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Stock Index Trader |
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Performance
Summary |
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(Commission & Slippage Deducted) |
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Month/Year |
S&P 'A' |
S&P 'B' |
S&P 'C' |
Russell 'A' |
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2000 |
9,588 |
32,188 |
3,140 |
0 |
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2001 |
(610) |
7,170 |
9,768 |
0 |
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2002 |
5,880 |
7,920 |
9,133 |
720 |
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2003 |
0 |
2,403 |
4,988 |
0 |
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2004 |
0 |
0 |
(145) |
10 |
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2005 |
0 |
1,595 |
1,193 |
(770) |
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2006 |
0 |
2,218 |
180 |
3,360 |
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2007 |
9,805 |
18,155 |
15,515 |
9,800 |
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2008 |
24,915 |
34,738 |
45,490 |
32,220 |
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2009 |
9,668 |
8,945 |
11,100 |
11,080 |
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2010 |
3,988 |
11,885 |
855 |
24,520 |
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$63,233 |
$127,215 |
$101,215 |
$80,940 |
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By Month': |
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Jan-09 |
2,323 |
1,018 |
2,343 |
880 |
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Feb-09 |
4,623 |
5,610 |
3,373 |
(2,020) |
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Mar-09 |
(1,298) |
1,808 |
(98) |
7,640 |
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Apr-09 |
3,563 |
2,420 |
5,143 |
8,440 |
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May-09 |
0 |
478 |
583 |
310 |
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Jun-09 |
0 |
(58) |
(1,720) |
(2,530) |
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Jul-09 |
0 |
(1,555) |
(1,548) |
0 |
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Aug-09 |
0 |
0 |
0 |
0 |
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Sep-09 |
0 |
565 |
895 |
0 |
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Oct-09 |
0 |
(1,018) |
1,043 |
660 |
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Nov-09 |
458 |
(323) |
1,088 |
(2,300) |
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Dec-09 |
0 |
0 |
0 |
0 |
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Jan-10 |
0 |
333 |
0 |
0 |
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Feb-10 |
0 |
490 |
948 |
1,510 |
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Mar-10 |
0 |
0 |
0 |
0 |
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Apr-10 |
0 |
1,115 |
828 |
1,610 |
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May-10 |
4,365 |
7,523 |
(720) |
5,820 |
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Jun-10 |
(378) |
2,355 |
1,143 |
6,930 |
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Jul-10 |
0 |
(660) |
(1,398) |
1,260 |
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Aug-10 |
0 |
(183) |
(178) |
4,520 |
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Sep-10 |
0 |
913 |
400 |
3,160 |
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Oct-10 |
0 |
0 |
(168) |
(410) |
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Nov-10 |
0 |
0 |
0 |
120 |
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Dec-10 |
0 |
0 |
0 |
0 |
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13,655 |
20,830 |
11,954 |
35,600 |
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2009-2010 Subscription |
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Fees-not deducted |
17.6% |
11.5% |
20.1% |
6.7% |
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Cum Typical CTA Fees |
20% - 25% |
20% - 25% |
20% - 25% |
20% - 25% |
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Month/Year |
Russell 'B' |
Midcap 'A' |
Midcap 'B' |
Midcap 'C' |
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2000 |
0 |
0 |
0 |
0 |
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2001 |
0 |
0 |
0 |
0 |
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2002 |
1,710 |
0 |
1,530 |
870 |
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2003 |
0 |
0 |
0 |
0 |
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2004 |
0 |
0 |
0 |
0 |
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2005 |
0 |
0 |
0 |
0 |
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2006 |
2,810 |
0 |
(810) |
340 |
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2007 |
6,290 |
5,840 |
(970) |
6,240 |
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2008 |
67,630 |
39,240 |
40,130 |
41,880 |
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2009 |
14,510 |
2,410 |
15,670 |
20,810 |
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2010 |
4,040 |
3,740 |
19,280 |
13,110 |
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$96,990 |
$51,230 |
$74,830 |
$83,250 |
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'By Month': |
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Jan-09 |
1,160 |
440 |
360 |
740 |
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Feb-09 |
(3,580) |
950 |
2,280 |
4,510 |
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Mar-09 |
10,410 |
(1,720) |
5,070 |
4,300 |
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Apr-09 |
3,210 |
3,380 |
5,660 |
9,730 |
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May-09 |
3,550 |
0 |
2,930 |
1,850 |
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Jun-09 |
(1,870) |
0 |
(980) |
(870) |
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Jul-09 |
0 |
0 |
0 |
0 |
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Aug-09 |
0 |
0 |
0 |
0 |
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Sep-09 |
0 |
0 |
0 |
0 |
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Oct-09 |
680 |
0 |
840 |
(350) |
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Nov-09 |
950 |
(640) |
(490) |
900 |
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Dec-09 |
0 |
0 |
820 |
0 |
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Jan-10 |
0 |
0 |
0 |
0 |
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Feb-10 |
0 |
0 |
1,200 |
1,200 |
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Mar-10 |
0 |
0 |
0 |
0 |
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Apr-10 |
0 |
0 |
1,340 |
660 |
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May-10 |
(1,840) |
6,440 |
4,440 |
260 |
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Jun-10 |
2,630 |
(2,050) |
7,070 |
3,730 |
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Jul-10 |
1,720 |
(650) |
2,940 |
3,650 |
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Aug-10 |
(390) |
0 |
(1,410) |
(150) |
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Sep-10 |
1,920 |
0 |
3,700 |
3,760 |
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Oct-10 |
0 |
0 |
0 |
0 |
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Nov-10 |
0 |
0 |
0 |
0 |
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Dec-10 |
0 |
0 |
0 |
0 |
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18,550 |
6,150 |
35,770 |
33,920 |
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2009-2010 Subscription |
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Fees-not deducted |
12.9% |
39.0% |
6.7% |
7.1% |
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Typical CTA Fees |
20% - 25% |
20% - 25% |
20% - 25% |
20% - 25% |
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Month/Year |
Russell 'A' |
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shorts only |
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2000 |
0 |
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2001 |
0 |
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2002 |
(320) |
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2003 |
(250) |
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2004 |
0 |
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2005 |
0 |
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2006 |
550 |
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2007 |
9,610 |
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2008 |
29,520 |
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2009 |
3,260 |
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2010 |
18,180 |
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$60,550 |
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'By Month': |
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Jan-09 |
3,240 |
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Feb-09 |
1,510 |
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Mar-09 |
870 |
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Apr-09 |
(420) |
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May-09 |
50 |
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Jun-09 |
(1,390) |
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Jul-09 |
0 |
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Aug-09 |
0 |
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Sep-09 |
0 |
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Oct-09 |
660 |
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Nov-09 |
(1,260) |
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Dec-09 |
0 |
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Jan-10 |
0 |
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Feb-10 |
1,510 |
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Mar-10 |
0 |
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Apr-10 |
1,610 |
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May-10 |
5,990 |
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Jun-10 |
6,360 |
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Jul-10 |
570 |
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Aug-10 |
4,210 |
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Sep-10 |
(710) |
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Oct-10 |
(1,360) |
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Nov-10 |
0 |
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Dec-10 |
0 |
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21,440 |
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2009-2010 Subscription |
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Fees- not deducted |
11.2% |
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Typical CTA Fees |
20% - 25% |
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Trade Station report results above reflect commission & slippage
allowance, $40 for Midcap and Russell, and $30 for S&P 500.
Performance is 'mark-to-market', as are the associated Trade Station
reports. |
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Subscription fees are based on $100 per month, the rates for the
diversified portfolios. Subscription fees are not deducted from net
performance. See also Trade Station reports. |
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