Performance Summary
System Entry Entry Exit Exit Number of Net Net fees Balance
Signal Date Price Date Price Contracts Points $ $ $
10,000(inital)
SHORT 11/23/99 11028(DJ99Z) 11/26/99 10963(DJ99Z) 1 65 650 -25 10,625
SHORT 11/29/99 10980(DJ99Z) 12/01/99 11040(DJ99Z) 1 -60 -600 -25 10,000
SHORT 12/14/99 11310(DJ00H) 12/15/99 11357(DJ00H) 1 -47 -470 -25 9,505
SHORT 12/16/99 11380(DJ00H) 12/17/99 11427(DJ00H) 1 -47 -470 -25 9,010
LONG 12/22/99 11355(DJ00H) 12/29/99 11662(DJ00H) 1 307 3070 -25 12,055
LONG 01/13/00 11672(DJ00H) 01/18/00 11655(DJ00H) 1 -17 -170 -25 11,860
SHORT 01/19/00 11620(DJ00H) 01/24/00 11283(DJ00H) 1 337 3370 -25 15,205
LONG 02/04/00 11016(DJ00H) 02/07/00 10923(DJ00H) 1 -93 -930 -25 14,250
LONG 02/08/00 11276(DJ00H) 02/09/00 10718(DJ00H) 1 -262 -2620 -25 11,605
LONG 03/01/00 10180(DJ00H) 03/03/00 10455(DJ00H) 1 275 2750 -25 14,330
LONG 03/09/00 10039(DJ00H) 03/13/00 9945(DJ00H) 1 -94 -940 -25 13,365
LONG 03/15/00 10285(DJ00M) 03/16/00 10563(DJ00M) 1 278 2780 -25 16,120
LONG 03/29/00 11182(DJ00M) 04/04/00 11484(DJ00M) 1 302 3020 -25 19,115
SHORT 04/06/00 11151(DJ00M) 04/06/00 11235(DJ00M) 2 168 1680 -25 17,410
System Entry Entry Exit Exit Number of Net Net fees Balance
Signal Date Price Date Price Contracts Points $ $ $
* This system fails if balance drops below $6,000. |
