QQQQ Signal Performance from 1/3/06 to the Present.

Signal Date Range

Signal Type

Actual Gain using Signals and no optional day trades.

Additional Gains from 'Stops' and Profit Taking

Comments

1/03/06-1/10/06

Long

5.81%

N/A

Fairly typical signals (near our average Long period of 13 days)

1/10/06-1/24/06

Short

3.19%

N/A

“  “

1/24/06-1/30/06

Long

1.20%

N/A

“  “

1/30/06-8/29/06

Short

8.45%

N/A

A very nice gain, but a very long, bumpy and ‘scary’ ride

8/29/06-9/1/06

Long

1.35%

N/A

Basis = $38.58; QQQQ sold at the Open price of $39.10

9/1/06-9/11/06

Short

1.76%

N/A

Basis = $39.10; Covered at the Open price of $38.41 on 9/11

9/11/06-11/1/06

Long

7.34%

N/A

TimerTrac’ed: Basis = $38.85; Valued at the Open price of $41.81 on 11/2/06

11/1/06-11/7/06

Short

-1.72%

N/A

TimerTrac’ed: Basis = $41.81; Covered at the Open price of $42.54 on 11/7

11/7/06-12/29/06

Long

1.48%

N/A

TimerTrac’ed: Basis = $42.53; Valued at the Close price of $43.16 on 12/29/06

12/29/06-2/8/07

Long

3.24%

N/A

TimerTrac’ed: Continuation of Long from 2006. Basis = $43.16; Sold at the Open price of $44.56 on 2/9/07

2/8/07-4/12/07

Short

-0.61%

N/A

TimerTrac’ed: Shorted QQQQ at $44.56 on 2/9/07; Covered at $44.83 at the Open on 4/16/07.

4/13/07-4/16/07

Reversal BUY

Long

0.69%

N/A

TimerTrac'ed. Going Long on QQQQ at $44.83 on 4/16/07. Sold at the Open price of $45.14 on 4/17/07.

4/16/07-4/20/07

Short

-0.66%

(-0.28%) with stops.

0.38% (4/18)

TimerTrac'ed. Shorted QQQQ at $45.14 on 4/17/07. Covered at the Open price of $45.44 on 4/23/07.

4/20/07-4/23/07

Reversal BUY

Long

0.42%

0.00%

TimerTrac'ed. Going Long on QQQQ at $45.44 on 4/23/07. Sold at the Open price of $45.63 on 4/24/07.

4/23/07-5/4/07

Short

-2.23%

(-1.80%) with stops.

0.58% (4/25)

-0.15% (4/26)

TimerTrac'ed. Shorted QQQQ at the Open price of $45.63 on 4/24/07. Covered at the Open price of $46.65 on 5/7/07

5/4/07-5/7/07

(Use of 3rd Generation Algorithms)

Long

-0.39%

0.00%

TimerTrac'ed. Going Long QQQQ at the Open price of $46.65 on 5/7/07. Sold at the Open price of $46.47 on 5/8/07

5/7/07-6/1/07

Short

-1.70%

-0.38%

+0.34% (5/29)

TimerTrac'ed. Shorted QQQQ at the Open price of $46.47 on 5/8/07. Covered at the Open price of $47.26 on 6/4/07.

6/1/07-6/5/07

(Use of Grail System correction to MTI)

Long

0.23%

-0.57% (6/5)

TimerTrac'ed. Going Long QQQQ at the Open price of $47.26 on 6/4/07. Sold at the Open price of $47.37 on 6/6/07.

6/5/07-7/5/07

Protective Stop 'savings' marked with double asterisks (**) reflect our current algorithm (including the Fed calendar) and WERE NOT actually signaled on the days indicated.

(As of 6/19/07, using the short-term MRI indicator)

Short

-2.05%

0.97% (6/8)**

-0.43% (6/11)

0.38% (6/13)**

0.27% (6/14)

-0.27% (6/28)

0.36% (7/2)**

TimerTrac'ed. Going Short QQQQ at the Open price of $47.37 on 6/6/07. Covered at the Open price of $48.34 on 7/5/07.

7/5/07-7/10/07

Long

0.06%


TimerTrac'ed. Bought QQQQ Long at the Open price of $48.34 on 7/5/07. Sold at the Open price of $48.37 on 7/11/07.

7/10/07-7/16/07

Short

-3.29%


TimerTrac'ed. Shorted QQQQ at the Open price of $48.37 on 7/11/07. Covered at the Open price of $49.96 on 7/17/07.

7/16/07-7/20/07

Long

0.52%


TimerTrac'ed. Going Long QQQQ at the Open price of $49.96 on 7/17/07. Sold at the Open price of $50.22 on 7/23/07

7/20/07-7/23/07

Short

1.04%


TimerTrac'ed. Shorted QQQQ at the Open price of $50.22 on 7/23/07. Covered at the Open price of $49.70 on 7/24/07


7/23/07-8/2/07

Long

-2.92%

+1.25%

(7/27)

+2.70% (7/31)

-1.51% (8/1)


TimerTrac'ed. Bought QQQQ Long at the Open price of $49.70 on 7/24/07. Sold at the Open price of $48.25 on 8/3/07.

8/2/07-8/3/07

Short

1.62%


TimerTrac'ed. Going Short QQQQ at the Open price of $48.25 on 8/3/07. Covered at the Open price of $47.47 on 8/6/07.

8/3/07-8/6/07

Long

0.82%


TimerTrac'ed. Going Long QQQQ at the Open price of $47.47 on 8/6/07. Sold at the Open price of $47.86 on 8/6/07.

8/6/07-8/8/07

Short

-0.69%

+0.25% (8/7)

TimerTrac'ed. Going Short QQQQ at the Open price of $47.86 on 8/7/07. Covered at the Open price of $48.19 on 8/9/07

8/8/07-8/10/07

Long

-1.12%


TimerTrac'ed. Going Long QQQQ at the open price of $48.19 on 8/9/07. Sold at the Open price of $47.65 on 8/13/07

8/10/07-8/13/07

Short

-0.10%


TimerTrac'ed. Going Short QQQQ at the Open price of $47.65 on 8/13/07. Covered at the Open price of $47.70 on 8/14/07.

8/13/07-8/15/07

Long

-4.55%


TimerTrac'ed. Going Long QQQQ at the Open price of $47.70 on 8/14/07. Sold at the Open price of $45.53 on 8/16/07.

8/15/07-8/16/07

(A better outcome was to cover in the pre-market on Friday around 8am ET ... when QQQQ was at about $45.37 or so).

Short

-1.71% OR +0.35%


TimerTrac'ed. Going Short QQQQ at the Open price of $45.53 on 8/16/07. Covered at the Open price of $46.31 on 8/17/07

8/16/07-8/17/07

(A better outcome was to BUY in the pre-market on Friday around 8am ET ... when QQQQ was at about $45.37 or so).

Long

0.39% OR +2.41%


TimerTrac'ed. Going Long QQQQ at the Open price of $46.31 on 8/17/07. Sold at the Open price of $46.49 on 8/20/07

8/17/07-8/22/07

Short

-2.80% (OR -1.90%)

+0.90% (if 8/21 stop had been used)


TimerTrac'ed. Going Short QQQQ at the Open price of $46.49 on 8/20/07. Covered at the Open price of $47.79 on 8/23/07.

8/22/07-9/5/07

Long

3.16% (OR 4.56%)

+1.40% (if 8/28 stop had been used)

TimerTrac'ed. Going Long QQQQ at the Open price of $47.79 on 8/23/07. Closed at the Open price of $49.23 on 9/6/07.

9/5/07-9/7/07

Short

1.42%


TimerTrac'ed. Going Short QQQQ at the Open price of $49.23 on 9/6/07. Covered at the Open price of $48.53 on 9/7/07.

9/7/07-9/12/07

Long

1.59%

+0.37% (if 9/10 stop had been used)

TimerTrac'ed. Going Long QQQQ at the Open price of $48.53 on 9/7/07. Sold at the Open price of $49.30 on 9/13/07.

9/12/07-9/17/07

Short

0.43%


TimerTrac'ed. Going Short QQQQ at the Open price of $49.30 on 9/13/07. Covered at the Open price of $49.09 on 9/18/07.

9/17/07-9/19/07

Long

2.00%


TimerTrac'ed. Going Long QQQQ at the Open price of $49.09 on 9/18/07. Sold at the Open price of $50.07 on 9/20/07.

9/19/07-10/8/07

Short

-6.41%


TimerTrac'ed. Going Short QQQQ at the Open price of $50.07 on 9/20/07. Covered at the Open price of $53.28 on 10/9/07.

10/8/07-10/9/07

Long

0.19%


TimerTrac'ed. Going Long QQQQ at the Open price of $53.28 on 10/9/07. Closed at the Open price of $53.38 on 10/10/07.

10/9/07-10/19/07

Short

2.30%


TimerTrac'ed. Going Short QQQQ at the Open price of $53.38 on 10/10/07. Covered at the Open price of $52.15 on 10/22/07.

10/19/07-10/22/07

Long

2.80%


TimerTrac'ed. Going Long QQQQ at the Open price of $52.15 on 10/22/07. Sold at the Open price of $53.61 on 10/23/07.

10/22/07-11/1/07

Short

-1.49%

The best play was to close out shis Short prior to the Jobs report release at 0830am EST. At that point QQQQ was $53.98 or so.

TimerTrac'ed. Going Short QQQQ at the Open price of $53.61 on 10/23/07. Valued at the Close price of $54.41 on 11/2/07.

11/1/07-11/13/07

Long

-5.53%

(or -2.93% if stops had been used)

+0.23% (Protective Stop on 11/7)

+0.85% (Protective Stop on 11/8)

+1.52% (Protective Stop on 11/12)

TimerTrac'ed. Going Long QQQQ at the Open price of $54.41 on 11/2/07. Sold at the Open price of $51.40 on 11/14/07.

11/13/07-11/19/07

Short

2.82%


TimerTrac'ed. Going Short QQQQ at the Open price of $51.40 on 11/14/07. Covered at the Open price of $49.95 on 11/20/07.

11/19/07-12/13/07

Long

2.28%

(or 3.43% if stops had been used)

+1.15% (Protective Stop on 11/26)

It was easily possible to get a better SELL price on 12/14/07 ... before shorting

TimerTrac'ed. Going Long QQQQ at the Open price of $49.95 on 11/20/07. Sold at the Open price of $51.09 on 12/14/07.

12/13/07-12/18/07

Short

2.35%

(or 3.05% if profits had been taken on 12/18)

+0.70% if 'profit taking' was performed at $49.53 target.

TimerTrac'ed. Going Short QQQQ at the Open price of $51.09 on 12/14/07. Covered at the Open price of $49.89 on 12/19/07.

12/18/07-12/27/07

Long

4.33%


TimerTrac'ed. Going Long QQQQ at the Open price of $49.89 on 12/19/07. Sold at the Open price of $52.05 on 12/28/07.

12/27/07-12/28/07

Short

0.92%


TimerTrac'ed. Going Short QQQQ at the Open price of $52.05 on 12/28/07. Covered at the Open price of $51.57 on 12/31/07.

12/28/07-1/3/08

Long

-3.41% (or -1.84%)

Prior to the Open (say, at 8am EST) the Long could easily have been closed at $50.62, saving 1.6%

TimerTrac'ed. Going Long QQQQ at the Open price of $51.57 on 12/31/07. Sold at the Open price of $49.81 on 1/4/08.

1/3/08-1/4/08

Short

2.83% (or 4.42%)

Prior to the Open (say, at 8am EST) the Short could easily have been initiated at $50.62, gaining 1.6%

TimerTrac'ed. Going Short QQQQ at the Open price of $49.81 on 1/4/08. Covered at the Open price of $48.40 on 1/7/08.

1/4/08-1/9/08

Long

-2.00% (or -0.97%)

'Profit Target' would have taken us to cash near the Close at $47.93 ... limiting our loss to -0.97%)

TimerTrac'ed. Going Long QQQQ at the Open price of $48.40 on 1/7/08. Sold at the Open price of $47.43 on 1/10/08.

1/9/08-1/14/08

Short

0.11%


TimerTrac'ed. Going Short QQQQ at the Open price of $47.43 on 1/10.08. Covered at the Open price of $47.38 on 1/15/08.

1/14/08-1/25/08

Long (with early EXIT)

-5.70%

On Friday, 1/25/08, our new “EXIT” logic called for going to cash at $44.84 (the Open price of QQQQ – 2.2%).

TimerTrac'ed. Going Long QQQQ at the Open price of $47.37 on 1/15/08. Sold at the “EXIT” price of $44.84 on 1/25/08.

1/25/08-2/28/08

Long (continuation)

-0.84%

(or +1.36% with Stops)

+0.77% if optional Stop had been taken on 2/4/08.

+0.41% if optional Stop had been taken on 2/5/08

+1.43% if 'profit target' had been followed on 2/7 (sell at $32.73 and rebuy at Close).

+0.54% if protective stop had been taken on 2/12/08.

+1.28% if protective sdtop had been taken on 2/21/08.

-0.64% if protective stop had been taken on 2/22/08

-1.59% if protective stop had been taken on 2/26/08.

TimerTrac'ed. Going Long QQQQ st the Open price of $44.02 on 1/28/08. Sold at the Open price of $43.65 on 2/29/08.

2/28/08-2/29/08

Short


1.67%


TimerTrac'ed. Going Short QQQQ at the Open price of $43.65 on 2/29/08. Covered at the Open price of $42.92 on 3/3/08.

2/29/08-3/3/08

Long

-1.21%

Our optional Stop hit on 3/3/08 but since it triggered at what was finally the Close price, it didn't affect the performance figures.

TimerTrac'ed. Going Long QQQQ at the Open price of $42.92 on 3/3/08. Sold at the Open price of $42.40 on 3/4/08.

3/3/08-3/4/08

Short

-1.39%


TimerTrac'ed. Going Short QQQQ at the Open price of $42.40 on 3/4/08. Covered at the Open price of $42.99 on 3/5/08.


3/4/08-3/5/08

Long

0.23%


TimerTrac'ed. Going Long QQQQ at the Open price of $42.99 on 3/5/08. Sold at the Open price of $43.09 on 3/6/08.

3/5/08-3/6/08

Short

2.72%


TimerTrac'ed. Going Short QQQQ at the Open price of $43.09 on 3/6/08; Covered at the Open price of $41.92 on 3/7/08.

3/6/08-3/12/08

Long

0.74%


TimerTrac'ed. Going Long QQQQ at the Open price of $41.92 on 3/7/08. Sold at the Open price of $42.23 on 3/13/08.

3/12/08-3/14/08

Short

2.23%


TimerTrac'ed. Going Short QQQQ at the Open price of $42.23 on 3/13/08. Covered at the Open price of $41.29 on 3/17/08.

3/14/08-present

Long

4.36%


TimerTrac'ed. Going Long QQQQ at the Open price of $41.29 on 3/17/08. Valued at the Close price of $43.09 on 3/20/08.