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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: F Robert Simms who wrote (25961)6/24/1999 12:52:00 AM
From: Compadre  Read Replies (1) of 44573
 
F Robert Simms: From June 22, 1998 to today, the cumulative yield is 125% using QQQ. Using margin on QQQ is 365%. Buy and hold yields 80%.

Using SPY the yield is 51%. Margin on SPY the yield is 121%. Buy and hold is 21%.

Percentage wise the QQQ system is more impressive, but performance wise, the SPY system is more accurate. However, these numbers are for long only. I do not go by it for short positions.

By the way, my SPY system is still a sell as of tonight.

Regards,

Jaime

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