Little 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
6/22/87
Buy
66^03
6/23/87
LExit
66^10
$118.75
$118.75
12/29/87
Buy
62^28
1/4/88
LExit
63^30
$962.50
$1,081.25
2/9/88
Buy
69^11
2/24/88
LExit
69^14
($6.25)
$1,075.00
9/16/88
Buy
65^11
9/30/88
LExit
65^00
($443.75)
$631.25
10/14/88
Buy
66^30
10/27/88
LExit
67^09
$243.75
$875.00
12/14/88
Buy
66^19
12/23/88
LExit
67^12
$681.25
$1,556.25
4/10/89
Buy
66^00
4/18/89
LExit
67^03
$993.75
$2,550.00
4/25/89
Buy
67^09
4/26/89
LExit
67^27
$462.50
$3,012.50
5/2/89
Buy
67^07
5/12/89
LExit
68^05
$837.50
$3,850.00
10/19/89
Buy
76^03
10/24/89
LExit
77^26
$1,618.75
$5,468.75
10/30/89
Buy
76^29
11/15/89
LExit
77^28
$868.75
$6,337.50
5/21/90
Buy
69^23
5/23/90
LExit
70^24
$931.25
$7,268.75
6/11/90
Buy
72^00
6/13/90
LExit
72^21
$556.25
$7,825.00
11/8/90
Buy
70^15
11/12/90
LExit
71^12
$806.25
$8,631.25
11/29/90
Buy
72^27
11/30/90
LExit
73^09
$337.50
$8,968.75
12/17/90
Buy
74^31
1/2/91
LExit
74^23
($350.00)
$8,618.75
8/13/91
Buy
76^23
8/14/91
LExit
77^01
$212.50
$8,831.25
8/21/91
Buy
77^30
8/22/91
LExit
78^10
$275.00
$9,106.25
9/6/91
Buy
77^31
9/9/91
LExit
79^00
$931.25
$10,037.50
10/4/91
Buy
80^27
10/7/91
LExit
81^13
$462.50
$10,500.00
12/19/91
Buy
82^31
12/20/91
LExit
83^28
$806.25
$11,306.25
5/22/92
Buy
83^27
6/8/92
LExit
83^21
($287.50)
$11,018.75
6/24/92
Buy
84^03
6/25/92
LExit
84^20
$431.25
$11,450.00
7/15/92
Buy
86^13
7/23/92
LExit
87^08
$743.75
$12,193.75
8/4/92
Buy
89^05
8/7/92
LExit
90^00
$743.75
$12,937.50
8/14/92
Buy
90^04
8/28/92
LExit
89^06
($1,037.50)
$11,900.00
11/25/92
Buy
89^09
12/4/92
LExit
89^12
($6.25)
$11,893.75
12/29/92
Buy
91^10
1/4/93
LExit
91^27
$431.25
$12,325.00
2/11/93
Buy
93^22
2/16/93
LExit
94^23
$931.25
$13,256.25
4/22/93
Buy
99^25
5/6/93
LExit
99^23
($162.50)
$13,093.75
7/7/93
Buy
102^26
7/12/93
LExit
103^16
$587.50
$13,681.25
7/22/93
Buy
103^28
8/9/93
LExit
104^25
$806.25
$14,487.50
8/18/93
Buy
105^09
8/20/93
LExit
105^22
$306.25
$14,793.75
9/2/93
Buy
108^18
9/3/93
LExit
109^05
$493.75
$15,287.50
1/14/94
Buy
107^18
1/28/94
LExit
108^26
$1,150.00
$16,437.50
8/5/94
Buy
98^01
8/19/94
LExit
96^05
($1,975.00)
$14,462.50
12/2/94
Buy
92^13
12/5/94
LExit
93^21
$1,150.00
$15,612.50
12/13/94
Buy
93^19
12/14/94
LExit
94^15
$775.00
$16,387.50
12/16/94
Buy
94^06
12/27/94
LExit
94^24
$462.50
$16,850.00
2/3/95
Buy
96^10
2/15/95
LExit
97^20
$1,212.50
$18,062.50
2/22/95
Buy
97^08
2/23/95
LExit
98^02
$712.50
$18,775.00
3/6/95
Buy
97^06
3/14/95
LExit
99^01
$1,743.75
$20,518.75
3/21/95
Buy
99^19
4/7/95
LExit
100^13
$712.50
$21,231.25
4/13/95
Buy
100^07
4/17/95
LExit
100^28
$556.25
$21,787.50
4/19/95
Buy
100^02
5/3/95
LExit
100^31
$806.25
$22,593.75
5/16/95
Buy
105^31
5/17/95
LExit
106^13
$337.50
$22,931.25
5/23/95
Buy
105^21
5/24/95
LExit
106^15
$712.50
$23,643.75
6/9/95
Buy
108^27
6/22/95
LExit
110^28
$1,931.25
$25,575.00
9/12/95
Buy
109^26
9/13/95
LExit
110^11
$431.25
$26,006.25
9/19/95
Buy
110^04
10/2/95
LExit
111^02
$837.50
$26,843.75
10/23/95
Buy
112^20
11/1/95
LExit
113^27
$1,118.75
$27,962.50
12/14/95
Buy
116^19
12/27/95
LExit
117^12
$681.25
$28,643.75
1/24/96
Buy
116^26
2/7/96
LExit
116^17
($381.25)
$28,262.50
7/25/96
Buy
105^26
8/1/96
LExit
107^06
$1,275.00
$29,537.50
8/9/96
Buy
109^10
8/12/96
LExit
109^22
$275.00
$29,812.50
8/14/96
Buy
108^18
8/28/96
LExit
106^16
($2,162.50)
$27,650.00
10/11/96
Buy
108^08
10/29/96
LExit
109^18
$1,212.50
$28,862.50
11/19/96
Buy
113^03
11/20/96
LExit
113^13
$212.50
$29,075.00
11/27/96
Buy
113^26
11/29/96
LExit
114^03
$181.25
$29,256.25
5/8/97
Buy
108^00
5/9/97
LExit
109^03
$993.75
$30,250.00
9/26/97
Buy
115^09
10/1/97
LExit
116^00
$618.75
$30,868.75
10/9/97
Buy
115^08
10/28/97
LExit
118^03
$2,743.75
$33,612.50
11/5/97
Buy
116^31
11/13/97
LExit
118^13
$1,337.50
$34,950.00
11/25/97
Buy
118^16
12/1/97
LExit
119^03
$493.75
$35,443.75
12/19/97
Buy
120^20
12/23/97
LExit
121^01
$306.25
$35,750.00
12/31/97
Buy
120^02
1/2/98
LExit
121^02
$900.00
$36,650.00
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Last updated on 02/24/03 01:07:31 PM