DATE	Dow	Forecast	Daily	Cumulated
of the forecast	Close	Long1 Short-1	Profit	Profits
	$ for 1 DJIA future traded
28/05/2019	25347	1	$-2210	$-2210
29/05/2019	25126	-1	$-430	$-2640
30/05/2019	25169	1	$-3540	$-6180
31/05/2019	24815	1	$40	$-6140
03/06/2019	24819	1	$5130	$-1010
04/06/2019	25332	1	$2080	$1070
05/06/2019	25540	-1	$-1810	$-740
06/06/2019	25721	-1	$-2630	$-3370
07/06/2019	25984	-1	$-790	$-4160
10/06/2019	26063	-1	$-4410	$-8570
19/06/2019	26504	-1	$-2490	$-11060
20/06/2019	26753	1	$-340	$-11400
21/06/2019	26719	-1	$-90	$-11490
24/06/2019	26728	1	$-1800	$-13290
25/06/2019	26548	1	$-110	$-13400
26/06/2019	26537	1	$-100	$-13500
27/06/2019	26527	1	$730	$-12770
28/06/2019	26600	-1	$-1170	$-13940
01/07/2019	26717	1	$700	$-13240
02/07/2019	26787	1	$1790	$-11450
03/07/2019	26966	1	$-440	$-11890
05/07/2019	26922	1	$-1160	$-13050
08/07/2019	26806	1	$-230	$-13280
09/07/2019	26783	1	$770	$-12510
10/07/2019	26860	1	$2280	$-10230
11/07/2019	27088	1	$2440	$-7790
12/07/2019	27332	1	$270	$-7520
15/07/2019	27359	1	$-230	$-7750
16/07/2019	27336	1	$-1160	$-8910
17/07/2019	27220	1	$30	$-8880
18/07/2019	27223	1	$-690	$-9570
19/07/2019	27154	1	$180	$-9390
22/07/2019	27172	1	$1770	$-7620
23/07/2019	27349	1	$-790	$-8410
24/07/2019	27270	1	$-1290	$-9700
25/07/2019	27141	1	$510	$-9190
26/07/2019	27192	1	$290	$-8900
29/07/2019	27221	1	$-230	$-9130
30/07/2019	27198	1	$0	$-9130

 

2011-12

The INDU Model delivered rising and hefty profits.

 

2010

2010 was another meagre - but non negative - year, as the Dow oscillated trendless for most of the year. The DTIM’s profits peaked on April 28. The model subsequently accumulated losses that reached $21725 by July 14, then recovered. The year ended with a small gross profit: $2,769. The model placed 230 bets in 252 trading days: it went flat 22 times (9%), long 153 times (61%), and short 77 times (31%). There were 80 round trips. The forecasts were correct only about 51% of the times. “Long signals” generated a profit of $8,284, but “Short signals” generated losses of $-5,515. Winning trades generated profits totalling $85.787, and losing trades generated losses of $83,018.

2009

2009 was a “bad” year for the Day Trading Indu Model, which nevertheless managed to report a small gain. Volatility was low, and there was a major trend inversion. The INDU model gained 1,882$ per Dow future trades over 252 trading days. The DTIM issued 125 "long" signals, 16 "flat" signals, and 111 "short" signals, producing 83 "round trips" [hence, if commissions paid on a round trip are $8, the cost of commissions was $664, further reducing the annual profits]. The Model's forecasts were right 121 times (51.3% excluding flat forecasts) winning a total annual amount of $122,224 per Dow future traded (50.1%). The model issued a wrong forecast 115 times (48.7%) losing a total of $111,821 (49.9%). "Short" signals produced a total annual loss of $6,767, while “Long” signals produced annual profits amounting to $8648. The worst losing streak amounted to about-$10,000. Year-end profits reached $1,882 per Dow future traded.

 

2008

2008 marks a return to the (very profitable) volatile trending markets that characterised the late "90s. This is the ideal environment for the Day Trading Indu Model. The model gained $19,684 per "Dow future" traded in the first quarter, and continued to gain until the end, except for an awful October (see the Monthly Table below). At the closing bell of 253 trading days in 2008, the DTIM issued 122 "long" signals (48%), 32 "flat" signals (13%), and 99 "short" signals (39%), producing 80 "round trips" [hence, if commissions paid on a round trip are $8, the cost of commissions was $640]. The Model's forecasts were right 120 times (54.3% excluding flat forecasts) winning a total amount of $211,474 per Dow future traded (57%). The model issued a wrong forecast 101 times (45.7%) losing a total of $160,198 (43%). When "flat" signals were issued, the actual Dow variation was on average only 75% of the change that occurred in other trading days; and daily volatility [ High(t) - Low(t) / close(t-1) ] was only 1.79% compared with 2.82% in other days, showing that the "flat" signal has some predictive power on the daily volatility, however defined. Not surprisingly - given the negative market trend in 2008 - "Short" signals yielded 92.7% of total annual profits, whereas "Long" signals were barely profitable (+$3,747). Between Sept 29 and Nov. 11 the DTIM had its worst losing streak ever: -$28,100. But year-end profits reached $51,276 per Dow future traded. What a ride!

 

2007

Annual profits amount to $8711 per DJIA future traded, net of commissions. They would be higher in actual trading, if stop losses were used: for example, the DTIM was "long" - and lost $4153 - on February 26, when the Dow crashed. The gains were concentrated in the first six months of the year. In the second semester a difficult trading range emerged, as the Dow prepared a 2008 bear market: the D.T.I. model lost (only) about -$1000 and finished the year with a +$8711 gain. In the 2nd semester, thus, the D.T.I.M. showed once again its resilience in times of adverse (non trending) market behaviour. (see Table below). The model issued a "flat" forecast 23% of the times, went long 45%, and short 32% of the times. Forecasts were right 98 times, wrong 93 times.

 

2006 Performance

2006 was a weak year for the DTIM. In the first five months the DTIM gained steadily: but the trading range was too hard to trade in June, when heavy losses in some highly volatile days almost erased the gains accumulated since January. Annual profits were lifted by Q4's trending market, reaching $5,903 (gross, 23.6% of the suggested $25.000 "money at work" at the beginning of the year) per "10$-Dow-Future" traded. In 2006 the D.T.I.M. was "long" in 141 trading days, "short" in 72 trading days, and "flat" in 39 trading days: it went 72 times on a round-trip. Forecasts were right 112 times, wrong 100 times. The actual Dow went up in 137, and fell in 115, of a total 252 trading days.

 

2005 Performance

In the first quarter of 2005 the U.S. stock market went into a side-trend. The special features of the D.T.I.M. avoided the usual losses of computer-based models in these kind of markets. Actually the 1st semester ended with a gross profit of $4015 for Dow future contract traded, due to the "Short" bias which rewarded the model in April. Summer further lifted - slightly - the model's profits. The early activation of trend-following devices in the last quarter boosted revenues when prices broke on the upside. Annual profit was $10,323 per future traded.

 

2004 Performance