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Portfolios |
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Prices/Performance/Funding/Components |
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(Commission & Slippage Deducted) |
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How to use this page: See portfolio price
and historical performance in the first table, price
discounts in the 2nd table,
portfolio funding in the 3rd table, and portfolio description in
the 4th table. To see exactly what is traded in a specific
portfolio, go to the 4th table. Find the portfolio in one of
the rightmost color coded columns. Look down the column. For
each 'number of contracts' entry you find, look at the leftmost
column of that line to see the name and version of the system.
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PORTFOLIO PRICES & PERFORMANCE: |
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Price |
Net Gain |
Net Gain |
Net Gain |
Total |
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Portfolios: |
per mo |
2007 |
2008 |
2009 |
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1. Mercury |
$295 |
$28,894 |
$71,253 |
$37,373 |
$137,520
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2. Mars |
$495 |
$84,234 |
$189,111 |
$109,528 |
$382,872 |
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3. Venus |
$695 |
$108,385 |
$282,580 |
$149,903 |
$540,868 |
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4. Neptune |
$895 |
$127,071 |
$380,138 |
$175,383 |
$682,592 |
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5. Uranus |
$1,095 |
$187,353 |
$525,948 |
$222,833 |
$936,133 |
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Portfolio price per month includes the discounts below -
compared to individual components. |
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PORTFOLIO DISCOUNTS: |
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Price |
List |
Discount |
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Portfolios: |
per mo |
per mo |
per mo |
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1. Mercury |
$295 |
$375 |
$80 |
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2. Mars |
$495 |
$650 |
$155 |
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3. Venus |
$695 |
$900 |
$205 |
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4. Neptune |
$895 |
$1,150 |
$255 |
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5. Uranus |
$1,095 |
$1,500 |
$405 |
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PORTFOLIO FUNDING: |
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Num |
Initial |
Maint. |
Reference |
Dbl. Margin |
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Portfolios: |
comp. |
Margin |
Margin |
Funding |
Funding |
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1. Mercury |
3 |
$10,746 |
$8,225 |
$30,000 |
$21,492 |
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2. Mars |
5 |
$14,796 |
$11,225 |
$40,000 |
$29,592 |
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3. Venus |
7 |
$21,496 |
$17,225 |
$60,000 |
$42,992 |
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4. Neptune |
9 |
$29,866 |
$23,425 |
$80,000 |
$59,732 |
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9 |
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5. Uranus |
11 |
$43,947 |
$34,300 |
$100,000 |
$87,894 |
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PORTFOLIO |
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The lower the funding, the greater the possibility of needing to
add money or drop component(s). |
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PORTFOLIO COMPONENTS: |
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Price |
Net Gain |
Net Gain |
Net Gain |
Total |
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PORTFOLIO |
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per mo |
2007 |
2008 |
2009 |
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COMPONENTS |
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Kinetic Natural Gas: |
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K1 'Half' Contract |
$150 |
$27,863 |
$35,320 |
$21,467 |
$84,649 |
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K2 'Half' Contract |
$150 |
$51,352 |
$47,403 |
$23,420 |
$122,174 |
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1 |
1 |
1 |
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K3 'Half' Contract |
$150 |
$45,094 |
$51,870 |
$26,170 |
$123,134 |
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K1 Big Contract |
$250 |
$55,725 |
$70,640 |
$42,933 |
$169,298 |
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K2 Big Contract |
$250 |
$102,703 |
$94,805 |
$46,840 |
$244,348 |
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1 |
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K3 Big Contract |
$250 |
$90,188 |
$103,740 |
$52,340 |
$246,268 |
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Soybean Trader: |
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B1 Big Contract |
$125 |
$4,048 |
$70,455 |
$48,735 |
$123,238 |
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1 |
1 |
1 |
1 |
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B2 Big Contract |
$125 |
$4,858 |
$78,260 |
$20,382 |
$103,500 |
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B3 Big Contract |
$125 |
$4,220 |
$62,138 |
$41,935 |
$108,293 |
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B4 Big Contract |
$125 |
$2,815 |
$79,750 |
$18,675 |
$101,240 |
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1 |
1 |
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Meal Trader: |
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M1 Big Contract |
$125 |
($190) |
$29,110 |
$28,710 |
$57,630 |
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Stock Index Trader: |
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S&P 500 vers. 'A' |
$125 |
$9,805 |
$24,915 |
$9,668 |
$44,388 |
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S&P 500 vers. 'B' |
$125 |
$18,156 |
$34,738 |
$8,945 |
$61,839 |
1 |
1 |
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1 |
1 |
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S&P 500 vers. 'C' |
$125 |
$15,515 |
$45,490 |
$11,100 |
$72,105 |
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1 |
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Midcap vers. 'A' |
$125 |
$5,840 |
$39,240 |
$2,410 |
$47,490 |
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Midcap vers. 'B' |
$125 |
($970) |
$40,130 |
$15,670 |
$54,830 |
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1 |
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Midcap vers. 'C' |
$125 |
$6,240 |
$41,880 |
$20,810 |
$68,930 |
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Russell vers. 'A' |
$125 |
$9,800 |
$32,220 |
$11,080 |
$53,100 |
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1 |
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Russell vers. 'B' |
$125 |
$6,290 |
$67,630 |
$14,500 |
$88,420 |
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Russell 'A' shorts only |
$125 |
$9,610 |
$29,520 |
$3,260 |
$42,390 |
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1 |
1 |
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Gold Trader: |
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Gold1 vers. 'G1-LS' |
$125 |
$0 |
$41,405 |
$8,855 |
$50,260 |
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Gold1 vers. 'G1-E' |
$125 |
$0 |
$29,855 |
$8,935 |
$38,790 |
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Gold1 vers. 'G1-L' |
$125 |
$0 |
$25,625 |
$2,985 |
$28,610 |
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Trend System: |
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Soybeans |
$125 |
$16,993 |
$50,498 |
$27,140 |
$94,630 |
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1 |
1 |
1 |
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Soybean Meal |
$125 |
($3,170) |
$9,480 |
$31,160 |
$37,470 |
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Soybean Oil |
$125 |
$636 |
$33,402 |
$5,994 |
$40,032 |
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Gold Trend 'LS' |
$125 |
$5,960 |
$57,160 |
$21,440 |
$84,560 |
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Gold Trend 'L' |
$125 |
$13,420 |
$31,260 |
$16,780 |
$61,460 |
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1 |
1 |
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Crude Oil 'LS' |
$200 |
$18,370 |
$100,200 |
$19,870 |
$138,440 |
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Crude Oil 'L' |
$125 |
$24,940 |
$29,840 |
$14,890 |
$69,670 |
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Crude Oil mini 'LS' |
$125 |
$9,900 |
$58,277 |
$8,360 |
$76,537 |
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1 |
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Crude Oil mini 'L' |
$125 |
$12,958 |
$13,865 |
$6,458 |
$33,281 |
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1 |
1 |
1 |
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Cocoa |
$125 |
($2,280) |
$22,650 |
$21,970 |
$42,340 |
1 |
1 |
1 |
1 |
1 |
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PORTFOLIO |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
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Number of Components: |
3 |
5 |
7 |
9 |
11 |
0 |
0 |
0 |
0 |
Above Trade Station reports results reflect the following
commission & slippage allowance: $75 big natural gas, $75 'half
size' natural gas; $40 Trader soybeans, meal, and S&P 500 mini;
$50 Midcap and Russell minis; $60 Trend System except $100 for
full size crude oil. Performance is mark-to-market', as are
the facilitating Trade Station reports. Subscription fees are
not deducted.
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DEVELOPER COMMENTS: |
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1. Performance values above are inflated from atypical markets
and performance in 2008. We don't know when markets will again
be that productive. Therefore, pay more attention to 2007 and
2009 performance than 2008. |
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2. We no longer permit substitution of components
across systems
within a portfolio. This change is for your and our
mutual benefit. Too many people were chasing yesterday's
winners, and during this weak markets period we have had in the
first part of 2010, this placed too many contracts in the same
systems and versions - causing everyone slippage. We have also
closed subscriptions to individual contracts of soybeans. They
are still available, for now, via portfolio subscriptions.
Also, 'Trend System' components are not availabe via individual
subscription, only via portfolio. Note - if your portfolio
contains more than you feel comfortable trading, or some
components you do not wish to trade, simply instruct your broker
which components you do not wish to trade. Some substitutions
are still permitted within (but not
across) some
systems. See 'Substitution Policy' link on 'Performance' page. |
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3. We do not expect that all the markets or all the systems
will trade all the time. Each has a low volatility shut off.
This is reflected in portfolio configuration, historical
performance, and subscription pricing. These periods of no or
low trading activity are costed into the calculations showing
what the percentage subscription fees are of the net trading
gain. Histoprical subscription costs have been less than would
be CTA performance fees, so consider this when something does
not trade awhile. We provide our portfolios at 'cut rate'
pricing (count the components) largely to accommodate periods
when multiple markets and systems go through 'shut off' periods,
and because some people will not want to trade all the markets
represented in the portfolios. |
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Hypothetical Performance Disclosure |
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All performance data in this website is hypothetical
performance. Although you have already seen the CFTC
hypothetical performance disclosure at the entrance to this
website, the CFTC prefers that it be shown multiple times at
strategic places in the website, such as on this page. |
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“HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT
LIMITATIONS, SOME |
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OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE
THAT ANY |
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ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR
TO THOSE |
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SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN |
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HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS ACHIEVED
BY |
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ANY PARTICULAR TRADING PROGRAM.” |
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