I’ve just finished compiling the recent results (through to Sept 30th 2012) of the High Probability ETF Trading strategies which are described in the book ‘High Probability ETF Trading’ by Larry Connors and Cesar Alvarez. The book showed results through to the end of December 2008 and I have been monitoring the results from that period to present day. The full report can be found in the PDF report on the following page:

http://www.edgerater.com/courses/etftbhb/content/2.aspx

I did something a little different this time… instead of just showing the results for the entire period from Jan 1st 2009 – Sept 30th 2012 I also show results for each strategy for the last 3 months (July 1st 2012 – Sept 30th 2012). In addition I show all trades made for those 3 months for the TPS Long and TPS Short strategies.

Here’s a list of the TPS Long Trades:

Entry Date

Price

Sym.

Exit Date

Price

Sh.

Days

Tr.

PL %

7/9/2012

34.58

XLI

7/13/2012

34.65

86

5

2

0.20%

7/9/2012

133.30

SPY

7/13/2012

135.03

43

5

3

1.30%

7/9/2012

125.18

DIA

7/13/2012

126.81

77

5

4

1.30%

7/9/2012

14.28

XLF

7/13/2012

14.65

419

5

3

2.57%

7/10/2012

62.59

QQQ

7/17/2012

63.35

94

6

3

1.21%

7/11/2012

78.57

IWM

7/13/2012

79.46

37

3

2

1.14%

7/11/2012

20.91

XHB

7/13/2012

21.59

47

3

1

3.25%

7/20/2012

63.68

IYR

7/26/2012

64.08

155

5

4

0.63%

7/23/2012

77.24

IWM

7/27/2012

79.01

37

5

2

2.29%

7/23/2012

37.33

XLV

7/26/2012

37.73

79

4

2

1.06%

7/23/2012

14.17

XLF

7/26/2012

14.43

211

4

2

1.81%

7/24/2012

62.49

QQQ

7/27/2012

64.69

47

4

2

3.51%

7/24/2012

16.29

EWH

7/27/2012

16.72

183

4

2

2.64%

7/24/2012

125.27

DIA

7/26/2012

127.98

7

3

1

2.16%

7/24/2012

133.22

SPY

7/26/2012

135.45

7

3

1

1.67%

7/25/2012

20.86

XHB

7/26/2012

21.49

47

2

1

3.02%

8/1/2012

20.81

XHB

8/3/2012

21.41

48

3

1

2.88%

8/8/2012

63.89

IYR

8/15/2012

64.1

46

6

2

0.33%

8/22/2012

130.04

DIA

9/6/2012

132.55

45

11

3

1.93%

8/23/2012

36.11

XLI

9/6/2012

36.45

275

10

4

0.95%

8/23/2012

16.84

EWH

9/6/2012

16.97

592

10

4

0.78%

8/23/2012

80.21

IWM

8/28/2012

81.03

12

4

1

1.02%

8/24/2012

40.05

EEM

9/6/2012

39.72

24

9

1

-0.82%

8/24/2012

51.66

EFA

9/6/2012

52.47

192

9

4

1.57%

8/24/2012

35.31

XLB

9/6/2012

36.05

281

9

4

2.09%

8/30/2012

70.43

XLE

9/6/2012

71.88

42

5

2

2.06%

8/30/2012

160.52

GLD

8/31/2012

164.22

6

2

1

2.31%

9/26/2012

169.81

GLD

9/27/2012

172.34

5

2

1

1.49%

9/26/2012

17.87

EWH

9/27/2012

18.21

55

2

1

1.90%

9/26/2012

40.93

EEM

9/27/2012

41.58

24

2

1

1.59%

All trades made in TPS Long for the period 7/1/2012-09/30/2012

¬†And Here’s a list of the TPS Short Trades:

Entry Date

Price

Sym.

Exit Date

Price

Sh.

Days

Tr.

PL %

7/2/2012

156.67

GLD

7/6/2012

153.71

18

4

2

1.89%

7/2/2012

42.19

ILF

7/9/2012

41.45

70

5

2

1.75%

7/2/2012

67.15

XLE

7/9/2012

65.7

44

5

2

2.16%

7/2/2012

12.34

EWT

7/6/2012

12.2

242

4

2

1.11%

7/2/2012

34.02

FXI

7/6/2012

33.45

87

4

2

1.67%

7/2/2012

53.12

EWZ

7/6/2012

52.17

56

4

2

1.79%

7/2/2012

39.37

EEM

7/6/2012

38.77

75

4

2

1.52%

7/16/2012

42.18

ILF

7/23/2012

40.97

236

6

4

2.87%

7/16/2012

67.69

XLE

7/24/2012

66.74

87

7

3

1.41%

7/16/2012

154.21

GLD

7/18/2012

153.05

6

3

1

0.75%

7/18/2012

49.87

EFA

7/20/2012

49.15

20

3

1

1.44%

7/18/2012

52.44

EWZ

7/23/2012

50.37

56

4

2

3.94%

7/26/2012

157.28

GLD

8/1/2012

155.14

18

5

2

1.36%

7/27/2012

34.46

FXI

8/13/2012

34.92

288

12

4

-1.33%

7/27/2012

12.19

EWT

8/20/2012

12.67

491

17

3

-3.97%

7/27/2012

42.76

ILF

8/2/2012

41.52

23

5

1

2.90%

7/27/2012

53.56

EWZ

8/2/2012

51.98

18

5

1

2.95%

7/27/2012

39.53

EEM

8/2/2012

38.73

25

5

1

2.02%

8/6/2012

9.21

EWJ

8/15/2012

9.15

650

8

3

0.61%

8/6/2012

43.28

ILF

8/14/2012

42.73

137

7

3

1.27%

8/6/2012

54.97

EWZ

8/14/2012

54.31

180

7

4

1.20%

8/9/2012

157.12

GLD

8/13/2012

155.99

18

3

2

0.72%

8/17/2012

157.95

GLD

8/29/2012

160.59

36

9

3

-1.67%

9/7/2012

43.08

ILF

9/20/2012

43.79

23

10

1

-1.65%

9/7/2012

56.56

EWZ

9/20/2012

56.13

105

10

3

0.76%

9/10/2012

9.15

EWJ

9/20/2012

9.31

654

9

3

-1.72%

9/13/2012

34.99

FXI

9/25/2012

34.2

84

9

2

2.25%

All trades made in TPS Short for the period 7/1/2012-09/30/2012