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Strategies & Market Trends : Dow Jones Futures -- A free paper trading service -- Ignore unavailable to you. Want to Upgrade?

To: David who wrote (202)	3/5/2000 7:17:00 AM
From: fut_trade	Read Replies (2) \| Respond to of 797

Here is my first attempt to show historical system performance. The system trades the SPX as if it were an index-tracking stock (no leverage) and does not include transaction fees. The 52-week return is the percent change in account value compared to the 52 weeks ago. The original strategy in purple returned 25% average and a second strategy in green, which includes profit taking and stop losses and is optimized a little, returned 30% average since 1962. geocities.com

To: David who wrote (202)	3/19/2000 1:52:00 PM
From: David	Read Replies (1) \| Respond to of 797

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 * This system fails if balance drops below $6,000.