Class III Milk(CME) - gpvec
Class III Milk(CME) - gpvec
Class III Milk(CME) - gpvec
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<strong>Class</strong> <strong>III</strong> <strong>Milk</strong> Strategy Tables<br />
CONT<br />
YEAR<br />
BUY<br />
DATE<br />
Buy on approximately 03/07 - Exit on approximately 04/07<br />
BUY<br />
PRICE<br />
EXIT<br />
DATE<br />
<strong>Class</strong> <strong>III</strong> <strong>Milk</strong>(<strong>CME</strong>)—April<br />
EXIT<br />
PRICE PROFIT<br />
PROFIT<br />
AMOUNT<br />
BEST<br />
EQUITY<br />
DATE<br />
BEST<br />
EQUITY<br />
AMOUNT<br />
Contract Size: 200,000 lbs<br />
WORST<br />
EQUITY<br />
DATE<br />
WORST<br />
EQUITY<br />
AMOUNT<br />
2007 03/07/07 14.60 04/05/07 15.87 1.27 2540.00 04/05/07 2540.00<br />
2006 03/07/06 10.90 04/07/06 10.92 0.02 40.00 03/08/06 600.00 03/21/06 -100.00<br />
2005 03/07/05 14.05 04/07/05 14.51 0.46 920.00 03/30/05 1320.00 03/17/05 -300.00<br />
2004 03/08/04 14.63 04/07/04 19.39 4.76 9520.00 04/07/04 9520.00<br />
2003 03/07/03 9.45 04/07/03 9.50 0.05 100.00 03/11/03 100.00 03/31/03 -300.00<br />
2002 03/07/02 11.19 04/05/02 10.92 -0.27 -540.00 03/08/02 140.00 03/21/02 -880.00<br />
2001 03/07/01 11.00 04/06/01 11.87 0.87 1740.00 03/30/01 2100.00<br />
2000 03/07/00 9.95 04/07/00 9.56 -0.39 -780.00 03/08/00 100.00 04/07/00 -780.00<br />
1999 03/08/99 10.95 04/07/99 11.48 0.53 1060.00 04/07/99 1060.00<br />
1998 03/09/98 12.03 04/07/98 12.24 0.21 420.00 04/06/98 480.00 03/11/98 -260.00<br />
Percentage Correct 80<br />
Average Profit on Winning Trades 1.02 2042.50 Winners 8<br />
Average Loss on Trades -0.33 -660.00 Losers 2<br />
Average Net Profit Per Trade 0.75 1502.00 Total trades 10<br />
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE<br />
PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED<br />
BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION,<br />
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<br />
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<br />
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<br />
HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.<br />
CONT<br />
YEAR<br />
ENTRY<br />
DATE<br />
Buy May <strong>Class</strong> <strong>III</strong> <strong>Milk</strong>(<strong>CME</strong>) / Sell Jun <strong>Class</strong> <strong>III</strong> <strong>Milk</strong>(<strong>CME</strong>)<br />
Enter on approximately 03/10 - Exit on approximately 05/07<br />
ENTRY<br />
PRICE<br />
EXIT<br />
DATE<br />
EXIT<br />
PRICE PROFIT<br />
PROFIT<br />
AMOUNT<br />
BEST<br />
EQUITY<br />
DATE<br />
BEST<br />
EQUITY<br />
AMOUNT<br />
WORST<br />
EQUITY<br />
DATE<br />
WORST<br />
EQUITY<br />
AMOUNT<br />
2007 03/12/07 0.03 05/07/07 -0.70 -0.73 -1460.00 04/05/07 300.00 05/02/07 -2800.00<br />
2006 03/10/06 -0.08 05/05/06 -0.08 0.01 20.00 04/10/06 280.00 03/17/06 -220.00<br />
2005 03/10/05 -0.08 05/06/05 0.24 0.33 660.00 03/30/05 880.00 04/11/05 -20.00<br />
2004 03/10/04 0.12 05/07/04 3.12 3.00 6000.00 05/06/04 6960.00<br />
2003 03/10/03 -0.48 05/07/03 -0.42 0.05 100.00 04/10/03 380.00 03/24/03 -420.00<br />
2002 03/11/02 -0.62 05/07/02 -0.29 0.34 680.00 05/07/02 680.00 03/26/02 -580.00<br />
2001 03/12/01 -0.53 05/07/01 -0.52 0.01 20.00 04/30/01 1040.00 03/28/01 -880.00<br />
2000 03/10/00 -0.79 05/05/00 0.08 0.87 1740.00 03/29/00 2120.00 03/27/00 -420.00<br />
1999 03/10/99 -0.16 05/07/99 0.38 0.54 1080.00 05/07/99 1080.00<br />
1998 03/10/98 0.00 05/07/98 0.08 0.10 200.00 04/28/98 280.00 03/24/98 -60.00<br />
Percentage Correct 90<br />
Average Profit on Winning Trades 0.58 1166.67 Winners 9<br />
Average Loss on Trades -0.73 -1460.00 Losers 1<br />
Average Net Profit Per Trade 0.45 904.00 Total trades 10<br />
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE<br />
PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED<br />
BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION,<br />
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<br />
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<br />
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<br />
HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.<br />
46 HISTORICAL DAIRY REPORT
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