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

by Administrator on April 18, 2010

We wanted to follow up on our post on Dec. 17th 2009: Trading the Invest Grade Corp Bond (LQD) ETF, using the SP 500 ETF (SPY). Here’s an updated Tradestation Performance Summary on this model.  Note we are still using a 60 Min Chart and tested the model for the past 2 years.

Tradestation Performance Summary:

Dates: 4/18/2008 to 04/16/2010

Number of Trades: 111

Winners: 72

Losers: 39

Percent Profitable: 64.86%

PF: 3.17

*Note the results do not include Slippage or Commission.

SPY and LQD Chart

EquityCurve Performance Report for SPYand LQD for 4.18.08 to 4.16.10

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.

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