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SPY Pro Single-Exit vs Scale-out vs S&P 500

Posted by zpbsfg on 8th of Feb 2014 at 11:43 pm

I thought I would share some stats that I have compiled for the SPY Pro system...

Chart Comparison

Year:	Year:	SPY Pro - Single	SPY Pro - Scaleout	Moving Average SPY Pro	S&P Returns	Difference:
1995	1	18.63%	17.67%	18.63%	34.11%	-15.48%
1996	2	27.60%	22.31%	23.12%	20.26%	7.34%
1997	3	73.62%	48.84%	39.95%	31.01%	42.61%
1998	4	52.22%	35.36%	43.02%	26.67%	25.55%
1999	5	29.34%	23.17%	40.28%	19.53%	9.81%
2000	6	30.36%	22.59%	38.63%	-10.14%	40.50%
2001	7	51.59%	35.54%	40.48%	-13.04%	64.63%
2002	8	132.67%	47.40%	52.00%	-23.37%	156.04%
2003	9	45.34%	36.85%	51.26%	26.38%	18.96%
2004	10	21.40%	18.79%	48.28%	8.99%	12.41%
2005	11	13.00%	11.27%	45.07%	3.00%	10.00%
2006	12	14.88%	19.11%	42.55%	13.62%	1.26%
2007	13	46.60%	23.80%	42.87%	3.53%	43.07%
2008	14	102.76%	56.45%	47.14%	-38.49%	141.25%
2009	15	89.18%	50.12%	49.95%	23.45%	65.73%
2010	16	134.12%	36.42%	55.21%	12.78%	121.34%
2011	17	25.98%	25.11%	53.49%	0.00%	25.98%
2012	18	22.03%	17.80%	51.74%	13.41%	8.62%
2013	19	29.04%	21.07%	50.55%	29.60%	-0.56%
		50.55%	29.98%	43.91%	9.54%	41.00%

Good stuff zpbsfg, thanks for

Posted by 3putt on 9th of Feb 2014 at 10:27 am

Good stuff zpbsfg, thanks for posting this.

I am unable to see the chart comparison below the stats. Is it possible to post a link?

Thanks again.

Here's a link: https://lh5.googleusercontent.com/05HL04bLDYkkOtBaOv_AMUGF9hC9AXc8KPWVN-0GtTpxCoIfzlxc0T7YbSczfd0uGA=w1819-h822

Posted by zpbsfg on 9th of Feb 2014 at 02:21 pm

Here's a link:

https://lh5.googleusercontent.com/05HL04bLDYkkOtBaOv_AMUGF9hC9AXc8KPWVN-0GtTpxCoIfzlxc0T7YbSczfd0uGA=w1819-h822

I´ve tried to reach the

Posted by dpack on 19th of Mar 2014 at 12:05 pm

I´ve tried to reach the chart you posted, but had no luck with it.

Any chance you could repost link/image?

Thanks

Impressive. What is the moving

Posted by lmvine on 9th of Feb 2014 at 08:28 am

Impressive. What is the moving average Spy Pro System?

The moving average is simply

Posted by zpbsfg on 9th of Feb 2014 at 02:23 pm

The moving average is simply taking into account the impact of each yearly return as an average over the course of time....

For example, it takes the single trade return for 1995/1 = 18.63, then (1995+1996)/2 = 23.12.

I set that column up for the purpose of seeing the consistency in returns over time...