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Model Portfolio
for Position Trading US Equity Index Futures:
January 3 - May 31, 2005
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42.81% |
Total
Trades |
34 |
Total
PnL |
$14,472.50 |
Average
(Trade/PnL) |
$425.66 |
Total
Gross |
$43,417.50 |
Total
Net |
$42,805.50 |
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| Market |
5/31/2005 |
Last |
Total
Trades |
Total
PnL |
Winners |
Losers |
Win
Amt |
Loss
Amt |
Avg
Win |
Avg
Loss |
Max
Win |
Max
Loss |
| SP500 |
ES |
1194.75 |
13 |
$102.25 |
8 |
5 |
$147.50 |
($45.25) |
$18.44 |
($9.05) |
$44.25 |
($19.25) |
| NAS100 |
NQ |
1547.5 |
10 |
$228.00 |
6 |
4 |
$304.50 |
($76.50) |
$50.75 |
($19.13) |
$93.50 |
($39.00) |
| DOW30 |
YM |
10493 |
11 |
$960.00 |
8 |
3 |
$1,363.00 |
($403.00) |
$170.38 |
($134.33) |
$330.00 |
($161.00) |
[ All Entry and Exit Trades are automatic signals from zSystemTM.
]
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Date
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Market
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Name
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zSystem Action
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Entry Level
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Profit Target
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Comment
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ES
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S&P 500 eMini
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NQ
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NASDAQ 100 eMini
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YM
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Dow Jones 30 eMini
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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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