 |
|
 |
Dow Double Diamond Track Record
Goal-Setting Rates, Click Here
Long or Short | Entry Date | Dow Entry Trigger | DIA Entry | PF - AT Entry | Exit Date | Dow Exit Trigger | DIA Exit | PF - AT Exit | Cash Return DIA Trade | Compound Return 1:1 | Compound Return 2:1 | Compound Return 3:1 | Compound Return 5:1 | DIA Dividend |
Long | 10/28/2004 | 10,018.55 | 100.41 | NA | 11/19/2004 | 10,547.39 | 105.30 | NA | 5.42% | 5.42% | 10.84% | 15.72% | 27.10% | $0.553 |
Short | 11/19/2004 | 10,547.39 | 105.30 | NA | 11/26/2004 | 10,527.26 | 105.18 | NA | 0.11% | 5.54% | 11.09% | 16.10% | 27.83% | None |
Long | 11/26/2004 | 10,527.26 | 105.18 | NA | 12/08/2004 | 10,440.36 | 104.60 | NA | -0.55% | 4.96% | 9.87% | 14.25% | 24.30% | None |
Short | 12/08/2004 | 10,440.36 | 104.60 | NA | 12/10/2004 | 10,562.82 | 105.49 | NA | -0.85 | 4.07% | 8.00% | 11.43% | 19.02% | None |
Long | 12/10/2004 | 10,562.82 | 105.49 | NA | 12/17/2004 | 10,662.71 | 106.43 | NA | 1.047% | 5.16% | 10.26% | 14.81% | 25.25% | +0.165 |
Short | 12/17/2004 | 10,662.71 | 106.43 | NA | 12/21/2004 | 10,739.33 | 107.11 | NA | -0.639% | 4.48% | 8.85% | 12.68% | 21.25% | None |
Long | 12/21/2004 | 10,739.33 | 107.11 | NA | 12/31/2004 | 10,798.96 | 107.90 | NA | 0.738% | 5.25% | 10.46% | 15.09 | 25.72% | None |
Short | 12/31/2004 | 10,798.96 | 107.90 | NA | 02/02/2005 | 10,520.26 | 105.60 | NA | 2.041% | 7.40% | 14.97% | 21.91% | 38.55% | -0.09802 |
Long | 02/02/2005 | 10,570.26 | 105.60 | NA | 02/18/2005 | 10,752.37 | 107.46 | NA | 1.986% | 9.54% | 19.53% | 28.93% | 52.31% | +0.23774 |
Short | 02/18/2005 | 10,752.37 | 107.46 | 10759 | 02/25/2005 | 10,775.74 | 107.70 | 10778 | -0.223% | 9.29% | 19.00% | 28.09% | 50.48% | None |
Long | 02/25/2004 | 10,775.74 | 107.70 | 10778 | 03/10/2005 | 10,802.07 | 108.00 | 10825 | 0.279% | 9.60% | 19.66% | 29.13% | 53.68% | None |
Short | 03/10/2005 | 10,802.07 | 108.00 | 10825 | 03/24/2005 | 10497.42 | 104.89 | 10517 | 2.724% | 12.58% | 26.18% | 39.33% | 76.75% | -0.16764 |
Long | 03/24/2005 | 10,497.42 | 104.89 | 10517 | 04/01/2005 | 10490.38 | 104.84 | 10501 | -0.048% | 12.53% | 26.06% | 39.14% | 75.15% | None |
Short | 04/01/2005 | 10,490.38 | 104.84 | 10501 | 04/07/2005 | 10,526.00 | 105.22 | 10540 | -0.362% | 12.12% | 25.15% | 37.68% | 71.80% | None |
Long | 04/07/2005 | 10,526.00 | 105.22 | 10540 | 04/08/2005 | 10,476.71 | 104.75 | 10492 | -0.447% | 11.62% | 24.03% | 35.89% | 67.77% | None |
Short | 04/08/2005 | 10,476.31 | 104.75 | 10492 | 05/04/2005 | 10,304.54 | 103.04 | 10309 | 1.56% | 13.36% | 27.91% | 42.05% | 81.32% | -0.07379 |
Long | 05/04/2005 | 10,304.54 | 103.04 | 10309 | 05/11/2005 | 10,250.45 | 102.63 | 10241 | -0.398% | 12.91% | 26.89% | 40.41% | 75.76% | None |
Short | 05/11/2005 | 10,250.45 | 102.63 | 10241 | 05/18/2005 | 10,347.00 | 103.98 | 10395 | -1.31% | 11.43% | 23.55% | 35.05% | 63.66% | None |
Long | 05/18/2005 | 10,347.00 | 103.98 | 10395 | 05/20/2005 | 10,435.32 | 104.22 | 10438 | 0.55% | 12.04% | 24.92% | 37.22% | 66.55% | +0.33547 |
Short | 05/20/2005 | 10,435.32 | 104.22 | 10438 | 06/10/2005 | 10,526.52 | 105.22 | 10530 | -0.96% | 10.97% | 22.52% | 33.40% | 59.16% | None |
Long | 06/10/2005 | 10,526.52 | 105.22 | 10570 | 06/23/2005 | 10,431.04 | 104.20 | 10453 | -0.86% | 10.01% | 20.41% | 30.07% | 49.83% | +0.11379 |
Short | 06/23/2005 | 10,431.04 | 104.20 | 10453 | 07/08/2005 | 10,330.04 | 103.30 | 10342 | 0.86% | 10.96% | 22.49% | 33.33% | 57.87% | None |
Long | 07/08/2005 | 10,330.04 | 103.30 | 10342 | 07/22/2005 | 10,608.49 | 106.05 | 10615 | 2.75% | 14.02% | 29.23% | 43.97% | 78.28% | +0.0935 |
Short | 07/22/2005 | 10,608.43 | 106.05 | 10615 | 07/28/2005 | 10,699.98 | 107.05 | 10718 | -0.94% | 12.94% | 26.80% | 40.03% | 69.98% | None |
Cash | 07/28/2005 | | | | 08/05/2005 | | | | | | | | | |
Short | 08/05/2005 | 10606.66 | 105.82 | 10587 | 08/10/2005 | 10,718 | 107.30 | 10733 | -1.40% | 11.36% | 23.25% | 34.35% | 58.55% | None |
Cash | 08/10/2005 | | | | 08/16/2005 | | | | | | | | | |
Short | 08/16/2005 | 10,525.00 | 105.35 | 10528 | 08/19/2005 | 10592.81 | 105.92 | 10612 | -0.84% | 10.43% | 21.19% | 31.10% | 51.78% | -0.30917 |
Long | 08/19/2005 | 10592.81 | 105.95 | 10612 | 08/24/2005 | 10,496.73 | 104.88 | 10498 | -0.98% | 9.35% | 18.81% | 27.37% | 42.71% | |
Short | 08/24/2005 | 10496.73 | 104.88 | 10498 | 09/09/2005 | 10,636.45 | 106.40 | 10645 | -1.45% | 7.76% | 15.37% | 22.01% | 31.14% | None |
Long | 09/09/2005 | 10,636.45 | 106.40 | 10679 | 09/15/2005 | 10,536.64 | 105.30 | 10571 | -1.03% | 6.65% | 12.98% | 18.36% | 22.53% | None |
Short | 09/15/2005 | 10,536.64 | 105.30 | 10571 | 09/16/2005 | 10,602.00 | 106.06 | 10655 | -0.87% | 5.72% | 11.02% | 15.37% | 15.75% | -.15473 |
Long | 09/16/2005 | 10,602 | 106.06 | 10655 | 09/20/2005 | 10,520.93 | 104.96 | 10550 | -1.04 | 4.63% | 8.72% | 11.90% | 7.38% | None |
Short | 09/21/2005 | 10467.11 | 104.45 | 10490 | 10/14/2005 | 10,241.24 | 102.58 | 10274 | 1.79% | 6.50% | 12.61% | 17.71% | 23.45% | None |
Long | 10/14/2005 | 10,241.24 | 102.58 | 10274 | 10/19/2005 | 10,401 | 104.08 | 10415 | 1.46% | 8.06% | 15.90% | 22.71% | 33.88% | None |
Cash | 10/19/2005 | | | | 10/21/2002 | | | | | | | | | |
Short | 10/19/2005 | 10,252.13 | 102.42 | 10264 | 10/28/2005 | 10349.22 | 103.58 | 10367 | -1.13% | 6.83% | 13.28% | 18.68% | 25.65% | None |
Long | 10/28/2005 | 10,349.22 | 103.58 | 10367 | 11/03/2005 | 10,506 | 105.07 | 10526 | 1.44% | 8.37% | 16.54% | 23.63% | 37.38% | None |
Cash | 11/03/2005 | | | | 11/30/2005 | | | | | | | | | |
Short | 11/30/2005 | 10,855.34 | 108.56 | 10907 | 12/15/2005 | 10,936 | 109.47 | 10996 | -0.84% | 7.46% | 14.58% | 20.62% | 30.22% | None |
Cash | 12/15/2005 | | | | 12/19/2005 | | | | | | | | | |
Short | 12/19/2005 | 10860.00 | 108.41 | 10907 | 01/05/06 | 10,892.55 | 108.75 | 10943 | -0.31% | 7.12% | 13.86% | 19.52% | 27.10% | NA |
Long | 01/05/2006 | 10,892.55 | 108.75 | 10943 | 01/13/2006 | 10,951.46 | 109.57 | 10990 | 0.75% | 7.93% | 15.58% | 22.14% | 30.30% | none |
Short | 01/13/2006 | 10,951.46 | 109.45 | 10990 | 01/27/06 | 10,849.96 | 108.31 | 10876 | 0.93% | 8.94% | 17.73% | 25.44% | 38.60% | -0.12004 |
Long | 01/27/2006 | 10,849.96 | 108.31 | 10876 | 02/02/2006 | 10,852.94 | 108.55 | 10855 | 0.22% | 8.94% | 17.73% | | 36.62% | |
Short | 02/02/2006 | 10,852.94 | 108.55 | 10855 | 02/09/2006 | 10,926.56 | 109.20 | 10948 | -0.60% | 8.53% | 16.84% | 24.05% | 29.16% | |
Cash | 02/09/2006 | 10,926.56 | | | 02/10/2006 | | | | | | | | | |
Short | 02/10/2006 | 10,861.19 | 108.68 | 10870 | 02/15/2006 | 11,048.00 | 110.78 | 11068 | -2.01% | 6.35% | 12.15% | 16.83% | 13.32% | None |
Cash | 02/15/2006 | 10,926.34 | | | 02/24/2006 | 10,861.19 | | | | | | | | |
Short | 02/24/2006 | 11,052.89 | 110.65 | 11057 | 03/10/2006 | 11,049.04 | 110.46 | 11053 | 0.17% | 6.53% | 12.53% | 16.65% | 13.24% | None |
Long | 03/10/2006 | 11,049.04 | 110.46 | 11143 | 03/28/2006 | 11,166.62 | 111.61 | 11229 | 1.27% | 7.88% | 15.38% | 20.11% | 19.39% | 0.25 |
Cash | 03/28/06 | 11,166.62 | | | 03/28/06 | 11,120.79 | | | | | | | | |
Short | 03/31/06 | 11,120.79 | 111.07 | 11173 | 04/07/06 | 11,246.00 | 112.55 | 11314 | -1.33% | 6.44% | 12.31% | | 8.23% | |
Long | 04/07/06 | 11,246.00 | 112.55 | 11314 | 04/07/06 | 11,167.03 | 111.46 | 11211 | -0.97 | 5.41% | 10.13% | | 0.01% | |
Short | 04/07/06 | 11,167.03 | 111.46 | 1211 | 04/13/06 | 11,163.14 | 111.55 | 11216 | -0.08% | 5.33% | 9.96% | | -0.76% | none |
Long | 04/13/06 | 11,163.14 | 111.55 | 11216 | 04/17/06 | 11,087.70 | 110.48 | 11124 | -0.96% | 4.31% | 7.85% | | -8.14% | None |
Short | 05/12/06 | 11,482.44 | 114.83 | 11508 | 05/26/2006 | 11,231.65 | 112.40 | 11271 | 2.12% | 6.52% | 12.41% | | 9.5% | none |
Long | 05/26/2006 | 11,231.65 | 112.40 | 11271 | 05/30/2006 | 11,115.04 | 111.40 | 11125 | -1.16% | 5.29% | 9.81% | | -2.00% | |
Short | 06/05/2006 | 11,158.44 | 111.57 | 11,165 | 06/09/2006 | 10,961.59 | 109.59 | 10967 | 1.77% | 7.16% | 13.71% | | 12.70% | na |
Long | 06/09/2006 | 10,961.59 | 109.59 | 11049 | 06/12/2006 | 10,797.91 | 108.00 | 10875 | -1.45% | 5.60% | 10.41% | | -0.93% | None |
Short | 06/23/2006 | 10,989.10 | 109.79 | 11057 | 06/29/2006 | 11,102.00 | 111.04 | 11168 | -1.14% | 4.40% | 7.90% | | -9.76% | None |
Short | 07/07/2006 | 11,161.44 | 111.57 | 11212 | 07/19/2006 | 10,852.64 | 108.60 | 10901 | 2.66% | 7.18% | 13.64% | | 13.54% | none |
Cash | 07/19/2006 | | | | 07/21/2006 | | | | | | | | | |
Short | 07/21/2006 | 10,925.00 | 109.26 | 10973 | 07/24/2006 | 11,035.42 | 110.50 | 11078 | -1.13% | 5.96% | 11.06% | | 8.33% | None |
Cash | 07/24/2006 | | | | 08/01/2006 | | | | | | | | | |
Short | 08/01/2006 | 11,090.55 | 110.81 | 11119 | 08/02/06 | 11,147.50 | 112.07 | 11247 | -1.14% | 5.03% | 9.10% | | -4.97% | |
Short | 08/08/06 | 11,147.50 | 111.46 | 11168 | 08/16/06 | 11,279.81 | 112.80 | 11301 | -1.20% | 3.77% | 6.48% | | -15.48% | |
Short | 08/25/06 | 11,278.04 | 112.68 | 11291 | 09/12/06 | 11,492.00 | 114.93 | 11495 | -2.00% | 1.70% | 2.23% | | -31.39% | |
Cash | 09/12/2006 | | | | 09/19/2006 | | | | | | | | | |
Short | 09/19/2006 | 11,497.25 | 114.87 | 11580 | 09/27/2006 | 11,690.27 | 116.78 | 11763 | -1.66% | 0.01% | -1.17% | | -45.71% | |
Long | 09/27/2006 | 11,690.27 | 116.78 | 11763 | 10/06/2006 | 11,824.29 | 118.25 | 11891 | 1.26% | 1.26% | 1.32% | | 36.34% | |
Short | 10/06/2006 | 11,824.29 | 118.25 | 11891 | 10/11/2006 | 11874.74 | 118.74 | 11930 | -0.41% | 0.84% | 0.48% | | -39.69% | |
Long | 10/11/2006 | 11,874.74 | 118.74 | 11891 | 10/20/2006 | 11,962.91 | 119.54 | 12015 | 0.80% | 1.65% | 2.08% | | -33.60% | +0.1468 |
Short | 10/20/2006 | 11,962.91 | 119.54 | 12015 | 10/24/2006 | 12,133.80 | 121.24 | 12173 | -1.42% | 0.20% | -0.82% | | -46.01% | |
Short | 10/25/2006 | 12,082.03 | 120.74 | 12120 | 11/03/2006 | 12,051.47 | 120.53 | 12087 | 0.17% | 0.38% | -0.48% | | -43.88% | |
Long | 11/03/2006 | 12,051.47 | 120.53 | 12087 | 11/03/2006 | 11,797.08 | 119.72 | 12005 | -0.67% | -0.35% | -1.92% | | -51.12% | |
Short | 11/03/2006 | 11,979.08 | 119.72 | 12005 | 11/13/2006 | 12,161.00 | 121.75 | 12197 | -1.70 | -1.99% | -5.15% | | -65.51% | |
Cash | 11/13/2006 | | | | 12/06/2006 | | | | | | | | | |
Long | 12/06/2006 | 12,332.29 | 123.29 | 12432 | 12/08/2006 | 12,265.47 | 122.68 | 12362 | -0.49 | -2.47% | -6.09% | | -71.22% | |
Short | 12/08/2006 | 12,265.47 | 122.68 | 12362 | 12/15/2006 | 12,349 | 123.43 | 12442 | -0.61% | -3.07% | -7.23% | | -77.69% | |
Short | 12/21/2006 | 12,442.00 | 124.15 | 12521 | 12/27/2006 | 12,418.00 | 124.29 | 12520 | -0.11% | -3.18% | -7.44% | | -78% | |
Long | 01/11/2007 | 12,646 | 124.57 | 12523 | 01/19/2007 | 12,545 | 125.23 | 12590 | 0.53% | -2.67% | -6.46% | | | |
Short | 01/19/2007 | 12,545 | 125.23 | 12590 | 01/24/2007 | 12,590 | 125.78 | 12630 | -0.44% | -3.09% | -7.28% | | | |
Short | 01/26/2007 | 12,489 | 124.73 | 12519 | 01/31/2007 | 12,621 | 126.11 | 12650 | -1.11% | -4.16% | -9.34% | | | |
Short | 02/08/2007 | 12,624 | 126.28 | 12653 | 02/14/2007 | 12,683 | 126.97 | 12715 | -0.55% | -4.69% | -10.33% | | | |
short | 02/20/2007 | 12,733 | 127.23 | 12750 | 02/20/2007 | 12,780.15 | 127.75 | 12798 | -0.41% | -5.08% | -11.06% | | | |
Short | 02/22/2007 | 12,710.17 | 127.04 | 12730 | 02/28/2007 | 12310 | 123.21 | 12330 | 3.01% | -2.22% | -5.70% | | | |
Long | 03/07/2007 | 12,224 | 122.23 | 12226 | 03/13/2007 | 12,280 | 122.54 | 12240 | 0.25% | -1.97% | -5.22% | | -65.43% | |
Comments on table entries:
*** Note: Entry and exit prices do not reflect Dividends
received or paid while percentage returns do. Because of this some of the numbers may not calculate correctly.
*** PF Prices and 5:1 Compound Returns are based on actual trading and include commissions. Note: when contracts roll to the next month percentages may not calculate properly.
DIA
is the ticker symbol for the Dow Diamonds.
PF-AT stands for Precision Futures execution.
DIA Dividend represents the receipt of a dividend, when
long or the payment of a dividend when short.
Numbers updated through 7/08/05
![[Goal Setting Table]](/ddd/images/trackrecord/goal_Setting.gif)
Goal-Setting Procedure: The 1x, 2x, 3x and 5x annual compound growth rates shown in the table refer to our back-tested returns from 7/10/02 through 10/27/04, our live trading results from 10/28/04 to the current date shown, and these two periods combined for goal-setting purposes (continuous from 7/10/02 through current date shown). The goal-setting numbers are provided as guidelines only. Once you've set your wealth goal and a date for attaining it, you can determine the annual growth rate you'll need to attain your goal on schedule. Then, you can make your custom DDD allocation plan, using any combination of the 1x, 2x, 3x, and 5x approaches, to target this rate. Since the goal-setting numbers cover the longest continuous period of DDD performance, we recommend using them for this important procedure.
Hypothetical or simulated performance results have certain inherent limitations.
Unlike an actual performance record, simulated results do not represent actual trading.
Also, since the trades have not actually been executed, the results may have under- or
over-compensated for the impact, if any, of certain market factors, such as lack of liquidity.
Simulated trading programs in general are also subject to the fact that they are designed
with the benefit of hindsight. No representation is being made that any account will or is
likely to achieve profits or losses similar to those shown.
|
|
|
![]](../images/decor/tab-end-right2.gif){kind=small}