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Big Dipper Bond Trading System Trade By Trade Report

The hypothetical performance data below was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. The prices in the report are back-adjusted prices which are not identical to actual prices on these dates.


HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Date

Type

Price

Entry P/L

Cumulative

         

12/29/87

Buy

62^28

   

2/12/88

LExit

67^31

$4,993.75

$4,993.75

2/16/88

Buy

67^27

   

3/4/88

LExit

68^00

$56.25

$5,050.00

6/10/88

Buy

64^05

   

6/16/88

LExit

64^10

$56.25

$5,106.25

6/20/88

Buy

63^11

   

7/7/88

LExit

63^16

$56.25

$5,162.50

7/8/88

Buy

63^05

   

8/5/88

LExit

63^10

$56.25

$5,218.75

9/13/88

Buy

65^08

   

11/9/88

LExit

66^09

$931.25

$6,150.00

12/28/88

Buy

67^05

   

2/9/89

LExit

67^29

$650.00

$6,800.00

4/10/89

Buy

66^00

   

5/9/89

LExit

66^28

$775.00

$7,575.00

5/26/89

Buy

70^02

   

8/10/89

LExit

74^31

$4,806.25

$12,381.25

10/19/89

Buy

76^03

   

11/6/89

LExit

76^11

$150.00

$12,531.25

11/7/89

Buy

76^27

   

12/26/89

LExit

76^31

$25.00

$12,556.25

11/8/90

Buy

70^15

   

12/24/90

LExit

74^01

$3,462.50

$16,018.75

12/26/90

Buy

74^03

   

1/18/91

LExit

74^08

$56.25

$16,075.00

1/31/91

Buy

75^03

   

2/20/91

LExit

76^12

$1,181.25

$17,256.25

2/21/91

Buy

76^15

   

3/1/91

LExit

74^10

($2,256.25)

$15,000.00

4/15/91

Buy

76^07

   

5/10/91

LExit

74^07

($2,100.00)

$12,900.00

8/2/91

Buy

75^03

   

10/9/91

LExit

79^23

$4,525.00

$17,425.00

10/11/91

Buy

80^04

   

11/27/91

LExit

79^31

($256.25)

$17,168.75

12/19/91

Buy

82^31

   

1/14/92

LExit

85^07

$2,150.00

$19,318.75

1/15/92

Buy

85^07

   

1/27/92

LExit

83^07

($2,100.00)

$17,218.75

5/22/92

Buy

83^27

   

8/24/92

LExit

89^09

$5,337.50

$22,556.25

8/25/92

Buy

89^00

   

9/22/92

LExit

90^00

$900.00

$23,456.25

12/1/92

Buy

88^15

   

1/7/93

LExit

90^23

$2,150.00

$25,606.25

1/8/93

Buy

90^11

   

3/12/93

LExit

97^01

$6,587.50

$32,193.75

3/16/93

Buy

97^01

   

4/26/93

LExit

98^31

$1,837.50

$34,031.25

6/9/93

Buy

99^12

   

7/23/93

LExit

102^24

$3,275.00

$37,306.25

7/28/93

Buy

102^29

   

9/21/93

LExit

107^29

$4,900.00

$42,206.25

9/22/93

Buy

107^31

   

10/22/93

LExit

109^07

$1,150.00

$43,356.25

12/13/93

Buy

106^18

   

2/4/94

LExit

106^24

$87.50

$43,443.75

2/3/95

Buy

96^10

   

3/6/95

LExit

96^27

$431.25

$43,875.00

3/7/95

Buy

97^06

   

7/18/95

LExit

108^20

$11,337.50

$55,212.50

9/12/95

Buy

109^26

   

9/21/95

LExit

109^31

$56.25

$55,268.75

9/26/95

Buy

109^10

   

10/27/95

LExit

112^05

$2,743.75

$58,012.50

10/31/95

Buy

112^29

   

12/18/95

LExit

115^23

$2,712.50

$60,725.00

12/19/95

Buy

114^31

   

1/10/96

LExit

115^30

$868.75

$61,593.75

10/25/96

Buy

108^25

   

12/5/96

LExit

112^20

$3,743.75

$65,337.50

12/6/96

Buy

111^11

   

12/11/96

LExit

111^16

$56.25

$65,393.75

5/12/97

Buy

109^05

   

6/30/97

LExit

110^08

$993.75

$66,387.50

7/1/97

Buy

110^17

   

8/7/97

LExit

113^15

$2,837.50

$69,225.00

9/24/97

Buy

115^10

   

10/8/97

LExit

115^15

$56.25

$69,281.25

10/9/97

Buy

115^08

   

12/5/97

LExit

118^01

$2,681.25

$71,962.50

12/9/97

Buy

117^28

   

1/20/98

LExit

121^24

$3,775.00

$75,737.50

1/21/98

Buy

122^05

   

1/23/98

LExit

120^05

($2,100.00)

$73,637.50

Big Dipper Equity Chart $73,637.50 Net Profit

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Last updated on 02/24/03 01:08:14 PM