One Year Return on Investment

Using this trading model, in one year a $10,000.00 account would have grown to $12,051.00 if you had started trading at the beginning of 2010; that's a 20.5% return on invesment.

Date	Signal	Spy Price	Gain	% Gain	# Shares	Ammount	Gain	Account Balance
31/12/2009	Buy	$111.44			89.00	$9,918.16		$10,000.00
04/01/2010	Sell Long	$113.33	$1.89	1.70%		$10,086.37	$168.21	$10,168.21
08/01/2010	Short	$114.57	$0.68	0.60%	88.00	$10,082.16	$59.84	$10,228.05
20/01/2010	Cover Short	$113.89				$10,022.32
21/01/2010	Buy	$111.70			91.00	$10,164.70
02/02/2010	Sell Long	$110.38	$-1.32	-1.18%		$10,044.58	$-120.12	$10,107.93
04/02/2010	Buy	$106.44			94.00	$10,005.36
11/02/2010	Sell Long	$108.13	$1.69	1.59%		$10,164.22	$158.86	$10,266.79
05/03/2010	Short	$114.25	$-2.59	-2.22%	89.00	$10,168.25	$-230.51	$10,036.28
24/03/2010	Cover Short	$116.84				$10,398.76
25/03/2010	Buy	$116.65			86.00	$10,031.90
30/03/2010	Sell Long	$117.40	$0.75	0.64%		$10,096.40	$64.50	$10,100.78
12/04/2010	Short	$119.74	$0.38	0.32%	84.00	$10,058.16	$31.92	$10,132.70
16/04/2010	Cover Short	$119.36				$10,026.24
16/04/2010	Buy	$119.36			84.00	$10,026.24
20/04/2010	Sell Long	$120.88	$1.52	1.27%		$10,153.92	$127.68	$10,260.38
27/04/2010	Buy	$118.48			86.00	$10,189.28
12/05/2010	Sell Long	$117.45	$-1.03	-0.87%		$10,100.70	$-88.58	$10,171.80
20/05/2010	Buy	$107.54			94.00	$10,108.76
27/05/2010	Sell Long	$110.76	$3.22	2.99%		$10,411.44	$302.68	$10,474.48
15/06/2010	Short	$112.00	$4.58	4.26%	94.00	$10,528.00	$430.52	$10,905.00
24/06/2010	Cover Short	$107.42				$10,097.48
29/06/2010	Buy	$104.21			104.00	$10,837.84
07/07/2010	Sell Long	$106.11	$1.90	1.82%		$11,035.44	$197.60	$11,102.60
23/07/2010	Short	$110.41	$1.11	1.02%	100.00	$11,041.00	$111.00	$11,213.60
11/08/2010	Cover Short	$109.30				$10,930.00
11/08/2010	Buy	$109.30			102.00	$11,148.60
27/08/2010	Sell Long	$106.86	$-2.44	-2.23%		$10,899.72	$-248.88	$10,964.72
30/08/2010	Buy	$105.31			104.00	$10,952.24
01/09/2010	Sell Long	$108.46	$3.15	2.99%		$11,279.84	$327.60	$11,292.32
02/09/2010	Short	$109.47	$-4.51	-3.96%	103.00	$11,275.41	$-464.53	$10,827.79
21/09/2010	Cover Short	$113.98				$11,739.94
23/09/2010	Buy	$112.50			96.00	$10,800.00
24/09/2010	Sell Long	$114.82	$2.32	2.06%		$11,022.72	$222.72	$11,050.51
29/09/2010	Buy	$114.47			96.00	$10,989.12
01/10/2010	Sell Long	$114.61	$0.14	0.12%		$11,002.56	$13.44	$11,063.95
04/10/2010	Buy	$113.18			97.00	$10,978.46
05/10/2010	Sell Long	$116.04	$2.86	2.53%		$11,255.88	$277.42	$11,341.37
11/10/2010	Short	$116.65	$-0.08	-0.07%	97.00	$11,315.05	$-7.76	$11,333.61
19/10/2010	Cover Short	$116.73				$11,322.81
26/10/2010	Buy	$118.72			95.00	$11,278.40
05/11/2010	Sell Long	$119.95	$1.23	1.04%		$11,395.25	$116.85	$11,450.46
16/11/2010	Buy	$118.16			97.00	$11,461.52
18/11/2010	Sell Long	$119.96	$1.80	1.52%		$11,636.12	$174.60	$11,625.06
26/11/2010	Buy	$118.80			98.00	$11,642.40
02/12/2010	Sell Long	$122.56	$3.76	3.16%		$12,010.88	$368.48	$11,993.54
17/12/2010	Short	$124.30	$-1.35	-1.07%	96.00	$11,932.80	$-129.60	$11,863.94
27/12/2010	Cover Short	$125.65				$12,062.40
26/11/2010	Buy	$125.65			94.00	$11,811.10
05/01/2010	Sell Long	$127.64	$1.99	1.58%		$11,998.16	$187.06	$12,051.00
							$2,051.00
						Aprox ROI	20.51%
Initial Investment	$10,000.00