|
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Intro
Performance Dates … January 1, 1988
through June 30, 2008
Cumulative Net Profit (Per $50k trading
Unit) ... $ 489,302
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 ) … ( -$9,606 )
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 $20k per $500k trading unit maximum permissible drawdown prior to program suspension.
Systems traded:
AUD502A AUD531A AUD488E
CAD521E CAD540A CAD432G
GBP501B GBP547D GBP590C
EUR488B EUR518A
JPY585A JPY445F JPY505H
CHF475H
Individual performance available
by clicking on system number.
USD-5007 Allocation
Performance January 1, 1988 - June 30, 2008 |
| Jump to current results. |
| Period Ending |
Beginning Equity |
Additions |
Withdrawals |
Net Performance |
Ending Equity |
Rate of Return |
| Jan-88 |
$0.00 |
$50,000.00 |
$0.00 |
($863.57) |
$49,136.43 |
-1.73% |
| Feb-88 |
$49,136.43 |
$0.00 |
$0.00 |
($124.53) |
$49,011.90 |
-0.25% |
| Mar-88 |
$49,011.90 |
$0.00 |
$0.00 |
$4,767.94 |
$53,779.84 |
9.73% |
| Apr-88 |
$53,779.84 |
$0.00 |
$0.00 |
$2,469.87 |
$56,249.71 |
4.59% |
| May-88 |
$56,249.71 |
$0.00 |
$0.00 |
$4,797.04 |
$61,046.75 |
8.53% |
| Jun-88 |
$61,046.75 |
$0.00 |
$0.00 |
$8,619.20 |
$69,665.95 |
14.12% |
| Jul-88 |
$69,665.95 |
$0.00 |
$0.00 |
$2,676.74 |
$72,342.69 |
3.84% |
| Aug-88 |
$72,342.69 |
$0.00 |
$0.00 |
$1,108.98 |
$73,451.67 |
1.53% |
| Sep-88 |
$73,451.67 |
$0.00 |
$0.00 |
($6,818.04) |
$66,633.63 |
-9.28% |
| Oct-88 |
$66,633.63 |
$0.00 |
$0.00 |
$4,738.26 |
$71,371.89 |
7.11% |
| Nov-88 |
$71,371.89 |
$0.00 |
$0.00 |
$8,747.57 |
$80,119.46 |
12.26% |
| Dec-88 |
$80,119.46 |
$0.00 |
$0.00 |
($3,372.26) |
$76,747.20 |
-4.21% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$26,747.20 |
|
53.49% |
|
|
|
|
|
|
|
| Jan-89 |
$76,747.20 |
$0.00 |
($26,747.20) |
$7,893.35 |
$57,893.35 |
15.79% |
| Feb-89 |
$57,893.35 |
$0.00 |
$0.00 |
($2,000.96) |
$55,892.39 |
-3.46% |
| Mar-89 |
$55,892.39 |
$0.00 |
$0.00 |
$905.84 |
$56,798.23 |
1.62% |
| Apr-89 |
$56,798.23 |
$0.00 |
$0.00 |
$4,761.84 |
$61,560.07 |
8.38% |
| May-89 |
$61,560.07 |
$0.00 |
$0.00 |
$10,359.77 |
$71,919.84 |
16.83% |
| Jun-89 |
$71,919.84 |
$0.00 |
$0.00 |
$1,637.93 |
$73,557.77 |
2.28% |
| Jul-89 |
$73,557.77 |
$0.00 |
$0.00 |
$4,858.51 |
$78,416.28 |
6.61% |
| Aug-89 |
$78,416.28 |
$0.00 |
$0.00 |
$1,245.66 |
$79,661.94 |
1.59% |
| Sep-89 |
$79,661.94 |
$0.00 |
$0.00 |
$1,182.17 |
$80,844.11 |
1.48% |
| Oct-89 |
$80,844.11 |
$0.00 |
$0.00 |
($3,412.85) |
$77,431.26 |
-4.22% |
| Nov-89 |
$77,431.26 |
$0.00 |
$0.00 |
($2,835.79) |
$74,595.47 |
-3.66% |
| Dec-89 |
$74,595.47 |
$0.00 |
$0.00 |
$2,013.17 |
$76,608.64 |
2.70% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$26,608.64 |
|
53.22% |
|
|
|
|
|
|
|
| Jan-90 |
$76,608.64 |
$0.00 |
($26,608.64) |
$691.64 |
$50,691.64 |
1.38% |
| Feb-90 |
$50,691.64 |
$0.00 |
$0.00 |
$5,095.39 |
$55,787.03 |
10.05% |
| Mar-90 |
$55,787.03 |
$0.00 |
$0.00 |
$1,735.91 |
$57,522.94 |
3.11% |
| Apr-90 |
$57,522.94 |
$0.00 |
$0.00 |
($322.04) |
$57,200.90 |
-0.56% |
| May-90 |
$57,200.90 |
$0.00 |
$0.00 |
($2,718.50) |
$54,482.40 |
-4.75% |
| Jun-90 |
$54,482.40 |
$0.00 |
$0.00 |
$1,975.00 |
$56,457.40 |
3.63% |
| Jul-90 |
$56,457.40 |
$0.00 |
$0.00 |
$9,653.15 |
$66,110.55 |
17.10% |
| Aug-90 |
$66,110.55 |
$0.00 |
$0.00 |
$2,902.38 |
$69,012.93 |
4.39% |
| Sep-90 |
$69,012.93 |
$0.00 |
$0.00 |
$1,026.86 |
$70,039.79 |
1.49% |
| Oct-90 |
$70,039.79 |
$0.00 |
$0.00 |
($5,028.71) |
$65,011.08 |
-7.18% |
| Nov-90 |
$65,011.08 |
$0.00 |
$0.00 |
$3,662.70 |
$68,673.78 |
5.63% |
| Dec-90 |
$68,673.78 |
$0.00 |
$0.00 |
$5,161.76 |
$73,835.54 |
7.52% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$23,835.54 |
|
47.67% |
|
|
|
|
|
|
|
| Jan-91 |
$73,835.54 |
$0.00 |
($23,835.54) |
($1,568.47) |
$48,431.53 |
-3.14% |
| Feb-91 |
$48,431.53 |
$0.00 |
$0.00 |
($758.76) |
$47,672.77 |
-1.57% |
| Mar-91 |
$47,672.77 |
$0.00 |
$0.00 |
$12,157.08 |
$59,829.85 |
25.50% |
| Apr-91 |
$59,829.85 |
$0.00 |
$0.00 |
$1,387.61 |
$61,217.46 |
2.32% |
| May-91 |
$61,217.46 |
$0.00 |
$0.00 |
$2,957.78 |
$64,175.24 |
4.83% |
| Jun-91 |
$64,175.24 |
$0.00 |
$0.00 |
$3,634.45 |
$67,809.69 |
5.66% |
| Jul-91 |
$67,809.69 |
$0.00 |
$0.00 |
($2,105.00) |
$65,704.69 |
-3.10% |
| Aug-91 |
$65,704.69 |
$0.00 |
$0.00 |
($282.52) |
$65,422.17 |
-0.43% |
| Sep-91 |
$65,422.17 |
$0.00 |
$0.00 |
$5,440.71 |
$70,862.88 |
8.32% |
| Oct-91 |
$70,862.88 |
$0.00 |
$0.00 |
($1,497.92) |
$69,364.96 |
-2.11% |
| Nov-91 |
$69,364.96 |
$0.00 |
$0.00 |
$3,980.43 |
$73,345.39 |
5.74% |
| Dec-91 |
$73,345.39 |
$0.00 |
$0.00 |
$7,884.64 |
$81,230.03 |
10.75% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$31,230.03 |
|
62.46% |
|
|
|
|
|
|
|
| Jan-92 |
$81,230.03 |
$0.00 |
($31,230.03) |
$2,008.75 |
$52,008.75 |
4.02% |
| Feb-92 |
$52,008.75 |
$0.00 |
$0.00 |
($1,257.25) |
$50,751.50 |
-2.42% |
| Mar-92 |
$50,751.50 |
$0.00 |
$0.00 |
($774.43) |
$49,977.07 |
-1.53% |
| Apr-92 |
$49,977.07 |
$0.00 |
$0.00 |
$1,927.46 |
$51,904.53 |
3.86% |
| May-92 |
$51,904.53 |
$0.00 |
$0.00 |
$753.65 |
$52,658.18 |
1.45% |
| Jun-92 |
$52,658.18 |
$0.00 |
$0.00 |
$5,379.67 |
$58,037.85 |
10.22% |
| Jul-92 |
$58,037.85 |
$0.00 |
$0.00 |
$289.38 |
$58,327.23 |
0.50% |
| Aug-92 |
$58,327.23 |
$0.00 |
$0.00 |
($851.08) |
$57,476.15 |
-1.46% |
| Sep-92 |
$57,476.15 |
$0.00 |
$0.00 |
$106.72 |
$57,582.87 |
0.19% |
| Oct-92 |
$57,582.87 |
$0.00 |
$0.00 |
$11,936.74 |
$69,519.61 |
20.73% |
| Nov-92 |
$69,519.61 |
$0.00 |
$0.00 |
$8,984.42 |
$78,504.03 |
12.92% |
| Dec-92 |
$78,504.03 |
$0.00 |
$0.00 |
($3,823.19) |
$74,680.84 |
-4.87% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$24,680.84 |
|
49.36% |
|
|
|
|
|
|
|
| Jan-93 |
$74,680.84 |
$0.00 |
($24,680.84) |
($1,894.48) |
$48,105.52 |
-3.79% |
| Feb-93 |
$48,105.52 |
$0.00 |
$0.00 |
$1,544.26 |
$49,649.78 |
3.21% |
| Mar-93 |
$49,649.78 |
$0.00 |
$0.00 |
$1,454.50 |
$51,104.28 |
2.93% |
| Apr-93 |
$51,104.28 |
$0.00 |
$0.00 |
$2,466.78 |
$53,571.06 |
4.83% |
| May-93 |
$53,571.06 |
$0.00 |
$0.00 |
$1,798.96 |
$55,370.02 |
3.36% |
| Jun-93 |
$55,370.02 |
$0.00 |
$0.00 |
$5,564.84 |
$60,934.86 |
10.05% |
| Jul-93 |
$60,934.86 |
$0.00 |
$0.00 |
($1,283.81) |
$59,651.05 |
-2.11% |
| Aug-93 |
$59,651.05 |
$0.00 |
$0.00 |
($3,123.92) |
$56,527.13 |
-5.24% |
| Sep-93 |
$56,527.13 |
$0.00 |
$0.00 |
$3,583.43 |
$60,110.56 |
6.34% |
| Oct-93 |
$60,110.56 |
$0.00 |
$0.00 |
$419.88 |
$60,530.44 |
0.70% |
| Nov-93 |
$60,530.44 |
$0.00 |
$0.00 |
($86.57) |
$60,443.87 |
-0.14% |
| Dec-93 |
$60,443.87 |
$0.00 |
$0.00 |
($2,861.59) |
$57,582.28 |
-4.73% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$7,582.28 |
|
15.16% |
|
|
|
|
|
|
|
| Jan-94 |
$57,582.28 |
$0.00 |
($7,582.28) |
$1,132.06 |
$51,132.06 |
2.26% |
| Feb-94 |
$51,132.06 |
$0.00 |
$0.00 |
$5,692.99 |
$56,825.05 |
11.13% |
| Mar-94 |
$56,825.05 |
$0.00 |
$0.00 |
$2,703.11 |
$59,528.16 |
4.76% |
| Apr-94 |
$59,528.16 |
$0.00 |
$0.00 |
($307.94) |
$59,220.22 |
-0.52% |
| May-94 |
$59,220.22 |
$0.00 |
$0.00 |
$671.69 |
$59,891.91 |
1.13% |
| Jun-94 |
$59,891.91 |
$0.00 |
$0.00 |
$585.37 |
$60,477.28 |
0.98% |
| Jul-94 |
$60,477.28 |
$0.00 |
$0.00 |
$440.24 |
$60,917.52 |
0.73% |
| Aug-94 |
$60,917.52 |
$0.00 |
$0.00 |
$2,512.07 |
$63,429.59 |
4.12% |
| Sep-94 |
$63,429.59 |
$0.00 |
$0.00 |
$611.38 |
$64,040.97 |
0.96% |
| Oct-94 |
$64,040.97 |
$0.00 |
$0.00 |
($2,190.27) |
$61,850.70 |
-3.42% |
| Nov-94 |
$61,850.70 |
$0.00 |
$0.00 |
$587.02 |
$62,437.72 |
0.95% |
| Dec-94 |
$62,437.72 |
$0.00 |
$0.00 |
$3,318.06 |
$65,755.78 |
5.31% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$15,755.78 |
|
31.51% |
|
|
|
|
|
|
|
| Jan-95 |
$65,755.78 |
$0.00 |
($15,755.78) |
($933.19) |
$49,066.81 |
-1.87% |
| Feb-95 |
$49,066.81 |
$0.00 |
$0.00 |
$3,176.63 |
$52,243.44 |
6.47% |
| Mar-95 |
$52,243.44 |
$0.00 |
$0.00 |
$7,181.98 |
$59,425.42 |
13.75% |
| Apr-95 |
$59,425.42 |
$0.00 |
$0.00 |
$1,530.83 |
$60,956.25 |
2.58% |
| May-95 |
$60,956.25 |
$0.00 |
$0.00 |
($370.68) |
$60,585.57 |
-0.61% |
| Jun-95 |
$60,585.57 |
$0.00 |
$0.00 |
$2,081.06 |
$62,666.63 |
3.43% |
| Jul-95 |
$62,666.63 |
$0.00 |
$0.00 |
$1,858.26 |
$64,524.89 |
2.97% |
| Aug-95 |
$64,524.89 |
$0.00 |
$0.00 |
$7,961.85 |
$72,486.74 |
12.34% |
| Sep-95 |
$72,486.74 |
$0.00 |
$0.00 |
$4,057.25 |
$76,543.99 |
5.60% |
| Oct-95 |
$76,543.99 |
$0.00 |
$0.00 |
($2,044.49) |
$74,499.50 |
-2.67% |
| Nov-95 |
$74,499.50 |
$0.00 |
$0.00 |
$171.61 |
$74,671.11 |
0.23% |
| Dec-95 |
$74,671.11 |
$0.00 |
$0.00 |
($861.23) |
$73,809.88 |
-1.15% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$23,809.88 |
|
47.62% |
|
|
|
|
|
|
|
| Jan-96 |
$73,809.88 |
$0.00 |
($23,809.88) |
$3,981.28 |
$53,981.28 |
7.96% |
| Feb-96 |
$53,981.28 |
$0.00 |
$0.00 |
($3,429.91) |
$50,551.37 |
-6.35% |
| Mar-96 |
$50,551.37 |
$0.00 |
$0.00 |
($333.62) |
$50,217.75 |
-0.66% |
| Apr-96 |
$50,217.75 |
$0.00 |
$0.00 |
$2,717.87 |
$52,935.62 |
5.41% |
| May-96 |
$52,935.62 |
$0.00 |
$0.00 |
$212.92 |
$53,148.54 |
0.40% |
| Jun-96 |
$53,148.54 |
$0.00 |
$0.00 |
$137.77 |
$53,286.31 |
0.26% |
| Jul-96 |
$53,286.31 |
$0.00 |
$0.00 |
($1,945.14) |
$51,341.17 |
-3.65% |
| Aug-96 |
$51,341.17 |
$0.00 |
$0.00 |
($1,479.88) |
$49,861.29 |
-2.88% |
| Sep-96 |
$49,861.29 |
$0.00 |
$0.00 |
$909.07 |
$50,770.36 |
1.82% |
| Oct-96 |
$50,770.36 |
$0.00 |
$0.00 |
$4,005.34 |
$54,775.70 |
7.89% |
| Nov-96 |
$54,775.70 |
$0.00 |
$0.00 |
$1,422.05 |
$56,197.75 |
2.60% |
| Dec-96 |
$56,197.75 |
$0.00 |
$0.00 |
$1,173.78 |
$57,371.53 |
2.09% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$7,371.53 |
|
14.74% |
|
|
|
|
|
|
|
| Jan-97 |
$57,371.53 |
$0.00 |
($7,371.53) |
$3,230.75 |
$53,230.75 |
6.46% |
| Feb-97 |
$53,230.75 |
$0.00 |
$0.00 |
($1,094.70) |
$52,136.05 |
-2.06% |
| Mar-97 |
$52,136.05 |
$0.00 |
$0.00 |
($2,197.38) |
$49,938.67 |
-4.21% |
| Apr-97 |
$49,938.67 |
$0.00 |
$0.00 |
$530.55 |
$50,469.22 |
1.06% |
| May-97 |
$50,469.22 |
$0.00 |
$0.00 |
$1,911.67 |
$52,380.89 |
3.79% |
| Jun-97 |
$52,380.89 |
$0.00 |
$0.00 |
$381.51 |
$52,762.40 |
0.73% |
| Jul-97 |
$52,762.40 |
$0.00 |
$0.00 |
$2,343.11 |
$55,105.51 |
4.44% |
| Aug-97 |
$55,105.51 |
$0.00 |
$0.00 |
$2,170.50 |
$57,276.01 |
3.94% |
| Sep-97 |
$57,276.01 |
$0.00 |
$0.00 |
$1,436.86 |
$58,712.87 |
2.51% |
| Oct-97 |
$58,712.87 |
$0.00 |
$0.00 |
$1,269.55 |
$59,982.42 |
2.16% |
| Nov-97 |
$59,982.42 |
$0.00 |
$0.00 |
($10.26) |
$59,972.16 |
-0.02% |
| Dec-97 |
$59,972.16 |
$0.00 |
$0.00 |
$2,169.95 |
$62,142.11 |
3.62% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$12,142.11 |
|
24.28% |
|
|
|
|
|
|
|
| Jan-98 |
$62,142.11 |
$0.00 |
($12,142.11) |
$1,200.97 |
$51,200.97 |
2.40% |
| Feb-98 |
$51,200.97 |
$0.00 |
$0.00 |
$1,103.29 |
$52,304.26 |
2.15% |
| Mar-98 |
$52,304.26 |
$0.00 |
$0.00 |
$3,504.43 |
$55,808.69 |
6.70% |
| Apr-98 |
$55,808.69 |
$0.00 |
$0.00 |
$1,711.59 |
$57,520.28 |
3.07% |
| May-98 |
$57,520.28 |
$0.00 |
$0.00 |
$4,796.33 |
$62,316.61 |
8.34% |
| Jun-98 |
$62,316.61 |
$0.00 |
$0.00 |
($376.89) |
$61,939.72 |
-0.60% |
| Jul-98 |
$61,939.72 |
$0.00 |
$0.00 |
$6,638.31 |
$68,578.03 |
10.72% |
| Aug-98 |
$68,578.03 |
$0.00 |
$0.00 |
$2,656.45 |
$71,234.48 |
3.87% |
| Sep-98 |
$71,234.48 |
$0.00 |
$0.00 |
($1,372.31) |
$69,862.17 |
-1.93% |
| Oct-98 |
$69,862.17 |
$0.00 |
$0.00 |
$7,123.11 |
$76,985.28 |
10.20% |
| Nov-98 |
$76,985.28 |
$0.00 |
$0.00 |
($406.34) |
$76,578.94 |
-0.53% |
| Dec-98 |
$76,578.94 |
$0.00 |
$0.00 |
$3,495.84 |
$80,074.78 |
4.57% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$30,074.78 |
|
60.15% |
|
|
|
|
|
|
|
| Jan-99 |
$80,074.78 |
$0.00 |
($30,074.78) |
$8,476.51 |
$58,476.51 |
16.95% |
| Feb-99 |
$58,476.51 |
$0.00 |
$0.00 |
$3,117.29 |
$61,593.80 |
5.33% |
| Mar-99 |
$61,593.80 |
$0.00 |
$0.00 |
$2,544.36 |
$64,138.16 |
4.13% |
| Apr-99 |
$64,138.16 |
$0.00 |
$0.00 |
($4,781.30) |
$59,356.86 |
-7.45% |
| May-99 |
$59,356.86 |
$0.00 |
$0.00 |
$6,008.31 |
$65,365.17 |
10.12% |
| Jun-99 |
$65,365.17 |
$0.00 |
$0.00 |
($2,022.01) |
$63,343.16 |
-3.09% |
| Jul-99 |
$63,343.16 |
$0.00 |
$0.00 |
$4,623.89 |
$67,967.05 |
7.30% |
| Aug-99 |
$67,967.05 |
$0.00 |
$0.00 |
$1,204.54 |
$69,171.59 |
1.77% |
| Sep-99 |
$69,171.59 |
$0.00 |
$0.00 |
$3,885.30 |
$73,056.89 |
5.62% |
| Oct-99 |
$73,056.89 |
$0.00 |
$0.00 |
$2,790.28 |
$75,847.17 |
3.82% |
| Nov-99 |
$75,847.17 |
$0.00 |
$0.00 |
$2,308.89 |
$78,156.06 |
3.04% |
| Dec-99 |
$78,156.06 |
$0.00 |
$0.00 |
($287.00) |
$77,869.06 |
-0.37% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$27,869.06 |
|
55.74% |
|
|
|
|
|
|
|
| Jan-00 |
$77,869.06 |
$0.00 |
($27,869.06) |
($767.01) |
$49,232.99 |
-1.53% |
| Feb-00 |
$49,232.99 |
$0.00 |
$0.00 |
$3,460.68 |
$52,693.67 |
7.03% |
| Mar-00 |
$52,693.67 |
$0.00 |
$0.00 |
($75.62) |
$52,618.05 |
-0.14% |
| Apr-00 |
$52,618.05 |
$0.00 |
$0.00 |
$5,593.53 |
$58,211.58 |
10.63% |
| May-00 |
$58,211.58 |
$0.00 |
$0.00 |
$1,513.69 |
$59,725.27 |
2.60% |
| Jun-00 |
$59,725.27 |
$0.00 |
$0.00 |
$622.37 |
$60,347.64 |
1.04% |
| Jul-00 |
$60,347.64 |
$0.00 |
$0.00 |
$3,833.16 |
$64,180.80 |
6.35% |
| Aug-00 |
$64,180.80 |
$0.00 |
$0.00 |
$2,337.65 |
$66,518.45 |
3.64% |
| Sep-00 |
$66,518.45 |
$0.00 |
$0.00 |
($4.74) |
$66,513.71 |
-0.01% |
| Oct-00 |
$66,513.71 |
$0.00 |
$0.00 |
$1,910.31 |
$68,424.02 |
2.87% |
| Nov-00 |
$68,424.02 |
$0.00 |
$0.00 |
$1,412.69 |
$69,836.71 |
2.06% |
|
