Trading the Invest Grade Corp Bond (LQD) ETF, using the SP 500 ETF (SPY)

by Administrator on December 17, 2009

We are starting to test out some models based on trading the Invest Grade Corp Bond (LQD) ETF, using the SP 500 ETF (SPY) and wanted to share some of the testing results so far.  We are using a 60 Min Chart and tested the model for the past 2 years.

LQD and SPY

LQD and SPY

Tradestation Performance Summary:

Dates: 12/17/07 to 12/16/09

Number of Trades: 115

Winners: 79

Losers: 36

Percent Profitable: 68.7%

PF: 3.45

LQD.SPY Equity Curve Line from 12.17.07 to 12.16.09

LQD.SPY Equity Curve Line from 12.17.07 to 12.16.09

 We are going to continue to watch this model and if anyone has traded something similar please share your feedback. 

We will continue to keep everyone posted on our results.

ETFs: $LQD, $SPY

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