| KT OPEN model | QQQQ | RYVYX, RYVNX - Rydex N | RYTNX, RYTPX - Rydex S | |||||||||||||||||
| 2008 | traded at the open | Leveraged NDX funds at AM pricing | Leveraged S&P500 funds at AM 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 | |||
| 20 % | 32 % | 41 % | ||||||||||||||||||
| Short | 14.04.2008 | 25.04.2008 | 44.22 | 47.32 | -7.0 % | 20 % | -8 % | RYVNX | 15.08 | 13.36 | -11.4 % | 32 % | RYTPX | 34.25 | 31.48 | -8.1 % | 41 % | |||
| Long | 11.04.2008 | 14.04.2008 | 45.04 | 44.22 | -1.8 % | 29 % | -14 % | RYVYX | 22.06 | 21.42 | -2.9 % | 48 % | RYTNX | 39.36 | 38.43 | -2.4 % | 53 % | |||
| Short | 09.04.2008 | 11.04.2008 | 45.48 | 45.04 | 1.0 % | 32 % | -13 % | RYVNX | 14.59 | 14.67 | 0.5 % | 53 % | RYTPX | 32.85 | 33.47 | 1.9 % | 57 % | |||
| Long | 08.04.2008 | 09.04.2008 | 45.42 | 45.48 | 0.1 % | 31 % | -12 % | RYVYX | 22.79 | 22.21 | -2.5 % | 52 % | RYTNX | 40.60 | 40.12 | -1.2 % | 54 % | |||
| Short | 03.04.2008 | 08.04.2008 | 45.29 | 45.42 | -0.3 % | 30 % | -12 % | RYVNX | 14.40 | 14.23 | -1.2 % | 56 % | RYTPX | 32.76 | 32.48 | -0.9 % | 56 % | |||
| Long | 02.04.2008 | 03.04.2008 | 45.70 | 45.29 | -0.9 % | 31 % | -12 % | RYVYX | 23.07 | 22.52 | -2.4 % | 58 % | RYTNX | 40.89 | 40.25 | -1.6 % | 57 % | |||
| Short | 01.04.2008 | 02.04.2008 | 44.42 | 45.70 | -2.9 % | 32 % | -11 % | RYVNX | 14.80 | 14.05 | -5.1 % | 62 % | RYTPX | 33.51 | 32.22 | -3.8 % | 60 % | |||
| Long | 20.03.2008 | 01.04.2008 | 42.31 | 44.42 | 5.0 % | 36 % | -14 % | RYVYX | 19.81 | 22.01 | 11.1 % | 70 % | RYTNX | 37.27 | 39.47 | 5.9 % | 66 % | |||
| Short | 19.03.2008 | 20.03.2008 | 43.48 | 42.31 | 2.7 % | 29 % | -18 % | RYVNX | 16.17 | 16.64 | 2.9 % | 53 % | RYTPX | 34.79 | 35.67 | 2.5 % | 57 % | |||
| Long | 13.03.2008 | 19.03.2008 | 42.23 | 43.48 | 3.0 % | 26 % | -16 % | RYVYX | 19.34 | 20.45 | 5.7 % | 49 % | RYTNX | 35.85 | 38.30 | 6.8 % | 53 % | |||
| Short | 12.03.2008 | 13.03.2008 | 43.00 | 42.23 | 1.8 % | 22 % | -18 % | RYVNX | 16.25 | 17.23 | 6.0 % | 41 % | RYTPX | 35.19 | 37.38 | 6.2 % | 43 % | |||
| Long | 11.03.2008 | 12.03.2008 | 41.85 | 43.00 | 2.7 % | 20 % | -17 % | RYVYX | 19.37 | 20.53 | 6.0 % | 33 % | RYTNX | 36.64 | 38.11 | 4.0 % | 35 % | |||
| Short | 28.02.2008 | 11.03.2008 | 44.12 | 41.85 | 5.1 % | 17 % | -19 % | RYVNX | 15.42 | 17.31 | 12.3 % | 25 % | RYTPX | 32.81 | 36.75 | 12.0 % | 30 % | |||
| Long | 27.02.2008 | 28.02.2008 | 43.77 | 44.12 | 0.8 % | 11 % | -14 % | RYVYX | 21.70 | 21.92 | 1.0 % | 12 % | RYTNX | 41.63 | 41.32 | -0.7 % | 16 % | |||
| Short | 21.02.2008 | 27.02.2008 | 44.36 | 43.77 | 1.3 % | 10 % | -15 % | RYVNX | 15.69 | 15.57 | -0.8 % | 11 % | RYTPX | 33.76 | 32.56 | -3.6 % | 17 % | |||
| Long | 20.02.2008 | 21.02.2008 | 43.26 | 44.36 | 2.5 % | 9 % | -14 % | RYVYX | 21.00 | 21.56 | 2.7 % | 11 % | RYTNX | 39.44 | 40.24 | 2.0 % | 21 % | |||
| Short | 19.02.2008 | 20.02.2008 | 44.40 | 43.26 | 2.6 % | 6 % | -16 % | RYVNX | 15.66 | 16.11 | 2.9 % | 9 % | RYTPX | 33.71 | 34.44 | 2.2 % | 19 % | |||
| Long | 14.02.2008 | 19.02.2008 | 44.85 | 44.40 | -1.0 % | 4 % | -14 % | RYVYX | 22.07 | 21.61 | -2.1 % | 6 % | RYTNX | 40.60 | 40.29 | -0.8 % | 16 % | |||
| Short | 12.02.2008 | 14.02.2008 | 44.34 | 44.85 | -1.2 % | 5 % | -13 % | RYVNX | 15.43 | 15.35 | -0.5 % | 8 % | RYTPX | 33.76 | 33.48 | -0.8 % | 17 % | |||
| Long | 11.02.2008 | 12.02.2008 | 43.77 | 44.34 | 1.3 % | 6 % | -14 % | RYVYX | 21.28 | 21.99 | 3.3 % | 8 % | RYTNX | 38.36 | 40.27 | 5.0 % | 18 % | |||
| Short | 08.02.2008 | 11.02.2008 | 43.20 | 43.77 | -1.3 % | 5 % | -15 % | RYVNX | 16.08 | 15.97 | -0.7 % | 5 % | RYTPX | 34.80 | 35.48 | 2.0 % | 12 % | |||
| Long | 07.02.2008 | 08.02.2008 | 42.33 | 43.20 | 2.1 % | 6 % | -16 % | RYVYX | 20.29 | 21.13 | 4.1 % | 6 % | RYTNX | 38.49 | 39.11 | 1.6 % | 10 % | |||
| Short | 06.02.2008 | 07.02.2008 | 43.91 | 42.33 | 3.6 % | 4 % | -18 % | RYVNX | 15.73 | 16.76 | 6.5 % | 1 % | RYTPX | 34.27 | 35.36 | 3.2 % | 8 % | |||
| Long | 05.02.2008 | 06.02.2008 | 44.17 | 43.91 | -0.6 % | 0 % | -15 % | RYVYX | 21.97 | 21.62 | -1.6 % | -5 % | RYTNX | 40.30 | 39.69 | -1.5 % | 5 % | |||
| Short | 04.02.2008 | 05.02.2008 | 45.58 | 44.17 | 3.1 % | 1 % | -14 % | RYVNX | 14.89 | 15.53 | 4.3 % | -3 % | RYTPX | 32.50 | 33.87 | 4.2 % | 7 % | |||
| Long | 31.01.2008 | 04.02.2008 | 43.85 | 45.58 | 3.9 % | -2 % | -12 % | RYVYX | 21.64 | 22.94 | 6.0 % | -7 % | RYTNX | 39.62 | 42.04 | 6.1 % | 2 % | |||
| Short | 28.01.2008 | 31.01.2008 | 44.02 | 43.85 | 0.4 % | -6 % | -15 % | RYVNX | 15.77 | 15.80 | 0.2 % | -13 % | RYTPX | 35.15 | 34.54 | -1.7 % | -4 % | |||
| Long | 18.01.2008 | 28.01.2008 | 45.67 | 44.02 | -3.6 % | -6 % | -15 % | RYVYX | 23.61 | 21.68 | -8.2 % | -13 % | RYTNX | 39.44 | 39.02 | -1.1 % | -2 % | |||
| Short | 17.01.2008 | 18.01.2008 | 46.24 | 45.67 | 1.2 % | -3 % | -11 % | RYVNX | 14.50 | 14.57 | 0.5 % | -5 % | RYTPX | 33.87 | 34.88 | 3.0 % | -1 % | |||
| Long | 04.01.2008 | 17.01.2008 | 49.81 | 46.24 | -7.2 % | -4 % | -10 % | RYVYX | 27.39 | 23.73 | -13.4 % | -5 % | RYTNX | 44.88 | 40.72 | -9.3 % | -4 % | |||
| Short | 31.12.2007 | 04.01.2008 | 51.57 | 49.81 | 3.4 % | 3 % | -3 % | RYVNX | 11.69 | 12.76 | 9.2 % | 9 % | RYTPX | 29.10 | 30.90 | 6.2 % | 6 % | |||