The year 2011 has been the first full calendar year for the Greed and Fear indicator to proof how well it performs against the S&P 500.
The result for this full year has been somewhat disappointing, but luckily in the end, the Greed and Fear indicator managed to squeeze out a small outperformance. The S&P 500 was completely flat for the year and the indicator made 5,22%, daily details are in the table below the chart.
For a more indepth explanation about how the results are calculated, there's more: How do the daily signals add up?
Date | S&P 500 | S&P 500 daily change | S&P 500 daily perc. change | S&P 500 daily cumulative | G&F indicator | G&F daily result | G&F daily result cumulative | G&F cumulative |
1257,64 | 1257,64 | |||||||
03-01-2011 | 1271,87 | 14,23 | 1,13% | 14,23 | N/A | 0,00 | 0,00 | 1257,64 |
04-01-2011 | 1270,20 | -1,67 | -0,13% | 12,56 | N/A | 0,00 | 0,00 | 1257,64 |
05-01-2011 | 1276,56 | 6,36 | 0,50% | 18,92 | N/A | 0,00 | 0,00 | 1257,64 |
06-01-2011 | 1273,85 | -2,71 | -0,21% | 16,21 | F | 2,71 | 2,71 | 1260,35 |
07-01-2011 | 1271,50 | -2,35 | -0,18% | 13,86 | F | 2,35 | 5,06 | 1262,70 |
10-01-2011 | 1269,75 | -1,75 | -0,14% | 12,11 | F | 1,75 | 6,81 | 1264,45 |
11-01-2011 | 1274,48 | 4,73 | 0,37% | 16,84 | ? | 0,00 | 6,81 | 1264,45 |
12-01-2011 | 1285,96 | 11,48 | 0,90% | 28,32 | F | -11,48 | -4,67 | 1252,97 |
13-01-2011 | 1283,76 | -2,20 | -0,17% | 26,12 | G | -2,20 | -6,87 | 1250,77 |
14-01-2011 | 1293,24 | 9,48 | 0,74% | 35,60 | F | -9,48 | -16,35 | 1241,29 |
18-01-2011 | 1295,02 | 1,78 | 0,14% | 37,38 | F | -1,78 | -18,13 | 1239,51 |
19-01-2011 | 1281,92 | -13,10 | -1,01% | 24,28 | F | 13,10 | -5,03 | 1252,61 |
20-01-2011 | 1280,26 | -1,66 | -0,13% | 22,62 | G | -1,66 | -6,69 | 1250,95 |
21-01-2011 | 1283,35 | 3,09 | 0,24% | 25,71 | G | 3,09 | -3,60 | 1254,04 |
24-01-2011 | 1290,84 | 7,49 | 0,58% | 33,20 | G | 7,49 | 3,89 | 1261,53 |
25-01-2011 | 1291,18 | 0,34 | 0,03% | 33,54 | F | -0,34 | 3,55 | 1261,19 |
26-01-2011 | 1296,63 | 5,45 | 0,42% | 38,99 | G | 5,45 | 9,00 | 1266,64 |
27-01-2011 | 1299,54 | 2,91 | 0,22% | 41,90 | G | 2,91 | 11,91 | 1269,55 |
28-01-2011 | 1276,34 | -23,20 | -1,79% | 18,70 | G | -23,20 | -11,29 | 1246,35 |
31-01-2011 | 1286,12 | 9,78 | 0,77% | 28,48 | G | 9,78 | -1,51 | 1256,13 |
01-02-2011 | 1307,59 | 21,47 | 1,67% | 49,95 | G | 21,47 | 19,96 | 1277,60 |
02-02-2011 | 1304,03 | -3,56 | -0,27% | 46,39 | G | -3,56 | 16,40 | 1274,04 |
03-02-2011 | 1307,10 | 3,07 | 0,24% | 49,46 | ? | 0,00 | 16,40 | 1274,04 |
04-02-2011 | 1310,87 | 3,77 | 0,29% | 53,23 | G | 3,77 | 20,17 | 1277,81 |
07-02-2011 | 1319,05 | 8,18 | 0,62% | 61,41 | G | 8,18 | 28,35 | 1285,99 |
08-02-2011 | 1324,57 | 5,52 | 0,42% | 66,93 | G | 5,52 | 33,87 | 1291,51 |
09-02-2011 | 1320,88 | -3,69 | -0,28% | 63,24 | G | -3,69 | 30,18 | 1287,82 |
10-02-2011 | 1321,87 | 0,99 | 0,07% | 64,23 | G | 0,99 | 31,17 | 1288,81 |
11-02-2011 | 1329,15 | 7,28 | 0,55% | 71,51 | G | 7,28 | 38,45 | 1296,09 |
14-02-2011 | 1332,32 | 3,17 | 0,24% | 74,68 | G | 3,17 | 41,62 | 1299,26 |
15-02-2011 | 1328,01 | -4,31 | -0,32% | 70,37 | F | 4,31 | 45,93 | 1303,57 |
16-02-2011 | 1336,32 | 8,31 | 0,63% | 78,68 | G | 8,31 | 54,24 | 1311,88 |
17-02-2011 | 1340,43 | 4,11 | 0,31% | 82,79 | F | -4,11 | 50,13 | 1307,77 |
18-02-2011 | 1343,01 | 2,58 | 0,19% | 85,37 | F | -2,58 | 47,55 | 1305,19 |
22-02-2011 | 1315,44 | -27,57 | -2,05% | 57,80 | G | -27,57 | 19,98 | 1277,62 |
23-02-2011 | 1307,40 | -8,04 | -0,61% | 49,76 | F | 8,04 | 28,02 | 1285,66 |
24-02-2011 | 1306,10 | -1,30 | -0,10% | 48,46 | F | 1,30 | 29,32 | 1286,96 |
25-02-2011 | 1319,88 | 13,78 | 1,06% | 62,24 | G | 13,78 | 43,10 | 1300,74 |
28-02-2011 | 1327,22 | 7,34 | 0,56% | 69,58 | F | -7,34 | 35,76 | 1293,40 |
01-03-2011 | 1306,33 | -20,89 | -1,57% | 48,69 | F | 20,89 | 56,65 | 1314,29 |
02-03-2011 | 1308,44 | 2,11 | 0,16% | 50,80 | F | -2,11 | 54,54 | 1312,18 |
03-03-2011 | 1330,97 | 22,53 | 1,72% | 73,33 | G | 22,53 | 77,07 | 1334,71 |
04-03-2011 | 1321,15 | -9,82 | -0,74% | 63,51 | F | 9,82 | 86,89 | 1344,53 |
07-03-2011 | 1310,13 | -11,02 | -0,83% | 52,49 | G | -11,02 | 75,87 | 1333,51 |
08-03-2011 | 1321,82 | 11,69 | 0,89% | 64,18 | F | -11,69 | 64,18 | 1321,82 |
09-03-2011 | 1320,02 | -1,80 | -0,14% | 62,38 | G | -1,80 | 62,38 | 1320,02 |
10-03-2011 | 1295,11 | -24,91 | -1,89% | 37,47 | G | -24,91 | 37,47 | 1295,11 |
11-03-2011 | 1304,28 | 9,17 | 0,71% | 46,64 | G | 9,17 | 46,64 | 1304,28 |
14-03-2011 | 1296,39 | -7,89 | -0,60% | 38,75 | G | -7,89 | 38,75 | 1296,39 |
15-03-2011 | 1281,87 | -14,52 | -1,12% | 24,23 | G | -14,52 | 24,23 | 1281,87 |
16-03-2011 | 1256,88 | -24,99 | -1,95% | -0,76 | G | -24,99 | -0,76 | 1256,88 |
17-03-2011 | 1273,72 | 16,84 | 1,34% | 16,08 | F | -16,84 | -17,60 | 1240,04 |
18-03-2011 | 1279,21 | 5,49 | 0,43% | 21,57 | F | -5,49 | -23,09 | 1234,55 |
21-03-2011 | 1298,38 | 19,17 | 1,50% | 40,74 | G | 19,17 | -3,92 | 1253,72 |
22-03-2011 | 1293,77 | -4,61 | -0,36% | 36,13 | G | -4,61 | -8,53 | 1249,11 |
23-03-2011 | 1297,54 | 3,77 | 0,29% | 39,90 | G | 3,77 | -4,76 | 1252,88 |
24-03-2011 | 1309,66 | 12,12 | 0,93% | 52,02 | G | 12,12 | 7,36 | 1265,00 |
25-03-2011 | 1313,80 | 4,14 | 0,32% | 56,16 | G | 4,14 | 11,50 | 1269,14 |
28-03-2011 | 1310,19 | -3,61 | -0,27% | 52,55 | F | 3,61 | 15,11 | 1272,75 |
29-03-2011 | 1319,44 | 9,25 | 0,71% | 61,80 | G | 9,25 | 24,36 | 1282,00 |
30-03-2011 | 1328,26 | 8,82 | 0,67% | 70,62 | F | -8,82 | 15,54 | 1273,18 |
31-03-2011 | 1325,83 | -2,43 | -0,18% | 68,19 | G | -2,43 | 13,11 | 1270,75 |
01-04-2011 | 1332,41 | 6,58 | 0,50% | 74,77 | F | -6,58 | 6,53 | 1264,17 |
04-04-2011 | 1332,87 | 0,46 | 0,03% | 75,23 | G | 0,46 | 6,99 | 1264,63 |
05-04-2011 | 1332,63 | -0,24 | -0,02% | 74,99 | G | -0,24 | 6,75 | 1264,39 |
06-04-2011 | 1335,54 | 2,91 | 0,22% | 77,90 | ? | 0,00 | 6,75 | 1264,39 |
07-04-2011 | 1333,51 | -2,03 | -0,15% | 75,87 | F | 2,03 | 8,78 | 1266,42 |
08-04-2011 | 1328,17 | -5,34 | -0,40% | 70,53 | F | 5,34 | 14,12 | 1271,76 |
11-04-2011 | 1324,46 | -3,71 | -0,28% | 66,82 | G | -3,71 | 10,41 | 1268,05 |
12-04-2011 | 1314,16 | -10,30 | -0,78% | 56,52 | G | -10,30 | 0,11 | 1257,75 |
13-04-2011 | 1314,41 | 0,25 | 0,02% | 56,77 | F | -0,25 | -0,14 | 1257,50 |
14-04-2011 | 1314,52 | 0,11 | 0,01% | 56,88 | G | 0,11 | -0,03 | 1257,61 |
15-04-2011 | 1319,68 | 5,16 | 0,39% | 62,04 | G | 5,16 | 5,13 | 1262,77 |
18-04-2011 | 1305,14 | -14,54 | -1,10% | 47,50 | G | -14,54 | -9,41 | 1248,23 |
19-04-2011 | 1312,62 | 7,48 | 0,57% | 54,98 | F | -7,48 | -16,89 | 1240,75 |
20-04-2011 | 1330,36 | 17,74 | 1,35% | 72,72 | F | -17,74 | -34,63 | 1223,01 |
21-04-2011 | 1337,38 | 7,02 | 0,53% | 79,74 | G | 7,02 | -27,61 | 1230,03 |
25-04-2011 | 1335,25 | -2,13 | -0,16% | 77,61 | F | 2,13 | -25,48 | 1232,16 |
26-04-2011 | 1340,77 | 5,52 | 0,41% | 83,13 | G | 5,52 | -19,96 | 1237,68 |
27-04-2011 | 1355,66 | 14,89 | 1,11% | 98,02 | G | 14,89 | -5,07 | 1252,57 |
28-04-2011 | 1360,48 | 4,82 | 0,36% | 102,84 | F | -4,82 | -9,89 | 1247,75 |
29-04-2011 | 1363,61 | 3,13 | 0,23% | 105,97 | G | 3,13 | -6,76 | 1250,88 |
02-05-2011 | 1361,22 | -2,39 | -0,18% | 103,58 | G | -2,39 | -9,15 | 1248,49 |
03-05-2011 | 1356,62 | -4,60 | -0,34% | 98,98 | G | -4,60 | -13,75 | 1243,89 |
04-05-2011 | 1347,32 | -9,30 | -0,69% | 89,68 | G | -9,30 | -23,05 | 1234,59 |
05-05-2011 | 1335,10 | -12,22 | -0,91% | 77,46 | F | 12,22 | -10,83 | 1246,81 |
06-05-2011 | 1340,20 | 5,10 | 0,38% | 82,56 | G | 5,10 | -5,73 | 1251,91 |
09-05-2011 | 1346,29 | 6,09 | 0,45% | 88,65 | G | 6,09 | 0,36 | 1258,00 |
10-05-2011 | 1357,16 | 10,87 | 0,81% | 99,52 | F | -10,87 | -10,51 | 1247,13 |
11-05-2011 | 1342,08 | -15,08 | -1,11% | 84,44 | G | -15,08 | -25,59 | 1232,05 |
12-05-2011 | 1348,65 | 6,57 | 0,49% | 91,01 | G | 6,57 | -19,02 | 1238,62 |
13-05-2011 | 1337,77 | -10,88 | -0,81% | 80,13 | G | -10,88 | -29,90 | 1227,74 |
16-05-2011 | 1329,47 | -8,30 | -0,62% | 71,83 | F | 8,30 | -21,60 | 1236,04 |
17-05-2011 | 1328,98 | -0,49 | -0,04% | 71,34 | F | 0,49 | -21,11 | 1236,53 |
18-05-2011 | 1340,68 | 11,70 | 0,88% | 83,04 | F | -11,70 | -32,81 | 1224,83 |
19-05-2011 | 1343,60 | 2,92 | 0,22% | 85,96 | G | 2,92 | -29,89 | 1227,75 |
20-05-2011 | 1333,27 | -10,33 | -0,77% | 75,63 | G | -10,33 | -40,22 | 1217,42 |
23-05-2011 | 1317,37 | -15,90 | -1,19% | 59,73 | G | -15,90 | -56,12 | 1201,52 |
24-05-2011 | 1316,28 | -1,09 | -0,08% | 58,64 | G | -1,09 | -57,21 | 1200,43 |
25-05-2011 | 1320,47 | 4,19 | 0,32% | 62,83 | F | -4,19 | -61,40 | 1196,24 |
26-05-2011 | 1325,69 | 5,22 | 0,40% | 68,05 | G | 5,22 | -56,18 | 1201,46 |
27-05-2011 | 1331,10 | 5,41 | 0,41% | 73,46 | G | 5,41 | -50,77 | 1206,87 |
31-05-2011 | 1345,20 | 14,10 | 1,06% | 87,56 | G | 14,10 | -36,67 | 1220,97 |
01-06-2011 | 1314,55 | -30,65 | -2,28% | 56,91 | F | 30,65 | -6,02 | 1251,62 |
02-06-2011 | 1312,94 | -1,61 | -0,12% | 55,30 | G | -1,61 | -7,63 | 1250,01 |
03-06-2011 | 1300,16 | -12,78 | -0,97% | 42,52 | G | -12,78 | -20,41 | 1237,23 |
06-06-2011 | 1286,17 | -13,99 | -1,08% | 28,53 | F | 13,99 | -6,42 | 1251,22 |
07-06-2011 | 1284,94 | -1,23 | -0,10% | 27,30 | F | 1,23 | -5,19 | 1252,45 |
08-06-2011 | 1279,56 | -5,38 | -0,42% | 21,92 | ? | 0,00 | -5,19 | 1252,45 |
09-06-2011 | 1289,00 | 9,44 | 0,74% | 31,36 | G | 9,44 | 4,25 | 1261,89 |
10-06-2011 | 1270,98 | -18,02 | -1,40% | 13,34 | N/A | 0,00 | 4,25 | 1261,89 |
13-06-2011 | 1271,83 | 0,85 | 0,07% | 14,19 | N/A | 0,00 | 4,25 | 1261,89 |
14-06-2011 | 1287,87 | 16,04 | 1,26% | 30,23 | N/A | 0,00 | 4,25 | 1261,89 |
15-06-2011 | 1265,42 | -22,45 | -1,74% | 7,78 | N/A | 0,00 | 4,25 | 1261,89 |
16-06-2011 | 1267,64 | 2,22 | 0,18% | 10,00 | N/A | 0,00 | 4,25 | 1261,89 |
17-06-2011 | 1271,50 | 3,86 | 0,30% | 13,86 | N/A | 0,00 | 4,25 | 1261,89 |
20-06-2011 | 1278,36 | 6,86 | 0,54% | 20,72 | N/A | 0,00 | 4,25 | 1261,89 |
21-06-2011 | 1295,52 | 17,16 | 1,34% | 37,88 | N/A | 0,00 | 4,25 | 1261,89 |
22-06-2011 | 1287,14 | -8,38 | -0,65% | 29,50 | N/A | 0,00 | 4,25 | 1261,89 |
23-06-2011 | 1283,50 | -3,64 | -0,28% | 25,86 | N/A | 0,00 | 4,25 | 1261,89 |
24-06-2011 | 1268,45 | -15,05 | -1,17% | 10,81 | N/A | 0,00 | 4,25 | 1261,89 |
27-06-2011 | 1280,10 | 11,65 | 0,92% | 22,46 | G | 11,65 | 15,90 | 1273,54 |
28-06-2011 | 1296,67 | 16,57 | 1,29% | 39,03 | F | -16,57 | -0,67 | 1256,97 |
29-06-2011 | 1307,41 | 10,74 | 0,83% | 49,77 | F | -10,74 | -11,41 | 1246,23 |
30-06-2011 | 1320,64 | 13,23 | 1,01% | 63,00 | F | -13,23 | -24,64 | 1233,00 |
01-07-2011 | 1339,67 | 19,03 | 1,44% | 82,03 | F | -19,03 | -43,67 | 1213,97 |
05-07-2011 | 1337,88 | -1,79 | -0,13% | 80,24 | G | -1,79 | -45,46 | 1212,18 |
06-07-2011 | 1339,22 | 1,34 | 0,10% | 81,58 | G | 1,34 | -44,12 | 1213,52 |
07-07-2011 | 1353,22 | 14,00 | 1,05% | 95,58 | G | 14,00 | -30,12 | 1227,52 |
08-07-2011 | 1343,80 | -9,42 | -0,70% | 86,16 | G | -9,42 | -39,54 | 1218,10 |
11-07-2011 | 1319,49 | -24,31 | -1,81% | 61,85 | G | -24,31 | -63,85 | 1193,79 |
12-07-2011 | 1313,64 | -5,85 | -0,44% | 56,00 | F | 5,85 | -58,00 | 1199,64 |
13-07-2011 | 1317,72 | 4,08 | 0,31% | 60,08 | F | -4,08 | -62,08 | 1195,56 |
14-07-2011 | 1308,87 | -8,85 | -0,67% | 51,23 | G | -8,85 | -70,93 | 1186,71 |
15-07-2011 | 1316,14 | 7,27 | 0,56% | 58,50 | G | 7,27 | -63,66 | 1193,98 |
18-07-2011 | 1305,44 | -10,70 | -0,81% | 47,80 | G | -10,70 | -74,36 | 1183,28 |
19-07-2011 | 1326,73 | 21,29 | 1,63% | 69,09 | F | -21,29 | -95,65 | 1161,99 |
20-07-2011 | 1325,84 | -0,89 | -0,07% | 68,20 | G | -0,89 | -96,54 | 1161,10 |
21-07-2011 | 1343,80 | 17,96 | 1,35% | 86,16 | F | -17,96 | -114,50 | 1143,14 |
22-07-2011 | 1345,02 | 1,22 | 0,09% | 87,38 | F | -1,22 | -115,72 | 1141,92 |
25-07-2011 | 1337,43 | -7,59 | -0,56% | 79,79 | G | -7,59 | -123,31 | 1134,33 |
26-07-2011 | 1331,94 | -5,49 | -0,41% | 74,30 | F | 5,49 | -117,82 | 1139,82 |
27-07-2011 | 1304,89 | -27,05 | -2,03% | 47,25 | F | 27,05 | -90,77 | 1166,87 |
28-07-2011 | 1300,67 | -4,22 | -0,32% | 43,03 | F | 4,22 | -86,55 | 1171,09 |
29-07-2011 | 1292,28 | -8,39 | -0,65% | 34,64 | G | -8,39 | -94,94 | 1162,70 |
01-08-2011 | 1286,94 | -5,34 | -0,41% | 29,30 | G | -5,34 | -100,28 | 1157,36 |
02-08-2011 | 1254,05 | -32,89 | -2,56% | -3,59 | F | 32,89 | -67,39 | 1190,25 |
03-08-2011 | 1260,34 | 6,29 | 0,50% | 2,70 | F | -6,29 | -73,68 | 1183,96 |
04-08-2011 | 1200,07 | -60,27 | -4,78% | -57,57 | F | 60,27 | -13,41 | 1244,23 |
05-08-2011 | 1199,38 | -0,69 | -0,06% | -58,26 | G | -0,69 | -14,10 | 1243,54 |
08-08-2011 | 1119,46 | -79,92 | -6,66% | -138,18 | G | -29,98 | -44,08 | 1213,56 |
09-08-2011 | 1172,53 | 53,07 | 4,74% | -85,11 | F | -27,99 | -72,07 | 1185,57 |
10-08-2011 | 1120,76 | -51,77 | -4,42% | -136,88 | ? | 0,00 | -72,07 | 1185,57 |
11-08-2011 | 1172,64 | 51,88 | 4,63% | -85,00 | ? | 0,00 | -72,07 | 1185,57 |
12-08-2011 | 1178,81 | 6,17 | 0,53% | -78,83 | G | 6,17 | -65,90 | 1191,74 |
15-08-2011 | 1204,49 | 25,68 | 2,18% | -53,15 | G | 25,68 | -40,22 | 1217,42 |
16-08-2011 | 1192,76 | -11,73 | -0,97% | -64,88 | G | -11,73 | -51,95 | 1205,69 |
17-08-2011 | 1193,89 | 1,13 | 0,09% | -63,75 | ? | 0,00 | -51,95 | 1205,69 |
18-08-2011 | 1140,65 | -53,24 | -4,46% | -116,99 | G | -29,85 | -81,80 | 1175,84 |
19-08-2011 | 1123,53 | -17,12 | -1,50% | -134,11 | G | -17,12 | -98,92 | 1158,72 |
22-08-2011 | 1123,82 | 0,29 | 0,03% | -133,82 | G | 0,29 | -98,63 | 1159,01 |
23-08-2011 | 1162,35 | 38,53 | 3,43% | -95,29 | F | -28,10 | -126,72 | 1130,92 |
24-08-2011 | 1177,60 | 15,25 | 1,31% | -80,04 | G | 15,25 | -111,47 | 1146,17 |
25-08-2011 | 1159,27 | -18,33 | -1,56% | -98,37 | G | -18,33 | -129,80 | 1127,84 |
26-08-2011 | 1176,80 | 17,53 | 1,51% | -80,84 | G | 17,53 | -112,27 | 1145,37 |
29-08-2011 | 1210,08 | 33,28 | 2,83% | -47,56 | G | 33,28 | -78,99 | 1178,65 |
30-08-2011 | 1212,92 | 2,84 | 0,23% | -44,72 | G | 2,84 | -76,15 | 1181,49 |
31-08-2011 | 1218,89 | 5,97 | 0,49% | -38,75 | G | 5,97 | -70,18 | 1187,46 |
01-09-2011 | 1204,42 | -14,47 | -1,19% | -53,22 | G | -14,47 | -84,65 | 1172,99 |
02-09-2011 | 1173,97 | -30,45 | -2,53% | -83,67 | F | 30,45 | -54,20 | 1203,44 |
06-09-2011 | 1165,24 | -8,73 | -0,74% | -92,40 | G | -8,73 | -62,93 | 1194,71 |
07-09-2011 | 1198,62 | 33,38 | 2,86% | -59,02 | G | 33,38 | -29,55 | 1228,09 |
08-09-2011 | 1185,90 | -12,72 | -1,06% | -71,74 | G | -12,72 | -42,27 | 1215,37 |
09-09-2011 | 1154,23 | -31,67 | -2,67% | -103,41 | G | -29,65 | -71,92 | 1185,72 |
12-09-2011 | 1162,27 | 8,04 | 0,70% | -95,37 | F | -8,04 | -79,96 | 1177,68 |
13-09-2011 | 1172,87 | 10,60 | 0,91% | -84,77 | F | -10,60 | -90,56 | 1167,08 |
14-09-2011 | 1188,68 | 15,81 | 1,35% | -68,96 | G | 15,81 | -74,75 | 1182,89 |
15-09-2011 | 1209,11 | 20,43 | 1,72% | -48,53 | ? | 0,00 | -74,75 | 1182,89 |
16-09-2011 | 1216,01 | 6,90 | 0,57% | -41,63 | G | 6,90 | -67,85 | 1189,79 |
19-09-2011 | 1204,09 | -11,92 | -0,98% | -53,55 | G | -11,92 | -79,77 | 1177,87 |
20-09-2011 | 1202,09 | -2,00 | -0,17% | -55,55 | G | -2,00 | -81,77 | 1175,87 |
21-09-2011 | 1166,76 | -35,33 | -2,94% | -90,88 | G | -30,05 | -111,82 | 1145,82 |
22-09-2011 | 1129,56 | -37,20 | -3,19% | -128,08 | F | 37,20 | -74,62 | 1183,02 |
23-09-2011 | 1136,43 | 6,87 | 0,61% | -121,21 | F | -6,87 | -81,49 | 1176,15 |
26-09-2011 | 1162,95 | 26,52 | 2,33% | -94,69 | G | 26,52 | -54,97 | 1202,67 |
27-09-2011 | 1175,38 | 12,43 | 1,07% | -82,26 | ? | 0,00 | -54,97 | 1202,67 |
28-09-2011 | 1151,06 | -24,32 | -2,07% | -106,58 | G | -24,32 | -79,29 | 1178,35 |
29-09-2011 | 1160,40 | 9,34 | 0,81% | -97,24 | G | 9,34 | -69,95 | 1187,69 |
30-09-2011 | 1131,42 | -28,98 | -2,50% | -126,22 | G | -28,98 | -98,93 | 1158,71 |
03-10-2011 | 1099,23 | -32,19 | -2,85% | -158,41 | G | -28,29 | -127,22 | 1130,42 |
04-10-2011 | 1123,95 | 24,72 | 2,25% | -133,69 | G | 24,72 | -102,50 | 1155,14 |
05-10-2011 | 1144,03 | 20,08 | 1,79% | -113,61 | G | 20,08 | -82,42 | 1175,22 |
06-10-2011 | 1164,97 | 20,94 | 1,83% | -92,67 | ? | 0,00 | -82,42 | 1175,22 |
07-10-2011 | 1155,46 | -9,51 | -0,82% | -102,18 | ? | 0,00 | -82,42 | 1175,22 |
10-10-2011 | 1191,50 | 36,04 | 3,12% | -66,14 | G | 36,04 | -46,38 | 1211,26 |
11-10-2011 | 1195,54 | 4,04 | 0,34% | -62,10 | G | 4,04 | -42,34 | 1215,30 |
12-10-2011 | 1207,25 | 11,71 | 0,98% | -50,39 | G | 11,71 | -30,63 | 1227,01 |
13-10-2011 | 1203,66 | -3,59 | -0,30% | -53,98 | F | 3,59 | -27,04 | 1230,60 |
14-10-2011 | 1224,58 | 20,92 | 1,74% | -33,06 | G | 20,92 | -6,12 | 1251,52 |
17-10-2011 | 1200,86 | -23,72 | -1,94% | -56,78 | F | 23,72 | 17,60 | 1275,24 |
18-10-2011 | 1225,38 | 24,52 | 2,04% | -32,26 | ? | 0,00 | 17,60 | 1275,24 |
19-10-2011 | 1209,88 | -15,50 | -1,26% | -47,76 | ? | 0,00 | 17,60 | 1275,24 |
20-10-2011 | 1215,39 | 5,51 | 0,46% | -42,25 | G | 5,51 | 23,11 | 1280,75 |
21-10-2011 | 1238,25 | 22,86 | 1,88% | -19,39 | ? | 0,00 | 23,11 | 1280,75 |
24-10-2011 | 1254,19 | 15,94 | 1,29% | -3,45 | G | 15,94 | 39,05 | 1296,69 |
25-10-2011 | 1229,05 | -25,14 | -2,00% | -28,59 | G | -25,14 | 13,91 | 1271,55 |
26-10-2011 | 1242,00 | 12,95 | 1,05% | -15,64 | G | 12,95 | 26,86 | 1284,50 |
27-10-2011 | 1284,59 | 42,59 | 3,43% | 26,95 | F | -31,05 | -4,19 | 1253,45 |
28-10-2011 | 1285,09 | 0,50 | 0,04% | 27,45 | G | 0,50 | -3,69 | 1253,95 |
31-10-2011 | 1253,30 | -31,79 | -2,47% | -4,34 | F | 31,79 | 28,10 | 1285,74 |
01-11-2011 | 1218,28 | -35,02 | -2,79% | -39,36 | ? | 0,00 | 28,10 | 1285,74 |
02-11-2011 | 1237,90 | 19,62 | 1,61% | -19,74 | ? | 0,00 | 28,10 | 1285,74 |
03-11-2011 | 1261,15 | 23,25 | 1,88% | 3,51 | F | -23,25 | 4,85 | 1262,49 |
04-11-2011 | 1253,23 | -7,92 | -0,63% | -4,41 | F | 7,92 | 12,77 | 1270,41 |
07-11-2011 | 1261,12 | 7,89 | 0,63% | 3,48 | F | -7,89 | 4,88 | 1262,52 |
08-11-2011 | 1275,92 | 14,80 | 1,17% | 18,28 | F | -14,80 | -9,92 | 1247,72 |
09-11-2011 | 1229,10 | -46,82 | -3,67% | -28,54 | F | 46,82 | 36,90 | 1294,54 |
10-11-2011 | 1239,70 | 10,60 | 0,86% | -17,94 | F | -10,60 | 26,30 | 1283,94 |
11-11-2011 | 1263,85 | 24,15 | 1,95% | 6,21 | ? | 0,00 | 26,30 | 1283,94 |
14-11-2011 | 1251,78 | -12,07 | -0,96% | -5,86 | F | 12,07 | 38,37 | 1296,01 |
15-11-2011 | 1257,81 | 6,03 | 0,48% | 0,17 | F | -6,03 | 32,34 | 1289,98 |
16-11-2011 | 1236,91 | -20,90 | -1,66% | -20,73 | F | 20,90 | 53,24 | 1310,88 |
17-11-2011 | 1216,13 | -20,78 | -1,68% | -41,51 | F | 20,78 | 74,02 | 1331,66 |
18-11-2011 | 1215,65 | -0,48 | -0,04% | -41,99 | F | 0,48 | 74,50 | 1332,14 |
21-11-2011 | 1192,98 | -22,67 | -1,86% | -64,66 | G | -22,67 | 51,83 | 1309,47 |
22-11-2011 | 1188,04 | -4,94 | -0,41% | -69,60 | G | -4,94 | 46,89 | 1304,53 |
23-11-2011 | 1161,79 | -26,25 | -2,21% | -95,85 | F | 26,25 | 73,14 | 1330,78 |
25-11-2011 | 1158,67 | -3,12 | -0,27% | -98,97 | F | 3,12 | 76,26 | 1333,90 |
28-11-2011 | 1192,55 | 33,88 | 2,92% | -65,09 | ? | 0,00 | 76,26 | 1333,90 |
29-11-2011 | 1195,19 | 2,64 | 0,22% | -62,45 | G | 2,64 | 78,90 | 1336,54 |
30-11-2011 | 1246,96 | 51,77 | 4,33% | -10,68 | F | -29,88 | 49,02 | 1306,66 |
01-12-2011 | 1244,58 | -2,38 | -0,19% | -13,06 | F | 2,38 | 51,40 | 1309,04 |
02-12-2011 | 1244,28 | -0,30 | -0,02% | -13,36 | F | 0,30 | 51,70 | 1309,34 |
05-12-2011 | 1257,08 | 12,80 | 1,03% | -0,56 | F | -12,80 | 38,90 | 1296,54 |
06-12-2011 | 1258,47 | 1,39 | 0,11% | 0,83 | F | -1,39 | 37,51 | 1295,15 |
07-12-2011 | 1261,01 | 2,54 | 0,20% | 3,37 | F | -2,54 | 34,97 | 1292,61 |
08-12-2011 | 1234,35 | -26,66 | -2,11% | -23,29 | G | -26,66 | 8,31 | 1265,95 |
09-12-2011 | 1255,19 | 20,84 | 1,69% | -2,45 | G | 20,84 | 29,15 | 1286,79 |
12-12-2011 | 1236,47 | -18,72 | -1,49% | -21,17 | F | 18,72 | 47,87 | 1305,51 |
13-12-2011 | 1225,73 | -10,74 | -0,87% | -31,91 | G | -10,74 | 37,13 | 1294,77 |
14-12-2011 | 1211,82 | -13,91 | -1,13% | -45,82 | G | -13,91 | 23,22 | 1280,86 |
15-12-2011 | 1215,75 | 3,93 | 0,32% | -41,89 | G | 3,93 | 27,15 | 1284,79 |
16-12-2011 | 1219,66 | 3,91 | 0,32% | -37,98 | ? | 0,00 | 27,15 | 1284,79 |
19-12-2011 | 1205,35 | -14,31 | -1,17% | -52,29 | G | -14,31 | 12,84 | 1270,48 |
20-12-2011 | 1241,30 | 35,95 | 2,98% | -16,34 | G | 35,95 | 48,79 | 1306,43 |
21-12-2011 | 1243,72 | 2,42 | 0,19% | -13,92 | F | -2,42 | 46,37 | 1304,01 |
22-12-2011 | 1254,00 | 10,28 | 0,83% | -3,64 | G | 10,28 | 56,65 | 1314,29 |
23-12-2011 | 1265,33 | 11,33 | 0,90% | 7,69 | G | 11,33 | 67,98 | 1325,62 |
27-12-2011 | 1265,43 | 0,10 | 0,01% | 7,79 | G | 0,10 | 68,08 | 1325,72 |
28-12-2011 | 1249,64 | -15,79 | -1,25% | -8,00 | G | -15,79 | 52,29 | 1309,93 |
29-12-2011 | 1263,02 | 13,38 | 1,07% | 5,38 | G | 13,38 | 65,67 | 1323,31 |
30-12-2011 | 1257,60 | -5,42 | -0,43% | -0,04 | ? | 0,00 | 65,67 | 1323,31 |
Date | S&P 500 | S&P 500 daily change | S&P 500 daily cumulative | G&F indicator | G&F daily result | G&F daily result cumulative | G&F cumulative | |
Result 2011 | S&P500 | -0,04 | 0,00% | |||||
G&F | 65,67 | 5,22% | ||||||
Stoploss at 2,5% was applied on: | ||||||||
08-08-2011 | ||||||||
09-08-2011 | ||||||||
18-08-2011 | ||||||||
23-08-2011 | ||||||||
09-09-2011 | ||||||||
21-09-2011 | ||||||||
03-10-2011 | ||||||||
27-10-2011 | ||||||||
28-11-2011 |