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Rydex S&P 500 Dynamic Funds:
2006 Closed Back-Tested Trades
Below, is a table of our closed trades
(based on SPDRs signals) for the S&P 500 index tracking Dynamic Rydex funds:
The Rydex Titan 500 (RYTNX) and the Rydex Tempest 500 ( RYTPX).
Entry
Date |
Signal |
Symbol |
Entry
Price |
Exit
Date |
Exit
Price |
Return |
Compound
Return |
|
11/14/06 |
Short |
RYTPX |
$33.41 |
11/30/06 |
$33.16 |
-0.75% |
+16.10% |
|
11/09/06 |
Long |
RYTNX |
$45.85 |
11/14/06 |
$46.82 |
+2.12% |
+16.98% |
|
10/18/06 |
Short |
RYTPX |
$34.51 |
11/09/06 |
$34.10 |
-1.19% |
+14.55% |
|
10/11/06 |
Long |
RYTNX |
$44.11 |
10/19/06 |
$45.17 |
+2.40% |
+15.93% |
|
09/11/06 |
Short |
RYTPX |
$37.81 |
10/11/06 |
$35.29 |
-6.66% |
+13.21% |
|
09/06/06 |
Long |
RYTNX |
$40.70 |
09/11/06 |
$41.02 |
+0.79% |
+21.30% |
|
09/05/06 |
Short |
RYTPX |
$36.97 |
09/06/06 |
$38.09 |
+3.03% |
+20.35% |
|
08/31/06 |
Long |
RYTNX |
$41.35 |
09/05/06 |
$41.93 |
+1.40% |
+16.81% |
|
08/10/06 |
Short |
RYTPX |
$39.21 |
08/31/06 |
$37.46 |
-4.46% |
+15.19% |
|
07/20/06 |
Long |
RYTNX |
$38.12 |
08/09/06 |
$39.06 |
+2.47% |
+20.58% |
|
07/18/06 |
Short |
RYTPX |
$41.33 |
07/20/06 |
$40.49 |
-2.03% |
+17.67% |
|
07/13/06 |
Long |
RYTNX |
$37.76 |
07/18/06 |
$37.39 |
-0.98% |
+20.12% |
|
06/29/06 |
Short |
RYTPX |
$38.87 |
07/13/06 |
$40.91 |
+5.25% |
+21.30% |
|
06/13/06 |
Long |
RYTNX |
$36.83 |
06/29/06 |
$39.73 |
+7.87% |
+15.25% |
|
06/08/06 |
Short |
RYTPX |
$39.78 |
06/13/06 |
$42.04 |
+5.68% |
+6.84% |
|
06/06/06 |
Long |
RYTNX |
$39.32 |
06/08/06 |
$38.95 |
-0.94% |
+1.10% |
|
05/19/06 |
Short |
RYTPX |
$39.14 |
06/06/06 |
$39.39 |
+0.64% |
+2.06% |
|
05/11/06 |
Long |
RYTNX |
$42.15 |
05/19/06 |
$39.61 |
-6.03% |
+1.41% |
|
04/27/06 |
Short |
RYTPX |
$36.52 |
04/28/06 |
$36.50 |
-0.05% |
+7.91% |
|
04/21/06 |
Long |
RYTNX |
$42.54 |
04/27/06 |
$42.43 |
-0.26% |
+7.97% |
|
04/03/06 |
Short |
RYTPX |
$37.04 |
04/20/06 |
$36.37 |
-1.81% |
+8.25% |
|
03/21/06 |
Long |
RYTNX |
$41.82 |
04/03/06 |
$41.77 |
-0.12% |
+10.25% |
|
03/15/06 |
Short |
RYTPX |
$36.55 |
03/16/06 |
$36.43 |
-0.33% |
+10.38% |
|
03/02/06 |
Long |
RYTNX |
$41.39 |
03/15/06 |
$42.24 |
+2.05% |
+10.74% |
|
03/01/06 |
Short |
RYTPX |
$37.16 |
03/02/06 |
$37.28 |
+0.32% |
+8.51% |
|
02/28/06 |
Long |
RYTNX |
$40.83 |
03/01/06 |
$41.52 |
+1.69% |
+8.17% |
|
01/26/06 |
Short |
RYTPX |
$38.05 |
02/28/06 |
$37.79 |
-0.68% |
+6.37% |
|
01/20/06 |
Long |
RYTNX |
$39.72 |
01/26/06 |
$40.48 |
+1.91% |
+7.10% |
|
01/19/06 |
Short |
RYTPX |
$37.36 |
01/20/06 |
$38.76 |
+3.75% |
+5.09% |
|
01/18/06 |
Long |
RYTNX |
$40.80 |
01/19/06 |
$41.25 |
+1.10% |
+1.29% |
|
01/11/06 |
Short |
RYTPX |
$36.76 |
01/18/06 |
$37.76 |
+2.72% |
+0.19% |
|
01/10/06 |
Long |
RYTNX |
$41.60 |
01/11/06 |
$41.89 |
+0.70% |
-2.47% |
|
01/03/06 |
Short |
RYTPX |
$38.21 |
01/10/06 |
$37.01 |
-3.14% |
-3.14% |
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The back-tested history based on the signals that
would be generated by the system in the past based on the current
system setting. You have to understand that the past system
performance does not guarantee feature results.
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