You Say You're A Trader? It May Be A Tough Game With The IRS
You Say You're A Trader? It May Be A Tough Game With The IRS
You Say You're A Trader? It May Be A Tough Game With The IRS
#1-2008 Issue
Platinum Trading Solutions • 5340 N. Federal Hwy Suite 204, Lighthouse Point, FL 33064
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FUTURES’ TRADING INVOLVES SUBSTANTIAL RISK OF LOSS. FUTURES’ TRADING IS NOT SUITABLE FOR ALL
INVESTORS. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.
Futures Truth ™
38
Putting the Thermostat System Into Our Visual Basic for
4 Systems Tracked In This Issue Excel Testing Platform
In this bonus expansion of the Excel testing platform series,
8 Systems Ranked By Commodity George goes walks through programming a complete system, Ther-
mostat - a short term swing and trend following system, first pub-
11 Testing Information lished in Building Winning Trading Systems With TradeStation.
45
55 Margin Table The first and perhaps biggest hurdle that every new trader faces
come tax time is to convince the Internal Revenue Service that
56 Vendor Directory you are, in fact, a professional trader and not merely an overactive
FTC was established to bring truth to the world of publicly
offered trading systems. The public is literally flooded with
investor. Jim Crimmins, the founder and President of Traders
trading systems which carry promise of great wealth, if one Accounting, gives some insight on things to watch out for when
only has the discipline to “follow the system”. Many traders
have purchased systems for large sums of money only to
declaring this trading status.
find out later that the system is worthless. Our purpose is to
provide information to assist you in both the purchasing of
and the actual decision to trade a system. It is up to you to
reach your own conclusion from the facts we present.
48
cause of small margin requirements) can work against Everyone seems to want to put his neck on the block to predict
you as well as for you, i.e., you can have large losses as
well as large gains.
what stocks to buy for the coming year. The year, Al Thomas
takes a chance and makes his predictions. 2008 may not be the year
Computer studies for this publication were done by George
Pruitt, Donna Greene, & Joe Bobek. Copyright©2005 by to hide your money in your mattress!
Futures Truth™ Co. The information in this publication is
confidential and for the exclusive use of FTC subscribers
ONLY. No reproduction in any form is permitted without
written consent. The contents of this publication have been
carefully gathered from sources believed to be reliable,
but accuracy of the information is not guaranteed. Use
BEFORE THE CLOSE -
it at your own risk. No representation can be made that DAYTRADING SECRETS
50
future performance of any system will bear any relation to
past performance. Getting in a trade is easy, it’s the getting out that’s tough. In
CONFLICTS OF INTEREST: Daytrading Secrets, Lundy S. Hill looks at the Three Drives
• Futures Truth™ is a registered CTA & trades for To a Top Or Bottom and shows why the old adage that “things happen
its own account.
• The owner of Futures Truth™ has an affiliation with in threes” is true of trading also.
the brokerage firm, Commodity Research Institute
(CRI), a registered IB.
• Brokers with CRI have systems that we track in
Futures Truth™ Magazine. These systems are CTA RESOURCE REVIEW
Stafford S&P Daytrade, FT S&P Daytrade, Universal,
Universal LT, Pendulum, and Universal 2.0.
52
Wondering how some of the top CTA’s are performing?
• Futures Truth™ Magazine does track and may trade
systems that are created and sold by Futures Truth™
Holliston Hurd takes a closer look at MarketEthos Captial by
Company. These systems are Samurai 7, Samurai
Faris P. Hitti, Sean P. Phelan, Debra Hitti and Christopher Kourakis.
31, Samurai 35, Dynamic Breakout, FT Version Turtle
Trading, and Dynamic Moving Average Crossover.
You will also find the YTD rankings of the Top 25 New CTAs.
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
Futures Truth Magazine
TE S T I N G a n d C O N S U L T I N G
We can test your trading system in COMPLETE CONFIDENTIALITY
EVERY TRADER Here at Futures Truth, we believe we have the best mechanical
SHOULD DO trading system testing platform available. We have been designing,
THIS BEFORE testing, reporting and improving trading systems for ourselves,
vendors and multi-million dollar money managers since 1985.
TRADING.
Do you have a mechanical trading system or idea you would like to
> Drawdowns? trade? GET IT TESTED FIRST. Amateur testing platforms will
> Portfolios? not do for your money. Come to the PROFESSIONALS.
Systems included in the “Since Release Date” Tables, must have been released for at least 18 months.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH
ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS
LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FRE-
QUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE
ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENER-
ALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES
NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY AC-
COUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO
WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING
LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.
THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE
IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED
FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN
ADVERSELY AFFECT ACTUAL TRADING RESULTS.
THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING. THE HIGH DEGREE OF LEVERAGE
THAT IS FOUND IN FUTURES (BECAUSE OF SMALL MARGIN REQUIREMENTS) CAN WORK FOR YOU
AS WELL AS AGAINST YOU, I.E. YOU CAN HAVE LARGE LOSSES AS WELL AS LARGE GAINS.
FTC Limited Partnership is a privately offered pool. It is continuously offered to allow investors to participate in
a professionally managed portfolio of commodities and securities investments. The Commodity Pool Operator is
Futures Truth Company, a Delaware corporation. The main business office is located at 294 N. Hillside Road,
Hendersonville, N.C. 28791. The main telephone number is (828) 697-0273, Fax (828) 692-7375, and e-mail:
ftruth@aol.com. The pool in its current structure has been in operation since March 2004.
MANAGED ACCOUNTS BY THE ADVISOR MAY HAVE PERFORMED SIGNIFICANTLY DIFFERENT FROM
THIS ACCOUNT AS IT DEPENDS ON CAPITAL, RISK TOLERANCE, ETC
CUMULATIVE %- $200,000
10.00%
5.00%
0.00%
-5.00%
OCT1,2007 - JAN 5,2008
#1-2008 RANKING BY SPECIFIC COMMODITY
NOTE: RANKING BASED ON PERFORMANCE SINCE RELEASE DATE. SOME SYSTEMS HAVE BEEN OUT FOR A SHORT PERIOD OF TIME.
Bond %Chng S&P %Chng Day Trade %Chng
Systems Sys. Min.Req Systems Sys. Min.Req Systems Sys. Min.Req
System Name # Cap. System Name # Cap. System Name # Cap.
1 Weaver MT 319 276.9% 1 Impetus SP 589 131.0% 1 Keystone 538 320.2%
2 Samurai_35 283 226.6% 2 Keystone 538 117.5% 2 Turbo Trader Pro 539 235.3%
3 Trend One 299 189.7% 3 SledgeHammer 581 115.5% 3 Impetus SP 589 131.0%
4 1-2-3 System 106 153.2% 4 R-Mesa 3 268 103.5% 4 Keystone 538 117.5%
5 ATS-3200 361 152.7% 5 Tzar 426 73.7% 5 CrudeExtreme 534 116.7%
6 Checkmate 342 145.8% 6 R-Breaker 187 71.1% 6 Keystone 538 115.7%
7 Grand Cayman System 177 135.3% 7 RC Success 461 65.0% 7 R-Mesa 3 268 103.5%
8 ETS - Daily 257 126.9% 8 RC Trend 598 61.1% 8 Bounce 2 450 82.7%
9 Samurai_7 281 118.5% 9 RC Edge 567 59.8% 9 RC Trend 598 77.8%
10 CatScan 212 110.0% 10 STC S&P DayTrade 258 56.5% 10 R-Breaker 187 71.1%
11 Challenger 350 106.3% 11 Cyclone 250 45.2% 11 Early Bird III 431 68.6%
12 William Tell Bonds 262 103.0% 12 %C DayBreaker 405 44.6% 12 RC Chance+ 597 66.7%
13 Scooter 105 96.5% 13 Dual Thrust 562 44.1% 13 Impetus 415 65.3%
14 MESA Bonds 321 85.4% 14 Mechwarrior 480 42.3% 14 RC Success 461 65.0%
15 Big Dipper 273 75.2% 15 Magnet 266 41.7% 15 RC Trend 598 61.1%
16 Universal 133 69.1% 16 VOLPAT 59 36.4% 16 RC Edge 567 59.8%
17 Compass 278 62.4% 17 Early Bird 327 36.0% 17 RC Success 461 59.5%
18 Ready-Set-Go 340 60.0% 18 Zeeport 367 34.3% 18 STC S&P DayTrade 258 56.5%
19 DCB-Bond 306 56.7% 19 R-Mesa 5 411 31.0% 19 Early Bird II 580 46.8%
20 Universal LT 199 56.6% 20 R-Levels 186 29.8% 20 Cyclone 250 45.2%
21 Basis 269 55.3% 21 ETS Day Trade 272 29.5% 21 RC Chance 565 45.1%
22 Turtle Trading System 249 52.2% 22 Early Bird II 580 29.3% 22 %C DayBreaker 405 44.6%
23 Lil' Dipper 274 49.7% 23 Trader's Profit Motive 93 28.4% 23 VOLPAT 59 36.4%
24 XS Bonds 267 48.6% 24 Auto Core Duo 603 27.9% 24 Early Bird 327 36.0%
25 Basis II 270 45.4% 25 FT S&P DayTrade 171 26.5% 25 Zeeport 367 34.3%
26 EVE T Bond 288 44.1% 26 Balance Point 386 24.1% 26 R-Mesa 5 411 31.0%
27 Tuition-LT 387 43.5% 27 CTS BrB System 512 24.1% 27 R-Levels 186 29.8%
28 Sidewinder 298 35.8% 28 Bounce 2 450 24.0% 28 ETS Day Trade 272 29.5%
29 BRIX 395 25.6% 29 Zenith* 1000 233 22.6% 29 Early Bird II 580 29.3%
30 Fusion 483 24.9% 30 Octane 378 22.4% 30 FT S&P DayTrade 171 26.5%
31 Watch and Wait 126 23.1% 31 RC Shine 576 22.4% 31 Balance Point 386 24.1%
32 Volatility 85 22.6% 32 AlfaMAXX 432 22.4% 32 Bounce 2 450 24.0%
33 Serendipity 297 21.6% 33 PULSAR Volatility 102b 21.1% 33 Octane 378 22.4%
34 USOne 308 7.6% 34 SP \ U 232 18.9% 34 RC Shine 576 22.4%
35 Catscan II 226 7.2% 35 Time 496 14.9% 35 AlfaMAXX 432 22.4%
36 Synergy 374 1.8% 36 MesaMAX 412 13.3% 36 Early Bird III 431 16.9%
37 Ultimate Trading Dev. II 324 1.3% 37 Dynamo 265 12.8% 37 Early Bird II 580 15.8%
38 Countdown 338 -0.1% 38 The Big Blue 242 12.7% 38 RC Book 2 566 13.4%
Mini Russell %Chng Russell %Chng Cotton %Chng
Systems Sys. Min.Req Systems Sys. Min.Req Systems Sys. Min.Req
System Name # Cap. System Name # Cap. System Name # Cap.
1 Keystone 538 320.2% 1 Dual Thrust 562 257.2% 1 Capcon1 296 101.8%
2 DualThrust 2 590 263.6% 2 I-Master 366 113.4% 2 Black or White 124 84.4%
3 Turbo Trader Pro 539 235.3% 3 Tzar 426 99.7% 3 Waverider 339 78.5%
4 Maxim 552 221.1% 4 Bounce 2 450 82.7% 4 Aberration 207 67.6%
5 HiProb 491 82.7% 5 Early Bird III 431 68.6% 5 Grand Cayman System 177 67.5%
6 HI%Mid 572 81.1% 6 Early Bird II 580 46.8% 6 Millenium 2000 280 66.6%
7 DualThrust 2 590 66.9% 7 CTS Crash Control 511 32.2% 7 GK Universal Trader II 551 63.5%
8 Impetus 415 65.3% 8 Spectrum 438 -9.9% 8 Axiom Long Term 471 63.4%
9 Axiom Index 469 -23.3% 9 Samurai_7 281 46.0%
10 Samba 417 -25.4% 10 Pegasus 440 45.9%
11 Delphi Universal II Day 594 -33.2% 11 Volatility 85 45.6%
12 Shockwave 430 -44.2% 12 Arcs 279 33.2%
13 Black Crusader UD Mini 579 -44.4% 13 Golden SX 253 18.5%
14 Mosaic 596 -124.6% 14 STO-X 347 17.2%
15 Vixen 442 -254.0% 15 Ready-Set-Go 340 15.1%
16 Hi-Lo Swing 346 10.3%
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Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
1 Mesa T-Notes 435 T Note 1/03 n/a 7810 3226 -2350 -2575 0 0 0 0 0 0 0
2 Kannatta 584 Can Dollar 1/07 n/a n/a n/a n/a n/a n/a -915 0 0 0 5275 0
3 MESA Bonds 321 Bonds 7/00 3331 -1435 -3778 4653 -144 0 0 0 0 0 -3637 -1293
4 Dollar Trader for Curr. 236 Euro C 1/99 10750 8700 4675 -4051 -5414 -1663 -263 2613 0 0 3450 -200
Dollar Trader for Curr. 236 Jap Yen 1/96 10012 -5377 5401 7562 -4650 -925 0 4300 525 0 4738 0
5 SledgeHammer 581 S&P 1/06 n/a n/a n/a n/a 6450 1175 7775 25 -3575 -2375 9250 2200
6 CrudeExtreme 534 * Mini Crude 1/06 n/a n/a n/a n/a 645 60 970 160 -780 1483 1248 743
7 Black Gold 333 Crude 1/01 110 -4535 7730 -1830 12500 0 0 2655 0 0 0 -2295
8 VOLPAT 59 * S&P 10/88 3000 15850 14000 -11575 500 -2800 -4925 -650 3300 -2700 425 8250
9 Maxim 552 Mini Russell 4/06 n/a n/a n/a n/a 11720 1770 2390 585 2065 1140 -35 4775
Maxim 552 Mini S&P 4/06 n/a n/a n/a n/a 5613 1138 1188 338 638 988 325 2350
10 Qtech Beans 492 Soybeans 4/05 n/a n/a n/a -7150 -6363 0 -2575 -400 1825 3175 -2775 -63
11 AlfaMAXX 432 * S&P 5/03 n/a -7500 -14100 -12225 15400 -675 -25 -1200 1100 900 -2650 4226
12 Turbo Trader Pro 539 * Mini Russell 3/06 n/a n/a n/a n/a 9750 100 110 1470 2380 1160 -2800 110
13 EuroDynamics LT 445 Euro C 9/03 n/a -1763 6338 988 2263 1625 0 0 0 0 2150 0
14 25X25 275 Bonds 6/98 6730 -9600 1630 -20 -580 -1200 0 1330 -1420 0 0 0
15 ATS-6400 362 T Note 1/01 -7421 -94 -416 -2985 6681 0 0 -309 -371 -1559 565 753
16 Dual Thrust 562 Nat Gas 8/06 n/a n/a n/a n/a 24600 4140 -3210 -3500 5290 8500 13120 12380
Dual Thrust 562 Russell 2K 8/06 n/a n/a n/a n/a 45600 2100 -9050 1925 32025 2350 -8950 14125
Dual Thrust 562 Unleaded 8/06 n/a n/a n/a n/a -6967 185 -2121 4473 2478 8333 21773 -5351
Dual Thrust 562 Euro C 8/06 n/a n/a n/a n/a 1837 -725 0 1313 0 0 1825 200
Dual Thrust 562 Crude 8/06 n/a n/a n/a n/a -3260 4500 3280 790 -1160 4730 -3160 3120
Dual Thrust 562 S&P 8/06 n/a n/a n/a n/a 1450 -875 1100 11150 -5575 7875 -16600 -11425
Dual Thrust 562 Coffee 8/06 n/a n/a n/a n/a -6938 -2456 2363 1406 -750 -694 -3919 -375
Dual Thrust 562 Cotton 8/06 n/a n/a n/a n/a -5750 -795 -1175 1385 -455 -2580 -560 2250
17 Delphi Universal 509 Mini Midcap 09/05 n/a n/a n/a 4545 3155 -1195 -860 1555 -1270 1405 -3535 1940
18 Scooter 105 Coffee 12/89 -1519 -11608 12413 -17193 -15226 -113 0 2813 -3750 2044 -694 2288
Scooter 105 Bonds 12/89 -2540 21680 -4850 2940 4490 -1210 0 4540 -630 920 1130 2030
Scooter 105 Jap Yen 12/89 4762 -5002 12313 3374 -13327 -563 613 -1075 -3800 -1188 2150 -1513
Scooter 105 Copper 12/89 -5528 -2715 4849 -5063 -1412 -4263 0 15300 0 17513 -8963 2188
Scooter 105 Crude 12/89 12060 1150 2800 -28200 2990 -2530 6680 -1930 -3620 540 680 -120
19 GK Grain Trader I 489 Wheat 11/04 n/a n/a 0 1088 -4713 0 625 0 0 -800 0 0
GK Grain Trader I 489 Corn 11/04 n/a n/a 0 613 -2725 0 0 0 2788 0 0 0
GK Grain Trader I 489 Rough Rice 11/04 n/a n/a -1335 -250 -4675 0 0 -585 0 0 0 -1395
20 Samurai_35 283 Bonds 5/98 6130 18220 8160 7660 -4110 -1910 240 2530 -1550 -1490 -1010 350
21 William Tell Bonds 262 Bonds 9/97 7210 4850 10310 -1020 2570 -2340 0 1020 0 -2120 -2330 0
22 Bond & Yen Trdng. Sys. 225 Jap Yen 8/95 6176 1163 2687 7800 -3626 -2463 0 3788 0 0 1625 1538
Bond & Yen Trdng. Sys. 225 Bonds 8/95 -5520 -9430 10800 -8060 1260 0 0 590 -1990 0 2020 0
23 Sierra Hotel 255 Euro C 1/99 -750 30163 -1138 3400 -338 0 -2700 2188 0 0 1825 -638
Sierra Hotel 255 Jap Yen 1/97 3100 -12963 -11625 6663 -6500 -2638 0 1713 -525 0 3688 0
Sierra Hotel 255 S Franc 1/97 2525 10700 -16125 5913 -11938 -1463 0 3975 -638 -1025 825 738
24 Yankee DX 593 $ Index 1/07 n/a n/a n/a n/a n/a n/a n/a n/a 735 0 0 735
25 Early Bird II 580 * Russell 2K 8/02 7075 9575 -15325 -1875 6225 -100 3200 6050 6350 1650 0 -5875
Early Bird II 580 * S&P 8/02 3650 4075 -475 2250 0 0 0 5350 6525 0 0 5725
Early Bird II 580 * SP Midcap 8/02 -1375 15025 -6100 975 -3350 0 0 4300 10600 0 0 0
26 SAGA 472 Crude 4/04 n/a n/a 9110 -11610 4690 780 0 1980 0 -2720 -2530 4210
SAGA 472 T Note 4/04 n/a n/a -8120 -2270 3580 -1380 0 -600 0 -1290 950 2400
SAGA 472 Jap Yen 4/04 n/a n/a -1575 11900 -16791 -2138 0 988 -1313 0 2738 0
SAGA 472 Euro C 4/04 n/a n/a 3974 -6188 -7164 500 -1763 1225 -1738 0 1400 -1225
27 Impetus SP 589 * S&P 12/06 n/a n/a n/a n/a -2650 -2650 175 -825 3800 -300 1275 6475
28 EGE 6% 470 Euro C 4/04 n/a n/a -20763 -15175 -10113 100 -525 875 300 363 -1238 713
29 Samurai_7 281 Bonds 5/98 5300 8380 8070 230 8130 -1210 1530 1030 -690 -340 -770 -190
Samurai_7 281 Nat Gas 5/98 30480 -4720 34910 18620 14290 16150 -7050 -2990 -2660 7940 400 6340
Samurai_7 281 Cotton 5/98 -6080 4420 15760 1010 -3105 585 -1120 -620 65 15 -1045 675
Samurai_7 281 H Oil 5/98 520 10182 1827 -5267 3549 -773 9996 1940 7119 -147 -1365 0
Samurai_7 281 S Franc 5/98 -188 -13901 -6000 -488 -17113 -3575 775 1188 -688 -1175 700 -1175
30 Qtech Cattle 494 Live Cattle 4/05 n/a n/a n/a 380 -3295 -1000 575 -225 2595 725 400 1445
31 Amos' Root 307 Euro C 5/00 3950 14288 2113 8400 -6738 0 0 0 0 0 6063 0
Amos' Root 307 Jap Yen 5/00 4275 -2350 -11288 2463 6088 0 0 0 288 0 0 0
32 Theta 309 Jap Yen 6/00 11088 -12338 1200 11488 -7725 -1775 0 900 0 -1725 0 0
Theta 309 Crude 6/00 4955 3235 9780 -15935 8350 17285 0 585 -3395 -5070 0 -485
Theta 309 S Franc 6/00 -3825 -900 3338 88 -6813 0 -475 -1113 -1363 0 -875 0
Theta 309 K Wheat 6/00 4275 100 -7425 -9050 263 -638 0 -1375 0 -2638 -1163 0
Theta 309 Coffee 6/00 -5606 -13519 -6038 -919 -4613 0 1969 0 0 0 3956 -2063
Theta 309 Bonds 6/00 119 -7006 363 -200 -1300 -1169 0 -388 -1700 0 -2119 0
33 GK Energy Trader II 487 Crude 11/04 n/a n/a -2685 13525 10140 0 -4785 -1335 0 1575 0 2735
GK Energy Trader II 487 Unleaded 11/04 n/a n/a -2322 27212 -19227 0 -4330 -2322 0 19447 -1986 8640
GK Energy Trader II 487 Heat Oil 11/04 n/a n/a 719 3923 11283 0 -9781 2403 0 0 12139 -3690
GK Energy Trader II 487 Nat Gas 11/04 n/a n/a -15075 74335 -36585 -7645 1495 0 -4295 -7055 900 145
34 DualThrust 2 590 Mini Russell 3/07 n/a n/a n/a n/a n/a n/a n/a n/a 3525 510 2860 1075
DualThrust 2 590 Mini S&P 3/07 n/a n/a n/a n/a n/a n/a n/a n/a -395 -610 40 -1285
DualThrust 2 590 Mini Russell 3/07 n/a n/a n/a n/a n/a n/a n/a n/a 1905 840 3470 -3170
DualThrust 2 590 Mini S&P 3/07 n/a n/a n/a n/a n/a n/a n/a n/a 345 2805 1875 -1640
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
35 DCB-Bond 306 Bonds 1/00 -8950 2720 3020 3630 1940 -1270 -570 1170 -250 -360 10 2360
36 Octane 378 * S&P 4/02 68700 -14175 -26275 -22675 -3875 -2225 -200 1500 2150 600 -6325 5475
37 Keystone 538 * Mini Russell 4/06 n/a n/a n/a n/a 13495 230 2260 360 2725 3260 -2420 1145
Keystone 538 * S&P 4/06 n/a n/a n/a n/a 26175 2675 -650 -1400 5700 14825 1300 15075
Keystone 538 * Mini S&P 4/06 n/a n/a n/a n/a 4213 150 -1713 -688 963 2625 625 3725
38 Franc Trader 586 S Franc 1/07 n/a n/a n/a n/a n/a n/a 0 0 -500 0 0 -63
39 R-Breaker 187 * S&P 7/93 39000 34050 -13200 -20475 -7100 -200 275 12625 3500 -5350 4025 5025
40 RC Success 461 * S&P 4/04 n/a n/a 36525 13925 -16100 1600 -2725 3100 5575 1500 5375 -2025
RC Success 461 * Mini S&P 4/04 n/a n/a 3113 3400 -450 588 313 638 1213 613 675 -1975
41 PULSAR Volatility 102b S&P 1/89 35675 -11975 5550 -16200 16175 1000 -4475 2525 2375 1350 -600 9600
PULSAR Volatility 102b Bonds 1/89 17125 -1750 -4025 -8775 -11675 -2725 900 -1625 25 -5675 -7375 4025
42 VC Daytrader 437 * S&P 8/03 n/a 800 -19700 -11900 525 -5425 425 -2275 -1925 -3150 -9600 9575
43 Impetus 415 * Mini Russell 1/03 n/a 1935 4075 -625 3225 -500 -740 -215 1145 320 -275 820
44 Tzar 426 Russell 2K 3/03 n/a 30150 40700 23675 11125 6775 29500 -11550 -1450 -13100 6775 31475
Tzar 426 S&P 3/03 n/a 22425 4400 -1250 63300 3075 2450 0 9000 -7375 0 18800
Tzar 426 Nasdaq 3/03 n/a 45550 34800 -8350 21625 3275 -6300 -13000 -7700 -8000 0 1300
Tzar 426 D. Jones 3/03 n/a 10420 -12330 2510 -11990 40 4120 -4290 -3020 0 0 5630
45 Ultimate Trading Dev. I 323 Euro C 8/00 11813 8013 6725 -5001 9901 0 0 -988 0 0 2100 0
Ultimate Trading Dev. I 323 Jap Yen 8/00 4238 4225 -5926 2174 -12063 0 0 -3038 0 0 -3450 0
46 Early Bird III 431 * Russell 2K 3/03 n/a 21225 -8550 925 8225 -2000 2075 7325 5100 -2050 0 -5625
Early Bird III 431 * SP Midcap 3/03 n/a 13400 -1450 -425 -1625 0 0 2750 11975 1275 0 0
Early Bird III 431 * S&P 3/03 n/a -2850 -2125 3125 0 0 0 5350 7325 0 0 5725
47 Qtech Bellies 495 Pork Bellies 04/05 n/a n/a n/a 5005 4940 -135 195 5500 0 0 -2075 1605
48 Trend Weaver 604 T Notes 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 $ Index 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Crude 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Gold 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Palladium 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Jap Yen 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
49 ETS Day Trade 272 * S&P 1/98 -10925 7750 -4625 -19575 -13475 200 -2950 9925 1575 1900 -7825 3274
50 BRIX 395 T Note 5/02 -2880 7280 8250 -2930 -2420 0 0 -1240 0 0 850 0
BRIX 395 Crude 5/02 340 -5850 20070 1810 5110 10 0 1390 -310 1420 -2460 320
BRIX 395 Euro C 5/02 -575 10013 11800 6524 -7212 0 -2475 3013 0 0 2100 -4363
BRIX 395 S Franc 5/02 -2014 -1076 6250 7500 -6537 0 -4425 1125 0 0 -863 0
BRIX 395 Bonds 5/02 -8480 -1290 9380 -9150 11830 0 -3680 -1960 0 0 1020 0
BRIX 395 H Oil 5/02 635 -6355 12109 4142 -11830 0 9269 0 -34 0 -7085 0
BRIX 395 Jap Yen 5/02 1750 -9375 -1137 14775 -9438 -2075 0 2800 0 0 -913 0
51 Zenith* 1000 233 S&P 10/95 -11675 4400 19050 -19875 48875 1750 2800 -1425 1675 0 10150 525
52 Simple Harmony 571 Sugar 12/05 n/a n/a n/a 0 6170 -1015 0 0 0 0 2344 -971
Simple Harmony 571 Copper 12/05 n/a n/a n/a 0 4013 0 0 13812 0 0 21038 1213
Simple Harmony 571 Nat Gas 12/05 n/a n/a n/a 0 57380 -8395 0 -685 -8975 -7455 -3245 0
Simple Harmony 571 Euro C 12/05 n/a n/a n/a 0 -3463 3013 0 0 -1363 0 2363 -500
Simple Harmony 571 T Note 12/05 n/a n/a n/a 0 556 0 0 -1215 0 0 0 0
Simple Harmony 571 Jap Yen 12/05 n/a n/a n/a 0 -16125 0 0 5663 1288 0 0 0
Simple Harmony 571 Cotton 12/05 n/a n/a n/a 0 -1250 2075 0 0 0 0 -4025 0
53 GK-Energy Trader 349 Nat Gas 2/01 -5230 19830 -9660 7270 44820 17510 -8740 0 0 0 -4680 7300
GK-Energy Trader 349 H Oil 2/01 -3109 -14646 12889 5565 -3562 0 9269 -399 1856 0 -168 0
GK-Energy Trader 349 Unleaded 2/01 -7619 -8687 12513 6276 1277 0 -533 -3520 9731 0 8820 0
GK-Energy Trader 349 Crude 2/01 -460 -3320 10140 -7420 -3140 -1430 0 -2070 0 -2070 -2710 0
54 Dennis RSI 4 S&P 6/86 9875 -1775 -6000 -11650 21150 -200 2900 8650 -175 -200 8700 9475
55 Challenger 350 Bonds 3/01 3380 5950 5220 780 9950 0 -3460 -2070 0 0 3700 0
Challenger 350 Euro C 3/01 14525 13689 8524 9075 -15813 0 0 -988 0 0 2100 263
Challenger 350 B Pound 3/01 9850 -4163 -4470 -8894 8044 0 0 -275 0 0 950 0
Challenger 350 S Franc 3/01 6550 3763 2725 6963 -15038 0 -4425 -1700 -300 0 -1188 0
Challenger 350 Jap Yen 3/01 -176 -9826 2212 8725 -9563 0 0 3525 0 0 4138 0
Challenger 350 Cotton 3/01 -4610 -10900 7055 -12445 805 0 -1275 -3875 0 3210 0 -1120
56 Magnet 266 S&P 11/97 -13200 28425 32675 -150 26875 -2700 2850 -10875 -5500 0 19175 -9200
57 Universal LT 199 Bonds 4/93 -2100 13950 -15480 -5150 -10660 -4080 -1760 3470 -890 1560 2810 1810
Universal LT 199 Jap Yen 4/93 1788 -412 401 -2126 -3952 -2638 2875 1838 0 0 -1338 -2000
Universal LT 199 Copper 4/93 -4214 -100 1412 3811 16175 0 13663 2100 0 19663 -5988 -3413
Universal LT 199 Crude 4/93 4250 8650 12380 11220 -10500 -1930 7240 -410 0 -2430 -1250 980
Universal LT 199 Euro $ 4/93 -1525 225 -825 -2025 -1125 0 0 -450 0 0 -500 0
Universal LT 199 B Pound 4/93 264 5880 -5389 255 8508 0 600 -1175 -138 588 -1300 -2375
58 Pendulum 304 S&P 1/00 16575 -8325 -3675 -5675 -15175 -2025 -4275 -750 -7875 6500 5475 11175
59 Catscan III Const. 422 T Note 5/03 n/a 4410 7340 3790 -5810 -950 -1710 1290 0 -1780 -460 0
Catscan III Const. 422 Euro C 5/03 n/a 15488 -5076 2986 3999 0 -3550 2075 0 0 225 38
Catscan III Const. 422 $ Index 5/03 n/a 8630 -500 5750 -2910 -2100 -2150 760 0 0 -640 10
Catscan III Const. 422 F Note 5/03 n/a -1340 450 1830 -2170 -340 0 1860 0 -2020 -1170 110
Catscan III Const. 422 Jap Yen 5/03 n/a -577 -3725 5451 1226 -2638 0 3638 0 -1025 3188 0
Catscan III Const. 422 S Franc 5/03 n/a -1300 -4602 3624 -476 -2600 0 213 0 -2038 -1275 0
Catscan III Const. 422 Euro$ 5/03 n/a -925 -275 -1775 -2925 -400 -400 -300 -450 -350 -400 -700
60 R-Mesa 5 411 * S&P 3/02 33200 18875 11375 -10650 -27625 1250 2250 5725 1150 -2875 4775 5350
61 Weaver 318 T Note 7/00 310 6270 5170 -1910 580 0 -2110 -1570 0 0 850 0
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Weaver 318 Beans 7/00 -1210 1440 13940 -555 -9595 1885 -3735 3725 0 -1950 -315 5035
Weaver 318 S Franc 7/00 2799 5938 -2026 11199 -8701 -2525 0 713 0 0 -863 0
Weaver 318 Crude 7/00 5830 -4520 20070 -5910 890 50 0 1390 -310 1420 -4730 -220
Weaver 318 Jap Yen 7/00 15276 -4076 250 2624 -8501 -2075 0 1775 0 0 -850 0
Weaver 318 H Oil 7/00 1642 -7735 3700 -640 -5899 0 9265 0 42 0 -9274 0
Weaver 318 Sugar 7/00 -4256 -1736 -1187 2229 9386 -997 0 -34 -2464 78 -291 -1378
62 EVE T Bond 288 Bonds 3/98 -4510 6750 13840 1050 -990 -1260 0 -510 -150 0 -530 -310
63 ZumaFria 558 O. Juice 11/05 n/a n/a n/a 1538 2640 0 -1508 0 -413 0 0 2610
64 Madera2X4 557 Lumber 11/05 n/a n/a n/a 0 -2547 0 -1560 0 4116 684 0 0
65 Belly Trader 234 Bellies 12/95 10308 3084 -10492 -3132 -112 1272 2308 972 0 964 0 -756
66 Fusion 483 B Pound 12/04 n/a n/a 0 1450 4363 0 2988 -1775 0 0 0 0
Fusion 483 S Franc 12/04 n/a n/a 0 6925 2725 -2000 0 0 0 -550 -1675 0
Fusion 483 $ Index 12/04 n/a n/a 0 150 2460 0 -1015 -685 0 0 1845 0
Fusion 483 Euro C 12/04 n/a n/a 0 0 -950 0 0 0 0 0 0 0
Fusion 483 T Note 12/04 n/a n/a 0 -3313 -1633 -1177 0 0 -28 0 0 0
Fusion 483 Bonds 12/04 n/a n/a -3294 1850 -1288 0 0 0 -856 0 0 0
Fusion 483 Jap Yen 12/04 n/a n/a 0 2438 -4875 -1975 0 0 0 0 0 2375
Fusion 483 Crude 12/04 n/a n/a 0 0 0 0 0 0 0 0 0 0
67 Trend Harmony 515 Sugar 12/05 n/a n/a n/a 0 5778 -1004 0 0 0 0 2344 -1897
Trend Harmony 515 Copper 12/05 n/a n/a n/a 0 10687 0 0 13812 0 0 21038 -2700
Trend Harmony 515 T Note 12/05 n/a n/a n/a 0 47 190 0 -325 0 0 0 -3075
Trend Harmony 515 Nat Gas 12/05 n/a n/a n/a -9245 10415 0 25550 -6290 -3495 0 -4145 0
Trend Harmony 515 Euro C 12/05 n/a n/a n/a -3225 2125 3012 2263 0 0 0 4088 0
Trend Harmony 515 Jap Yen 12/05 n/a n/a n/a -3088 -19988 -2163 0 2837 1300 0 0 0
Trend Harmony 515 Cotton 12/05 n/a n/a n/a 80 -1250 2075 0 0 0 -3075 0 -3075
68 CatScan 212 Bonds 10/94 5400 -490 11070 2490 -300 -2760 0 30 0 -2320 1470 0
CatScan 212 $ Index 10/94 9230 1900 5860 -1450 -3060 0 -2170 980 0 970 -780 -620
CatScan 212 S Franc 10/94 4987 -9478 6524 3401 -5902 -575 -3288 188 -700 363 -3038 975
CatScan 212 Jap Yen 10/94 -850 6699 -21190 1187 -12290 -713 0 4750 -725 -363 3113 0
CatScan 212 T Notes 10/94 5080 -4230 9470 -600 -2130 -1860 0 -770 0 -1180 1060 0
CatScan 212 Cotton 10/94 -8745 -3595 -1040 -5555 -11565 1225 675 815 -1980 3185 -65 4605
69 Compass 278 T Notes 3/98 2710 350 -2380 350 2800 0 0 -1480 -260 290 160 970
Compass 278 Bonds 3/98 12380 -13560 -9970 -480 9970 -1170 0 4870 -680 990 1630 0
Compass 278 $ Index 3/98 5590 1900 4430 -1340 -400 -840 0 1270 0 0 1480 -770
Compass 278 Jap Yen 3/98 11762 -5025 -6900 6138 -10302 -2638 0 4888 288 0 4500 0
Compass 278 H Oil 3/98 -3667 9997 -2468 18946 -35629 -3881 5456 -2524 9013 0 -3007 0
Compass 278 Copper 3/98 -950 -1877 4624 2938 15200 -3050 0 9913 0 -14025 0 -2213
Compass 278 Coffee 3/98 -2419 -4876 19 -1574 2137 -19 0 2531 -450 3319 -1106 375
70 Millenium 2000 280 Cotton 5/98 -935 7360 -4525 -3235 255 25 500 -50 0 2085 -795 3825
Millenium 2000 280 Cattle 3/98 -436 12420 -3372 1296 -2152 0 -520 0 -1848 0 1416 0
Millenium 2000 280 Unleaded 3/98 -6119 0 0 -5145 0 0 0 0 0 0 0 0
Millenium 2000 280 Euro C 12/98 3674 3088 -2713 -8739 -7937 0 -3850 -1450 0 0 1700 0
Millenium 2000 280 Jap Yen 3/98 -51 -2 13313 4712 -11538 -563 -50 775 -1913 -2250 3163 0
Millenium 2000 280 Coffee 3/98 -1631 -6433 10745 -15188 -10651 -113 0 3713 -3938 -56 131 -1538
71 RC Trend 598 * Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
RC Trend 598 * S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
72 ETS - Daily 257 Bonds 3/97 2950 2150 14206 7288 -1681 -1825 2331 956 -1450 0 -1244 1988
ETS - Daily 257 Euro C 1/99 -6000 19213 -8163 -12375 38 0 0 638 1613 0 -175 1413
ETS - Daily 257 S Franc 3/97 -2300 9713 6013 -5750 325 0 2825 1113 -1488 0 -463 0
ETS - Daily 257 Jap Yen 3/97 6838 -11000 -10113 788 -1600 -2563 0 2250 -1238 0 3163 0
ETS - Daily 257 S&P 3/97 9875 -22200 -13450 -2800 -10925 4150 -8125 -5225 -2500 -7575 17750 -7550
ETS - Daily 257 Beans 11/97 -6763 -3638 -4731 -2456 -7056 -706 0 3444 -1581 550 -2000 4350
ETS - Daily 257 B Pound 03/97 -1538 11400 -6163 -18738 3306 0 0 0 -2763 0 413 -956
73 Trader's Profit Motive 93 S&P 9/89 -9050 -4900 28300 -3625 -57175 -3150 -2950 6775 17175 -3950 -7825 11800
74 Ultimate Trading Dev. II 324 Euro C 8/00 11813 6463 6787 -8676 6263 0 0 -988 0 0 2100 0
Ultimate Trading Dev. II 324 B Pound 8/00 7738 9188 6493 -2469 3207 0 -1513 0 0 0 -1675 -900
Ultimate Trading Dev. II 324 Euro$ 8/00 825 -1125 100 -1250 50 -225 0 -100 -375 0 175 0
Ultimate Trading Dev. II 324 Jap Yen 8/00 5850 4225 -9913 10488 -14227 0 0 -1688 0 0 -3450 0
Ultimate Trading Dev. II 324 S Franc 8/00 3625 -8638 7138 -2376 -1212 0 0 -2638 0 0 -1313 0
Ultimate Trading Dev. II 324 Bonds 8/00 5650 7690 2250 -5750 -1130 0 0 -210 0 0 -2980 0
75 Turtle Trading System 249 Jap Yen 1/90 10612 -4087 1586 -775 -9526 -1550 0 2138 -2113 -75 1388 -338
Turtle Trading System 249 Bonds 1/90 890 670 -5800 220 1980 -1180 0 -70 -1390 -70 790 0
Turtle Trading System 249 B Pound 1/90 3394 5113 8173 -1869 1110 0 -3088 -1163 -638 0 750 0
Turtle Trading System 249 Crude 1/90 -1030 1250 -90 2220 -1310 -2750 0 3680 0 -70 0 1520
Turtle Trading System 249 Copper 1/90 -1639 -1725 -3488 7575 15438 -588 0 8300 0 14888 -2113 0
Turtle Trading System 249 Coffee 1/90 1724 -8476 1201 5270 -2589 0 -975 -2025 -1275 206 -881 -2363
76 HiProb 491 Mini Russell 1/05 n/a n/a n/a 3635 8485 1825 3180 0 -135 645 0 665
HiProb 491 Mini Midcap 1/05 n/a n/a n/a 2380 8360 600 0 0 95 655 0 325
HiProb 491 Mini Nasdaq 1/05 n/a n/a n/a -565 3260 0 235 435 380 375 0 695
HiProb 491 Mini S&P 1/05 n/a n/a n/a -2413 2963 475 1375 0 338 700 0 1238
77 USOne 308 T Note 3/02 5666 -2322 2225 -4506 -1003 -1013 0 -1825 0 0 0 0
USOne 308 Bonds 5/00 4025 -3663 -2788 -3525 -550 -1169 0 -2575 0 0 0 0
78 FT S&P DayTrade 171 * S&P 06/92 19825 30275 -4025 -1825 -23475 -450 2800 7175 1000 250 3200 2400
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
79 Waverider 339 Cotton 5/01 -7895 -840 13930 -1555 2785 6115 0 -1195 0 0 0 1605
Waverider 339 Nat Gas 5/01 15725 1455 -20285 16070 29855 0 0 0 0 0 13570 0
Waverider 339 Euro C 5/01 3488 12638 4388 2713 -12825 0 -588 0 -2988 0 713 0
Waverider 339 Live Hogs 5/01 8635 -3067 -5470 5830 -2358 0 0 0 0 0 0 0
Waverider 339 Silver 5/01 -3910 -8760 6695 -8925 4955 -2175 -2175 0 -2175 0 -2175 0
Waverider 339 Coffee 5/01 -2100 150 -12450 7931 -8981 0 675 0 0 0 0 788
Waverider 339 Soymeal 5/01 1330 -625 -5585 7775 -3185 325 -1955 0 255 0 0 -1035
Waverider 339 Bonds 5/01 5513 631 -9088 -5363 -2169 3113 0 0 0 0 0 0
80 Catscan III 421 $ Index 5/03 n/a 9090 -710 5650 -2060 -1970 -1980 760 0 0 -540 -250
Catscan III 421 Euro C 5/03 n/a 11187 148 824 3374 0 -2700 -413 0 0 1275 13
Catscan III 421 F Note 5/03 n/a -1340 450 1830 -2170 -340 0 1860 0 -2020 -1170 110
Catscan III 421 Jap Yen 5/03 n/a -2925 -5451 7563 4915 -1838 0 4513 0 -2613 475 0
Catscan III 421 Crude 5/03 n/a 570 5130 -2170 -2420 -3150 0 4990 0 -720 -7720 1250
Catscan III 421 Nat Gas 5/03 n/a -610 30470 -1190 -10650 13940 -7950 150 -840 2710 -1140 8530
Catscan III 421 Euro$ 5/03 n/a -1350 -200 -2375 -3000 -375 0 -225 -450 -350 -275 -775
81 Dynamic Breakout Sys 240 Jap Yen 3/96 8437 -6714 -2713 10538 -6714 -1488 0 1688 0 -1600 2613 0
Dynamic Breakout Sys 240 Cattle 3/96 1540 9940 6692 -1228 6808 -780 -336 0 1700 -928 564 0
Dynamic Breakout Sys 240 S Franc 3/96 -5714 1550 7114 -3688 -1325 0 -4588 425 0 0 -13 0
Dynamic Breakout Sys 240 Crude 03/96 4460 6290 5600 -8170 3030 -1780 0 710 -3580 -1580 -1700 -1070
Dynamic Breakout Sys 240 Copper 03/96 -5387 -1000 7737 7662 23813 -2038 0 7200 -3075 14963 -2125 450
Dynamic Breakout Sys 240 Cotton 03/96 490 -5240 310 -470 -690 -580 0 -2115 0 2205 0 2270
Dynamic Breakout Sys 240 Bonds 03/96 -1310 6900 470 -2770 2150 -2340 0 1790 -1710 0 -530 0
82 Miracle Trading Mthd. 31 Bellies 6/86 -11604 13268 9772 -8796 6516 0 1252 -68 120 292 200 -4080
Miracle Trading Mthd. 31 S&P 6/86 -55025 7400 15000 9025 -17525 0 0 0 -5100 15125 -5100 0
Miracle Trading Mthd. 31 Bonds 6/86 9610 290 -5150 2250 -2600 0 0 1280 0 0 3680 2470
Miracle Trading Mthd. 31 Beans 6/86 -1070 -6920 3055 -4725 1345 1000 -865 -4990 1885 -1625 1650 1800
83 Market Direction 384 T Note 3/02 10416 856 -6219 -2306 2325 -1044 0 -575 0 -91 0 0
Market Direction 384 Euro C 3/02 3375 19013 1338 7400 -8163 0 1688 0 0 0 0 825
Market Direction 384 S Franc 3/02 12600 5738 -825 -650 1488 925 0 -1438 0 0 0 -1463
Market Direction 384 Crude 3/02 1360 25 14250 -11505 11580 0 5075 0 -1325 -1325 -2650 -1325
Market Direction 384 Coffee 3/02 4969 413 -3713 3563 -3375 0 2419 0 0 0 2963 0
Market Direction 384 Gold 3/02 -1815 210 -5645 -3655 4845 -1510 0 0 -2815 0 -855 0
Market Direction 384 Jap Yen 3/02 1438 -10513 -5413 4575 700 -1763 0 0 -2275 0 0 0
Market Direction 384 Corn 3/02 938 -2081 1725 3113 -2313 0 2150 0 -1400 0 0 -525
84 Natural Gas Trader-MA 504 Nat Gas 8/05 n/a n/a n/a 31080 45810 -1990 -1370 -1380 1380 1550 1790 4220
85 Universal 2.0 468 Beans 11/03 n/a -610 4215 3500 -3200 615 -1705 1225 535 -45 -985 2785
Universal 2.0 468 Crude 11/03 n/a 3440 5390 -2530 7990 -110 5250 -4250 -2350 -1150 700 2180
Universal 2.0 468 Nat Gas 11/03 n/a -9050 16440 1770 18180 14380 -6750 -3480 -1100 3930 -3080 5820
Universal 2.0 468 Silver 11/03 n/a -190 4795 -2070 -2715 -1145 -2935 20 -3145 -1315 265 655
Universal 2.0 468 T Note 11/03 n/a -230 4810 -1140 -1210 -1100 60 -170 -1570 -860 100 -1010
Universal 2.0 468 Euro C 11/03 n/a 4938 -5061 -4037 -10415 -1900 -275 -2375 -50 513 -2100 -700
86 ETS - Interim 256 S&P 3/97 17975 -39200 -3200 -69675 -48075 -4800 -14775 2450 22025 3800 -11600 16849
87 OCTANE92 559 Unleaded 11/05 n/a n/a n/a 353 5874 0 0 0 19245 8300 0 -5027
88 Early Bird 327 * S&P 1/01 47125 -6525 -1400 1325 -2325 0 0 4575 5875 0 0 0
89 Bounce 2 450 * Russell 2K 1/04 n/a n/a 16925 9050 25025 1925 -2925 0 1050 0 4600 2750
Bounce 2 450 * S&P 1/04 n/a n/a 6625 -3975 9850 0 125 425 2925 0 0 -1125
Bounce 2 450 * D. Jones 1/04 n/a n/a 80 -1825 2170 0 0 -410 1600 0 0 -330
Bounce 2 450 * Nasdaq 1/04 n/a n/a -1600 -14100 -2700 -3050 -1650 1575 -350 725 0 950
90 RC Edge 567 * S&P 10/06 n/a n/a n/a n/a 4925 1925 -4100 9150 3000 4175 4575 -9750
RC Edge 567 * Mini S&P 10/06 n/a n/a n/a n/a 963 475 -825 613 -525 763 850 -1700
91 SPMD 500 413 * S&P 4/05 n/a n/a n/a -6000 1825 875 -575 4000 2825 -5925 6850 1400
92 Natural Gas Trader-LA 506 Nat Gas 8/05 n/a n/a n/a 17720 47960 4610 -1450 -3380 1380 -1020 4150 -940
93 Natural Gas Offense 526 Nat Gas 8/05 n/a n/a n/a 39340 46900 1390 -1370 -1380 -1670 1170 1800 2530
94 RC Chance 565 * Mini S&P 10/06 n/a n/a n/a n/a -688 225 488 -413 -1000 -38 1275 1825
RC Chance 565 * S&P 10/06 n/a n/a n/a n/a -650 2675 2475 -950 -2125 100 5275 8925
95 Volatility 85 Cotton 01/87 -5950 7210 470 -9400 -180 -915 -615 -275 0 1125 -715 3905
Volatility 85 Euro $ 01/87 950 -1850 475 -2275 -2275 -275 0 100 -75 0 -500 -225
Volatility 85 Bonds 1/87 -5640 -15510 -11240 -14100 5080 0 0 -1450 0 0 -2370 0
Volatility 85 N Gas 1/87 4490 19280 -15500 32630 28740 13800 -7400 -440 -7190 -4270 -6700 -160
Volatility 85 Jap Yen 1/87 6698 -3225 -1564 -8389 -7689 -850 0 4200 0 -1500 2713 -2200
Volatility 85 Copper 1/87 -4538 -2362 -11015 11150 -4126 0 0 9763 0 19663 -1563 213
Volatility 85 Live Hogs 1/87 -188 -8752 2920 6324 -2988 0 112 0 -1720 0 56 0
Volatility 85 Euro C 1/87 6124 9113 -31001 -5275 -3551 0 -3363 -50 -4400 0 725 -75
Volatility 85 $ Index 1/87 2160 15040 -8500 -6560 -3460 0 -2050 -1100 -460 0 480 -1310
Volatility 85 Coffee 1/87 -6375 -1912 1688 -31856 -15077 0 -2288 -788 -2700 3056 -2681 -863
96 Synergy 374 Bonds 3/02 -2075 8619 -6787 -3556 -1068 0 0 0 -1575 0 0 0
Synergy 374 S Franc 3/02 -1175 9163 -5263 5762 -4350 -1600 0 0 -525 0 -1150 0
Synergy 374 Jap Yen 3/02 -8563 -1600 -238 -1238 2175 -1588 0 0 -1050 0 0 0
Synergy 374 Crude 3/02 910 -255 110 -5635 -2425 0 0 0 14325 0 -2885 -55
Synergy 374 Nat Gas 3/02 -9160 -7610 -4765 18200 -4625 0 0 0 0 0 -3795 0
Synergy 374 $ Index 3/02 0 19880 2230 2550 -1460 0 -1095 0 -845 0 0 0
Synergy 374 Nikkei 3/02 -2675 -7875 -6150 -2650 16020 0 0 -1690 0 0 0 -4350
Synergy 374 Euro C 3/02 0 28388 -4263 -1212 -6062 0 -2163 0 0 0 3400 0
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
97 Axiom Long Term 471 Cotton 4/04 n/a n/a 5835 -3270 -2105 0 0 0 0 0 9925 0
Axiom Long Term 471 Crude 4/04 n/a n/a 0 4825 6740 0 0 0 0 0 175 -3075
Axiom Long Term 471 $ Index 4/04 n/a n/a -3075 2945 -4555 0 175 -1385 0 0 0 175
Axiom Long Term 471 T Note 4/04 n/a n/a -4681 -688 1013 0 -778 -1372 0 -1013 0 0
Axiom Long Term 471 Corn 4/04 n/a n/a -2563 2375 -4575 0 0 0 0 2750 0 -4500
98 Night & Day Daytrading 26 * S&P 1/87 7650 -15450 6100 -11625 -5950 2375 5325 8925 1075 -4225 -3250 -400
99 Zeeport 367 * S&P 12/01 51400 -8625 -9525 -17375 15600 0 -2625 10100 -2325 3775 -1125 150
Zeeport 367 * Nasdaq 12/01 13800 -23000 -32250 -25880 -17225 -2875 -450 -4725 -1600 2025 125 -5825
100 STAT Const 345 $ Index 5/01 9230 10410 1740 -2060 -4500 0 -2190 0 0 0 260 -470
STAT Const 345 Euro C 1/01 6937 14926 3948 2962 -8851 0 -4188 0 0 0 1413 -1500
STAT Const 345 T Note 5/01 5010 -4030 2190 -6320 3210 -1680 0 -1340 0 0 360 0
STAT Const 345 Crude 5/01 1050 -6770 7310 -11520 90 770 0 2890 0 -1790 -3870 1150
STAT Const 345 Jap Yen 5/01 3874 -4602 -4125 10613 -14501 0 0 1050 -2713 0 1500 0
STAT Const 345 S Franc 5/01 249 -3550 1301 -8113 -10539 0 -3850 0 0 0 -1925 0
STAT Const 345 Rough Rice 5/01 -1884 -1910 -226 6 -5390 -194 -636 -674 -1516 586 0 -1216
101 CatsCan IV Const 564 T Note 11/06 n/a n/a n/a n/a -3000 -2060 0 2190 -190 140 -210 0
CatsCan IV Const 564 Euro C 11/06 n/a n/a n/a n/a 2513 0 938 2075 0 0 2075 -13
CatsCan IV Const 564 $ Index 11/06 n/a n/a n/a n/a 2030 0 -1220 860 -1850 0 550 90
CatsCan IV Const 564 Nat Gas 11/06 n/a n/a n/a n/a 17560 21630 -1960 5000 -5220 -11180 0 10980
CatsCan IV Const 564 Coffee 11/06 n/a n/a n/a n/a 2531 281 0 4594 -956 2925 -769 1013
CatsCan IV Const 564 Euro$ 11/06 n/a n/a n/a n/a -1075 -375 -350 -525 -300 0 -450 -425
102 DCB Cotton 546 Cotton 12/05 n/a n/a n/a 0 -770 0 0 85 0 0 0 0
103 GK Universal Trader II 551 Euro C 3/06 n/a n/a n/a n/a -6850 0 0 0 0 0 0 0
GK Universal Trader II 551 Cotton 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 7180 0
GK Universal Trader II 551 Gold 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 0 0
GK Universal Trader II 551 Unleaded 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 0 0
GK Universal Trader II 551 Nikkei 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 0 0
GK Universal Trader II 551 Live Hogs 3/06 n/a n/a n/a n/a -4015 0 0 0 0 0 0 0
GK Universal Trader II 551 Bonds 3/06 n/a n/a n/a n/a -3606 0 0 0 0 0 -5013 0
GK Universal Trader II 551 Rough Rice 3/06 n/a n/a n/a n/a -4630 0 0 0 -1925 0 0 0
104 Delphi Universal II 595 Mini Midcap 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 1205
105 Basis II 270 S Franc 01/98 2561 1737 15014 11213 -3450 0 -4088 -1600 0 0 -963 0
Basis II 270 Jap Yen 1/98 11837 -3339 -4401 14387 -5975 -2075 0 2800 0 -1988 2225 0
Basis II 270 T Notes 1/98 280 410 4990 -5510 -2140 -1420 0 -780 -440 -1570 850 0
Basis II 270 Bonds 1/98 7140 -4590 4670 -2520 -1110 -3110 0 -90 0 -2560 1020 0
Basis II 270 Crude 1/98 1290 -5470 2260 0 -1130 0 0 0 0 0 -2270 -220
Basis II 270 N Gas 1/98 3020 0 0 0 0 0 0 0 0 0 0 0
Basis II 270 Cotton 1/98 -2540 3325 -14145 -590 -5620 -1020 -805 -885 0 3210 0 -5945
106 Checkmate 342 Bonds 4/01 5913 3663 13025 -2931 7819 0 0 -1263 -1450 0 3081 2300
Checkmate 342 $ Index 4/01 2235 5485 3085 3945 2545 0 -1025 0 0 1195 0 0
Checkmate 342 Euro C 4/01 2275 2238 9950 2150 3888 0 -1088 0 0 0 -1263 0
Checkmate 342 Nikkei 4/01 -450 875 -3150 4275 2675 0 0 5825 0 0 0 0
Checkmate 342 Jap Yen 4/01 2850 1050 5425 2838 -338 1300 0 -938 -2100 0 0 -988
Checkmate 342 Crude 4/01 35 5205 3310 -3580 -8965 0 0 -2025 0 -2965 0 0
Checkmate 342 S Franc 4/01 1338 -13 2425 -1788 -25 -1700 0 -950 0 0 0 0
Checkmate 342 Nat Gas 4/01 1940 7105 -1275 -15440 -24650 0 -4815 0 0 0 0 0
107 The Big Blue 242 * S&P 8/96 20100 8275 300 -10125 -3075 -1150 2900 12275 -325 800 -300 1700
108 Trendchannel 292 T Note 6/98 5300 960 1020 -3590 1730 -1390 0 -430 0 -1610 550 0
Trendchannel 292 Euro C 12/98 5299 14475 5762 -5339 -11501 0 -3688 -63 0 0 2100 -3563
Trendchannel 292 Jap Yen 6/98 -312 -3126 -1375 8087 -13252 -2138 0 988 -2475 0 2513 0
109 Genesis B 332 Jap Yen 01/01 6950 -7738 -10513 12463 -5350 0 0 2088 0 0 0 0
110 Mechwarrior 480 S&P 12/04 n/a n/a -2425 16225 39000 3200 -2900 350 2350 -1375 2175 -3450
111 DCB Lumber 544 Lumber 12/05 n/a n/a n/a 0 61 -95 -1010 310 0 475 0 0
112 PUMP #1 591 Unleaded 1/07 n/a n/a n/a n/a n/a n/a n/a n/a 15142 12920 0 -4451
113 DCB Wheat 540 Wheat 12/05 n/a n/a n/a 0 175 0 -69 0 0 900 -1200 0
114 I-Master 366 Russell 2K 11/01 90174 80900 81625 5750 -52650 -22050 -725 -10325 20450 -9450 9900 26250
I-Master 366 S&P 11/01 106050 -10175 -32525 -67625 -8000 -11100 -17350 12750 725 -11500 4100 15750
I-Master 366 Nasdaq 11/01 89450 -1400 -19400 -52550 -9125 -10700 -9450 900 6150 -18150 -450 4700
115 Golden SX 253 T Notes 7/96 6080 860 9680 4560 2940 0 -2150 -1570 0 0 2160 0
Golden SX 253 Coffee 7/96 -8063 -11494 -1463 2043 -3976 -38 0 -563 2663 1631 0 -3281
Golden SX 253 Crude 7/96 5030 3550 900 1770 1030 0 3100 0 -1570 -1580 -1570 -4410
Golden SX 253 Jap Yen 7/96 -1824 1387 -7726 8450 -6401 0 0 0 0 0 0 0
Golden SX 253 Cotton 7/96 -3870 -1355 -2290 -2820 1035 -1000 0 0 0 0 -1575 0
Golden SX 253 Cattle 7/96 -2256 7716 -8208 -888 -472 0 -3380 0 1312 0 -220 0
116 Mike Culler System 104 Jap Yen 7/89 -789 2662 -7263 -16552 3001 1238 -2088 -1375 -2275 -1925 2313 913
Mike Culler System 104 S Franc 7/89 -7501 2899 -20527 -3065 -5588 -625 863 763 -2788 0 500 -1225
117 S&P Day 436 S&P 06/03 n/a -10300 12875 -31375 -8050 1900 0 -2875 0 0 22100 -5450
118 RC Chance+ 597 * Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
RC Chance+ 597 * S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
119 CatsCan IV 563 T Note 11/06 n/a n/a n/a n/a -1710 -1710 0 2190 -200 170 10 1050
CatsCan IV 563 $ Index 11/06 n/a n/a n/a n/a 2030 0 -200 850 -1850 0 110 90
CatsCan IV 563 Euro C 11/06 n/a n/a n/a n/a 2513 0 938 2075 -3350 0 1763 563
CatsCan IV 563 Nat Gas 11/06 n/a n/a n/a n/a 17560 21630 -1960 5000 -5220 -11180 0 10980
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
CatsCan IV 563 Coffee 11/06 n/a n/a n/a n/a 2531 281 0 4594 -956 2925 -769 1013
CatsCan IV 563 Euro$ 11/06 n/a n/a n/a n/a -1075 -375 -350 -525 0 -500 -650 -425
120 DCB Lean Hogs 542 Live Hogs 12/05 n/a n/a n/a 0 1255 470 0 0 185 -990 45 185
121 RC Book 2 566 * Mini S&P 10/06 n/a n/a n/a n/a -963 250 -38 -88 263 -163 -100 -663
RC Book 2 566 * S&P 10/06 n/a n/a n/a n/a -4425 1375 -800 400 5425 -25 150 -3500
122 Watch and Wait 126 Coffee 05/91 -4406 -204 2758 6771 2402 38 38 0 0 788 450 150
Watch and Wait 126 Bonds 05/91 1270 4640 -7370 2500 -1870 -2360 0 0 0 0 60 1250
Watch and Wait 126 Bellies 05/91 -9716 2524 1364 -2052 1084 36 180 0 264 -32 232 0
Watch and Wait 126 Gold 5/91 -2180 2050 1320 430 3090 -280 -340 300 90 40 0 0
Watch and Wait 126 Jap Yen 5/91 1652 1276 413 -13038 502 0 0 38 0 0 0 0
123 HI%Mid 572 Mini Russell 5/06 n/a n/a n/a n/a 4365 2195 2930 0 -785 1275 1335 1395
HI%Mid 572 Mini Nasdaq 5/06 n/a n/a n/a n/a 300 0 705 675 1285 510 0 320
HI%Mid 572 Mini S&P 5/06 n/a n/a n/a n/a 1863 1088 1325 0 -2400 763 0 1763
HI%Mid 572 Mini Midcap 5/06 n/a n/a n/a n/a -2285 0 780 0 -765 1065 0 0
124 STAT 344 $ Index 5/01 3820 11730 7990 -820 -1360 0 -1910 -1070 0 0 1070 0
STAT 344 Euro C 5/01 3886 14201 10587 900 -3689 0 -3425 -1800 0 0 2000 0
STAT 344 Crude 5/01 1090 -5910 13030 -8540 5670 780 0 1390 -100 -1790 0 -1820
STAT 344 T Note 5/01 5700 -4850 1590 -7030 3130 -1680 0 -1670 0 -1380 320 0
STAT 344 Jap Yen 5/01 3762 -3464 -6025 11951 -7889 -213 0 963 -2713 0 2175 0
STAT 344 S Franc 5/01 1787 -4538 2724 -5450 -5664 0 -3850 -2863 -188 0 -2000 0
STAT 344 Rough Rice 5/01 60 380 -3750 -1130 -5014 -214 -636 -674 0 584 -434 -2190
125 Auto Core Duo 603 Mini Crude 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto Core Duo 603 Mini Nat Gas 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto Core Duo 603 Silver 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
126 Dual Cross System 125 Euro C 12/98 -4537 -2238 1687 -2900 -774 1588 3288 375 -688 -2513 588 88
Dual Cross System 125 Bonds 5/91 -710 -9910 -1930 480 30 0 -590 490 1010 760 -980 0
Dual Cross System 125 Beans 5/91 -5085 -265 -7525 -1740 -3340 -15 1475 -1990 0 -925 325 0
Dual Cross System 125 Bellies 5/91 -8980 -5840 -464 -1020 4720 0 1384 -100 -1648 -836 1832 -188
127 GoldLingote 555 Gold 11/05 n/a n/a n/a 0 -7164 0 -3045 0 3005 0 0 0
128 CTS BrB System 512 S&P 10/05 n/a n/a n/a -3775 16450 7025 4500 5750 1625 0 0 0
CTS BrB System 512 Nasdaq 10/05 n/a n/a n/a 3550 -2040 600 650 0 1800 0 0 3625
129 Natural Gas Trader-GA 505 Nat Gas 8/05 n/a n/a n/a 9510 58010 -2780 -1370 -1380 -1200 1260 -230 1810
130 DirecTrend 400 Euro C 9/02 -4064 7837 12287 4925 -1063 0 -3425 0 0 0 1488 0
DirecTrend 400 $ Index 9/02 -2250 8740 6720 -1730 -780 0 -1530 0 0 0 520 0
DirecTrend 400 Coffee 9/02 450 -3956 -2100 15357 3224 0 -1688 0 0 4219 -2681 0
DirecTrend 400 Crude 9/02 1230 -2860 4630 -1220 -810 -2650 0 -2720 0 -4380 0 2510
DirecTrend 400 Nat Gas 9/02 3520 9310 6920 -10280 29550 7840 -8750 0 0 0 0 9300
DirecTrend 400 S Franc 9/02 -6725 1975 10000 -9064 -3088 -2213 0 -1275 0 0 -125 0
DirecTrend 400 Jap Yen 9/02 300 -5214 -9989 4124 -863 0 0 325 0 0 2475 0
DirecTrend 400 T Note 9/02 0 -2640 -2990 -1780 290 -1130 0 -600 0 -620 950 0
DirecTrend 400 Euro$ 9/02 -200 -825 -975 -800 100 -450 0 -25 -450 0 25 0
DirecTrend 400 F Note 9/02 0 -2480 -1220 -1780 -740 -630 0 -320 0 -770 670 0
131 Samba 417 T Note 2/03 n/a 5731 -1297 5497 906 -122 0 909 1288 -634 -1272 2034
Samba 417 Euro C 2/03 n/a 11525 -4113 11750 -11413 0 4338 -488 250 0 4675 -1600
Samba 417 Nat Gas 2/03 n/a -6390 3015 44285 21200 10655 6445 -8440 -1095 -4270 -4260 0
Samba 417 Coffee 2/03 n/a -8400 1556 7556 2006 4313 0 0 4219 -1200 1463 -488
Samba 417 Crude 2/03 n/a 1115 -4840 -3150 -6150 155 870 0 -3680 0 -4225 0
Samba 417 Euro$ 2/03 n/a -2198 163 1746 1506 150 0 -13 -325 0 -50 -113
Samba 417 Mini Russell 2/03 n/a 7225 -4615 9245 -3550 4205 -3480 1115 -1835 -85 -2880 -4470
Samba 417 Jap Yen 2/03 n/a -3788 -3638 -725 -14050 550 0 -975 1238 -88 0 1288
132 Moving Avg. Reversal 322 Euro C 06/00 12125 15063 -3051 2649 -15450 0 0 -988 0 0 2100 0
Moving Avg. Reversal 322 Crude 6/00 -4560 -1120 7410 -6580 -1380 780 0 1390 -3100 -1370 0 2510
Moving Avg. Reversal 322 Gold 06/00 -6000 -330 -1810 -3670 10990 0 10 -3100 -2600 0 -870 -2060
Moving Avg. Reversal 322 Bonds 6/00 -9100 1620 940 -5220 4590 0 -3620 -1140 0 -2600 -2260 0
Moving Avg. Reversal 322 Coffee 6/00 18 -11775 -12207 12432 -12262 0 -2925 -450 0 5681 0 -4556
Moving Avg. Reversal 322 Jap Yen 6/00 -15213 -5137 -11688 12825 -7188 0 0 3525 -1538 -3138 2538 0
Moving Avg. Reversal 322 Cotton 6/00 -4760 -4815 11710 -11220 -5020 -1440 -1615 -1250 0 935 0 1180
133 Arcs Plus 302 * S&P 8/99 8775 -37500 -31875 -2200 -19500 -4175 1325 6725 -7150 -3050 -5425 5800
134 Naka89 525 * Mini S&P 12/05 n/a n/a n/a 750 -6613 -525 138 1588 -550 0 -1988 2875
135 Super Turtle 561 Sugar 12/05 n/a n/a n/a n/a 1544 0 0 0 5088 0 0 720
Super Turtle 561 T Note 12/05 n/a n/a n/a n/a 2056 363 0 -810 0 0 0 0
Super Turtle 561 Nat Gas 12/05 n/a n/a n/a n/a 58855 0 0 0 0 0 -8825 0
Super Turtle 561 Copper 12/05 n/a n/a n/a n/a 27363 0 0 12725 0 0 13025 -8800
Super Turtle 561 Jap Yen 12/05 n/a n/a n/a n/a -7625 0 0 3625 0 0 0 0
Super Turtle 561 Cotton 12/05 n/a n/a n/a n/a 1645 1320 -1090 0 0 0 0 -890
Super Turtle 561 Euro C 12/05 n/a n/a n/a n/a -10238 0 -600 -1238 0 0 0 -388
136 EuroMax 569 Euro C 10/06 n/a n/a n/a n/a -13 0 -700 0 1463 0 725 -913
137 Weaver MT 319 Bonds 07/00 7030 10410 9050 3330 11760 -2260 0 2540 -2010 0 1600 2020
Weaver MT 319 S Franc 07/00 1811 538 -826 2838 -6438 0 -2750 2713 -688 238 1563 738
Weaver MT 319 B Pound 07/00 -376 6625 7963 8794 -8562 0 -3131 -250 -2538 0 963 -3313
Weaver MT 319 Jap Yen 07/00 1801 -6739 -7077 -3500 -8939 -2638 2663 -2600 -1888 -1013 2150 0
138 Maya Legacy 585 Mex Peso 1/07 n/a n/a n/a n/a n/a n/a 1175 488 0 0 963 0
139 Mechwarrior-ES 485 Mini S&P 12/04 n/a n/a -588 813 5138 438 -375 725 -300 -538 338 -475
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
140 Golden SX Const. 254 T Notes 7/96 8820 760 2700 -1810 -1020 0 -2210 -1580 0 -1570 580 0
Golden SX Const. 254 Jap Yen 7/96 7175 -188 -525 3151 -3602 0 0 950 0 0 975 0
Golden SX Const. 254 Crude 7/96 5940 -2000 10840 710 2290 0 0 140 -1580 -1570 -1580 4760
Golden SX Const. 254 Coffee 7/96 -9564 -10707 -1633 6245 -637 0 -1988 -563 0 5681 0 -3019
Golden SX Const. 254 Cotton 7/96 -9105 -6045 430 -11135 -2920 -575 0 0 0 600 0 -90
Golden SX Const. 254 Cattle 7/96 -2620 9616 -5872 756 3852 0 -3380 0 888 -916 -220 0
141 GK-Currency Trader 294 Euro C 12/98 8150 6075 12000 -588 -3738 0 0 -988 0 0 2100 -1350
GK-Currency Trader 294 $ Index 7/98 7090 3810 5260 -530 -4730 0 0 -1030 0 0 870 -520
GK-Currency Trader 294 S Franc 7/98 2675 -3824 -1924 551 -7613 0 -5275 0 0 0 0 0
GK-Currency Trader 294 Jap Yen 7/98 2312 -1164 -21263 11838 -10400 0 0 88 -2300 0 550 0
142 Abalone 409 Crude 9/02 1070 3850 13990 -4980 -2320 -2950 -4130 -480 0 1690 -5890 2190
Abalone 409 Euro C 9/02 -388 7476 13262 -4938 -77 0 -3425 -1413 0 0 2913 0
Abalone 409 T Note 9/02 -3000 -1900 3780 -1570 720 -1690 0 -510 0 -770 -910 0
Abalone 409 H Oil 9/02 -1147 -2340 -3983 1370 -5371 113 4775 -399 6182 0 -1793 0
Abalone 409 Corn 9/02 225 -4576 5638 -1502 -13 0 -1413 363 -1750 1450 -125 -1075
Abalone 409 Coffee 9/02 -1875 -13127 4050 9789 2175 0 -1688 -338 0 5681 -2231 -2981
Abalone 409 Jap Yen 9/02 -3875 -752 -10800 3526 -2701 -2638 0 988 0 -2788 2075 0
Abalone 409 Cotton 9/02 -360 -5635 4885 -7630 2210 -755 -5 -1175 -310 2920 0 880
143 RC Shine 576 * S&P 2/07 n/a n/a n/a n/a n/a n/a n/a 8050 -2675 775 4950 -3850
RC Shine 576 * Mini S&P 2/07 n/a n/a n/a n/a n/a n/a n/a 600 -613 -25 125 -325
144 GEMS NG Mini 605 Mini Nat Gas 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 1513
145 1-2-3 System 106 Bonds 12/89 3890 8390 5070 7240 5710 -1130 -710 3190 -1630 1130 1920 1800
1-2-3 System 106 Coffee 12/89 -3825 -4406 4314 5288 4574 -3900 0 1800 -225 1725 -694 469
1-2-3 System 106 Euro $ 12/89 1400 -1300 -1425 -250 -4225 -250 -250 -150 -225 0 200 -100
1-2-3 System 106 Sugar 12/89 -1916 -941 -3069 -414 4333 -493 -246 1770 -34 594 -45 -302
1-2-3 System 106 S Franc 12/89 -3962 3826 -8063 1337 -13202 -1538 0 1600 -4200 -3438 900 -1100
146 DynamicTrendTrading 467 Euro C 4/04 n/a 0 2137 13100 -5151 -1188 0 0 -1125 0 950 0
DynamicTrendTrading 467 Lumber 4/04 n/a 0 2244 -4609 6446 -286 -2585 220 0 1562 -1738 -858
DynamicTrendTrading 467 Crude 4/04 n/a 0 -4590 -5010 10320 770 0 1400 -3170 -820 0 -150
DynamicTrendTrading 467 Nat Gas 4/04 n/a 0 -8830 4220 -12510 0 0 0 0 0 0 0
DynamicTrendTrading 467 Jap Yen 4/04 n/a 0 -1812 2688 -7038 0 0 -925 0 0 13 0
DynamicTrendTrading 467 Coffee 4/04 n/a 0 506 -4218 1069 0 -2963 0 0 94 -1369 0
DynamicTrendTrading 467 Bonds 4/04 n/a 0 -4810 -3300 -340 -1740 0 -940 0 0 790 0
DynamicTrendTrading 467 Cotton 4/04 n/a 0 -355 -3240 -1545 -575 0 -2175 0 1000 0 1815
147 Pegasus 440 Euro C 9/03 n/a 0 10063 10375 -10175 -1075 -1350 0 0 0 1425 0
Pegasus 440 Cotton 9/03 n/a 6495 -715 -3990 1835 -75 0 -700 -110 2825 -70 275
Pegasus 440 Crude 9/03 n/a -1300 3430 0 12740 0 0 0 0 0 0 0
Pegasus 440 T Note 9/03 n/a -2840 720 -60 650 -1690 0 -600 0 -830 550 0
Pegasus 440 Jap Yen 9/03 n/a 7025 -7725 8575 -2450 0 0 988 0 0 2075 1350
Pegasus 440 H Oil 9/03 n/a -10345 1339 0 14494 0 0 0 0 0 0 0
Pegasus 440 Corn 9/03 n/a -3100 5076 -2651 2599 0 -1350 1338 -1750 -250 -625 1500
Pegasus 440 Coffee 9/03 n/a -4125 1687 -900 3113 0 -1688 0 0 3694 -2231 0
148 Red Copper 582 Copper 1/07 n/a n/a n/a n/a n/a n/a -6050 0 0 12325 0 -2150
149 Dynamo 265 * S&P 6/97 -7650 6800 -10375 10425 -2575 325 225 -2625 -2200 1150 -3450 5275
150 FGCM Emerald 404 * S&P 10/02 10025 10950 -11275 -1450 -18000 725 -3075 6875 2325 1000 -200 -2875
151 Time 496 Nikkei 4/05 n/a n/a n/a 6075 1150 0 0 475 -1650 -1425 1425 -300
Time 496 Nasdaq 4/05 n/a n/a n/a 13225 1750 575 0 -25 -4300 3050 2850 -1900
Time 496 S&P 4/05 n/a n/a n/a 14550 2900 -2500 0 2475 -4175 -3350 6350 -1400
152 FMSadvantage 507 Mini S&P 9/05 n/a n/a n/a -475 325 -863 -525 1150 -325 -400 388 -388
153 DCB Crude Oil 541 Crude 12/05 n/a n/a n/a 0 -2980 -1355 -650 400 355 0 0 770
154 Prism Growth 399 S&P 8/02 -9100 -26975 -57550 -35750 -50825 -1725 -1925 -825 9525 7525 -3925 4100
155 R-Mesa 3 268 * S&P 1/97 41225 13675 12375 -1850 -10525 -4625 2600 12700 6400 2600 -1700 -4760
156 1-2-3-4 System 198 Euro C 12/98 -8687 13262 16875 5261 2461 0 -2713 1575 0 0 1825 -850
1-2-3-4 System 198 $ Index 12/93 4710 8620 9180 1810 900 0 -1660 620 0 0 780 -1870
1-2-3-4 System 198 Jap Yen 12/93 10138 -7201 -3826 -76 -9777 -3563 0 163 0 -1050 3163 0
1-2-3-4 System 198 S Franc 12/93 -726 6711 5575 -1088 -9114 0 -3450 1463 0 -2438 -613 0
1-2-3-4 System 198 B Pound 12/93 -793 11025 8600 -3468 -3926 0 -4375 -338 -3119 0 -494 -950
157 ATS-3200 361 Bonds 1/01 -5419 14831 7500 -456 5637 0 0 2818 0 -2700 1081 -1493
158 Tuition-LT 387 Bonds 5/02 4780 -3180 3310 -2600 6030 0 -2460 -2510 -300 0 -1490 0
Tuition-LT 387 T Note 5/02 7350 -2840 1430 -5080 2630 0 -1460 -1480 -270 -1360 240 0
Tuition-LT 387 Crude 5/02 -200 -8030 12480 -11600 -600 780 0 1390 -100 -1790 0 2510
Tuition-LT 387 Lumber 5/02 7293 -15961 4268 3575 2893 -297 -1474 792 0 3146 -5357 -1452
Tuition-LT 387 Euro$ 5/02 2275 100 -1050 200 275 -375 0 -100 -725 0 -25 0
Tuition-LT 387 Jap Yen 5/02 1776 -5113 -2424 10426 -8375 163 0 300 -1725 0 2000 0
Tuition-LT 387 S Franc 5/02 2200 -5763 -3513 -2912 -8251 0 -4263 -2500 163 0 -2388 0
Tuition-LT 387 Corn 5/02 -1250 -4976 6451 -2539 -1964 0 0 1663 -2100 -425 0 -2700
159 Silver Bullet 587 Silver 1/07 n/a n/a n/a n/a n/a n/a 0 150 -3500 0 0 3025
160 Statmirror 410 Nasdaq 11/02 -10900 -21050 -20800 -14450 33250 6450 -17700 9000 -8275 3025 6450 100
Statmirror 410 S&P 11/02 19900 -45625 -24250 -125 -2650 3125 -7525 -7700 6725 3875 5850 -7550
161 Ready-Set-Go 340 Euro C 5/01 6425 19363 13038 12100 -5850 0 200 0 0 0 5313 0
Ready-Set-Go 340 Bonds 5/01 6838 4294 -1969 -5050 -1781 2394 0 0 0 0 0 0
Ready-Set-Go 340 Silver 5/01 640 -90 13980 -6750 28770 -2175 0 0 -2175 0 0 0
Ready-Set-Go 340 Cotton 5/01 -5665 -190 5580 170 1885 -720 0 0 0 -2090 1915 0
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Ready-Set-Go 340 Nat Gas 5/01 -335 -1745 -10985 28725 0 0 0 0 0 0 0 0
Ready-Set-Go 340 Soymeal 5/01 -1560 -1900 2485 2925 -2400 -765 0 0 815 0 0 0
Ready-Set-Go 340 Coffee 5/01 -12056 -7931 -11569 12131 -5269 0 -1181 0 0 0 0 338
Ready-Set-Go 340 Live Hogs 5/01 1217 -5425 -5925 1375 2550 0 0 -1875 0 -2175 0 0
162 Catscan II 226 T Notes 8/95 5670 -870 8700 -2230 -11460 -500 1930 1710 -210 610 400 0
Catscan II 226 Coffee 8/95 -2213 -1650 7725 6300 -1930 375 1313 1575 938 900 1481 56
Catscan II 226 Euro C 12/98 7449 4512 8387 2199 1349 0 -3850 -3988 -3138 0 -3438 -238
Catscan II 226 Jap Yen 8/95 2488 -6362 -10739 5588 2950 -175 0 3838 0 -2325 2563 -1275
Catscan II 226 S Franc 8/95 -2938 1312 10838 -8702 9613 0 -2800 -1850 -775 -1638 -2650 -175
Catscan II 226 Crude 8/95 8880 13680 370 4930 -1870 -2950 0 -240 0 -130 -2440 -7890
Catscan II 226 Bonds 8/95 -1480 9350 5760 -20630 8380 -240 -2810 1790 -390 0 2490 0
163 PowerTrader 575 Copper 10/06 n/a n/a n/a n/a 5000 5925 0 13550 0 0 19663 0
PowerTrader 575 Crude 10/06 n/a n/a n/a n/a 2665 -2425 -4865 1825 935 -2125 -3435 5090
PowerTrader 575 Nasdaq 10/06 n/a n/a n/a n/a 5596 5596 -3250 700 -4700 -5600 10850 -2550
PowerTrader 575 Gold 10/06 n/a n/a n/a n/a 305 -1055 -1740 -1540 -1425 -1330 -2950 -2865
PowerTrader 575 Coffee 10/06 n/a n/a n/a n/a -4200 0 338 0 4069 0 1800 0
PowerTrader 575 Sugar 10/06 n/a n/a n/a n/a -54 -576 0 474 0 -713 519 -1192
164 Spartan 535 Mini S&P 2/06 n/a n/a n/a n/a 3500 1325 138 -13 0 0 -1475 -1475
165 Auto SpikeR 600 Mini Nasdaq 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SpikeR 600 Mini Russell 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SpikeR 600 S Franc 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SpikeR 600 Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
166 Big Dipper 273 Bonds 6/98 9010 3800 -640 1880 1380 -1200 0 1420 -820 0 -2080 0
167 Auto ExtremeR 601 Mini Nasdaq 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto ExtremeR 601 Mini Nat Gas 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto ExtremeR 601 Mini Russell 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
168 Swing Index System 84 N Gas 1/87 -6250 52380 47920 51360 -10450 15310 -13070 4500 -8670 -2370 -3550 11020
Swing Index System 84 Copper 1/87 -4813 -1001 -11063 6938 2661 -613 10100 2825 11400 10188 9313 -713
Swing Index System 84 Jap Yen 1/87 8474 -16289 -13364 -13250 -3200 338 -775 1913 -5738 -838 3138 1788
Swing Index System 84 Euro C 1/87 -3714 -1212 -7612 -4465 -7377 -1138 725 450 -4500 -775 600 -1938
Swing Index System 84 Coffee 1/87 -15496 -22166 -8405 -15174 -10388 -7849 -3585 -619 -1268 -165 -1864 405
Swing Index System 84 Cotton 1/87 -5000 -11870 -16285 -2035 255 -110 -3855 450 -2265 2970 -1745 4075
Swing Index System 84 $ Index 1/87 1360 -8080 -3780 -8250 -6020 -1110 50 100 -1690 -560 240 -1290
Swing Index System 84 Bonds 1/87 -21270 -3550 -13570 -5570 -4210 -1950 0 -350 -2330 0 430 2970
Swing Index System 84 Live Hogs 1/87 -608 -14208 3100 -12132 -11348 -1492 -1392 -1848 -2060 -1780 -2152 -2300
Swing Index System 84 Euro $ 1/87 -6850 -10625 -7575 -8875 -4350 -1925 -1650 -1700 -200 0 -675 -775
169 Andromeda-2 441 Euro C 10/03 n/a 9963 5637 12875 -12239 -2150 0 0 0 0 1400 -1363
Andromeda-2 441 T Note 10/03 n/a 0 2300 -2900 1610 -1130 0 -240 0 -620 540 0
Andromeda-2 441 Crude 10/03 n/a -1210 2760 -3720 5950 0 0 0 0 0 0 0
Andromeda-2 441 Corn 10/03 n/a -2213 5839 -2614 949 0 0 1663 -1125 -250 0 -775
Andromeda-2 441 H Oil 10/03 n/a -6195 2007 0 0 0 0 0 0 0 0 0
Andromeda-2 441 Jap Yen 10/03 n/a 0 -3801 8249 -6688 0 0 300 -1250 0 1500 0
Andromeda-2 441 Coffee 10/03 n/a -3525 -6994 10500 2962 0 -2719 0 0 3356 0 -3863
Andromeda-2 441 Cotton 10/03 n/a 0 -2650 -3690 2365 -525 0 -875 0 2250 0 -1595
170 Intensity 523 F Note 12/05 n/a n/a n/a 0 744 -544 0 -716 0 0 0 613
Intensity 523 Heat Oil 12/05 n/a n/a n/a 0 7835 0 -1057 0 0 0 3222 0
Intensity 523 T Note 12/05 n/a n/a n/a 0 434 0 0 -1106 0 0 0 1019
Intensity 523 Cotton 12/05 n/a n/a n/a 0 2605 0 -1255 0 -1265 0 1200 0
Intensity 523 Euro C 12/05 n/a n/a n/a 0 -6025 0 238 0 0 0 -2225 0
Intensity 523 Nat Gas 12/05 n/a n/a n/a 0 -26675 0 -9455 0 0 0 0 0
171 Black Crusader UD 578 S&P 01/07 n/a n/a n/a n/a n/a n/a -2300 7300 -7300 -2025 -375 -800
172 Auto 2 Way 599 Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto 2 Way 599 * Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
173 Trender 17 S&P 1/87 -68750 48225 12525 10875 1500 0 -4125 17700 12600 0 -16700 2000
Trender 17 Bonds 1/87 -13940 11210 1090 9530 -9590 0 -3640 -2270 0 0 3710 0
Trender 17 S Franc 1/87 -10014 12288 -2462 -14901 -21714 0 0 -2638 -3663 0 -2225 -1238
174 PULSAR Imp. Pattern 102a S&P 1/89 -2760 4770 3780 -10540 -9210 -230 -790 60 -1800 -1270 -670 2450
PULSAR Imp. Pattern 102a Bonds 1/89 2610 1690 -30 -330 -1210 -110 -1360 -650 -2110 -640 290 420
175 Intensity LT 577 Lumber 1/07 n/a n/a n/a n/a n/a n/a 0 0 0 0 0 1036
Intensity LT 577 Crude 1/07 n/a n/a n/a n/a n/a n/a 0 0 -7175 0 0 0
Intensity LT 577 Jap Yen 1/07 n/a n/a n/a n/a n/a n/a 0 -1750 0 0 0 -13
Intensity LT 577 Euro C 1/07 n/a n/a n/a n/a n/a n/a -525 0 0 0 -2225 0
Intensity LT 577 S Franc 1/07 n/a n/a n/a n/a n/a n/a -1700 0 0 0 0 0
Intensity LT 577 Nat Gas 1/07 n/a n/a n/a n/a n/a n/a 0 0 0 0 0 0
Intensity LT 577 Unleaded 1/07 n/a n/a n/a n/a n/a n/a 0 0 -6325 0 13315 0
Intensity LT 577 Coffee 1/07 n/a n/a n/a n/a n/a n/a 0 0 0 -7275 0 0
176 Countdown 338 Soymeal 5/01 0 7610 -490 -2175 -1715 0 0 0 0 1175 0 0
Countdown 338 Euro C 5/01 0 9050 3588 3950 -4350 -2175 0 0 0 0 -2463 0
Countdown 338 Silver 5/01 405 0 -1720 -2175 12200 2055 0 0 0 0 0 0
Countdown 338 Bonds 5/01 1487 -850 -1650 -806 1694 3894 0 0 0 0 0 0
Countdown 338 Nat Gas 5/01 -1530 -2175 -2175 -2175 0 0 0 -2175 0 0 0 0
Countdown 338 Live Hogs 5/01 0 -1650 0 5465 -3550 0 0 0 -2175 0 0 0
Countdown 338 Coffee 5/01 -2175 -2175 -2175 2081 0 0 0 0 0 0 0 0
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Countdown 338 Cotton 5/01 0 -2175 0 -2175 -2175 0 0 0 0 -2175 0 0
177 GearedUp 370 Jap Yen 3/02 5812 3488 14762 -14826 -4950 -925 138 1888 3275 1900 638 -850
GearedUp 370 S&P 3/02 13975 26800 -12000 -62450 -31025 -15375 2175 16575 -1875 -2575 1850 8625
GearedUp 370 B Pound 03/02 5821 -6044 -15182 3270 3799 -619 3713 306 -2856 -513 -2456 -1438
GearedUp 370 Aussie $ 03/02 -10000 -180 -5640 -3270 -3020 -910 740 90 -2430 0 1900 910
GearedUp 370 T Note 03/02 -730 -9200 10710 -5860 -4620 -1130 510 590 -1820 -840 900 490
GearedUp 370 Euro C 03/02 -937 375 -19577 -17463 -7039 -1038 1138 1213 -2925 -1900 -2300 1050
GearedUp 370 S Franc 03/02 -9076 -12052 -27826 5350 -13389 -513 1825 825 -3513 -3538 -2288 -625
GearedUp 370 Euro$ 03/02 -1800 -8425 -6375 -8950 -5800 -450 -825 -925 -625 -750 -900 -775
178 CoatTails 343 Soymeal 5/01 0 -405 7380 1015 0 0 0 0 0 725 0 0
CoatTails 343 Euro C 5/01 8750 3088 -2175 838 738 0 463 0 0 0 0 0
CoatTails 343 Silver 5/01 0 0 830 -2175 -1975 -2175 0 0 0 0 0 0
CoatTails 343 Nat Gas 5/01 -2175 2205 -4350 -6525 0 0 0 0 0 0 0 0
CoatTails 343 Bonds 5/01 -4400 0 0 4506 0 0 0 0 0 0 0 0
CoatTails 343 Coffee 5/01 0 -2175 -4350 3525 0 0 0 0 0 0 0 0
CoatTails 343 Live Hogs 5/01 0 0 0 0 -2175 0 0 0 0 0 0 0
CoatTails 343 Cotton 5/01 -4350 -6570 0 0 0 0 0 -1355 0 0 0 0
179 Universal 133 Coffee 10/91 -18019 9675 3676 768 -18770 -2588 3469 94 769 1800 -1556 -600
Universal 133 Beans 10/91 -2715 890 9895 -200 -2925 975 -325 115 1570 -580 -45 1170
Universal 133 Bonds 10/91 -540 -21930 13160 -9610 810 140 1530 2390 -2470 -310 -540 1860
Universal 133 B Pound 10/91 -11287 -4532 8088 10657 13332 -250 538 -938 -950 -4325 -1375 -263
Universal 133 Jap Yen 10/91 3561 10788 -6074 -13676 -10526 -2913 2338 1500 913 -3225 2100 -1900
Universal 133 Euro$ 10/91 -6200 450 250 -2325 -1125 0 0 -450 0 0 -500 0
180 Cobalt 416 * Nasdaq 1/03 n/a 2750 -2350 50 625 -775 750 4375 -925 0 0 1975
181 Auto SwingR 602 Euro C 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SwingR 602 Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
182 Turnkey 293 Jap Yen 6/98 -1188 1625 -1363 -2814 -1713 -500 -825 88 150 238 -113 175
Turnkey 293 * S&P 6/98 -6225 450 -9650 4675 775 0 -900 -1450 -1725 0 -1925 4800
Turnkey 293 Bonds 6/98 990 -3670 2320 -1020 -2640 -290 500 160 -890 -580 210 -440
183 Athena 271 Soybeans 7/96 4190 6960 7730 680 -265 1035 0 3725 0 -3750 0 1425
Athena 271 Nat Gas 7/96 -10140 11320 -19600 15940 13150 5330 0 -12230 0 0 0 -1210
Athena 271 Cotton 7/96 -4035 -1675 6680 -2490 -990 0 0 -1100 0 3210 0 -4145
Athena 271 Coffee 7/96 -8212 -3337 -6976 5250 -7069 0 -3450 0 0 1931 0 -4500
Athena 271 Jap Yen 7/96 -3413 -7663 -3038 5450 -11476 0 0 3525 0 0 4138 0
Athena 271 Bonds 7/96 380 -3360 -14860 3820 1360 0 -4730 -3360 0 0 3710 0
Athena 271 S Franc 7/96 -3625 -4275 11413 -1062 -14613 -500 0 -3063 0 0 -1513 -1800
184 Balance Point 386 * S&P 5/02 51725 13550 -525 -8025 -24425 -2475 2675 -1775 -525 1900 -3000 4375
185 DCB Natural Gas 545 Nat Gas 12/05 n/a n/a n/a 0 6785 0 0 0 0 0 0 -5785
186 DCB Nasdaq Swing 547 Nasdaq 12/05 n/a n/a n/a 285 -9270 -2045 -1415 -2030 -1960 0 1255 0
187 Market Mapping 203 S&P 1/94 18250 16900 -6325 -6325 -4600 -100 -1100 -175 825 -650 -325 -700
Market Mapping 203 Bonds 1/94 -4090 -780 6300 -4510 80 570 -2240 -480 520 30 -250 -2640
188 Cyclone 250 * S&P 07/96 49175 6725 4500 -29650 -30200 -4625 250 9800 8350 3875 -5700 -1825
189 Parabolic Stop 65 Coffee 1/87 -938 1558 5286 4463 -3600 -1031 -2306 563 -2325 -1256 825 -1219
Parabolic Stop 65 Jap Yen 1/87 -5638 -1686 1464 -875 -11214 -763 475 -4188 -2338 -975 2325 -1013
Parabolic Stop 65 N Gas 1/87 -9430 51910 13370 41220 -14050 13690 -8210 -2030 -1970 -470 100 6190
Parabolic Stop 65 Euro C 1/87 -5263 10788 11800 -13376 -12189 -938 -2463 2788 -3900 0 3075 -4988
Parabolic Stop 65 Copper 1/87 -5263 -3838 -8099 -19289 8313 -5113 413 -7488 4025 10088 -5463 -6913
Parabolic Stop 65 $ Index 1/87 -3270 7970 6050 -6820 -3550 -640 -1740 -150 -1390 -780 -740 -1210
Parabolic Stop 65 Cotton 1/87 0 7400 880 635 -4515 0 1355 -855 -435 2360 -1065 4665
Parabolic Stop 65 Live Hogs 1/87 -4820 3260 -6352 -64 -1056 84 1200 -1780 -1260 -604 232 -3692
Parabolic Stop 65 Euro $ 1/87 -1150 -2875 -1050 -1825 -1975 -175 -175 -100 -200 125 -200 -25
Parabolic Stop 65 Bonds 1/87 -19910 3000 -5530 5130 -13610 -1240 -360 3350 -2060 1430 -310 2740
190 Kylie 193 Beans 6/93 970 4625 8750 1870 750 -1000 0 2340 0 -1115 -1825 -3000
Kylie 193 Crude 6/93 -830 6040 10030 2760 5440 0 0 -3460 -1750 -1800 -1280 680
Kylie 193 Coffee 6/93 -2869 3356 3225 11627 4949 -694 -2306 -56 0 2531 450 -1144
Kylie 193 Copper 6/93 -1640 -1124 -512 -3525 -1025 0 0 -3788 2588 0 0 -2150
Kylie 193 Bonds 6/93 4960 -7620 3610 -2870 -3710 -1280 0 2780 -50 -820 -2150 0
Kylie 193 Jap Yen 6/93 -674 -3927 -1713 4488 -1613 0 -663 925 1513 0 0 0
Kylie 193 B Pound 6/93 -3303 -5494 -4194 -1971 4975 -1875 0 0 0 0 0 0
191 Vega 291 S&P 6/98 -21150 -4300 -12200 -6000 3300 4925 -975 1575 -4725 2850 -425 1725
192 Feeder Trader 235 Feeder 12/95 4830 5715 8640 -9815 4340 180 -3075 -3185 750 -105 250 260
193 Aussie Trader 583 Aus Dollar 1/07 n/a n/a n/a n/a n/a n/a -695 0 0 0 0 -1245
194 Directional Movement 82 $ Index 1/87 -2510 10760 -1910 -4170 -2670 0 -1490 1070 0 0 1480 -1030
Directional Movement 82 Euro C 1/87 -1812 14300 6949 662 -3214 0 -2513 1775 0 0 4350 -5150
Directional Movement 82 Copper 1/87 3362 -12914 -7638 -4162 -5414 -1550 0 -3325 -525 -2088 2075 0
Directional Movement 82 Cotton 1/87 -7720 1700 -7965 -4820 -5305 0 300 -725 -365 2215 0 1770
Directional Movement 82 Euro $ 1/87 1200 -1075 -1000 -825 -2450 -500 -200 -100 0 -425 0 -125
Directional Movement 82 N Gas 1/87 14170 31360 -26400 -10560 -5770 6150 -6250 -10040 -770 -5980 -3240 -1660
Directional Movement 82 Jap Yen 1/87 -4988 -4515 1175 -88 -17701 0 0 12563 0 19663 -2000 -5275
Directional Movement 82 Bonds 1/87 -2570 -5010 4720 1540 -910 -3000 -1590 80 -1150 -1630 440 0
Directional Movement 82 Coffee 1/87 788 -14776 -1818 -13761 2418 0 -731 -56 -1388 -1819 -1613 -656
Directional Movement 82 Live Hogs 1/87 8848 -5024 -1156 2036 448 0 1432 0 -3852 -736 -1004 -2084
195 Black or White 124 Cotton 12/92 2400 -415 -6100 -11620 -315 0 0 -1925 0 650 0 -1680
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Black or White 124 Euro C 12/98 8463 8500 7400 -3062 -1549 -1075 -1450 1038 -1400 0 2000 -2538
Black or White 124 Euro$ 05/90 1675 -700 400 450 -550 -575 0 0 0 0 0 0
Black or White 124 H Oil 05/90 -13398 -16081 1029 22580 4763 0 -340 0 8005 0 -2440 0
Black or White 124 B Pound 05/90 663 2963 4906 -7332 7019 0 -2656 0 -2575 0 938 -2638
Black or White 124 Cattle 05/90 -580 9540 -4468 1892 -3748 0 -1148 0 1048 0 376 0
196 Dynamic MovAvgCross 303 Crude 8/99 -470 2560 21610 830 -10040 -3700 -1390 6890 0 1670 -2720 -210
Dynamic MovAvgCross 303 S Franc 8/99 1524 -1813 5749 -6188 1512 0 -3213 -650 250 0 13 0
Dynamic MovAvgCross 303 Nat Gas 8/99 10630 -1630 10830 -32540 -41760 8860 0 -9320 560 -2120 0 6360
Dynamic MovAvgCross 303 T Note 8/99 5130 -5910 9090 -8400 1040 0 -980 -360 -240 -890 220 0
Dynamic MovAvgCross 303 Bonds 8/99 -60 -3560 7750 -4430 7420 0 -1670 -300 -260 -2800 -1670 0
Dynamic MovAvgCross 303 Jap Yen 8/99 11300 -6863 -16140 -225 -10713 0 -3363 238 -1025 -1863 3300 0
Dynamic MovAvgCross 303 Cotton 8/99 -8230 -5335 -4590 1980 1265 -625 -75 -1200 210 3060 0 2130
197 Aberration 207 Cotton 12/93 -2620 -5470 7105 -6290 -240 -625 0 0 0 1925 0 -2070
Aberration 207 Euro C 12/98 5049 13138 5162 224 -6739 0 -4863 0 0 0 -1400 -1413
Aberration 207 T Notes 12/93 7200 -10960 -2890 -8860 2440 -1390 0 -1860 0 0 130 0
Aberration 207 Crude 12/93 -3090 20 8820 -4570 -5410 780 0 2880 0 0 0 0
Aberration 207 S Franc 12/93 2037 -2687 3412 -1375 -9439 0 -3213 0 0 0 0 0
Aberration 207 Coffee 12/93 -8213 -9450 -5719 8851 -2532 0 -2719 0 0 3356 0 -3863
Aberration 207 B Pound 12/93 4938 -2064 6418 -5201 4382 0 0 -275 -2850 0 -813 -775
198 Qtech S&P 568 Mini S&P 9/06 n/a n/a n/a n/a 625 463 763 788 -2325 2750 1888 -3900
199 Elsie 521 Live Cattle 11/05 n/a n/a n/a 0 2923 0 0 0 4534 -635 -2215 0
200 Sentive Yen System 248 Jap Yen 1/96 3899 -4637 -10739 3061 -5989 -1488 0 13 -700 -588 1938 -413
201 Andromeda 364 Euro C 12/01 4474 20701 5637 12875 -10089 0 -4863 0 0 0 1400 -1363
Andromeda 364 T Note 12/01 5170 -1680 220 -4460 1610 -1130 0 -1090 0 -620 540 0
Andromeda 364 Crude 12/01 2130 -2320 2760 -3730 5950 0 0 0 0 0 0 0
Andromeda 364 Jap Yen 12/01 5388 -2501 -2176 7149 -7813 0 0 300 -1250 0 1500 0
Andromeda 364 H Oil 12/01 -2016 -2398 2007 0 0 0 0 0 0 0 0 0
Andromeda 364 Corn 12/01 875 -4852 5839 -2614 774 0 0 1663 -1125 -250 0 -775
Andromeda 364 Coffee 12/01 -3769 -8625 -7875 10500 2962 0 -2719 0 0 3356 0 -3863
Andromeda 364 Cotton 12/01 -5930 -5715 -2650 -4290 2365 -525 0 -875 0 2250 0 -1595
202 SP \ U 232 S&P 9/95 -11400 9350 -5825 -18350 -1775 -4725 -4375 5975 3275 -2625 -7425 7875
203 Fujiko.N 524 * Mini S&P 12/05 n/a n/a n/a -1250 -4325 -763 600 863 -238 775 -1350 -1063
204 GearedUpMk1 401 Aussie $ 9/02 -2840 -4010 -9330 2190 -430 -810 -840 230 -880 1360 310 -1020
GearedUpMk1 401 Jap Yen 9/02 588 -6651 -1177 -8676 3225 1275 2100 -1425 425 -288 -450 1038
GearedUpMk1 401 S&P 9/02 4075 -12650 -23525 -32850 -25800 -5575 -5250 -3125 -3400 -950 -3100 1750
GearedUpMk1 401 B Pound 9/02 1132 -4094 -9876 -1905 4951 -1613 1600 -1319 -2350 0 -369 125
GearedUpMk1 401 Euro C 9/02 1513 3389 -19801 23 -9838 -1488 2975 -1488 -2188 -1075 -3375 175
GearedUpMk1 401 T Note 9/02 4690 -2730 -560 -3680 -3710 -1030 680 430 -940 -510 -190 1450
GearedUpMk1 401 S Franc 9/02 763 -7150 -11813 1201 -238 -300 938 1225 -2338 -2050 -1488 -400
GearedUpMk1 401 Euro$ 9/02 75 -3200 -3425 -3875 -4225 -375 -325 -425 -650 -350 -450 -475
205 GK Universal Trader I 550 Soybeans 3/06 n/a n/a n/a n/a 375 -1125 0 0 1013 0 0 0
GK Universal Trader I 550 Copper 3/06 n/a n/a n/a n/a 31650 0 0 6475 0 0 -6638 0
GK Universal Trader I 550 Jap Yen 3/06 n/a n/a n/a n/a -1025 0 0 1800 0 0 0 0
GK Universal Trader I 550 Nat Gas 3/06 n/a n/a n/a n/a 690 0 3365 0 0 0 0 0
GK Universal Trader I 550 Nasdaq 3/06 n/a n/a n/a n/a -4100 -5000 0 -9100 0 0 0 6625
GK Universal Trader I 550 T Note 3/06 n/a n/a n/a n/a -1604 0 0 -1091 0 0 0 0
GK Universal Trader I 550 Coffee 3/06 n/a n/a n/a n/a 56 0 0 0 0 1931 -750 0
GK Universal Trader I 550 Feeder Cattle 3/06 n/a n/a n/a n/a -1210 -1860 0 -3560 0 0 0 0
206 Anticipation IV 574 Coffee 1/06 n/a n/a n/a n/a 20757 563 3338 1106 -113 2606 -4069 -1594
207 Anomaly 1 380 Euro C 3/02 5713 12875 2975 9563 -12050 -2175 -2175 0 0 0 75 -2175
Anomaly 1 380 Nat Gas 3/02 -5925 9360 -5020 5260 8250 1500 3100 -2175 0 0 -2175 0
Anomaly 1 380 Bonds 3/02 4963 -7819 850 -2363 63 2425 0 0 -2200 0 0 2425
Anomaly 1 380 Silver 3/02 -330 -3890 760 -960 3240 -2175 -2175 0 -2175 0 0 0
Anomaly 1 380 Live Hogs 3/02 11058 -6525 -677 1250 -6900 0 0 0 0 0 0 0
Anomaly 1 380 Cotton 3/02 -5665 225 7685 -9480 -2175 0 0 0 0 0 0 5325
Anomaly 1 380 Soymeal 3/02 -135 -125 2830 -975 -2450 -1825 0 0 1825 0 0 -2175
Anomaly 1 380 Coffee 3/02 -5231 -6525 -10069 6375 -8044 -2175 -3694 0 0 0 3150 -2175
208 DCB Coffee 543 Coffee 12/05 n/a n/a n/a 0 -4106 0 56 469 -75 0 -600 956
209 QUAD 42 S&P 12/87 53425 -11150 -32700 -12075 2725 2600 -6850 1275 -5750 -3750 400 2975
QUAD 42 Bonds 12/87 -10720 -2230 8500 -5070 -11950 -1310 -420 970 -3100 -820 -1640 1830
210 24.Fujiko 548 * Mini S&P 3/06 n/a n/a n/a n/a -1138 -800 550 150 -200 900 -950 800
211 Longrifle 451 Mini S&P 1/04 n/a n/a -2500 -1763 -1775 -663 -125 1788 -388 38 -1175 -638
212 Black Crusader UD Mini 579 Mini S&P 1/07 n/a n/a n/a n/a n/a n/a -663 1375 -1563 -450 -188 -138
Black Crusader UD Mini 579 Mini Nasdaq 1/07 n/a n/a n/a n/a n/a n/a -185 580 -545 235 -525 -280
Black Crusader UD Mini 579 Mini Russell 1/07 n/a n/a n/a n/a n/a n/a -1065 2155 -1300 -695 -1110 -240
213 RC Courage 592 * Mini S&P 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a -875
RC Courage 592 * S&P 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a -8450
214 Anomaly 2 381 Euro C 3/02 3625 13063 8288 13775 -11025 -2175 -2175 0 0 0 1513 -2000
Anomaly 2 381 Silver 3/02 1015 -4240 3900 -920 8240 -2175 -2175 0 -2175 0 0 0
Anomaly 2 381 Soymeal 3/02 890 2125 5580 -1660 -1725 -1545 0 0 940 0 0 -2175
Anomaly 2 381 Nat Gas 3/02 -5925 7185 -5020 5260 6075 1500 3100 -2175 0 0 -2175 0
Anomaly 2 381 Bonds 3/02 4638 -3713 500 -8438 763 2425 0 0 -2200 0 0 2425
Anomaly 2 381 Live Hogs 3/02 5733 -4225 -2127 -275 -1825 0 0 -1175 0 0 0 0
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Anomaly 2 381 Cotton 3/02 -5830 500 5590 -8850 1180 -395 0 0 0 0 2820 -1645
Anomaly 2 381 Coffee 3/02 -3881 -7350 -9150 7181 -8044 -2175 -3806 0 0 0 3150 -2175
215 Delphi Universal II Day 594 * Mini Russell 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 110
216 Trend One 299 Bonds 4/99 7270 9210 8980 6840 -680 -1680 0 3500 -930 270 920 0
Trend One 299 Euro C 4/99 -4150 20963 6299 5550 1763 -2288 -4675 2850 -3238 0 5188 -5663
Trend One 299 Jap Yen 4/99 6451 1162 362 5125 -14902 -1488 0 1738 -525 -1013 2325 0
Trend One 299 S Franc 4/99 -2788 3063 8925 -17338 1638 0 -3238 100 -1250 -2713 -125 0
Trend One 299 Coffee 4/99 -6263 -9150 6057 -7238 11005 -1913 -1931 2231 -3881 -150 -1125 1819
217 AxSym 425 * Mini S&P 3/03 n/a 788 -17388 1775 -8150 -200 -1525 -2738 -888 0 500 2675
218 Black Gold - Petrol 560 Crude 11/05 n/a n/a n/a 1675 5550 0 5765 0 -3445 0 0 0
219 Spectrum 438 * S&P 8/03 n/a 1425 2475 -1175 5500 0 700 -950 700 -2975 6425 3975
Spectrum 438 * Nasdaq 8/03 n/a -1350 3550 -4550 400 0 300 1600 100 -2225 3975 -2175
Spectrum 438 * Russell 2K 8/03 n/a 8475 650 -3475 -750 0 -5625 3050 900 -5100 8675 -4825
Spectrum 438 * SP Midcap 8/03 n/a 3400 3000 -6625 2500 0 -1825 475 -4650 -4450 4150 9200
220 JJ 334 Euro$ 1/01 1805 -763 -1170 308 -1083 -138 0 363 -313 0 -8 -238
221 %C DayBreaker 405 * S&P 10/02 11325 33500 11550 -10675 21375 2375 -2050 6525 3475 1825 -2400 -300
222 Advent 365 O. Juice 1/02 -585 5378 2701 -3009 6998 413 -1823 -1575 0 1238 0 3803
Advent 365 Crude 1/02 -4170 -9220 -850 -10360 -4240 770 0 1400 -1910 -160 0 2500
Advent 365 Nat Gas 1/02 16630 230 -21910 -5640 34210 9560 -11140 -5080 -5070 -5080 0 4320
Advent 365 S Franc 1/02 1237 874 1173 -939 -7989 0 -4525 0 0 0 -1525 0
Advent 365 T Note 1/02 4450 3890 5300 -15390 -6660 0 -2320 -1700 0 0 2130 0
Advent 365 Coffee 1/02 -3976 -13125 2419 13370 -13200 0 0 -2550 -2925 0 0 0
Advent 365 Cotton 1/02 -4470 -5585 -5850 -4935 -1345 -525 -500 -1075 0 3210 -1045 3575
Advent 365 Jap Yen 1/02 -4938 -10452 -11901 7249 -10626 -3425 0 -263 0 -1813 2400 0
223 Axiom Index 469 Mini Midcap 4/04 n/a n/a 7250 12125 -5015 -2705 -2380 375 2040 -360 120 800
Axiom Index 469 Mini Russell 4/04 n/a n/a 430 905 -7990 -3200 -1770 175 1920 350 -485 -385
224 Basis 269 Bonds 1/98 4910 3020 7350 -9440 8640 -3110 0 -90 0 -2560 1020 0
Basis 269 T Notes 1/98 -5200 2830 6620 -950 -1100 -1420 0 -780 -440 -1570 850 0
Basis 269 $ Index 1/98 5090 10530 6170 -30 -930 0 -3270 910 0 -2350 -280 -170
Basis 269 S Franc 1/98 5124 -1113 4288 8013 -1525 0 -3375 -2150 0 0 -963 -988
Basis 269 H Oil 1/98 -7274 1856 8785 0 0 0 0 0 0 0 0 -2285
Basis 269 B Pound 1/98 1556 5056 9499 -281 -1776 0 0 -275 -2875 0 925 -1500
Basis 269 Cotton 1/98 940 5845 1890 -3700 -1255 -1020 0 -1435 0 2425 0 -2470
225 CTS Crash Control 511 Russell 2K 10/05 n/a n/a n/a 8200 43425 0 0 11200 -6550 0 2800 0
CTS Crash Control 511 SP Midcap 10/05 n/a n/a n/a 19875 24500 0 0 22400 -9325 0 0 -4400
CTS Crash Control 511 Nasdaq 10/05 n/a n/a n/a 4000 -7755 0 4255 0 -3395 0 0 0
CTS Crash Control 511 S&P 10/05 n/a n/a n/a -25975 21725 0 6275 0 -4700 0 0 5925
226 R-Levels 186 * S&P 7/93 23375 32500 -325 -5700 -14100 150 725 4075 7125 -650 2650 -1025
227 MesaMAX 412 * S&P 3/02 14250 7575 -400 5350 1600 -1375 3125 -775 300 4075 3300 3500
228 Top Ten System 228 Coffee 1/94 -5458 -14871 4371 -2419 -1256 225 -2081 2213 2400 3056 -2438 -2081
Top Ten System 228 Jap Yen 1/94 7951 -1363 -8113 4838 -15588 -1300 0 -700 -1675 -1100 3050 13
Top Ten System 228 T Notes 1/94 -1010 -3150 9200 -400 -380 -590 -960 -950 -80 -1330 870 840
Top Ten System 228 Cotton 1/94 -2990 450 520 -1310 80 25 510 -475 -160 3050 -295 -475
Top Ten System 228 Sugar 1/94 1367 -3461 -6686 1311 4390 -1747 -694 -347 0 762 -56 246
Top Ten System 228 S Franc 1/94 -5740 3901 -3177 -12638 -6000 -1550 -1863 -1288 13 0 1375 1175
Top Ten System 228 B Pound 1/94 4975 3244 -12731 -7258 -6570 -769 -63 -2375 -4900 -75 125 -3400
229 STC S&P DayTrade 258 * S&P 4/97 45950 10225 17925 -7025 -7150 1100 1200 2025 1650 -750 -175 -7950
230 Grand Cayman System 177 Bonds 8/92 -770 2830 3050 -3000 4700 0 -4000 -2610 -640 -3140 1100 0
Grand Cayman System 177 Jap Yen 8/92 3037 -6262 -14025 -4863 -2576 0 0 3525 -2713 0 0 0
Grand Cayman System 177 Cotton 8/92 -5885 -10955 11010 -3480 2840 0 0 -1100 0 3210 0 -2425
Grand Cayman System 177 Euro $ 8/92 675 -825 -850 -725 -575 -375 0 0 -175 0 0 0
Grand Cayman System 177 Sugar 8/92 -471 135 -223 1625 4323 0 0 0 0 0 0 0
Grand Cayman System 177 Cattle 8/92 -200 4156 -7580 1888 -3752 -1004 -240 0 1656 0 -1804 0
Grand Cayman System 177 B Pound 8/92 4825 -2513 -1795 -7144 -1469 0 0 0 0 0 0 0
231 GK-Interest Trader 348 T Note 2/01 5220 2130 -6380 -6910 3200 0 -2420 -1870 0 0 -930 0
GK-Interest Trader 348 Bonds 2/01 -3220 5090 -8200 -30 1170 0 -4860 -3620 0 -2390 1400 0
232 RC Advance ++ 570 * S&P 12/06 n/a n/a n/a n/a 125 125 -3975 -3375 -2125 3375 -1825 -4875
RC Advance ++ 570 * Mini S&P 12/06 n/a n/a n/a n/a 125 125 -575 -763 -475 338 -425 -2288
233 STO-X 347 Cotton 1/01 -7320 -4025 5030 -3435 -90 -75 -890 -700 -135 3080 0 1655
STO-X 347 Euro C 1/01 5061 8387 3225 -2102 -9189 0 -4863 -2563 -1738 0 2725 -1413
STO-X 347 Jap Yen 1/01 4650 -3626 -8813 14275 -9553 -2338 0 313 -1250 -3275 2713 0
STO-X 347 S Franc 1/01 3201 -1800 -3476 -6888 -6975 0 -1600 -2313 -263 0 -225 0
STO-X 347 Coffee 1/01 -9075 -8457 -3131 2213 -5513 0 -3375 -713 0 5681 0 -5363
STO-X 347 B Pound 1/01 3838 -3601 4162 -10832 -4696 0 0 -275 -2850 0 1125 -663
STO-X 347 Bonds 1/01 -13430 -9580 3300 -3870 5380 -2520 0 -1290 0 -1330 690 0
234 DCS II 111 Jap Yen 01/90 6787 -11475 -14064 2325 -11852 -3875 0 1088 0 -3563 1375 0
DCS II 111 Coffee 01/90 -4501 -4519 -4706 6226 -13182 0 -2719 -731 0 5681 0 -6206
DCS II 111 S Franc 01/90 1963 -6050 5150 -4826 -6326 0 -4650 -1150 0 0 -2525 0
DCS II 111 Sugar 01/90 1601 -3068 -1725 1366 9599 0 0 -291 0 1400 -437 -594
DCS II 111 Bellies 01/90 -9216 -9668 -652 8152 -9856 0 -2232 -104 -888 0 0 3156
235 Profit Quest 231 $ Index 9/95 -5990 2170 -3430 -7130 -60 -530 -770 750 -1930 -780 -780 -570
236 Aberration Plus 300 Euro C 3/99 5487 5662 5162 2762 -6026 0 -3725 0 0 0 -1400 -1413
Aberration Plus 300 B Pound 3/99 3413 -1114 6468 -4164 3907 0 0 -800 0 0 -813 -775
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Aberration Plus 300 S Franc 3/99 2800 -2687 5187 -1187 -9952 0 -3213 0 0 0 0 0
Aberration Plus 300 Jap Yen 3/99 3201 -687 -4288 4311 -7163 0 0 550 -1250 0 0 0
Aberration Plus 300 Bonds 3/99 2180 -7950 -1630 -5050 3100 0 0 -2900 0 0 50 0
Aberration Plus 300 T Note 03/99 7020 -9550 -2890 -8670 880 0 0 -1870 0 0 140 0
Aberration Plus 300 Coffee 03/99 -6150 -9544 -5400 11194 -2720 0 -2719 0 0 3356 -2831 0
237 Arcs 279 Cotton 3/98 -5180 -5160 11200 110 2680 0 -2850 -25 0 -575 0 -590
Arcs 279 Nat Gas 3/98 17950 30490 -3240 -4000 0 0 0 0 -3510 1450 0 -5660
Arcs 279 Unleaded 3/98 4692 -12940 18536 0 0 0 0 0 0 0 10017 483
Arcs 279 Jap Yen 3/98 2862 -6176 -5176 5462 -7051 -2488 0 188 -4288 0 1813 0
Arcs 279 Aussie $ 3/98 -2800 18120 -5390 -2280 -2720 0 0 -30 -3350 0 2040 0
Arcs 279 * S&P 3/98 -36450 -59350 -27850 6975 -63500 -10025 1400 -2850 -5900 -6800 -5050 1550
Arcs 279 Corn 3/98 3288 -3713 4576 -1364 1563 0 0 1663 0 -4050 0 -3513
238 Anticipation III 573 Coffee 1/06 n/a n/a n/a n/a 16445 19 3338 1669 -113 2606 -4069 -1594
239 Delta Threshold 136 * S&P 10/90 -20800 -28575 15050 -5625 -6650 -2000 975 -1725 -2000 -4100 -4200 1600
240 Hi-Lo Swing 346 Euro C 1/01 4013 10713 8887 2962 -11387 0 -4638 0 0 0 -75 -338
Hi-Lo Swing 346 Lumber 1/01 7106 -13277 2233 5093 1859 -297 -418 1089 0 3146 0 -6171
Hi-Lo Swing 346 Cotton 1/01 -5305 -1620 5245 -5490 -400 -1600 0 0 0 2145 0 -1570
Hi-Lo Swing 346 Coffee 1/01 -8906 -2663 -13237 14382 262 0 -3188 0 0 4425 0 -3394
Hi-Lo Swing 346 Corn 1/01 1637 -2626 6589 -2864 798 0 0 1663 0 -4000 0 -1438
Hi-Lo Swing 346 Jap Yen 1/01 8637 -3250 -5989 8650 -7438 163 0 313 -2713 0 963 0
Hi-Lo Swing 346 Bonds 1/01 -1130 -7310 -1660 -610 5580 0 -3320 -3360 -320 0 10 0
241 The Mystery System 196 Coffee 11/93 -6001 2568 5906 8307 -14831 -206 0 469 -1538 4219 -4013 -56
The Mystery System 196 S Franc 11/93 375 2312 9251 887 538 0 -2763 1600 0 0 -1213 0
The Mystery System 196 Euro C 12/98 9587 23363 8199 10624 -7663 -2038 -4575 2075 -3238 0 2913 -4400
The Mystery System 196 Jap Yen 11/93 187 -12801 -16264 10750 -11178 -2663 0 938 -750 -2750 2138 0
The Mystery System 196 B Pound 11/93 7476 6975 1892 -8970 -2870 -2713 -3988 -750 -1238 0 2688 -1988
242 Capcon1 296 Cotton 1/99 -1000 -2070 11710 -530 3620 0 0 -1100 0 3210 0 -4695
Capcon1 296 Copper 1/99 -100 -3501 -9039 -12588 -5175 0 0 11488 0 -17850 -2075 0
Capcon1 296 Euro C 1/99 -14276 -23651 -2313 7600 -15226 0 0 838 0 -2350 1250 0
Capcon1 296 Crude 1/99 -13010 -6380 -1040 -16130 14800 770 0 1400 0 -1820 0 -2650
Capcon1 296 S Franc 1/99 -8025 -12863 -7450 1863 -5913 0 0 2488 0 0 1363 0
Capcon1 296 B Pound 1/99 -10451 -7363 -6500 9331 -12557 0 -2638 -1050 0 -1100 238 0
243 XS Bonds 267 Bonds 11/97 -7040 2120 13550 -3360 5650 -1520 0 -570 -1710 0 -1560 3030
244 RC Success 3 519 * S&P 11/05 n/a n/a n/a -7350 -9475 -225 -1400 -325 2875 -2325 2575 -9825
RC Success 3 519 * Mini S&P 11/05 n/a n/a n/a -638 -2850 -88 -300 -150 -463 -813 838 -2813
245 Second Income 114 * S&P 2/91 9700 -43400 -20075 -5125 -30975 -225 -3975 3400 -6250 -7400 -9825 4525
246 Reverse Trend Entry 123 Cattle 8/89 -1204 -9324 -404 -4312 312 336 1224 0 1908 -1408 -596 0
247 Market Rider 383 $ Index 4/02 815 11213 9925 -5813 1138 0 -2825 -1625 0 0 1113 425
Market Rider 383 Euro C 4/02 9213 18138 16700 -13025 -1763 0 -4175 -3663 0 0 2100 325
Market Rider 383 B Pound 4/02 6588 769 13013 -14063 425 0 0 -281 -1344 -2025 275 -1644
Market Rider 383 S Franc 4/02 1675 10213 -13213 -7738 -4413 0 -4538 -1975 -88 0 -1800 0
Market Rider 383 Jap Yen 4/02 1925 1200 -17688 6200 -15638 -3150 0 450 -1763 -3100 2800 0
248 Shockwave 430 * Mini Russell 08/04 n/a n/a 1820 2210 -6340 -1010 1305 -1895 -1260 1430 -715 510
249 Lil' Dipper 274 Bonds 6/98 7430 -2800 6500 -110 -1940 0 -3080 0 720 0 0 0
250 Dr. Jenkins System 62 Jap Yen 6/88 7913 -6426 -8813 2876 -3939 -550 2488 -963 -2850 -2950 638 -1450
Dr. Jenkins System 62 B Pound 6/88 4525 9075 805 5658 -5770 -2263 -3650 -2288 -2063 -525 388 -1550
Dr. Jenkins System 62 Gold 6/88 -5570 9610 260 1320 -1030 -3490 -2800 0 -1810 700 1510 -2960
251 Mosaic 596 Mini Russell 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 4105
252 Support/Resistance 140 * S&P 1/84 11775 -22900 14375 5000 -25725 -1950 3525 4400 -11375 -1700 -1150 1475
253 Cross Bow 331 S Franc 10/99 5887 -3762 -3261 -201 4050 -300 -2575 -2575 -25 0 -1663 1263
254 Anticipation 224 Coffee 5/95 -1331 0 3414 31147 7951 1425 -2494 413 -975 -469 -3713 -1631
255 Bond Blaster 397 Bonds 7/02 3840 1240 -4610 -4590 -4750 -750 -880 -850 -450 -190 -530 -140
256 T-Bonds Day_Trade 139 * Bonds 1/84 -760 10 -3410 -960 -2230 350 -1270 -650 620 -720 100 -350
257 EuroDollar Indicator 221 Euro $ 5/95 -575 -1900 -425 -625 25 -375 0 0 -225 -575 0 0
258 Serendipity 297 Bonds 1/99 690 6890 1140 6070 -140 -1330 520 -1330 -1320 0 -830 -1320
259 Qtech Wheat 493 Wheat 4/05 n/a n/a n/a -4000 4450 1800 575 -2288 -325 3100 1575 -6775
260 Cowbelle 588 Feeder Cattle 1/07 n/a n/a n/a n/a n/a n/a -2500 0 0 -2925 0 -2600
261 Lil Gapper 247 Jap Yen 1/91 -2240 -12588 -8977 -9188 -9864 1325 1063 38 -263 -1138 -2275 -363
Lil Gapper 247 B Pound 1/91 -13540 -10462 -16352 -14714 -1731 969 -419 -2381 -1675 -800 -1688 -244
Lil Gapper 247 S Franc 1/91 -9165 -9139 -237 -15589 -10052 -1438 -3025 -938 -838 -113 -950 -75
262 Anticipation II 295 Coffee 1/99 -1313 0 7254 17774 2138 1125 -169 825 656 -806 -3956 -1369
263 GK Meat Trader I 488 Live Cattle 11/04 n/a n/a 0 0 525 0 0 0 0 0 0 0
GK Meat Trader I 488 Pork Bellies 11/04 n/a n/a 0 57 -855 0 0 0 0 0 0 0
GK Meat Trader I 488 Live Hogs 11/04 n/a n/a 0 -2427 -4535 0 0 0 0 0 0 0
GK Meat Trader I 488 Feeder Cattle 11/04 n/a n/a -1700 830 -8915 0 0 0 0 0 0 0
264 NCR 204 Bonds 12/93 490 -7480 4060 -920 -4960 750 -3280 1800 -1340 -150 -620 490
265 Strategic 335 S Franc 10/99 -7013 775 -4727 -6688 8488 0 -2750 1363 -638 -1388 0 0
266 BondPat 121 * Bonds 3/91 -5980 -5810 10060 -13380 -5650 -120 -1670 -600 -160 -490 -1200 220
267 Vixen 442 * Mini Midcap 2/05 n/a n/a n/a -7930 -8245 -1075 -345 -40 -1735 -475 2300 80
Vixen 442 * Mini Russell 2/05 n/a n/a n/a -6790 -8070 -385 480 -495 -3410 -2380 -1110 -2570
268 Sidewinder 298 Bonds 1/99 10870 -4460 1860 -10150 1330 0 -2580 -2570 -620 0 -2580 0
269 Murlantic Cattle Method 34 Cattle 6/82 -3040 -952 -2580 -5816 1144 -1284 -1072 -640 -876 -644 1008 -856
270 EGE7 High Low 473 Euro C 8/04 n/a n/a -17488 -27775 -31363 -6563 -238 -2825 -6588 -4238 -4638 -3038
Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
271 TBond 2000 251 * Bonds 11/96 -30070 -18050 -29070 -15210 -14170 -210 -1010 -2470 -1310 -1650 -1360 -640
Forex report
Rank Net
by % Sys. Profit/Loss
Chng System Commodity Rel. Per Year
Col.17 System Name # Day Tested Date (6) Dec Jan Feb Mar Apr May June July Aug
(1) (2) (3) Trd. (4) (5) 2005 2006 2006 2007 2007 2007 2007 2007 2007 2007 2007
1 Dollar Trader FX F11 US/JY 1/07 n/a n/a n/a 0 1698 1578 0 0 0 4416 0
Dollar Trader FX F11 JY/SF 1/07 n/a n/a n/a 0 2825 -344 0 -533 0 -1268 -205
Dollar Trader FX F11 EC/DX 1/07 n/a n/a n/a 0 -742 0 0 4788 0 -547 -826
2 Dual Thrust F5 SF/JY 9/06 n/a -2023 1379 -51 199 -745 -1583 -504 2820 1569 2269
Dual Thrust F5 EC/JY 9/06 n/a 3761 3842 3503 1971 1845 298 1056 141 6791 4805
Dual Thrust F5 BP/DX 9/06 n/a 6900 2980 2520 -3680 2920 2430 -490 2956 6958 -3613
Dual Thrust F5 EC/AD 9/06 n/a -1946 -2835 -205 -1079 -2016 -2885 2724 -1585 -1242 7774
Dual Thrust F5 EC/DX 9/06 n/a -7600 -480 -2610 530 -470 1340 -2460 240 -943 4758
Dual Thrust F5 DX/SF 9/06 n/a -383 -1444 443 1417 -3123 -1596 407 3401 -3528 -813
Dual Thrust F5 EC/BP 9/06 n/a 4033 702 -2674 1637 3433 819 1079 -1465 -291 -1677
Dual Thrust F5 BP/JY 9/06 n/a 3991 5825 9263 6867 15073 -5169 39 2458 2625 4688
Dual Thrust F5 DX/JY 9/06 n/a -490 -1315 -75 2255 -4665 -962 -2668 2402 2429 271
3 Swing Reversal ST F3 BP/DX 2/06 n/a 18970 -1380 4370 -5350 -7320 440 600 3850 2622 714
4 Auto Core Duo F8 EC/DX 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 954
5 Dual Thrust 2.0 Long F7 EC/AD 3/07 n/a n/a n/a n/a n/a -854 1487 -1766 -1454 2116 5864
Dual Thrust 2.0 Short F7 BP/JY 3/07 n/a n/a n/a n/a n/a 1457 -3513 -2641 -553 250 10458
Dual Thrust 2.0 Long F7 DX/JY 3/07 n/a n/a n/a n/a n/a 1836 2034 -570 119 -2315 -1841
Dual Thrust 2.0 Short F7 DX/JY 3/07 n/a n/a n/a n/a n/a 3044 482 -1994 -1433 1595 2213
Dual Thrust 2.0 Long F7 DX/SF 3/07 n/a n/a n/a n/a n/a -424 249 2156 1257 -1912 1270
Dual Thrust 2.0 Short F7 DX/SF 3/07 n/a n/a n/a n/a n/a 990 1448 -1015 1831 -481 378
Dual Thrust 2.0 Long F7 BP/DX 3/07 n/a n/a n/a n/a n/a 1830 2410 -1110 4540 1443 897
Dual Thrust 2.0 Short F7 BP/DX 3/07 n/a n/a n/a n/a n/a -360 -2350 1320 -540 -1593 3131
Dual Thrust 2.0 Short F7 EC/AD 3/07 n/a n/a n/a n/a n/a 2210 550 -271 2473 -588 -690
Dual Thrust 2.0 Long F7 SF/JY 3/07 n/a n/a n/a n/a n/a -752 2156 -665 -631 -1437 -2323
Dual Thrust 2.0 Short F7 SF/JY 3/07 n/a n/a n/a n/a n/a -450 -1183 -855 -260 908 1482
Dual Thrust 2.0 Long F7 EC/BP 3/07 n/a n/a n/a n/a n/a 2148 80 481 -1204 -469 -1414
Dual Thrust 2.0 Short F7 EC/BP 3/07 n/a n/a n/a n/a n/a -803 -60 501 883 -1884 -859
Dual Thrust 2.0 Long F7 EC/JY 3/07 n/a n/a n/a n/a n/a 1646 4822 -148 1163 -2482 -4279
Dual Thrust 2.0 Short F7 EC/JY 3/07 n/a n/a n/a n/a n/a 2993 -1718 -199 -10 3192 -4279
Dual Thrust 2.0 Long F7 BP/JY 3/07 n/a n/a n/a n/a n/a -1451 6798 -114 4546 5792 -10637
6 Qtech Portfolio FX F6 EC/DX 9/06 n/a -850 410 2010 1360 1920 -1850 -3980 3145 430 942
Qtech Portfolio FX F6 AD/DX 9/06 n/a -4990 -2860 1300 700 -1680 -2450 -2130 -726 -4781 4323
Qtech Portfolio FX F6 BP/DX 9/06 n/a 5890 1500 4370 -260 -4670 1620 3620 4203 -467 -7446
Qtech Portfolio FX F6 EC/BP 9/06 n/a -7453 -2272 1059 -941 -1437 2360 218 -151 -114 -1297
Qtech Portfolio FX F6 EC/SF 9/06 n/a -1205 -378 -160 -222 1561 -1094 1959 -92 1312 -1664
Qtech Portfolio FX F6 DX/SF 9/06 n/a 2163 312 1323 1575 -830 -1575 1020 446 -778 -1857
Qtech Portfolio FX F6 EC/JY 9/06 n/a 152 8 3363 -701 5323 -695 -1668 1037 3921 3437
Qtech Portfolio FX F6 DX/JY 9/06 n/a -2510 -67 -876 1352 -1605 -134 1043 284 1243 -578
7 Auto SwingR F9 EC/DX 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 110
8 Auto SpikeR F10 EC/DX 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a -1850
Auto SpikeR F10 DX/SF 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 321
9 Delphi-Forex F4 EC/DX 9/05 3260 -1700 -3440 550 480 -1880 1180 -2350 1163 1279 1875
Delphi-Forex F4 BP/DX 9/05 11920 -5250 -4130 3750 -4500 310 -100 -230 2653 -1440 1523
I developed the Thermostat system back in 2001 and published it in Building Winning Trading Systems
with TradeStation. This system is a combination of two systems: a short term swing system and a trend
follower. The trend following mechanism is simply a 2 standard deviation break out (Bollinger Band) of
a 50 day moving average. The swing system is a simple open range breakout. What makes this system
different than others is its ability to switch from one system to the other. The function that causes the sys-
tem to switch modes is the Choppy Market Index. This index tells us what mode the market is currently
exhibiting: choppy or trending. This formula is quite simple – we divide the actual distance the market
has traveled for the past thirty days by the distance that market has wandered for the past thirty days.
If the distance between today’s close and the close of 30 days ago is less than 20% of the distance between
the highest high and the lowest low of the past 30 days then I feel the market is demonstrating a swinging
motion. On the other hand if the market has resulted in a gain or loss of 20% or more of the highest high
– lowest low range, then I feel the market is in a trend mode. If you want to simply work with decimals
you can eliminate the 100 multiplier. This I have done in the trading logic.
If the Choppy Market Index (CMI) is less than 20%, then we will utilize the open range break out
(ORBO) mechanism. The ORBO also incorporates pattern recognition. While in choppy mode we can
have either a buy easier or sell easier day. These types of days are determined by comparing today’s clos-
ing price to the key of the day (KOD). The KOD or day trader’s pivot point is calculated by simply divid-
ing the sum of today’s high, low, and close by three (H + L + C)/3. If the close is above the KOD then
we have a sell easier day (SAD). In other words the market closed nearer its high and we are expecting
a down day tomorrow. If the close is below or equal to the KOD, then we have a buy easier day (BAD).
These patterns are pretty self explanatory. On BAD days we will make it easier to buy than sell and, on
SAD days sells will be easier than buys. On BAD days we will buy at the open + 50% of the ten day
average true range (10ATR) and sell short at the open – 75% of 10ATR. On SAD days we will just do the
opposite – buy at the open + 75% of the 10ATR and sell short at the open – 50% of the 10ATR. The weak-
ness with break out systems is that they sometimes get whipsawed in extremely choppy markets. I tried to
prevent this by utilizing a Trend Lock Point (TLP). Many times we will have a gap down that continue a
down trend and then the market attempts to fill the gap. A pure break out system will be tempted to buy as
the market moves up off of the open even though the market is still showing weakness. The TLP attempts
to keep the system in synch with the current short term trend. If the buy entry stop is below the three day
average of low prices, I move the buy stop up to this point. If the sell stop is above the three day average
of high prices, I move the sell stop down to this point. In other words:
BuyStop = MAX(BuyStop,Average(Low,3))
SellStop = MIN(SellStop,Average(High,3))
If a position is initiated a three 10ATR protective stop is invoked. This stop is rarely hit.
If the CMI determines that we are in a trending market, then the system switches to the 50-day Bollinger
break out. Long positions are initiated at the upper Bollinger band and short positions are put on when the
market moves past the lower Bollinger band. While we are in a trending market the three 10ATR stop is
not utilized. Liquidations of positions take place at the 50-day moving average. If we enter a long posi-
tion at the upper Bollinger band, we then will liquidate once the market moves down past the 50-day mov-
ing average. Short positions are liquidated when the market moves above the 50-day moving average.
That’s all there is to this system. Since release the system has been very successful even though it did
surpass its worse draw down in late 2006. I thought this would be a good system to use as a tutorial for
programming in our system tester software.
I have updated the SystemTester to version 1.3. The new version includes the Highest/Lowest functions
and I have divided the program into different areas by using comments. You now know where to declare
your variables and put your system logic. You can download the ThermostatTest Excel spreadsheet from
our website.
Now that we know how the system works, let’s see how easy it is to program into our SystemTester. I will
only include the necessary logic for the system to help reduce space. First off we will declare the neces-
sary variables that we will need for Thermostat.
Many times I don’t know ahead of time what variables I will need so I make them up as I go along. You
will notice that I have dimensioned some of my variables as Integers and some as Doubles. If I need a
variable to have a fractional part, I will declare it as a Double. If I need a toggle, like the buyEasierday or
sellEasierDay or an entry/exit price I will usually dimension as an Integer. You could dimension every-
thing as Double if you like.
After the declaration (dimensioning) of the variables we move into the main trading loop and do the nec-
essary calculations for the Choppy Market Index (CMI).
choppyPer1 = 0.5
choppyPer2 = 0.75
hh = Highest(myHigh, 30, 0, i)
ll = Lowest(myLow, 30, 0, i)
Here we assign 0.5 and 0.75 to the first and second choppy percentage variables. We then invoke the
Highest and Lowest functions to determine the highest high and lowest low values for the past 30 days.
The cmiVal is calculated by dividing the absolute value of the close 30 days ago minus today’s close by
the difference between the highest high and the lowest low for the past thirty days.
trendLokBuy = Average(myLow, 3, i)
trendLokSell = Average(myHigh, 3, i)
buyEasierDay = 0
sellEasierDay = 0
This snippet of code calculates the trendLokBuy and trendLokSell points. These values are determined
by calling the Average function using the myLow and myHigh data arrays. The next value to be calcu-
lated is the Key of the Day. This is calculated by dividing the sum of the day’s high, low and close by
three. We use this value to determine if the next day is going to be a buyEasierDay or a sellEasierDay. If
today’s close is greater than the Key of the Day, then we will setup for a sellEasierDay tomorrow. Con-
versely, if the market closes at or below the Key of the Day, then we will set up for a buyEasierDay.
If (buyEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer1
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer2
End If
If (sellEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer2
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer1
End If
The buyEasier/sellEasier day only applies to the short term swing system so we can go ahead and calcu-
late the swingBuy/swingSell points once we determine what type of day has set up. If we have a bu-
yEasierDay, then the buy stop will be the Open of tomorrow plus 50% of the ten day average true range.
The sell stop will be calculated similarly but we will subtract 75% of the ten day average true range. The
buy and sell stops are calculated in the same manner on sellEasierDays; we simply flip the 50% and 75%.
End If
40 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
GEORGE‘S CORNER (continued)
Once we calculate the Bollinger Bands we can then start to place the orders. The BollingerBand subrou-
tine assigns the upper band to the trendBuyPt and the lower band to the trendSellPt. So, we now have our
trendBuy, trendSell, swingBuy, and swingSell price points. All we need to do now is figure out which
ones of these needs to be placed. We only place the swing stop orders in choppy market mode and this
occurs when the cmiVal drops below 0.2. If the cmiVal is greater than or equal to 20% we then place the
trending stop orders.
After the entry orders are placed we need to place our protective stops.
If marketPositon = -1 Then
If signalName = “TrendSell” Then Call ExitShort(“TrendShortEx”, bollAvg, stp, i)
If signalName = “SwingSell” Then Call ExitShort(“SwingShortEx”, entryPrice +
protStopAmt, stp, i)
End If
Notice how we tied our exit signals with our entry signals. If we have a long position and the signal name
that put us into that trade is a “TrendBuy” then we only exit with the “TrendLongEx” signal. The “Swing-
Buy/Sell” entries are tied to the “SwingLong/ShortEx” signals.
I have included two years of continuous crude oil in this spreadsheet that you can test on. Please play
around with the logic and plug in your own system and see if you can come up with a good system. Two
things that I want to change in the next revision, which will increase accuracy, are:
1.) Create a subroutine that determines which order is closest to the market and execute only that one.
Right now the system looks at the entries first and if the order is hit it will automatically execute, even
though the liquidation order might be closer.
2.) Allow multiple entries on the same bar if we can determine with a high level of accuracy which oc-
curred first – the high or the low of the bar.
Also, here are the codes for the Highest and Lowest functions:
tempHH = 0
For i = index - (length - 1 + offset) To index
If (dataList(i) > tempHH) Then tempHH = myHigh(i)
Next i
Highest = tempHH
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 41
GEORGE‘S CORNER (continued)
End Function
tempLL = 999999
For i = index - (length - 1 + offset) To index
If (dataList(i) < tempLL) Then tempLL = myLow(i)
Next i
Lowest = tempLL
End Function
I will repeat the core logic of the Thermostat system so that you won’t need to extract it from the Visual
Basic code. Here it is in its entirety. I would make sure you fully grasped this before tweaking or pro-
gramming your own system.
i=i+1
choppyPer1 = 0.5
choppyPer2 = 0.75
hh = Highest(myHigh, 30, 0, i)
ll = Lowest(myLow, 30, 0, i)
trendLokBuy = Average(myLow, 3, i)
trendLokSell = Average(myHigh, 3, i)
buyEasierDay = 0
sellEasierDay = 0
If (buyEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer1
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer2
End If
If (sellEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer2
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer1
End If
42 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
GEORGE‘S CORNER (continued)
End If
If marketPositon = -1 Then
If signalName = “TrendSell” Then Call ExitShort(“TrendShortEx”, bollAvg, stp, i)
If signalName = “SwingSell” Then Call ExitShort(“SwingShortEx”, entryPrice + protSto-
pAmt, stp, i)
End If
‘------------------------------------------------------------------------
Loop
Contact us at 828.697.0273 or
info@FuturesTruth.com for
more information.
44 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
You Say You’re a
Trader?
Be Prepared To
Prove It To the IRS
by Jim Crimmins
The first and perhaps biggest hurdle that every new trader faces come tax time is to convince the Internal
Revenue Service that you are, in fact, a professional trader and not merely an overactive investor. Fail to
do so and the tax consequences could severely affect how much of your earnings Uncle Sam will allow
you to keep.
The IRS well knows that most traders begin as investors looking to hold securities long-term for capital
appreciation and favorable long-term capital gains rates. But during the past few years as market declines
made short-term investing more attractive, the IRS has held fast to the line by which it sorts out the
traders from the investors.
Does it really matter which camp you fall into for tax purposes? Absolutely. Investors, who file on
Schedule A, are subject to the 2% threshold for deductible investment expenses (and hence cannot write
off most of their expenses) and are limited to a $3,000 capital loss deduction. But as a trader who files
on Schedule C, you write off 100% of your business expenses, and if you elected the mark-to-market
accounting method, can offset all of your losses against income in the same year.
As a result, traders who ended the year with a profit could save thousands thanks to their unique tax
status, while those who wound up in the red could realize a windfall of $20,000 or more in same-year tax
write-offs they wouldn’t be able to take as an investor.
Not surprisingly, the IRS keeps a close watch on individuals who claim the advantageous “trader in
securities” tax status. Although the guidelines that separate traders from investors are far from clear,
relying as they do more on appellate court rulings than IRS definition, there are certain activity profiles
that the IRS is looking for before it grants trader tax status.
To help determine if you meet these three tests, the IRS considers these qualifiers:
• Typical holding periods for securities bought and sold;
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 45
YOU SAY YOU’RE A TRADER? (continued)
Admittedly, there’s plenty of gray area in these guidelines. For instance, what exactly constitutes
“substantial” activity? What are the perimeters on holding periods? Can a part-time trader claim trader tax
status?
So far, the IRS has left further delineation in the hands of the tax courts, which have been inclined to
uphold the denial of trader status without shedding much light on how individuals might qualify for trader
status in the first place.
Follow these three steps to claim and protect your trader tax status:
1. Trade: The first step to convince the IRS that you are a trader is to “seek to profit from daily market
movements.” They’re looking for a pattern of high trading volume and short holding periods. Keep your
personal investments well separated from your trading business. The IRS also is looking for “earnest
intent;” that is, you work diligently to manage transactions, conduct strategy sessions and make frequent
trades.
2. Turn: Although no exact number of transactions has been established, one tax court case found that
75 trades a year was insufficient to warrant trader tax status. The IRS is not only looking for “substantial
activity,” but “frequent, regular and continuous” trading as well. That means volume. The feds need to
know that you approach this as a business, not a hobby. Fail to convince them of that and you’re back in
investor-land.
3. Endure. If you want to reap the benefits of the trader business status, it stands to reason that you must
actually be in business and remain that way for the entire tax year. Of course, you’ll also need to convince
the IRS you deserve this advantageous business status by showing a healthy flow of trades, significant
dollar amounts and short holding periods, all the signs that you’re attempting to make your living as a
trader. This is what constitutes “continuity and regularity.” While it may seem unfair, if you suspend
business for any reason, say by taking the summer off, or you flame out as a trader after nine months, the
IRS has made it very clear that they will deny your claim for trader tax status.
Once you obtain trader tax status, you’re not entirely in the clear. Owing to the capricious nature of
appellate rulings and the ever-evolving tax code, there are no guarantees that the trader status you enjoy
today will still be there tomorrow.
Take Frank Chen for example, he lost his Trader Status because he did not trade consistently. Furthermore
the IRS determined that if his trades were consistent he would have still lost his status because he held a
second job.
Everyone seems to want to put his neck on the block to predict what
stocks to buy for the coming year. I rarely do this, but this year this
chicken will take a chance too.
Finding any stock that will go against a major trend is more luck than knowl-
edge. Go back to 2000 and see what the mavens were touting investors to
buy then. Enron? Almost without exception every one was a loser. The best
stocks (and there are no best stocks) will drop during a bear market.
When their favorite picks don’t perform they brag that their portfolio did
not go down as much as the S&P500 Index. What hogwash! They still lost
money.
There is, in this writer’s opinion, only one safe place to be invested for the
next 5 years. It will appreciate by a huge amount and protect against infla-
tion as well. That’s GOLD.
“for the long term” as brokers say: GOLD. Visit our website & compare our systems extensive
In the form of GLD, gold stocks in GDX and track records then decide for yourself !!
some gold coins, but don’t buy until about
March 1 and buy in increments.
Chart 1: S&P 500 Futures, intra-day bar chart Chart Two shows Apple stock. After a
nice move up off of the open, Apple stock
We have all heard that “things happen in three’s”. This is true of retreats. It shows 3 drives down with
trading also. Primary moves can show three waves or “drives” in the drive three ending the reaction.
primary trend direction before the trend ends.
The Wide Range up bar shows strong
Chart One shows the S&Ps on a big gap up open with follow thru demand off the lows at “3” and signal a
up to “1”. This is major strength and should see further action to the potential buy point.
upside. After an initial pullback, price makes it’s second drive to “2”.
Then the third and final drive pushes price to “3”. A nice rally ensues. Carrying through to
the next day.
The first drive carried prices from the previous close up roughly elev-
en points. Drive two was up ONLY eight points. Drive three went If you liked this article or even if you
ONLY four points. Each successive drive was less than the previous didn’t, email me to let me know. What
drive. This is demand drying up. else would you like to see in future ar-
ticles?
In this case, long positioned should be liquidated when you see the
potential “Double Top” at three. Lundy Stafford Hill is son of Fu-
tures Truth’s founder, John R. Hill.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF He is president of Staffordtrading.
FUTURE RESULTS. You can lose money trading. com and can be reached at 800-
270-1362 or lundish@aol.com
50 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
Mechanical Daytrade System for Stock Indices
Past performance is not necessarily indicative of future results. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHER-
ENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY AC-
COUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FRE-
QUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS
SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.ONE OF THE LIMITATIONS OF HYPOTHETICAL
PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDI-
TION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD
CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABIL-
ITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES
ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS
OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING
PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE
RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. STAFFORD TRADING HAS HAD
NO EXPERIENCE IN TRADING ACTUAL ACCOUNTS ON THIS SYSTEM. BECAUSE THERE ARE NO ACTUAL TRADING
RESULTS TO COMPARE TO THE HYPOTHETICAL PERFORMANCE RESULTS, CUSTOMERS SHOULD BE PARTICULARLY
WARY OF PLACING UNDUE RELIANCE ON THESE HYPOTHETICAL PERFORMANCE RESULTS.Stafford Trading Company and
its principals are in no way related to or have any business association with john S. Stafford, Jr. or Stafford Trading, Inc.
The Trading Principals for MarketEthos Capital are Faris P. Hitti, Sean P.
Phelan, Debra Hitti and Christopher Kourakis. Coming from various trading
backgrounds involving equities, options and futures with larger firms, on the
floor and off, these principals have joined to form a CTA offering several
programs. The two main programs are a Spread System that utilizes T notes and
an Index System that trades 8 stock indexes.
With its statistical arbitrage systems, MarketEthos Capital seeks to profit from fluctuations within the
spread between these correlated securities as opposed to the direction of either or both of the individual
contracts. Its systems incorporate volatility-based hedge ratios so profitability is not correlated with, or
dependent upon, the performance of the markets being traded.
Top 25 New CTAs - YTD Rankings For CTAs with $5,000,000 or Less under Management
For Month Ending December 2007 Who commenced trading January 2004 or later
Current Assets Program
Manager Ytd Losing Under Start
Return Streak Mgt Date
1 Optimus Capital Mgt - Diversified Prg (Client) 84.51% 0.00% $1,278,420 Aug-07
2 Slaton Capital Mgt LP - Diversified Velocity Prg 56.36% 0.00% $149,528 Sep-07
3 Elite E Services - FX V1 56.23% 0.00% $2,500,000 Feb-07
4 ALP Capital - MK BC Futures Program 55.65% -1.73% $0 Jan-06
5 Vision Capital Management, LLC 54.04% 0.00% $3,500,000 Feb-06
6 ClaraVista Capital Mgt - Thuban Prg 47.36% 0.00% $1,025,000 Jan-07
7 Futures Truth - HiProb US Prg 47.17% 0.00% $4,600,000 Aug-06
8 Schwab Capital Advisors LLC - Options Prg 40.40% 0.00% $41,860 Aug-07
9 Robinson-Langley Capital Mgt, LLC - MAP 37.16% 0.00% $482,207 Jan-07
10 MarketEthos Capital - ME Plus 3X Prg 36.36% 0.00% $3,800,000 May-06
11 Parizek Capital Inc. - Currency Prg 30.78% -10.41% $250,993 Apr-06
12 Crescent Bay - Balanced Volatility 30.52% -7.00% $700,000 Aug-07
13 Innovative Capital Mgt - Call Premium Prg 26.81% 0.00% $5,000,000 Jan-07
14 FX Quant - Quantitative Currency Trading Prg 25.35% 0.00% $204,000 Mar-06
15 H T Funds LLC - MAP (Client) 23.04% 0.00% $300,000 Aug-07
16 Altis Partners Jersey Ltd - Global Commodity Portfolio 21.59% 0.00% $1,000 Apr-06
17 Eickelberg & Assoc - Stock Index Option Prg 20.38% 0.00% $2,000,000 Mar-06
18 Integrated Managed Futures Corp 17.69% -11.72% $3,500,000 Feb-07
19 Traderight Limited - Global Resources Leveraged 17.25% -2.01% $5,000,000 Nov-06
20 Core Global Capital, LLC - Global Diversified Prg 16.12% 0.00% $804,000 Jan-07
21 Dubia Capital - S&P 500 Index Prg 14.87% -3.55% $500,000 Oct-06
22 Mercator Capital Mgt - Program 1 12.06% 0.00% $448,000 Oct-07
23 Pacific Capital Advisors Inc. - Vanguard Prg 11.39% -1.03% $357,000 Apr-07
24 Revolution Capital Mgt - Alpha Program 9.82% 0.00% $3,994,000 Jun-07
25 MarketEthos Capital - ME Standard Prg 8.25% 0.00% $1,250,000 Mar-06
Past Performance is not indicative of future results. There is a risk of loss in futures trading.
Data Source: Autumn Gold
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE (“FOREX”) IS SUBSTANTIAL.
THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK
AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES,
AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND
FOREX IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD
SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME
CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE AC-
COUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID
DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR (“CTA”) IS REQUIRED BY THE COMMODITY
FUTURES TRADING COMMISSION (“CFTC”) TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCU-
MENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS.
PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS PROGRAM SOLELY ON
THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE
CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY.
November 2007
Florida Federal Court Imposes Sanctions of More Than $20 Million Against a South Florida Firm
Cromwell Financial Services, Inc., and Five Area Residents in a Commodity Options Fraud and Failure
to Supervise Case, 5408-07, November 7, 2007.
CFTC Settles Natural Gas False Reporting and Attempted Manipulation Lawsuit with Energy Trader;
Defendant Paul Atha, a Former Trader at Mirant Americas Energy Marketing, L.P. (Mirant), Ordered to
Pay a $200,000 Penalty, 5409-07, November 8, 2007.
Five Current and Former Coral Energy Traders Settle CFTC Charges for False Reporting and Attempted
Manipulation in Natural Gas Market; Defendants Ordered to Pay $1 Million Penalty, 5411-07, Novem-
ber 9, 2007.
CFTC Obtains Permanent Injunction in Fraud Action Against New York Hedge Fund Operator Corner-
stone Capital Management, LLC and its
Principal, Atlanta Resident Joseph T. Profit
II, 5412-07, November 14, 2007. Architects of electronic trading innovation.
Resident Cedric Stanton, to Pay More Than $10 Million in Sanctions, 5420-07, December 6, 2007.
Tennessee Court Finds Fraud and Imposes More Than $9.9 Million in Sanctions against Tennessee Forex
Firm FxTrade Financial and its Principals and Salespersons in CFTC Action, 5421-07, December 12,
2007.
CFTC Sues One World Capital Group, LLC and its President John Edward Walsh for Inability to Demon-
strate it had Required Capital, 5424-07, December 18, 2007.
Nebraska Federal Court Orders Lawrence J. Volf, Commercial Hedge Services, Inc., Prime Trading
Company, Inc., Sherman County Management, Inc., Sherman County Bank, and PT Holdings, Inc. to Pay
$325,000 in Restitution to Farmers, 5423-07, December 18, 2007.
CFTC Sues Futures Commission Merchant Forex Liquidity LLC Alleging Undercapitalization in Excess
of $11.6 Million, 5426-07, December 19, 2007.
MF Global Inc. and Thomas Gilmartin to Pay Over $77 Million to Settle Actions by CFTC and Receiver
ad litem, 5427-07, December 26, 2007.
CFTC Forex Boiler Room Fraud Action Nets $3.4 Million in Sanctions Against ìRichmond Globalî and
Vincent Danio; Defrauded Customers Lost More Than $1.7 Million Trading Forex, 5429-07, December
28, 2007.
#1-2007 Issue
Trade Smart
Striker Securities, Inc. 141 W. Jackson Blvd. 36th Floor, Chicago, IL 60604 (800) 669-8838/(312) 987-0043
There is risk of loss in all investing, including securities and commodities trading. Past performance is no guarantee of future results.