Monthly Hypothetical Results

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Hypothetical Results
Equity Return Analysis
ACTUAL TRADING
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Mission Statement

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Monthly Period Analysis All trades closed at end of day
assumptions: $6,000 initial investment. 
                     All profits re-invested
                     $20.00 R/T slippage and commission
                     No management fee
                     1 es emini for each syste traded
 
  2007 2008 2009 2010
january 705 3303 3075 283
february 3638 1965 1845  
march -1475 835 -1065  
april 628 1295 2358  
may -333 2208 2653  
june 2955 3195 768  
july -400 2128 1263  
august 660 4213 1408  
september 88 2658 -1569  
october 3155 4988 2481  
november 883 1908 -1436  
december 733 4385 -949  
total 11237 33081 10832 283