|
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Intro
Performance Dates … January 1, 1988
through May 9, 2008
Cumulative Net Profit (Per $100k trading
Unit) ... $ 719,016
Excluding interest income, prior to incentive. No
compounding or pyramiding of positions or reinvestment of profit, deducting
$25.00 per round-turn trade for dealer spreads and order execution
slippage.
Marked to the market combined
performance on daily basis (txt file),
monthly or current.
Greatest Net Drawdown on a Series of
Trades Marked to Market Daily (Per Unit ) … ( -$14,156 )
Drawdown
calculations based on trading one standardized contract per market, per trade
recommendation, from optimal equity peak to lowest low, prior to recovery,
including dealer spreads, order execution slippage and unrealized profit or
loss. No representation can be made that future drawdowns will be less or equal
to historical performance. Drawdowns in this or any program can be larger than
those represented by historical performance.
Qualifying risk tolerance $30k per $100k trading unit maximum permissible drawdown prior to program suspension.
Systems traded:
AUD502A AUD531A AUD488E
CAD538F CAD540A CAD432G
GBP501B GBP547D GBP483A
EUR488B EUR467D EUR518A EUR596A EUR486E
JPY585A JPY445F
CHF475H CHF528D CHF456B
Individual performance available
by clicking on system number.
USD-4978 Allocation
Performance January 1, 1988 - May 9, 2008 |
| Jump to current results. |
| Period Ending |
Beginning Equity |
Additions |
Withdrawals |
Net Performance |
Ending Equity |
Rate of Return |
| Jan-88 |
$0.00 |
$100,000.00 |
$0.00 |
$647.35 |
$100,647.35 |
0.65% |
| Feb-88 |
$100,647.35 |
$0.00 |
$0.00 |
$2,773.51 |
$103,420.86 |
2.76% |
| Mar-88 |
$103,420.86 |
$0.00 |
$0.00 |
$4,030.70 |
$107,451.56 |
3.90% |
| Apr-88 |
$107,451.56 |
$0.00 |
$0.00 |
$7,751.72 |
$115,203.28 |
7.21% |
| May-88 |
$115,203.28 |
$0.00 |
$0.00 |
$8,622.52 |
$123,825.80 |
7.48% |
| Jun-88 |
$123,825.80 |
$0.00 |
$0.00 |
$10,046.70 |
$133,872.50 |
8.11% |
| Jul-88 |
$133,872.50 |
$0.00 |
$0.00 |
$5,777.48 |
$139,649.98 |
4.32% |
| Aug-88 |
$139,649.98 |
$0.00 |
$0.00 |
$2,797.78 |
$142,447.76 |
2.00% |
| Sep-88 |
$142,447.76 |
$0.00 |
$0.00 |
($2,403.83) |
$140,043.93 |
-1.69% |
| Oct-88 |
$140,043.93 |
$0.00 |
$0.00 |
$9,577.92 |
$149,621.85 |
6.84% |
| Nov-88 |
$149,621.85 |
$0.00 |
$0.00 |
$11,134.74 |
$160,756.59 |
7.44% |
| Dec-88 |
$160,756.59 |
$0.00 |
$0.00 |
($9,270.80) |
$151,485.79 |
-5.77% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$51,485.79 |
|
51.49% |
|
|
|
|
|
|
|
| Jan-89 |
$151,485.79 |
$0.00 |
($51,485.79) |
$10,897.94 |
$110,897.94 |
10.90% |
| Feb-89 |
$110,897.94 |
$0.00 |
$0.00 |
($7,745.80) |
$103,152.14 |
-6.98% |
| Mar-89 |
$103,152.14 |
$0.00 |
$0.00 |
$2,205.48 |
$105,357.62 |
2.14% |
| Apr-89 |
$105,357.62 |
$0.00 |
$0.00 |
$3,413.47 |
$108,771.09 |
3.24% |
| May-89 |
$108,771.09 |
$0.00 |
$0.00 |
$9,669.89 |
$118,440.98 |
8.89% |
| Jun-89 |
$118,440.98 |
$0.00 |
$0.00 |
($2,460.84) |
$115,980.14 |
-2.08% |
| Jul-89 |
$115,980.14 |
$0.00 |
$0.00 |
$6,543.84 |
$122,523.98 |
5.64% |
| Aug-89 |
$122,523.98 |
$0.00 |
$0.00 |
$300.10 |
$122,824.08 |
0.24% |
| Sep-89 |
$122,824.08 |
$0.00 |
$0.00 |
$1,476.29 |
$124,300.37 |
1.20% |
| Oct-89 |
$124,300.37 |
$0.00 |
$0.00 |
($3,304.28) |
$120,996.09 |
-2.66% |
| Nov-89 |
$120,996.09 |
$0.00 |
$0.00 |
($3,658.69) |
$117,337.40 |
-3.02% |
| Dec-89 |
$117,337.40 |
$0.00 |
$0.00 |
$8,154.38 |
$125,491.78 |
6.95% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$25,491.78 |
|
25.49% |
|
|
|
|
|
|
|
| Jan-90 |
$125,491.78 |
$0.00 |
($25,491.78) |
$925.00 |
$100,925.00 |
0.93% |
| Feb-90 |
$100,925.00 |
$0.00 |
$0.00 |
$5,457.73 |
$106,382.73 |
5.41% |
| Mar-90 |
$106,382.73 |
$0.00 |
$0.00 |
($1,516.25) |
$104,866.48 |
-1.43% |
| Apr-90 |
$104,866.48 |
$0.00 |
$0.00 |
$3,039.14 |
$107,905.62 |
2.90% |
| May-90 |
$107,905.62 |
$0.00 |
$0.00 |
($3,123.54) |
$104,782.08 |
-2.89% |
| Jun-90 |
$104,782.08 |
$0.00 |
$0.00 |
$2,176.22 |
$106,958.30 |
2.08% |
| Jul-90 |
$106,958.30 |
$0.00 |
$0.00 |
$12,710.14 |
$119,668.44 |
11.88% |
| Aug-90 |
$119,668.44 |
$0.00 |
$0.00 |
$1,914.81 |
$121,583.25 |
1.60% |
| Sep-90 |
$121,583.25 |
$0.00 |
$0.00 |
$2,108.29 |
$123,691.54 |
1.73% |
| Oct-90 |
$123,691.54 |
$0.00 |
$0.00 |
($4,655.49) |
$119,036.05 |
-3.76% |
| Nov-90 |
$119,036.05 |
$0.00 |
$0.00 |
$4,789.76 |
$123,825.81 |
4.02% |
| Dec-90 |
$123,825.81 |
$0.00 |
$0.00 |
$7,554.55 |
$131,380.36 |
6.10% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$31,380.36 |
|
31.38% |
|
|
|
|
|
|
|
| Jan-91 |
$131,380.36 |
$0.00 |
($31,380.36) |
($2,189.21) |
$97,810.79 |
-2.19% |
| Feb-91 |
$97,810.79 |
$0.00 |
$0.00 |
($5,017.49) |
$92,793.30 |
-5.13% |
| Mar-91 |
$92,793.30 |
$0.00 |
$0.00 |
$18,473.25 |
$111,266.55 |
19.91% |
| Apr-91 |
$111,266.55 |
$0.00 |
$0.00 |
($3,092.55) |
$108,174.00 |
-2.78% |
| May-91 |
$108,174.00 |
$0.00 |
$0.00 |
$6,036.11 |
$114,210.11 |
5.58% |
| Jun-91 |
$114,210.11 |
$0.00 |
$0.00 |
$7,997.90 |
$122,208.01 |
7.00% |
| Jul-91 |
$122,208.01 |
$0.00 |
$0.00 |
($1,248.17) |
$120,959.84 |
-1.02% |
| Aug-91 |
$120,959.84 |
$0.00 |
$0.00 |
$3,694.46 |
$124,654.30 |
3.05% |
| Sep-91 |
$124,654.30 |
$0.00 |
$0.00 |
$5,862.35 |
$130,516.65 |
4.70% |
| Oct-91 |
$130,516.65 |
$0.00 |
$0.00 |
($2,609.41) |
$127,907.24 |
-2.00% |
| Nov-91 |
$127,907.24 |
$0.00 |
$0.00 |
$2,671.05 |
$130,578.29 |
2.09% |
| Dec-91 |
$130,578.29 |
$0.00 |
$0.00 |
$12,007.39 |
$142,585.68 |
9.20% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$42,585.68 |
|
42.59% |
|
|
|
|
|
|
|
| Jan-92 |
$142,585.68 |
$0.00 |
($42,585.68) |
$1,643.37 |
$101,643.37 |
1.64% |
| Feb-92 |
$101,643.37 |
$0.00 |
$0.00 |
$4,449.99 |
$106,093.36 |
4.38% |
| Mar-92 |
$106,093.36 |
$0.00 |
$0.00 |
($4,696.89) |
$101,396.47 |
-4.43% |
| Apr-92 |
$101,396.47 |
$0.00 |
$0.00 |
$2,611.72 |
$104,008.19 |
2.58% |
| May-92 |
$104,008.19 |
$0.00 |
$0.00 |
($1,050.96) |
$102,957.23 |
-1.01% |
| Jun-92 |
$102,957.23 |
$0.00 |
$0.00 |
$9,147.02 |
$112,104.25 |
8.88% |
| Jul-92 |
$112,104.25 |
$0.00 |
$0.00 |
$4,112.52 |
$116,216.77 |
3.67% |
| Aug-92 |
$116,216.77 |
$0.00 |
$0.00 |
$2,629.70 |
$118,846.47 |
2.26% |
| Sep-92 |
$118,846.47 |
$0.00 |
$0.00 |
$3,458.00 |
$122,304.47 |
2.91% |
| Oct-92 |
$122,304.47 |
$0.00 |
$0.00 |
$16,026.36 |
$138,330.83 |
13.10% |
| Nov-92 |
$138,330.83 |
$0.00 |
$0.00 |
$13,681.12 |
$152,011.95 |
9.89% |
| Dec-92 |
$152,011.95 |
$0.00 |
$0.00 |
($6,896.14) |
$145,115.81 |
-4.54% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$45,115.81 |
|
45.12% |
|
|
|
|
|
|
|
| Jan-93 |
$145,115.81 |
$0.00 |
($45,115.81) |
($2,626.30) |
$97,373.70 |
-2.63% |
| Feb-93 |
$97,373.70 |
$0.00 |
$0.00 |
$3,337.24 |
$100,710.94 |
3.43% |
| Mar-93 |
$100,710.94 |
$0.00 |
$0.00 |
$2,939.78 |
$103,650.72 |
2.92% |
| Apr-93 |
$103,650.72 |
$0.00 |
$0.00 |
$4,287.52 |
$107,938.24 |
4.14% |
| May-93 |
$107,938.24 |
$0.00 |
$0.00 |
$1,769.48 |
$109,707.72 |
1.64% |
| Jun-93 |
$109,707.72 |
$0.00 |
$0.00 |
$11,043.69 |
$120,751.41 |
10.07% |
| Jul-93 |
$120,751.41 |
$0.00 |
$0.00 |
$4,659.22 |
$125,410.63 |
3.86% |
| Aug-93 |
$125,410.63 |
$0.00 |
$0.00 |
($1,866.89) |
$123,543.74 |
-1.49% |
| Sep-93 |
$123,543.74 |
$0.00 |
$0.00 |
$3,993.59 |
$127,537.33 |
3.23% |
| Oct-93 |
$127,537.33 |
$0.00 |
$0.00 |
$2,246.41 |
$129,783.74 |
1.76% |
| Nov-93 |
$129,783.74 |
$0.00 |
$0.00 |
$2,604.46 |
$132,388.20 |
2.01% |
| Dec-93 |
$132,388.20 |
$0.00 |
$0.00 |
($1,484.07) |
$130,904.13 |
-1.12% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$30,904.13 |
|
30.90% |
|
|
|
|
|
|
|
| Jan-94 |
$130,904.13 |
$0.00 |
($30,904.13) |
$428.98 |
$100,428.98 |
0.43% |
| Feb-94 |
$100,428.98 |
$0.00 |
$0.00 |
$6,828.59 |
$107,257.57 |
6.80% |
| Mar-94 |
$107,257.57 |
$0.00 |
$0.00 |
$2,824.74 |
$110,082.31 |
2.63% |
| Apr-94 |
$110,082.31 |
$0.00 |
$0.00 |
($3,554.20) |
$106,528.11 |
-3.23% |
| May-94 |
$106,528.11 |
$0.00 |
$0.00 |
$1,717.40 |
$108,245.51 |
1.61% |
| Jun-94 |
$108,245.51 |
$0.00 |
$0.00 |
$7,000.83 |
$115,246.34 |
6.47% |
| Jul-94 |
$115,246.34 |
$0.00 |
$0.00 |
$2,410.58 |
$117,656.92 |
2.09% |
| Aug-94 |
$117,656.92 |
$0.00 |
$0.00 |
$6,669.94 |
$124,326.86 |
5.67% |
| Sep-94 |
$124,326.86 |
$0.00 |
$0.00 |
$500.61 |
$124,827.47 |
0.40% |
| Oct-94 |
$124,827.47 |
$0.00 |
$0.00 |
($1,461.68) |
$123,365.79 |
-1.17% |
| Nov-94 |
$123,365.79 |
$0.00 |
$0.00 |
$4,798.96 |
$128,164.75 |
3.89% |
| Dec-94 |
$128,164.75 |
$0.00 |
$0.00 |
$3,935.70 |
$132,100.45 |
3.07% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$32,100.45 |
|
32.10% |
|
|
|
|
|
|
|
| Jan-95 |
$132,100.45 |
$0.00 |
($32,100.45) |
($1,842.91) |
$98,157.09 |
-1.84% |
| Feb-95 |
$98,157.09 |
$0.00 |
$0.00 |
$5,047.03 |
$103,204.12 |
5.14% |
| Mar-95 |
$103,204.12 |
$0.00 |
$0.00 |
$12,286.79 |
$115,490.91 |
11.91% |
| Apr-95 |
$115,490.91 |
$0.00 |
$0.00 |
$4,635.93 |
$120,126.84 |
4.01% |
| May-95 |
$120,126.84 |
$0.00 |
$0.00 |
($6,550.37) |
$113,576.47 |
-5.45% |
| Jun-95 |
$113,576.47 |
$0.00 |
$0.00 |
$1,514.59 |
$115,091.06 |
1.33% |
| Jul-95 |
$115,091.06 |
$0.00 |
$0.00 |
$1,593.38 |
$116,684.44 |
1.38% |
| Aug-95 |
$116,684.44 |
$0.00 |
$0.00 |
$8,194.50 |
$124,878.94 |
7.02% |
| Sep-95 |
$124,878.94 |
$0.00 |
$0.00 |
$5,022.50 |
$129,901.44 |
4.02% |
| Oct-95 |
$129,901.44 |
$0.00 |
$0.00 |
$1,846.62 |
$131,748.06 |
1.42% |
| Nov-95 |
$131,748.06 |
$0.00 |
$0.00 |
$3,132.25 |
$134,880.31 |
2.38% |
| Dec-95 |
$134,880.31 |
$0.00 |
$0.00 |
($1,334.87) |
$133,545.44 |
-0.99% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$33,545.44 |
|
33.55% |
|
|
|
|
|
|
|
| Jan-96 |
$133,545.44 |
$0.00 |
($33,545.44) |
$7,248.59 |
$107,248.59 |
7.25% |
| Feb-96 |
$107,248.59 |
$0.00 |
$0.00 |
($4,218.00) |
$103,030.59 |
-3.93% |
| Mar-96 |
$103,030.59 |
$0.00 |
$0.00 |
($3,251.03) |
$99,779.56 |
-3.16% |
| Apr-96 |
$99,779.56 |
$0.00 |
$0.00 |
$2,035.69 |
$101,815.25 |
2.04% |
| May-96 |
$101,815.25 |
$0.00 |
$0.00 |
($1,717.88) |
$100,097.37 |
-1.69% |
| Jun-96 |
$100,097.37 |
$0.00 |
$0.00 |
($2,496.65) |
$97,600.72 |
-2.49% |
| Jul-96 |
$97,600.72 |
$0.00 |
$0.00 |
$1,455.40 |
$99,056.12 |
1.49% |
| Aug-96 |
$99,056.12 |
$0.00 |
$0.00 |
($4,257.90) |
$94,798.22 |
-4.30% |
| Sep-96 |
$94,798.22 |
$0.00 |
$0.00 |
$3,732.18 |
$98,530.40 |
3.94% |
| Oct-96 |
$98,530.40 |
$0.00 |
$0.00 |
$1,084.82 |
$99,615.22 |
1.10% |
| Nov-96 |
$99,615.22 |
$0.00 |
$0.00 |
$3,527.78 |
$103,143.00 |
3.54% |
| Dec-96 |
$103,143.00 |
$0.00 |
$0.00 |
$1,992.44 |
$105,135.44 |
1.93% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$5,135.44 |
|
5.14% |
|
|
|
|
|
|
|
| Jan-97 |
$105,135.44 |
$0.00 |
($5,135.44) |
$4,645.71 |
$104,645.71 |
4.65% |
| Feb-97 |
$104,645.71 |
$0.00 |
$0.00 |
$2,255.47 |
$106,901.18 |
2.16% |
| Mar-97 |
$106,901.18 |
$0.00 |
$0.00 |
$1,527.06 |
$108,428.24 |
1.43% |
| Apr-97 |
$108,428.24 |
$0.00 |
$0.00 |
$309.19 |
$108,737.43 |
0.29% |
| May-97 |
$108,737.43 |
$0.00 |
$0.00 |
($1,785.69) |
$106,951.74 |
-1.64% |
| Jun-97 |
$106,951.74 |
$0.00 |
$0.00 |
$879.07 |
$107,830.81 |
0.82% |
| Jul-97 |
$107,830.81 |
$0.00 |
$0.00 |
$4,022.19 |
$111,853.00 |
3.73% |
| Aug-97 |
$111,853.00 |
$0.00 |
$0.00 |
$6,402.15 |
$118,255.15 |
5.72% |
| Sep-97 |
$118,255.15 |
$0.00 |
$0.00 |
$3,487.91 |
$121,743.06 |
2.95% |
| Oct-97 |
$121,743.06 |
$0.00 |
$0.00 |
$6,320.68 |
$128,063.74 |
5.19% |
| Nov-97 |
$128,063.74 |
$0.00 |
$0.00 |
($2,111.87) |
$125,951.87 |
-1.65% |
| Dec-97 |
$125,951.87 |
$0.00 |
$0.00 |
$3,167.47 |
$129,119.34 |
2.51% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$29,119.34 |
|
29.12% |
|
|
|
|
|
|
|
| Jan-98 |
$129,119.34 |
$0.00 |
($29,119.34) |
$3,142.28 |
$103,142.28 |
3.14% |
| Feb-98 |
$103,142.28 |
$0.00 |
$0.00 |
$419.12 |
$103,561.40 |
0.41% |
| Mar-98 |
$103,561.40 |
$0.00 |
$0.00 |
$874.94 |
$104,436.34 |
0.84% |
| Apr-98 |
$104,436.34 |
$0.00 |
$0.00 |
$2,268.75 |
$106,705.09 |
2.17% |
| May-98 |
$106,705.09 |
$0.00 |
$0.00 |
$5,168.28 |
$111,873.37 |
4.84% |
| Jun-98 |
$111,873.37 |
$0.00 |
$0.00 |
($2,462.25) |
$109,411.12 |
-2.20% |
| Jul-98 |
$109,411.12 |
$0.00 |
$0.00 |
$6,833.82 |
$116,244.94 |
6.25% |
| Aug-98 |
$116,244.94 |
$0.00 |
$0.00 |
$3,749.90 |
$119,994.84 |
3.23% |
| Sep-98 |
$119,994.84 |
$0.00 |
$0.00 |
$3,527.94 |
$123,522.78 |
2.94% |
| Oct-98 |
$123,522.78 |
$0.00 |
$0.00 |
$8,071.22 |
$131,594.00 |
6.53% |
| Nov-98 |
$131,594.00 |
$0.00 |
$0.00 |
$2,108.09 |
$133,702.09 |
1.60% |
| Dec-98 |
$133,702.09 |
$0.00 |
$0.00 |
$1,761.38 |
$135,463.47 |
1.32% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$35,463.47 |
|
35.46% |
|
|
|
|
|
|
|
| Jan-99 |
$135,463.47 |
$0.00 |
($35,463.47) |
$9,926.09 |
$109,926.09 |
9.93% |
| Feb-99 |
$109,926.09 |
$0.00 |
$0.00 |
$4,942.10 |
$114,868.19 |
4.50% |
| Mar-99 |
$114,868.19 |
$0.00 |
$0.00 |
$4,325.59 |
$119,193.78 |
3.77% |
| Apr-99 |
$119,193.78 |
$0.00 |
$0.00 |
($1,486.63) |
$117,707.15 |
-1.25% |
| May-99 |
$117,707.15 |
$0.00 |
$0.00 |
$3,013.25 |
$120,720.40 |
2.56% |
| Jun-99 |
$120,720.40 |
$0.00 |
$0.00 |
($212.50) |
$120,507.90 |
-0.18% |
| Jul-99 |
$120,507.90 |
$0.00 |
$0.00 |
$5,449.32 |
$125,957.22 |
4.52% |
| Aug-99 |
$125,957.22 |
$0.00 |
$0.00 |
($574.07) |
$125,383.15 |
-0.46% |
| Sep-99 |
$125,383.15 |
$0.00 |
$0.00 |
$7,911.69 |
$133,294.84 |
6.31% |
| Oct-99 |
$133,294.84 |
$0.00 |
$0.00 |
$1,642.56 |
$134,937.40 |
1.23% |
| Nov-99 |
$134,937.40 |
$0.00 |
$0.00 |
$4,855.79 |
$139,793.19 |
3.60% |
| Dec-99 |
$139,793.19 |
$0.00 |
$0.00 |
($2,517.79) |
$137,275.40 |
-1.80% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$37,275.40 |
|
37.28% |
|
|
|
|
|
|
|
| Jan-00 |
$137,275.40 |
$0.00 |
($37,275.40) |
$3,841.72 |
$103,841.72 |
3.84% |
| Feb-00 |
$103,841.72 |
$0.00 |
$0.00 |
$5,299.07 |
$109,140.79 |
5.10% |
| Mar-00 |
$109,140.79 |
$0.00 |
$0.00 |
$1,115.28 |
$110,256.07 |
1.02% |
| Apr-00 |
$110,256.07 |
$0.00 |
$0.00 |
$4,240.37 |
$114,496.44 |
3.85% |
| May-00 |
$114,496.44 |
$0.00 |
$0.00 |
$4,772.81 |
$119,269.25 |
4.17% |
| Jun-00 |
$119,269.25 |
$0.00 |
$0.00 |
$2,211.78 |
$121,481.03 |
1.85% |
| Jul-00 |
$121,481.03 |
$0.00 |
$0.00 |
$4,949.10 |
$126,430.13 |
4.07% |
| Aug-00 |
$126,430.13 |
$0.00 |
$0.00 |
$5,383.16 |
$131,813.29 |
4.26% |
| Sep-00 |
$131,813.29 |
$0.00 |
$0.00 |
$2,493.50 |
$134,306.79 |
1.89% |
| Oct-00 |
$134,306.79 |
$0.00 |
$0.00 |
$1,542.00 |
$135,848.79 |
1.15% |
| Nov-00 |
$135,848.79 |
$0.00 |
$0.00 |
$4,257.93 |
|
