Per request, here's a few trade examples from the SPY swing trade system that Rank10 and I are working on.  However please not this is not the final version, we still probably have about another month of testing at least and working to improve it further.  Also please don't ask about the price, I have no idea about that yet, however we will not be selling the code, it's too valuable to get out freely into the public.  The system is a swing trade system, all trades are entered at the close of the day with an average hold time of about 11 days, however some trades last as long as 50 days, some as short as 5 days.  The system does an average of 2 trades a month or so.  It has worked in all markets, it goes back to 1993, so it has worked in the secular bull market of the 90's, the 2000 - late 2002 tech bubble crash, the bull market of 2003 - 2007, the horrible bear market of 2008 - Mar 2009, and of course the current cyclical bull from Mar 09 - present.  Most of the time the system tries to buy pullbacks in uptrends and short rallies in downtrends, however it will occasionally do a short in an uptrend and a long in a downtrend if the market is sufficiently overbought or oversold. 

If you reinvested your money into each trade using profunds 2X mutual funds, $10,000 would have turned into about $25 Million or 2500 times your money.  Using a non leveraged ETF, your money would have compounded from $100K to about $16M or 160 times.  However those numbers are just for fun, in practice no one in practice would always re-invest 100% of their profits. 

I show 4 charts below: The first oneis from this year, you can see only one losing trade from this year during the flash crash, but it sold out after the bounce so not too bad but scary for sure.  The other losing trade was in Dec of 2009.  Otherwise the system caught some very nice swing trades such as the recent long from mid Aug all the way through Sept where it caught most of this run up.  Nice long in June, 3 nice shorts in May. A very nice long at the Feb lows that it held for over 1.5 months.  

The second and 3rd charts are from 2008 and 2009, you can see some very nice shorts that held for a long time, but otherwise a lot of fast shorts and some longs in between, average about 2 a month and lasting about a week to 10 days on average.

The 4th chart is from1997, you can see the numerous long trades, only one short.

Note! If the chart pictures are too small for you, you can click (open in new tab) at the bottom left of each chart and then click on the chart picture to expand it to full size.