|
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Intro
Performance Dates … January 1, 1988
through May 9, 2008
Cumulative Net Profit (Per $100k trading
Unit) ... $ 951,758
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 ) … ( -$16,041 )
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(2)
CAD432G CAD540A(2) CAD521E(2)
GBP501B(2) GBP590C(2)
EUR486E(2) EUR518A(2) EUR596A(2)
JPY585A(2) JPY445F(2)
CHF475H(2) CHF528D(2) CHF546C CHF592F
Individual performance available
by clicking on system number.
USD-5595 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 |
($6,428.60) |
$93,571.40 |
-6.43% |
| Feb-88 |
$93,571.40 |
$0.00 |
$0.00 |
$1,664.08 |
$95,235.48 |
1.78% |
| Mar-88 |
$95,235.48 |
$0.00 |
$0.00 |
$5,558.91 |
$100,794.39 |
5.84% |
| Apr-88 |
$100,794.39 |
$0.00 |
$0.00 |
$9,827.88 |
$110,622.27 |
9.75% |
| May-88 |
$110,622.27 |
$0.00 |
$0.00 |
$10,091.85 |
$120,714.12 |
9.12% |
| Jun-88 |
$120,714.12 |
$0.00 |
$0.00 |
$14,574.64 |
$135,288.76 |
12.07% |
| Jul-88 |
$135,288.76 |
$0.00 |
$0.00 |
$9,240.22 |
$144,528.98 |
6.83% |
| Aug-88 |
$144,528.98 |
$0.00 |
$0.00 |
$3,424.98 |
$147,953.96 |
2.37% |
| Sep-88 |
$147,953.96 |
$0.00 |
$0.00 |
($5,528.71) |
$142,425.25 |
-3.74% |
| Oct-88 |
$142,425.25 |
$0.00 |
$0.00 |
$11,362.19 |
$153,787.44 |
7.98% |
| Nov-88 |
$153,787.44 |
$0.00 |
$0.00 |
$15,529.78 |
$169,317.22 |
10.10% |
| Dec-88 |
$169,317.22 |
$0.00 |
$0.00 |
($7,701.71) |
$161,615.51 |
-4.55% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$61,615.51 |
|
61.62% |
|
|
|
|
|
|
|
| Jan-89 |
$161,615.51 |
$0.00 |
($61,615.51) |
$14,107.40 |
$114,107.40 |
14.11% |
| Feb-89 |
$114,107.40 |
$0.00 |
$0.00 |
($6,197.70) |
$107,909.70 |
-5.43% |
| Mar-89 |
$107,909.70 |
$0.00 |
$0.00 |
$7,917.65 |
$115,827.35 |
7.34% |
| Apr-89 |
$115,827.35 |
$0.00 |
$0.00 |
$2,271.61 |
$118,098.96 |
1.96% |
| May-89 |
$118,098.96 |
$0.00 |
$0.00 |
$9,395.33 |
$127,494.29 |
7.96% |
| Jun-89 |
$127,494.29 |
$0.00 |
$0.00 |
($4,363.47) |
$123,130.82 |
-3.42% |
| Jul-89 |
$123,130.82 |
$0.00 |
$0.00 |
$7,979.62 |
$131,110.44 |
6.48% |
| Aug-89 |
$131,110.44 |
$0.00 |
$0.00 |
($2,272.07) |
$128,838.37 |
-1.73% |
| Sep-89 |
$128,838.37 |
$0.00 |
$0.00 |
$464.81 |
$129,303.18 |
0.36% |
| Oct-89 |
$129,303.18 |
$0.00 |
$0.00 |
($2,945.70) |
$126,357.48 |
-2.28% |
| Nov-89 |
$126,357.48 |
$0.00 |
$0.00 |
($2,955.47) |
$123,402.01 |
-2.34% |
| Dec-89 |
$123,402.01 |
$0.00 |
$0.00 |
$8,039.81 |
$131,441.82 |
6.52% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$31,441.82 |
|
31.44% |
|
|
|
|
|
|
|
| Jan-90 |
$131,441.82 |
$0.00 |
($31,441.82) |
$3,599.06 |
$103,599.06 |
3.60% |
| Feb-90 |
$103,599.06 |
$0.00 |
$0.00 |
$7,645.49 |
$111,244.55 |
7.38% |
| Mar-90 |
$111,244.55 |
$0.00 |
$0.00 |
($3,299.11) |
$107,945.44 |
-2.97% |
| Apr-90 |
$107,945.44 |
$0.00 |
$0.00 |
$4,932.37 |
$112,877.81 |
4.57% |
| May-90 |
$112,877.81 |
$0.00 |
$0.00 |
$1,050.72 |
$113,928.53 |
0.93% |
| Jun-90 |
$113,928.53 |
$0.00 |
$0.00 |
$5,313.12 |
$119,241.65 |
4.66% |
| Jul-90 |
$119,241.65 |
$0.00 |
$0.00 |
$15,561.43 |
$134,803.08 |
13.05% |
| Aug-90 |
$134,803.08 |
$0.00 |
$0.00 |
$2,518.04 |
$137,321.12 |
1.87% |
| Sep-90 |
$137,321.12 |
$0.00 |
$0.00 |
$5,859.32 |
$143,180.44 |
4.27% |
| Oct-90 |
$143,180.44 |
$0.00 |
$0.00 |
($11,004.25) |
$132,176.19 |
-7.69% |
| Nov-90 |
$132,176.19 |
$0.00 |
$0.00 |
$9,148.25 |
$141,324.44 |
6.92% |
| Dec-90 |
$141,324.44 |
$0.00 |
$0.00 |
$5,166.50 |
$146,490.94 |
3.66% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$46,490.94 |
|
46.49% |
|
|
|
|
|
|
|
| Jan-91 |
$146,490.94 |
$0.00 |
($46,490.94) |
$1,157.90 |
$101,157.90 |
1.16% |
| Feb-91 |
$101,157.90 |
$0.00 |
$0.00 |
($2,222.48) |
$98,935.42 |
-2.20% |
| Mar-91 |
$98,935.42 |
$0.00 |
$0.00 |
$21,166.76 |
$120,102.18 |
21.39% |
| Apr-91 |
$120,102.18 |
$0.00 |
$0.00 |
$7,921.17 |
$128,023.35 |
6.60% |
| May-91 |
$128,023.35 |
$0.00 |
$0.00 |
$7,645.88 |
$135,669.23 |
5.97% |
| Jun-91 |
$135,669.23 |
$0.00 |
$0.00 |
$9,369.55 |
$145,038.78 |
6.91% |
| Jul-91 |
$145,038.78 |
$0.00 |
$0.00 |
($3,303.21) |
$141,735.57 |
-2.28% |
| Aug-91 |
$141,735.57 |
$0.00 |
$0.00 |
$1,040.69 |
$142,776.26 |
0.73% |
| Sep-91 |
$142,776.26 |
$0.00 |
$0.00 |
$13,792.92 |
$156,569.18 |
9.66% |
| Oct-91 |
$156,569.18 |
$0.00 |
$0.00 |
($10,303.64) |
$146,265.54 |
-6.58% |
| Nov-91 |
$146,265.54 |
$0.00 |
$0.00 |
$3,506.91 |
$149,772.45 |
2.40% |
| Dec-91 |
$149,772.45 |
$0.00 |
$0.00 |
$16,153.01 |
$165,925.46 |
10.79% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$65,925.46 |
|
65.93% |
|
|
|
|
|
|
|
| Jan-92 |
$165,925.46 |
$0.00 |
($65,925.46) |
$856.89 |
$100,856.89 |
0.86% |
| Feb-92 |
$100,856.89 |
$0.00 |
$0.00 |
$4,117.16 |
$104,974.05 |
4.08% |
| Mar-92 |
$104,974.05 |
$0.00 |
$0.00 |
($1,577.31) |
$103,396.74 |
-1.50% |
| Apr-92 |
$103,396.74 |
$0.00 |
$0.00 |
$1,864.91 |
$105,261.65 |
1.80% |
| May-92 |
$105,261.65 |
$0.00 |
$0.00 |
($995.52) |
$104,266.13 |
-0.95% |
| Jun-92 |
$104,266.13 |
$0.00 |
$0.00 |
$14,446.62 |
$118,712.75 |
13.86% |
| Jul-92 |
$118,712.75 |
$0.00 |
$0.00 |
$10,813.82 |
$129,526.57 |
9.11% |
| Aug-92 |
$129,526.57 |
$0.00 |
$0.00 |
$3,699.81 |
$133,226.38 |
2.86% |
| Sep-92 |
$133,226.38 |
$0.00 |
$0.00 |
($893.13) |
$132,333.25 |
-0.67% |
| Oct-92 |
$132,333.25 |
$0.00 |
$0.00 |
$20,965.71 |
$153,298.96 |
15.84% |
| Nov-92 |
$153,298.96 |
$0.00 |
$0.00 |
$16,014.28 |
$169,313.24 |
10.45% |
| Dec-92 |
$169,313.24 |
$0.00 |
$0.00 |
($10,596.28) |
$158,716.96 |
-6.26% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$58,716.96 |
|
58.72% |
|
|
|
|
|
|
|
| Jan-93 |
$158,716.96 |
$0.00 |
($58,716.96) |
($693.72) |
$99,306.28 |
-0.69% |
| Feb-93 |
$99,306.28 |
$0.00 |
$0.00 |
$6,599.50 |
$105,905.78 |
6.65% |
| Mar-93 |
$105,905.78 |
$0.00 |
$0.00 |
$1,646.19 |
$107,551.97 |
1.55% |
| Apr-93 |
$107,551.97 |
$0.00 |
$0.00 |
$6,162.53 |
$113,714.50 |
5.73% |
| May-93 |
$113,714.50 |
$0.00 |
$0.00 |
$3,770.25 |
$117,484.75 |
3.32% |
| Jun-93 |
$117,484.75 |
$0.00 |
$0.00 |
$17,069.90 |
$134,554.65 |
14.53% |
| Jul-93 |
$134,554.65 |
$0.00 |
$0.00 |
$6,291.85 |
$140,846.50 |
4.68% |
| Aug-93 |
$140,846.50 |
$0.00 |
$0.00 |
($4,392.25) |
$136,454.25 |
-3.12% |
| Sep-93 |
$136,454.25 |
$0.00 |
$0.00 |
$4,192.72 |
$140,646.97 |
3.07% |
| Oct-93 |
$140,646.97 |
$0.00 |
$0.00 |
$2,573.03 |
$143,220.00 |
1.83% |
| Nov-93 |
$143,220.00 |
$0.00 |
$0.00 |
$1,013.06 |
$144,233.06 |
0.71% |
| Dec-93 |
$144,233.06 |
$0.00 |
$0.00 |
($3,136.78) |
$141,096.28 |
-2.17% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$41,096.28 |
|
41.10% |
|
|
|
|
|
|
|
| Jan-94 |
$141,096.28 |
$0.00 |
($41,096.28) |
$1,229.97 |
$101,229.97 |
1.23% |
| Feb-94 |
$101,229.97 |
$0.00 |
$0.00 |
$8,841.37 |
$110,071.34 |
8.73% |
| Mar-94 |
$110,071.34 |
$0.00 |
$0.00 |
$4,882.13 |
$114,953.47 |
4.44% |
| Apr-94 |
$114,953.47 |
$0.00 |
$0.00 |
($3,380.03) |
$111,573.44 |
-2.94% |
| May-94 |
$111,573.44 |
$0.00 |
$0.00 |
($468.69) |
$111,104.75 |
-0.42% |
| Jun-94 |
$111,104.75 |
$0.00 |
$0.00 |
$3,981.62 |
$115,086.37 |
3.58% |
| Jul-94 |
$115,086.37 |
$0.00 |
$0.00 |
($3,069.84) |
$112,016.53 |
-2.67% |
| Aug-94 |
$112,016.53 |
$0.00 |
$0.00 |
$8,794.25 |
$120,810.78 |
7.85% |
| Sep-94 |
$120,810.78 |
$0.00 |
$0.00 |
$767.41 |
$121,578.19 |
0.64% |
| Oct-94 |
$121,578.19 |
$0.00 |
$0.00 |
$2,309.06 |
$123,887.25 |
1.90% |
| Nov-94 |
$123,887.25 |
$0.00 |
$0.00 |
$248.40 |
$124,135.65 |
0.20% |
| Dec-94 |
$124,135.65 |
$0.00 |
$0.00 |
$3,198.38 |
$127,334.03 |
2.58% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$27,334.03 |
|
27.33% |
|
|
|
|
|
|
|
| Jan-95 |
$127,334.03 |
$0.00 |
($27,334.03) |
$2,539.00 |
$102,539.00 |
2.54% |
| Feb-95 |
$102,539.00 |
$0.00 |
$0.00 |
$11,407.75 |
$113,946.75 |
11.13% |
| Mar-95 |
$113,946.75 |
$0.00 |
$0.00 |
$24,694.53 |
$138,641.28 |
21.67% |
| Apr-95 |
$138,641.28 |
$0.00 |
$0.00 |
$6,103.91 |
$144,745.19 |
4.40% |
| May-95 |
$144,745.19 |
$0.00 |
$0.00 |
($2,252.57) |
$142,492.62 |
-1.56% |
| Jun-95 |
$142,492.62 |
$0.00 |
$0.00 |
$1,300.60 |
$143,793.22 |
0.91% |
| Jul-95 |
$143,793.22 |
$0.00 |
$0.00 |
$4,577.90 |
$148,371.12 |
3.18% |
| Aug-95 |
$148,371.12 |
$0.00 |
$0.00 |
$10,160.44 |
$158,531.56 |
6.85% |
| Sep-95 |
$158,531.56 |
$0.00 |
$0.00 |
$6,548.91 |
$165,080.47 |
4.13% |
| Oct-95 |
$165,080.47 |
$0.00 |
$0.00 |
$1,448.78 |
$166,529.25 |
0.88% |
| Nov-95 |
$166,529.25 |
$0.00 |
$0.00 |
$7,548.44 |
$174,077.69 |
4.53% |
| Dec-95 |
$174,077.69 |
$0.00 |
$0.00 |
($1,027.00) |
$173,050.69 |
-0.59% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$73,050.69 |
|
73.05% |
|
|
|
|
|
|
|
| Jan-96 |
$173,050.69 |
$0.00 |
($73,050.69) |
$9,637.31 |
$109,637.31 |
9.64% |
| Feb-96 |
$109,637.31 |
$0.00 |
$0.00 |
($6,866.19) |
$102,771.12 |
-6.26% |
| Mar-96 |
$102,771.12 |
$0.00 |
$0.00 |
($3,782.69) |
$98,988.43 |
-3.68% |
| Apr-96 |
$98,988.43 |
$0.00 |
$0.00 |
$2,004.26 |
$100,992.69 |
2.02% |
| May-96 |
$100,992.69 |
$0.00 |
$0.00 |
$1,763.68 |
$102,756.37 |
1.75% |
| Jun-96 |
$102,756.37 |
$0.00 |
$0.00 |
($3,997.72) |
$98,758.65 |
-3.89% |
| Jul-96 |
$98,758.65 |
$0.00 |
$0.00 |
$1,401.10 |
$100,159.75 |
1.42% |
| Aug-96 |
$100,159.75 |
$0.00 |
$0.00 |
($2,443.94) |
$97,715.81 |
-2.44% |
| Sep-96 |
$97,715.81 |
$0.00 |
$0.00 |
$3,522.38 |
$101,238.19 |
3.60% |
| Oct-96 |
$101,238.19 |
$0.00 |
$0.00 |
$3,347.40 |
$104,585.59 |
3.31% |
| Nov-96 |
$104,585.59 |
$0.00 |
$0.00 |
$2,246.28 |
$106,831.87 |
2.15% |
| Dec-96 |
$106,831.87 |
$0.00 |
$0.00 |
($447.03) |
$106,384.84 |
-0.42% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$6,384.84 |
|
6.38% |
|
|
|
|
|
|
|
| Jan-97 |
$106,384.84 |
$0.00 |
($6,384.84) |
$3,390.53 |
$103,390.53 |
3.39% |
| Feb-97 |
$103,390.53 |
$0.00 |
$0.00 |
$5,912.82 |
$109,303.35 |
5.72% |
| Mar-97 |
$109,303.35 |
$0.00 |
$0.00 |
($6,917.47) |
$102,385.88 |
-6.33% |
| Apr-97 |
$102,385.88 |
$0.00 |
$0.00 |
$278.53 |
$102,664.41 |
0.27% |
| May-97 |
$102,664.41 |
$0.00 |
$0.00 |
$1,448.25 |
$104,112.66 |
1.41% |
| Jun-97 |
$104,112.66 |
$0.00 |
$0.00 |
$818.93 |
$104,931.59 |
0.79% |
| Jul-97 |
$104,931.59 |
$0.00 |
$0.00 |
$5,378.97 |
$110,310.56 |
5.13% |
| Aug-97 |
$110,310.56 |
$0.00 |
$0.00 |
$3,261.29 |
$113,571.85 |
2.96% |
| Sep-97 |
$113,571.85 |
$0.00 |
$0.00 |
$2,800.31 |
$116,372.16 |
2.47% |
| Oct-97 |
$116,372.16 |
$0.00 |
$0.00 |
$3,516.19 |
$119,888.35 |
3.02% |
| Nov-97 |
$119,888.35 |
$0.00 |
$0.00 |
($3,714.44) |
$116,173.91 |
-3.10% |
| Dec-97 |
$116,173.91 |
$0.00 |
$0.00 |
$1,862.94 |
$118,036.85 |
1.60% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$18,036.85 |
|
18.04% |
|
|
|
|
|
|
|
| Jan-98 |
$118,036.85 |
$0.00 |
($18,036.85) |
$7,707.21 |
$107,707.21 |
7.71% |
| Feb-98 |
$107,707.21 |
$0.00 |
$0.00 |
$1,028.35 |
$108,735.56 |
0.95% |
| Mar-98 |
$108,735.56 |
$0.00 |
$0.00 |
$1,153.62 |
$109,889.18 |
1.06% |
| Apr-98 |
$109,889.18 |
$0.00 |
$0.00 |
$2,155.13 |
$112,044.31 |
1.96% |
| May-98 |
$112,044.31 |
$0.00 |
$0.00 |
$5,588.22 |
$117,632.53 |
4.99% |
| Jun-98 |
$117,632.53 |
$0.00 |
$0.00 |
$278.21 |
$117,910.74 |
0.24% |
| Jul-98 |
$117,910.74 |
$0.00 |
$0.00 |
$7,062.16 |
$124,972.90 |
5.99% |
| Aug-98 |
$124,972.90 |
$0.00 |
$0.00 |
$7,804.47 |
$132,777.37 |
6.24% |
| Sep-98 |
$132,777.37 |
$0.00 |
$0.00 |
$6,519.94 |
$139,297.31 |
4.91% |
| Oct-98 |
$139,297.31 |
$0.00 |
$0.00 |
$15,945.43 |
$155,242.74 |
11.45% |
| Nov-98 |
$155,242.74 |
$0.00 |
$0.00 |
$2,574.13 |
$157,816.87 |
1.66% |
| Dec-98 |
$157,816.87 |
$0.00 |
$0.00 |
$2,072.81 |
$159,889.68 |
1.31% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$59,889.68 |
|
59.89% |
|
|
|
|
|
|
|
| Jan-99 |
$159,889.68 |
$0.00 |
($59,889.68) |
$10,463.69 |
$110,463.69 |
10.46% |
| Feb-99 |
$110,463.69 |
$0.00 |
$0.00 |
$6,005.06 |
$116,468.75 |
5.44% |
| Mar-99 |
$116,468.75 |
$0.00 |
$0.00 |
$6,493.75 |
$122,962.50 |
5.58% |
| Apr-99 |
$122,962.50 |
$0.00 |
$0.00 |
($2,389.65) |
$120,572.85 |
-1.94% |
| May-99 |
$120,572.85 |
$0.00 |
$0.00 |
$5,982.87 |
$126,555.72 |
4.96% |
| Jun-99 |
$126,555.72 |
$0.00 |
$0.00 |
($1,193.28) |
$125,362.44 |
-0.94% |
| Jul-99 |
$125,362.44 |
$0.00 |
$0.00 |
$4,942.09 |
$130,304.53 |
3.94% |
| Aug-99 |
$130,304.53 |
$0.00 |
$0.00 |
($2,336.00) |
$127,968.53 |
-1.79% |
| Sep-99 |
$127,968.53 |
$0.00 |
$0.00 |
$10,474.03 |
$138,442.56 |
8.18% |
| Oct-99 |
$138,442.56 |
$0.00 |
$0.00 |
($1,936.62) |
$136,505.94 |
-1.40% |
| Nov-99 |
$136,505.94 |
$0.00 |
$0.00 |
$6,255.12 |
$142,761.06 |
4.58% |
| Dec-99 |
$142,761.06 |
$0.00 |
$0.00 |
($1,010.62) |
$141,750.44 |
-0.71% |
|
|
|
|
----------- |
|
-------- |
|
|
|
|
$41,750.44 |
|
41.75% |
|
|
|
|
|
|
|
| Jan-00 |
$141,750.44 |
$0.00 |
($41,750.44) |
$4,476.44 |
$104,476.44 |
4.48% |
| Feb-00 |
$104,476.44 |
$0.00 |
$0.00 |
$1,213.00 |
$105,689.44 |
1.16% |
| Mar-00 |
$105,689.44 |
$0.00 |
$0.00 |
($676.75) |
$105,012.69 |
-0.64% |
| Apr-00 |
$105,012.69 |
$0.00 |
$0.00 |
$4,764.37 |
$109,777.06 |
4.54% |
| May-00 |
$109,777.06 |
$0.00 |
$0.00 |
$2,918.19 |
$112,695.25 |
2.66% |
| Jun-00 |
$112,695.25 |
$0.00 |
$0.00 |
$5,885.81 |
$118,581.06 |
5.22% |
| Jul-00 |
$118,581.06 |
$0.00 |
$0.00 |
$5,779.06 |
$124,360.12 |
4.87% |
| Aug-00 |
$124,360.12 |
$0.00 |
$0.00 |
$7,774.13 |
$132,134.25 |
6.25% |
| Sep-00 |
$132,134.25 |
$0.00 |
$0.00 |
$2,758.81 |
$134,893.06 |
2.09% |
| Oct-00 |
$134,893.06 |
$0.00 |
$0.00 |
($2,895.56) |
$131,997.50 |
-2.15% |
| Nov-00 |
$131,997.50 |
$0.00 |
$0.00 |
$6,197.19 |
|
