COTs Beat NASDAQ by 712%,
S&P 500 by 135%
Each week I update my latest results for my NASDAQ and S&P 500 trading setups based solely on the Commitments of Traders reports - issued by the U.S. Commodity Futures Trading Commission free every Friday at 3:30 p.m. (Eastern Time). Click the links to the right to learn more about the amazing COTs reports, my system's results in other markets and how I trade it.
NASDAQ
| COTs Report | Signal | NASDAQ | NASDAQ Profit | COTs Profit |
| 5/4/1999 | BUY | 2546.33 | 100.0 | 100.0 |
| 3/28/2000 | SELL | 4994.42 | 198.4 | 198.4 |
| 12/17/2002 | BUY | 1367.74 | 54.3 | 370.1 |
| 11/2/2004 | SELL | 1975.48 | 78.5 | 549.0 |
| 1/18/2005 | BUY | 2081.86 | 82.7 | 577.3 |
| 11/15/2005 | SELL | 2203.79 | 87.5 | 627.8 |
| 7/11/2006 | BUY | 2135.96 | 84.9 | 676.9 |
| 10/31/2006 | SELL | 2347.21 | 93.2 | 821.2 |
| 3/27/2007 | BUY | 2451.6 | 97.4 | 808.1 |
| 6/4/2007 | 2606.05 | 103.5 | 840.3 |
S&P 500
| COTs Report | Signal | S&P 500 | S&P Profit | COTs Profit |
| 8/11/1998 | BUY | 1089.45 | 100.0 | 100.0 |
| 11/30/1999 | CASH | 1416.62 | 131.0 | 131.0 |
| 12/7/1999 | SELL | 1433.3 | 132.6 | 132.6 |
| 5/9/2000 | CASH | 1432.63 | 132.5 | 125.9 |
| 5/30/2000 | SELL | 1378.02 | 127.4 | 128.2 |
| 4/3/2001 | CASH | 1160.33 | 107.3 | 157.3 |
| 3/5/2002 | SELL | 1131.78 | 104.7 | 153.8 |
| 9/24/2002 | CASH | 845.39 | 78.2 | 206.5 |
| 3/18/2003 | BUY | 833.27 | 77.1 | 217.8 |
| 8/30/2005 | CASH | 1205.1 | 111.5 | 303.9 |
| 1/3/2006 | SELL | 1248.29 | 115.4 | 313.1 |
| 8/29/2006 | CASH | 1295.09 | 119.8 | 309.1 |
| 3/20/2007 | BUY | 1386.95 | 128.3 | 308.2 |
| 6/4/2007 | 1530.62 | 141.6 | 332.9 |
* These results are based on trades executed with a delay of one week. The S&P 500 and NASDAQ prices are for the weekly open in the week in which the signal was given, not the entry or exit prices.
2 comments:
Learned about COTs Timer through Tech Talk and I am eagerly, albeit slowly, absorbing the information and trust it... started buying EWJ yesterday.
Congratulations on your discovery and for sharing it!
CASH - Of course, I understand the word and its meaning in general terms, but I am at sea as to how you are using the term... in BUY, CASH, SELL? Could you kindly clarify, please.
AndieG
Dear Andie,
Thanks for your message and nice comments. By cash, I mean I'm not in this market at all, as opposed to being long or short.
Please also be sure to read my caveats about "renewed signals" on my "Glossary" and "How It Works" pages. As I point out, my profit/loss results are based only on following signals with the trade delay given on the "Profit/Loss Results" page.
Good luck trading!
Alex
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