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Trades 6 popular ETF's.  Here are the compounded returns to date (1/1/07 - 7/19/10):  

• SPY (S&P 500)  +418%
• QQQQ (Nasdaq 100)  +573% 
• XLF (Financials)  +2,019%
• GDX (Gold Bugs)  +5,023%
• IYR (Real Estate)  +6,175%
• OIH (Oil Services)  +917%
  
  100% invested 100% of the time, long and short.  Holding periods average 10 trading days (2 weeks).
  
  100% mechanical trading system.