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To: David who wrote (49)	1/19/2000 11:23:00 PM
From: Patrick Slevin	Read Replies (1) \| Respond to of 797

Tell you what, I have a System that trades off the SPX. If you like, I'll post it's results. It's from 1/4/99 in trades. Below, is trades off Cash from 1/4/99. I won't tell you you how the system works either. It's hard and fast, It only has 15 trades in the last year. I do intend to trade this system. But it's only a mechanical system which isn't as strong as the day trading system which follows this post. ------------------------------- Performance Summary: All Trades Total net profit $ 266.49 Open position P/L $ 0.00 Gross profit $ 371.69 Gross loss $ -105.20 Total # of trades 15 Percent profitable 60% Number winning trades 9 Number losing trades 6 Largest winning trade $ 95.35 Largest losing trade $ -20.00 Average winning trade $ 41.30 Average losing trade $ -17.53 Ratio avg win/avg loss 2.36 Avg trade(win & loss) $ 17.77 Max consec. winners 3 Max consec. losers 3 Avg # bars in winners 5 Avg # bars in losers 3 Max intraday drawdown $ -54.98 Profit factor 3.53 Max # contracts held 1 Account size required $ 54.98 Return on account 485% Performance Summary: Long Trades Total net profit $ 116.81 Open position P/L $ 0.00 Gross profit $ 156.81 Gross loss $ -40.00 Total # of trades 6 Percent profitable 67% Number winning trades 4 Number losing trades 2 Largest winning trade $ 93.61 Largest losing trade $ -20.00 Average winning trade $ 39.20 Average losing trade $ -20.00 Ratio avg win/avg loss 1.96 Avg trade(win & loss) $ 19.47 Max consec. winners 3 Max consec. losers 1 Avg # bars in winners 5 Avg # bars in losers 1 Max intraday drawdown $ -39.62 Profit factor 3.92 Max # contracts held 1 Account size required $ 39.62 Return on account 295% Performance Summary: Short Trades Total net profit $ 149.68 Open position P/L $ 0.00 Gross profit $ 214.88 Gross loss $ -65.20 Total # of trades 9 Percent profitable 56% Number winning trades 5 Number losing trades 4 Largest winning trade $ 95.35 Largest losing trade $ -20.00 Average winning trade $ 42.98 Average losing trade $ -16.30 Ratio avg win/avg loss 2.64 Avg trade(win & loss) $ 16.63 Max consec. winners 2 Max consec. losers 3 Avg # bars in winners 6 Avg # bars in losers 4 Max intraday drawdown $ -54.98 Profit factor 3.30 Max # contracts held 1 Account size required $ 54.98 Return on account 272%

To: David who wrote (49)	1/19/2000 11:48:00 PM
From: Patrick Slevin	Respond to of 797

Here is the results of the Day trading System It is based on trading the SnP March Contract from November through today It is based only on the March Contract. ======================= Performance Summary: All Trades Total net profit $ 31275.00 Open position P/L $ 0.00 Gross profit $ 102925.00 Gross loss $ -71650.00 Total # of trades 145 Percent profitable 61% Number winning trades 89 Number losing trades 56 Largest winning trade $ 8000.00 Largest losing trade $ -3525.00 Average winning trade $ 1156.46 Average losing trade $ -1279.46 Ratio avg win/avg loss 0.90 Avg trade(win & loss) $ 215.69 Max consec. winners 8 Max consec. losers 5 Avg # bars in winners 15 Avg # bars in losers 21 Max intraday drawdown $ -13525.00 Profit factor 1.44 Max # contracts held 1 Account size required $ 13525.00 Return on account 231% Performance Summary: Long Trades Total net profit $ 20550.00 Open position P/L $ 0.00 Gross profit $ 58250.00 Gross loss $ -37700.00 Total # of trades 76 Percent profitable 66% Number winning trades 50 Number losing trades 26 Largest winning trade $ 4750.00 Largest losing trade $ -3000.00 Average winning trade $ 1165.00 Average losing trade $ -1450.00 Ratio avg win/avg loss 0.80 Avg trade(win & loss) $ 270.39 Max consec. winners 7 Max consec. losers 5 Avg # bars in winners 14 Avg # bars in losers 20 Max intraday drawdown $ -10400.00 Profit factor 1.55 Max # contracts held 1 Account size required $ 10400.00 Return on account 198% Performance Summary: Short Trades Total net profit $ 10725.00 Open position P/L $ 0.00 Gross profit $ 44675.00 Gross loss $ -33950.00 Total # of trades 69 Percent profitable 57% Number winning trades 39 Number losing trades 30 Largest winning trade $ 8000.00 Largest losing trade $ -3525.00 Average winning trade $ 1145.51 Average losing trade $ -1131.67 Ratio avg win/avg loss 1.01 Avg trade(win & loss) $ 155.43 Max consec. winners 5 Max consec. losers 3 Avg # bars in winners 17 Avg # bars in losers 23 Max intraday drawdown $ -7225.00 Profit factor 1.32 Max # contracts held 1 Account size required $ 7225.00 Return on account 148%