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[ All Entry and Exit Trades are automatic signals from zSystemTM.
]
Assuming a trading account
capitalized at $100,000. Daily Return is
calculated based on commission rate of $3 per
contract per trade ($6 per round trip per
contract). Number of contracts traded in
each market is pre-fixed at 3 each for a maximum
simultaneous portfolio of up to 9 markets (as
shown in Model
Portfolio) to satisfy over-night margin
requirements. For day trading only, margins
would be a fraction of that required to hold a
futures contract overnight. For example,
for SP500 eMini, ES, day trading margin is $500
per contract, while over-night margin is $3938
(margin requirement will change periodically as
set by the Exchange). We are assuming all
trades are executed at the levels of system
signal without any slippage.
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Date
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Total
Daily Gross P/L
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Total
Trades
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Daily
Net Return
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|April
11, 2005|
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QM
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|
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|April
12, 2005|
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QM
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|April
13, 2005|
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|
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QM
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|April
14, 2005|
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|
|
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QM
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|April
15, 2005|
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|
|
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QM
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|
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|April
18, 2005|
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QM
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|April
19, 2005|
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QM
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|April
20, 2005|
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QM
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|April
21, 2005|
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QM
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|April
22, 2005|
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QM
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|April
25, 2005|
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QM
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Total
Net Return
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Average
Daily Trades
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Average
Daily Net Return
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Back to top
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U.S.
Government Required Disclaimer -
Commodity Futures Trading Commission. Futures and options trading
has large potential rewards, but also large potential risk. You must be aware of the
risks and be willing to accept them in order to invest in the
futures and options markets. Don't trade with money you can't afford to
lose. This website is neither a solicitation nor an offer to
Buy/Sell futures or options. No representation is being made that any account
will or is likely to achieve profits or losses similar to those discussed on
this website. The past performance of any trading
system or methodology is not necessarily indicative of future
results.
CFTC RULE
4.41 -
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN
LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL
TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED
FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING
PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO
REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO
THOSE SHOWN.
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Home
Log
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About
zSystem Market
Advisory Asset
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Performance Contact
PT |
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