I recently completed a third year of back testing the SPX Ratio Spread on the SPY Detector signals. Without any changes to the rules or the signals, 2012 had remarkably similar results to the previous two years which were much more volatile.

Here is some documentation for this back test:

• PDF Overview: SPX Ratio Spread Back Testing Results – Part 2
• Excel spreadsheet: Day-by-day: SPX Ratio on SPY Detector V1
• Excel spreadsheet: Trade-by-trade ONE Export 2010-2012

Let me know if you have any questions.

Feel free to email if you want updates on the testing and development of this system.

Andrew Falde
[email protected]

Please note: This information was gathered in a simulated back test using historic data. No relevant positions. Options Risk Disclaimer