Historical Live Cattle/Feeder Cattle Report - gpvec

Live Cattle Strategy Tables
CONT
YEAR
ENTRY
DATE
Buy Aug Live Cattle(CME) / Sell Jun Live Cattle(CME)
Enter on approximately 03/11 - Exit on approximately 04/29
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE PROFIT
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 03/12/07 -3.87 04/27/07 -1.25 2.62 1048.00 04/26/07 1060.00
2006 03/13/06 1.25 04/28/06 2.04 0.80 320.00 03/22/06 452.00
2005 03/11/05 -2.89 04/29/05 0.37 3.28 1312.00 04/29/05 1312.00
2004 03/11/04 -1.48 04/29/04 1.17 2.65 1060.00 04/22/04 1544.00 03/16/04 -308.00
2003 03/11/03 -2.71 04/29/03 -4.17 -1.45 -580.00 03/17/03 300.00 04/29/03 -580.00
2002 03/11/02 -0.60 04/29/02 0.45 1.05 420.00 04/16/02 480.00 03/12/02 -52.00
2001 03/12/01 -1.15 04/27/01 0.04 1.20 480.00 04/20/01 580.00
2000 03/13/00 0.23 04/28/00 0.38 0.15 60.00 04/06/00 276.00 04/25/00 -124.00
1999 03/11/99 -2.14 04/29/99 -1.13 1.02 408.00 04/19/99 508.00
1998 03/11/98 0.65 04/29/98 0.71 0.07 28.00 03/25/98 360.00 04/09/98 -192.00
1997 03/11/97 -1.55 04/29/97 0.03 1.58 632.00 04/28/97 748.00
1996 03/11/96 -0.57 04/29/96 3.00 3.58 1432.00 04/29/96 1432.00 03/27/96 -328.00
1995 03/13/95 -2.63 04/28/95 -1.85 0.78 312.00 04/19/95 452.00
1994 03/11/94 -1.71 04/29/94 -1.67 0.04 16.00 04/14/94 228.00 04/05/94 -124.00
1993 03/11/93 -4.07 04/29/93 -3.04 1.03 412.00 04/20/93 652.00
Percentage Correct 93
Average Profit on Winning Trades 1.42 567.14 Winners 14
Average Loss on Trades -1.45 -580.00 Losers 1
Average Net Profit Per Trade 1.23 490.67 Total trades 15
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
PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED
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,
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. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.
CONT
YEAR
ENTRY
DATE
Buy Dec Live Cattle(CME) / Sell Jun Live Cattle(CME)
Enter on approximately 03/13 - Exit on approximately 03/24
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE PROFIT
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 03/13/07 -0.85 03/23/07 1.95 2.80 1120.00 03/23/07 1120.00
2006 03/13/06 6.59 03/24/06 8.19 1.60 640.00 03/24/06 640.00
2005 03/14/05 -0.26 03/24/05 0.64 0.92 368.00 03/24/05 368.00 03/16/05 -164.00
2004 03/15/04 1.68 03/24/04 4.39 2.72 1088.00 03/24/04 1088.00 03/17/04 -404.00
2003 03/13/03 0.54 03/24/03 1.10 0.55 220.00 03/17/03 400.00
2002 03/13/02 3.20 03/22/02 3.65 0.45 180.00 03/19/02 500.00
2001 03/13/01 2.23 03/23/01 2.42 0.20 80.00 03/21/01 248.00
2000 03/13/00 4.13 03/24/00 4.64 0.52 208.00 03/21/00 320.00 03/15/00 -120.00
1999 03/15/99 2.40 03/24/99 2.44 0.05 20.00 03/24/99 20.00 03/16/99 -180.00
1998 03/13/98 3.04 03/24/98 3.06 0.02 8.00 03/17/98 120.00 03/18/98 -108.00
1997 03/13/97 4.22 03/24/97 5.28 1.05 420.00 03/20/97 560.00
1996 03/13/96 -1.59 03/22/96 -0.75 0.85 340.00 03/22/96 340.00 03/15/96 -60.00
1995 03/13/95 0.25 03/24/95 1.54 1.30 520.00 03/23/95 620.00
1994 03/14/94 -0.42 03/24/94 -0.37 0.04 16.00 03/16/94 108.00
1993 03/15/93 -3.52 03/24/93 -3.38 0.14 56.00 03/19/93 220.00 03/16/93 -92.00
Percentage Correct 100
Average Profit on Winning Trades 0.88 352.27 Winners 15
Average Loss on Trades Losers 0
Average Net Profit Per Trade 0.88 352.27 Total trades 15
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
PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED
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,
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. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.
28 HISTORICAL LIVE CATTLE/FEEDER CATTLE REPORT