S/T SHORT TERM SIGNALS

 Open Date  Type  Signal  In. Stop  Close  Close Date  Gain
 12/31/15  S/T SELL  2058  2078  2062  01/08/15  -4
 01/08/15  S/T BUY  2062  2037  2028  01/12/15  -34
 01/12/15  S/T SELL  2028  2043  2022  01/20/15  6
 01/20/15  S/T BUY  2023  2013  2029  01/27/15  +6
 01/27/15  S/T SELL  2029  2046 2021  02/02/15  +8
 02/02/15  S/T BUY  2021  2012 2098  03/04/15  +77
 03/06/15 S/T SELL  2084  2098 2072  03/16/15  +12
 03/16/15  S/T BUY  2072  2065  2077  03/25/15  +5
 03/25/15  S/T SELL  2061  2088  2087  03/30/15  -26
 03/31/15  S/T SELL  2067  2077  2080  04/06/15  -13
 04/06/15  S/T BUY  2080  2066  2081  04/17/15  -1
 04/20/15  S/T BUY  2098  2088  2088  04/30/15  -10
 04/30/15  S/T SELL  2088  2107  2107  05/01/15  -19
 05/01/15  S/T BUY  2107  2102  2095  05/05/15  -12
 05/05/05  S/T SELL  2095  2107  2112  05/08/15  -17
 05/08/15  S/T BUY  2112  2095  2115  05/26/15  +3
 05/26/15  S/T SELL  2105  2124  2105  06/10/15  0
 06/10/15  S/TBUY  2105  2089  2084  06/15/15  -21
 06/15/15  S/T SELL  2084  2098  2101  06/17/15  -17
 06/17/15  S/T BUY  2101  2091  2108  06/24/15  +7
 06/29/15  S/T SELL  2075  2095  2081  07/07/15  -6
 07/07/15  S/T BUY  2081  2072  2060  07/08/15  -21
 07/08/15  S/T SELL  2060  2072  2076  07/10/15  -16
 07/10/15  S/T BUY  2076  2061  2106  07/23/15  +30
 07/24/15  S/T SELL  2087  2095  2093  07/29/15  -6
 07/29/15  S/T BUY  2099  2091  2096  08/03/15  -3
 08/05/15  S/T BUY  2104  2093  2093  08/06/15  -11
 08/06/15  S/T SELL  2093  2098  2093  08/11/15  0
 08/10/15  S/T BUY  2093  2088  2084  08/11/15  -9
 08/11/15  S/TSELL  2084  2095  2102  08/17/15  -18
 08/17/15  S/T BUY  2102  2087  2079  08/19/15  -23
 08/19/15  S/T SELL  2079  2094  1910  26/08/15  +169
 08/27/15  S/T BUY  1965  1955  1925  09/01/15  -40
 09/01/15  S/T SELL  1925  1956  1969  09/08/15  -44
 09/08/15  S/T BUY  1969  1945  1942  09/09/15  -27
 09/09/15  S/T SELL  1942  1952  1961  09/11/15  -19
 09/11/15  S/T BUY  1961  1948  1970  09/18/15  +9
 09/22/15  S/T SELL  1940  1965  1920  09/30/15  +20
 09/30/15  S/T BUY  1920  1907  1994  10/14/15  +74
 10/16/15  S/T BUY  2005  2003  2025  10/21/15  +20
 10/22/15  S/T BUY  2032  2002  2080  10/30/15  +48
 11/02/15  S/T BUY  2087  2080  2096  11/05/15  +9
 11/12/15  S/T SELL  2060  2076  2035  11/16/15  +25
 11/18/15  S/T BUY  2060  2049  2049  11/18/15  -11
 11/19/15  S/T BUY  2060  2048  2074  11/24/15  +14
 11/24/15  S/T SELL  2074  2083  2084  11/24/15  -10
 11/24/15  S/T BUY  2084  2070  2085  12/02/15  +1
 12/03/15  S/T SELL  2075  2079  2080  12/04/15  – 5
 12/04/15  S/T BUY  2080  2075  2075  12/07/15  – 5
 12/07/15  S/T SELL  2070  2085  2045  15/12/15  + 25
 12/15/15  S/T BUY  2045  2034  2045  17/12/15  0
 12/22/15  S/T BUY  2038  2027 2052  30/12/15  +14
 12/31/15  S/T SELL  2045  2060  OPEN

L/T SHORT TERM SIGNALS

 Open Date  Type  Signal  In. Stop  Close  Close Date  Gain
 01/05/15  L/T SELL  2020  2054  2062  01/08/15  -42
 01/12/15  L/T SELL  2028  2050  2063  01/22/15  -35
 01/22/15  L/T BUY  2063  2040  2029  01/27/15  -34
 01/27/15  L/T SELL  2029  2038 2050  02/03/15  -21
 02/04/15 L/T BUY  2042  2025 2071  03/06/15  +29
 03/09/15  L/T SELL  2079  2099 2099  03/18/15  -20
 03/18/15  L/T BUY  2099  2040  2061  03/25/15  -38
 03/26/15  L/T SELL  2056  2086  2086  03/30/15  -30
 04/01/15  L/T SELL  2059  2078  2080  04/06/15  -21
 04/08/15  L/T BUY  2082  2071  2088  04/30/15  +6
 05/06/15  L/T SELL  2080  2105  2116  05/08/15  -36

OSC OSCILLATOR MOMENTUM SIGNALS

 Open Date  Type  Signal  In. Stop  Close  Close Date  Gain
 03/06/15 OSC SELL  2071  2137 2099  03/18/15  -28
 03/18/15  OSC BUY  2099  2040  2056  03/26/15  -43
 04/30/15  OSC SELL  2085  2125  2122  05/15/15  -37
 05/15/15  OSC BUY  2122  2067  2123  05/27/15  -1
 05/27/15  OSC SELL  2123  2135  2084  06/15/15  +39
 06/15/15  OSC BUY  2084  2073  2057  06/29/15  -27
 06/29/15  OSC SELL  2057  2129  2099  07/13/15  -42
 07/13/15  OSC BUY  2099  2046  2079  07/27/15  -20
 07/27/15  OSC SELL  2067  2132  1914  09/01/15  +153
 09/08/15  OSC SELL  1969  1993  1952  09/10/15  +17
 09/10/15  OSC BUY  1952  1867  1932  09/24/15  -20
 09/24/15  OSC SELL  1932  2020  1920  09/30/15  +12
 10/02/15  OSC BUY  1951  1871  2060  11/12/15  +109
 11/12/15  OSC SELL  2060  2110  2021  12/21/15  +39
 12/21/15  OSC BUY  2021  1994  2012  04/01/16  -9
 S/T SIGNALS + 134
 L/T SIGNALS
 -208
 OSC SIGNALS
+198
 Max Drawdown during losing streak (s/t)
 -133

A VERY DIFFICULT YEAR with very choppy first half, and subsequently made several adjustments to the signalling system and introduced tighter stops in the 2nd half.

The L/T Signalling was performing very poorly and was discontinued.