | |
| Oct-28-03 | 103.44 | Nov-17-03 | 104.31 | $0.87 | 0.84% | |
| Nov-25-03 | 105.18 | Feb-20-04 | 114.20 | $9.02 | 8.58% | |
| Jun-22-04 | 112.54 | Jul-06-04 | 114.20 | $1.66 | 1.48% | |
| Aug-31-04 | 110.08 | Sep-22-04 | 111.50 | $1.42 | 1.29% | |
| Sep-30-04 | 110.96 | Oct-08-04 | 112.24 | $1.28 | 1.15% | |
| Oct-29-04 | 112.53 | Dec-29-04 | 120.42 | $7.89 | 7.01% | |
| Feb-10-05 | 119.03 | Feb-22-05 | 118.54 | $-0.49 | -0.41% | |
| Mar-14-05 | 119.98 | Mar-16-05 | 119.05 | $-0.93 | -0.78% | |
| May-25-05 | 118.72 | Jun-23-05 | 119.40 | $0.68 | 0.57% | |
| Jul-19-05 | 122.06 | Aug-05-05 | 122.44 | $0.38 | 0.31% | |
| Nov-07-05 | 121.76 | Nov-30-05 | 124.80 | $3.04 | 2.50% | |
| Aug-11-06 | 127.18 | Dec-13-06 | 142.22 | $15.04 | 11.83% | |
| Apr-04-07 | 143.70 | Jun-01-07 | 153.87 | $10.17 | 7.08% | |
| Jul-21-07 | 154.18 | Jul-24-07 | 152.25 | $-1.93 | -1.25% | |
| Sep-13-07 | 148.56 | Oct-19-07 | 151.15 | $2.59 | 1.74% | |
| Oct-29-07 | 153.94 | Nov-01-07 | 152.28 | $-1.66 | -1.08% | |
| Apr-10-08 | 135.40 | Apr-11-08 | 133.98 | $-1.42 | -1.05% | |
| May-12-08 | 139.26 | May-21-08 | 140.25 | $0.99 | 0.71% | |
| Aug-14-08 | 127.85 | Aug-19-08 | 127.10 | $-0.75 | -0.59% | |
| Jan-02-09 | 90.45 | Jan-07-09 | 90.38 | $-0.07 | -0.08% | |
| Mar-31-09 | 79.57 | Apr-20-09 | 83.84 | $4.27 | 5.37% | |
| Apr-27-09 | 85.69 | Jun-15-09 | 93.63 | $7.94 | 9.27% | |
| Jul-16-09 | 93.02 | Aug-14-09 | 99.85 | $6.83 | 7.34% | |
| Aug-21-09 | 101.83 | Sep-01-09 | 100.75 | $-1.08 | -1.06% | |
| Sep-09-09 | 103.13 | Sep-23-09 | 106.00 | $2.87 | 2.78% | |
| Oct-07-09 | 105.25 | Oct-26-09 | 107.38 | $2.13 | 2.02% | |
| Nov-30-09 | 109.49 | Jan-15-10 | 114.72 | $5.23 | 4.78% | |
| Mar-03-10 | 112.50 | Apr-16-10 | 119.50 | $7.00 | 6.22% | |
| Jul-23-10 | 109.25 | Aug-10-10 | 111.75 | $2.50 | 2.29% | |
| Sep-14-10 | 112.51 | Oct-15-10 | 118.28 | $5.77 | 5.13% | |
| Dec-02-10 | 121.20 | Dec-16-10 | 123.79 | $2.59 | 2.14% | |
| Feb-28-11 | 132.83 | Mar-10-11 | 130.22 | $-2.61 | -1.96% | |
| Apr-04-11 | 133.44 | Apr-12-11 | 131.58 | $-1.86 | -1.39% | |
| Aug-22-11 | 115.18 | Feb-10-12 | 134.16 | $18.98 | 16.48% | |
Fund Overview
SPY | S&P 500, US BROAD MARKET
The SPDR Trust Series I (NYSE: SPY) is an exchange traded fund that tracks the performance of the S&P 500 index. The fund is managed by the State Street Global Advisors and is traded on the New York Stock Exchange.
The S&P 500 index is comprised of five hundred selected stocks, all of which are listed on the NYSE, and spans over 24 separate industry groups
Inception date: 1993/Jan/22
Net assets: 70 Billion
Number of holdings: 501
Management Expense ratio: 0.10%
Average daily volume: 200 million
For additional information please refer to: www.spdrs.com
