| KT CLOSE model | QQQQ | RYVYX, RYVNX - Rydex N | RYTNX, RYTPX - Rydex S | |||||||||||||||||
| 2008 | traded at the close | Leveraged NDX funds at PM pricing | Leveraged S&P500 funds at PM pricing | |||||||||||||||||
| Signal | Buy date | Sell date / NAV date |
Entry price | Exit price | Return | Compd YTD | Buy & hold | Fund | Buy price a.m. | Sell price a.m. | Return | Compd'd gain | Fund | Buy price a.m. | Sell price a.m. | Return | Compd'd gain | |||
| 18 % | 46 % | 37 % | ||||||||||||||||||
| Long | 22.04.2008 | 25.04.2008 | 46.43 | 47.10 | 1.4 % | 18 % | -8 % | RYVYX | 23.35 | 24.24 | 3.8 % | 46 % | RYTNX | 40.94 | 42.22 | 3.1 % | 37 % | |||
| Short | 21.04.2008 | 22.04.2008 | 46.96 | 46.43 | 1.1 % | 16 % | -9 % | RYVNX | 13.27 | 13.71 | 3.3 % | 40 % | RYTPX | 31.47 | 32.01 | 1.7 % | 32 % | |||
| Long | 16.04.2008 | 21.04.2008 | 45.66 | 46.96 | 2.8 % | 15 % | -8 % | RYVYX | 22.50 | 24.13 | 7.2 % | 36 % | RYTNX | 40.27 | 41.67 | 3.5 % | 30 % | |||
| Short | 11.04.2008 | 16.04.2008 | 44.21 | 45.66 | -3.3 % | 11 % | -11 % | RYVNX | 15.09 | 14.28 | -5.4 % | 27 % | RYTPX | 34.20 | 32.66 | -4.5 % | 26 % | |||
| Long | 10.04.2008 | 11.04.2008 | 45.54 | 44.21 | -2.9 % | 15 % | -14 % | RYVYX | 22.72 | 21.40 | -5.8 % | 34 % | RYTNX | 40.09 | 38.46 | -4.1 % | 32 % | |||
| Short | 01.04.2008 | 10.04.2008 | 45.53 | 45.54 | -0.0 % | 19 % | -11 % | RYVNX | 14.21 | 14.25 | 0.3 % | 42 % | RYTPX | 32.40 | 32.88 | 1.5 % | 37 % | |||
| Long | 31.03.2008 | 01.04.2008 | 43.75 | 45.53 | 4.1 % | 19 % | -11 % | RYVYX | 21.07 | 22.81 | 8.3 % | 42 % | RYTNX | 37.92 | 40.66 | 7.2 % | 35 % | |||
| Short | 27.03.2008 | 31.03.2008 | 43.92 | 43.75 | 0.4 % | 14 % | -15 % | RYVNX | 15.57 | 15.49 | -0.5 % | 31 % | RYTPX | 34.74 | 34.97 | 0.7 % | 26 % | |||
| Long | 25.03.2008 | 27.03.2008 | 44.75 | 43.92 | -1.9 % | 14 % | -14 % | RYVYX | 22.12 | 21.00 | -5.1 % | 32 % | RYTNX | 39.71 | 38.13 | -4.0 % | 25 % | |||
| Short | 24.03.2008 | 25.03.2008 | 44.59 | 44.75 | -0.4 % | 16 % | -13 % | RYVNX | 14.97 | 14.81 | -1.1 % | 39 % | RYTPX | 33.53 | 33.41 | -0.4 % | 31 % | |||
| Long | 19.03.2008 | 24.03.2008 | 42.28 | 44.59 | 5.5 % | 16 % | -13 % | RYVYX | 19.61 | 21.88 | 11.6 % | 40 % | RYTNX | 36.62 | 39.53 | 7.9 % | 31 % | |||
| Short | 18.03.2008 | 19.03.2008 | 43.44 | 42.28 | 2.7 % | 10 % | -18 % | RYVNX | 15.99 | 16.81 | 5.1 % | 26 % | RYTPX | 34.67 | 36.30 | 4.7 % | 21 % | |||
| Long | 17.03.2008 | 18.03.2008 | 41.58 | 43.44 | 4.5 % | 7 % | -15 % | RYVYX | 19.01 | 20.67 | 8.7 % | 20 % | RYTNX | 35.50 | 38.49 | 8.4 % | 16 % | |||
| Short | 14.03.2008 | 17.03.2008 | 42.22 | 41.58 | 1.5 % | 3 % | -19 % | RYVNX | 16.97 | 17.52 | 3.2 % | 10 % | RYTPX | 37.11 | 37.89 | 2.1 % | 7 % | |||
| Long | 13.03.2008 | 14.03.2008 | 42.99 | 42.22 | -1.8 % | 1 % | -18 % | RYVYX | 20.49 | 19.64 | -4.1 % | 7 % | RYTNX | 37.69 | 36.13 | -4.1 % | 5 % | |||
| Short | 10.03.2008 | 13.03.2008 | 41.23 | 42.99 | -4.3 % | 3 % | -16 % | RYVNX | 17.89 | 16.29 | -8.9 % | 11 % | RYTPX | 38.07 | 35.62 | -6.4 % | 9 % | |||
| Long | 06.03.2008 | 10.03.2008 | 42.16 | 41.23 | -2.2 % | 8 % | -20 % | RYVYX | 19.65 | 18.74 | -4.6 % | 22 % | RYTNX | 37.11 | 35.34 | -4.8 % | 17 % | |||
| Short | 04.03.2008 | 06.03.2008 | 42.84 | 42.16 | 1.6 % | 10 % | -18 % | RYVNX | 16.51 | 17.10 | 3.6 % | 28 % | RYTPX | 35.22 | 36.35 | 3.2 % | 23 % | |||
| Long | 03.03.2008 | 04.03.2008 | 42.72 | 42.84 | 0.3 % | 8 % | -16 % | RYVYX | 20.15 | 20.39 | 1.2 % | 24 % | RYTNX | 38.64 | 38.36 | -0.7 % | 19 % | |||
| Short | 29.02.2008 | 03.03.2008 | 43.14 | 42.72 | 1.0 % | 8 % | -17 % | RYVNX | 16.48 | 16.71 | 1.4 % | 22 % | RYTPX | 34.94 | 34.95 | 0.0 % | 20 % | |||
| Long | 27.02.2008 | 29.02.2008 | 44.25 | 43.14 | -2.5 % | 7 % | -16 % | RYVYX | 21.76 | 20.43 | -6.1 % | 20 % | RYTNX | 41.56 | 38.61 | -7.1 % | 20 % | |||
| Short | 25.02.2008 | 27.02.2008 | 43.85 | 44.25 | -0.9 % | 10 % | -14 % | RYVNX | 15.79 | 15.53 | -1.6 % | 28 % | RYTPX | 33.02 | 32.63 | -1.2 % | 29 % | |||
| Long | 22.02.2008 | 25.02.2008 | 43.73 | 43.85 | 0.3 % | 11 % | -14 % | RYVYX | 21.14 | 21.41 | 1.3 % | 30 % | RYTNX | 39.96 | 41.07 | 2.8 % | 30 % | |||
| Short | 20.02.2008 | 22.02.2008 | 43.90 | 43.73 | 0.4 % | 10 % | -15 % | RYVNX | 15.74 | 15.98 | 1.5 % | 29 % | RYTPX | 33.63 | 33.83 | 0.6 % | 27 % | |||
| Long | 15.02.2008 | 20.02.2008 | 43.84 | 43.90 | 0.1 % | 10 % | -14 % | RYVYX | 21.32 | 21.48 | 0.8 % | 27 % | RYTNX | 39.82 | 40.41 | 1.5 % | 26 % | |||
| Short | 08.02.2008 | 15.02.2008 | 43.60 | 43.84 | -0.6 % | 10 % | -14 % | RYVNX | 16.03 | 15.87 | -1.0 % | 26 % | RYTPX | 35.13 | 34.12 | -2.9 % | 24 % | |||
| Long | 06.02.2008 | 08.02.2008 | 42.88 | 43.60 | 1.7 % | 10 % | -15 % | RYVYX | 20.43 | 21.19 | 3.7 % | 27 % | RYTNX | 38.49 | 38.76 | 0.7 % | 28 % | |||
| Short | 31.01.2008 | 06.02.2008 | 44.87 | 42.88 | 4.4 % | 9 % | -16 % | RYVNX | 14.95 | 16.63 | 11.2 % | 23 % | RYTPX | 33.03 | 35.35 | 7.0 % | 27 % | |||
| Long | 17.01.2008 | 31.01.2008 | 45.35 | 44.87 | -1.1 % | 4 % | -12 % | RYVYX | 23.04 | 22.87 | -0.7 % | 10 % | RYTNX | 39.10 | 41.60 | 6.4 % | 19 % | |||
| Short | 16.01.2008 | 17.01.2008 | 45.99 | 45.35 | 1.4 % | 5 % | -12 % | RYVNX | 14.46 | 14.92 | 3.2 % | 11 % | RYTPX | 33.23 | 35.18 | 5.9 % | 12 % | |||
| Long | 15.01.2008 | 16.01.2008 | 46.74 | 45.99 | -1.6 % | 4 % | -10 % | RYVYX | 24.38 | 23.80 | -2.4 % | 8 % | RYTNX | 41.99 | 41.52 | -1.1 % | 5 % | |||
| Short | 14.01.2008 | 15.01.2008 | 47.81 | 46.74 | 2.2 % | 5 % | -9 % | RYVNX | 13.38 | 14.14 | 5.7 % | 10 % | RYTPX | 31.26 | 32.83 | 5.0 % | 7 % | |||
| Long | 10.01.2008 | 14.01.2008 | 47.82 | 47.81 | -0.0 % | 3 % | -7 % | RYVYX | 26.00 | 25.84 | -0.6 % | 4 % | RYTNX | 44.50 | 44.20 | -0.7 % | 1 % | |||
| Short | 07.01.2008 | 10.01.2008 | 48.15 | 47.82 | 0.7 % | 3 % | -7 % | RYVNX | 13.29 | 13.33 | 0.3 % | 5 % | RYTPX | 31.28 | 31.09 | -0.6 % | 2 % | |||
| Long | 04.01.2008 | 07.01.2008 | 48.42 | 48.15 | -0.6 % | 2 % | -6 % | RYVYX | 26.32 | 26.17 | -0.6 % | 5 % | RYTNX | 43.97 | 44.26 | 0.7 % | 3 % | |||
| Short | 03.01.2008 | 04.01.2008 | 50.59 | 48.42 | 4.3 % | 3 % | -6 % | RYVNX | 12.15 | 13.21 | 8.7 % | 5 % | RYTPX | 29.99 | 31.51 | 5.1 % | 2 % | |||
| Long | 31.12.2007 | 03.01.2008 | 51.26 | 50.59 | -1.3 % | -1 % | -1 % | RYVYX | 29.77 | 28.81 | -3.2 % | -3 % | RYTNX | 47.63 | 46.27 | -2.9 % | -3 % | |||