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

by Administrator on June 26, 2011

We recently received a request to give an update on our Trading the Invest Grade Corp Bond (LQD) ETF, using the SP 500 ETF (SPY) Model for the past 5 years therefore please see the update below.  Also if interested in seeing other results from previous years you can see our previous posts below:

August 3rd 2010

April 18th 2010

Dec. 28th 2009 

Here’s an updated Tradestation Performance Summary on this model.  Note we are still using a 60 Min Chart and tested the model this time for the past 5 years.

Performance Summary:

Dates: 6/26/2006 to 06/24/2011

Number of Trades: 276

 Winners: 177

Losers: 97

Percent Profitable: 64.13%

PF: 2.33

*Note the results do not include Slippage or Commission.

 

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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Update on Trading the Invest Grade Corp Bond (LQD) ETF, using the SP 500 ETF (SPY)
May 28, 2012 at 7:48 am

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