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'Trend System'
Hypothetical Performance |
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(Commission & Slippage Deducted) |
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Month/Year |
Soybeans |
Soybean Meal |
Soybean Oil |
Cocoa |
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2007 |
18,690 |
(3,170) |
636 |
(2,280) |
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2008 |
49,688 |
9,480 |
33,402 |
22,650 |
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2009 |
33,208 |
31,160 |
5,994 |
21,970 |
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2010 |
11,490 |
3,460
|
3,168
|
7,950
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|
$113,075 |
$40,930
|
$43,200
|
$50,290
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'By Month': |
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Jan-09 |
(775) |
(4,360) |
564 |
2,600 |
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Feb-09 |
2,105 |
730 |
1,056 |
2,530 |
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Mar-09 |
1,363 |
3,170 |
168 |
2,060 |
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Apr-09 |
5,938 |
2,960 |
(72) |
1,770 |
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May-09 |
3,023 |
3,110 |
1,824 |
2,320 |
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Jun-09 |
9,685 |
7,110 |
1,644 |
4,380 |
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Jul-09 |
768 |
8,280 |
510 |
190 |
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Aug-09 |
6,618 |
8,020 |
(426) |
3,290 |
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Sep-09 |
623 |
(1,430) |
312 |
(1,350) |
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Oct-09 |
1,698 |
1,980 |
336 |
2,940 |
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Nov-09 |
458 |
1,580 |
720 |
1,550 |
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Dec-09 |
1,708 |
10 |
(642) |
(310) |
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Jan-10 |
3,880 |
1,250 |
924 |
1,540 |
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Feb-10 |
(985) |
0 |
(438) |
1,970 |
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Mar-10 |
(913) |
(160) |
0 |
(2,260) |
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Apr-10 |
1,428 |
2,590 |
0 |
1,970 |
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May-10 |
18 |
0 |
0 |
4,550 |
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Jun-10 |
(2,028) |
(570) |
0 |
310 |
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Jul-10 |
4,005 |
(830) |
0 |
1,050 |
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Aug-10 |
238 |
0 |
0 |
(1,330) |
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Sep-10 |
343 |
0 |
0 |
190 |
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Oct-10 |
4,220 |
2,130 |
(96) |
(210) |
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Nov-10 |
0 |
(1,690) |
(894) |
260 |
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Dec-10 |
1,285 |
740 |
3,672 |
(90) |
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44,698 |
34,620
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9,162
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29,920
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2009-2010 Subscription |
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Fees- not deducted |
5.4% |
6.9% |
26.2% |
8.0% |
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Typical CTA Fees |
20% - 25% |
20% - 25% |
20% - 25% |
20% - 25% |
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Month/Year |
Gold 'LS' |
Gold 'L' |
Crude emini 'LS' |
Crude emini 'L' |
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2007 |
5,960 |
13,420 |
9,900 |
12,958 |
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2008 |
57,160 |
31,260 |
58,277 |
13,865 |
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2009 |
21,440 |
16,780 |
8,360 |
6,458 |
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2010 |
14,850 |
18,950
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18,160
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8,828
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$99,410 |
$80,410
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$94,697
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$42,108
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'By Month': |
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Jan-09 |
5,420 |
4,290 |
4,728 |
(193) |
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Feb-09 |
5,380 |
4,130 |
(1,315) |
(658) |
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Mar-09 |
(4,360) |
(3,160) |
(590) |
1,105 |
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Apr-09 |
4,200 |
1,060 |
(4,663) |
(2,793) |
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May-09 |
(1,280) |
2,020 |
6,125 |
6,603 |
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Jun-09 |
3,390 |
(20) |
(1,075) |
218 |
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Jul-09 |
1,260 |
790 |
(1,035) |
(880) |
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Aug-09 |
20 |
(40) |
3,168 |
1,118 |
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Sep-09 |
960 |
1,130 |
(980) |
28 |
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Oct-09 |
840 |
2,240 |
(73) |
798 |
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Nov-09 |
1,560 |
5,270 |
(1,575) |
(330) |
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Dec-09 |
4,050 |
(930) |
5,645 |
1,443 |
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Jan-10 |
1,540 |
150 |
4,368 |
478 |
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Feb-10 |
940 |
1,520 |
1,065 |
2,118 |
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Mar-10 |
2,820 |
1,320 |
958 |
1,450 |
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Apr-10 |
4,000 |
3,760 |
275 |
350 |
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May-10 |
6,660 |
4,970 |
9,673 |
1,095 |
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Jun-10 |
(300) |
350 |
(1,310) |
(1,023) |
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Jul-10 |
(2,130) |
(2,370) |
1,538 |
1,513 |
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Aug-10 |
(60) |
3,230 |
(1,938) |
(2,113) |
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Sep-10 |
2,660 |
4,290 |
348 |
1,268 |
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Oct-10 |
1,140 |
3,470 |
(1,563) |
(625) |
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Nov-10 |
(1,140) |
(2,530) |
2,600 |
1,613 |
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Dec-10 |
(1,280) |
790 |
2,148 |
2,705 |
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36,290 |
35,730
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26,520
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15,286
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2009-2010 Subscription |
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Fees- not
deducted |
6.6% |
6.7% |
9.0% |
15.7% |
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Typical CTA Fees |
20% - 25% |
20% - 25% |
20% - 25% |
20% - 25% |
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Above Trade Station reports results reflect $60 commission &
slippage allowance.
Performance is 'mark-to-market', as are the facilitating Trade
station reports.
Results reflect single contract trading, no pyramiding or
reinvestment of gains. |
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Subscription fees are based on $100 per month, the rates for the
diversified portfolios. |
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Subscription fees are not deducted from net performance. See
also Trade Station reports. |
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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 OF WHICH ARE DESCRIBED BELOW. NO
REPRESENTATION IS BEING MADE THAT ANY CCOUNT WILL OR IS LIKELY
TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT,
THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL
PERFORMANCE RESULTS AND THE ACTUAL RESULTS ACHIEVED BY ANY
PARTICULAR TRADING PROGRAM.” |
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“ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS
THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.
IN ADDITION, 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 ABILITY TO WITHSTAND LOSSES OR 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.” |
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