SMT.IND System (Intraday, Year 2000 - Present):
CAGR of each ETF: +17.3% DIA, +16.5% SPY, and +23.5% QQQ
Buy-and-Hold: +3.3% DIA, +2.1% SPY, and +1.9% QQQ
Arithmetic Computation Individual Trades (Year 2017):
(Excel, PDF)
CAGR Individual Trades (Year 2000 - Present) (Excel, PDF)
CAGR Performance Summary Tables & Charts (Excel, PDF)
SMT.EOD System (End-of-Day, Year 2003 - Present):
CAGR of each ETF: +12.6% DIA, +11.9% SPY, and +20.0% QQQ
Buy-and-Hold: +6.2% DIA, +6.7% SPY, and +11.6% QQQ
CAGR Individual Trades (Year 2003 - Present) (Excel, PDF)
CAGR Performance Summary Tables & Charts (Excel, PDF)
Results are based on the price when each new signal was produced.
Broker commissions and
SEC fees have been omitted for simplicity.