Historical Live Cattle/Feeder Cattle Report - gpvec

CONT
YEAR
BUY
DATE
Buy on approximately 01/02 - Exit on approximately 01/09
BUY
PRICE
EXIT
DATE
EXIT
PRICE PROFIT
Feeder Cattle(CME)—May
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
Contract Size: 50,000 lbs
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 01/03/07 100.15 01/09/07 99.17 -0.98 -490.00 01/09/07 -490.00
2006 01/03/06 113.25 01/09/06 114.20 0.95 475.00 01/09/06 475.00 01/04/06 -50.00
2005 01/03/05 95.72 01/07/05 97.50 1.78 890.00 01/04/05 1240.00
2004 01/02/04 81.37 01/09/04 86.27 4.90 2450.00 01/09/04 2450.00
2003 01/02/03 82.55 01/09/03 81.30 -1.25 -625.00 01/03/03 175.00 01/09/03 -625.00
2002 01/02/02 83.25 01/09/02 84.65 1.40 700.00 01/09/02 700.00
2001 01/02/01 89.87 01/09/01 88.92 -0.95 -475.00 01/08/01 -735.00
2000 01/03/00 85.87 01/07/00 86.85 0.98 490.00 01/07/00 490.00 01/04/00 -110.00
1999 01/04/99 70.27 01/08/99 73.32 3.05 1525.00 01/08/99 1525.00
1998 01/02/98 76.47 01/09/98 77.45 0.98 490.00 01/08/98 490.00 01/05/98 -200.00
1997 01/02/97 68.42 01/09/97 69.72 1.30 650.00 01/09/97 650.00
1996 01/02/96 58.32 01/09/96 58.77 0.45 225.00 01/08/96 525.00 01/04/96 -35.00
1995 01/03/95 72.07 01/09/95 72.32 0.25 125.00 01/09/95 125.00 01/05/95 -110.00
1994 01/03/94 79.55 01/07/94 80.65 1.10 550.00 01/07/94 550.00 01/04/94 -75.00
1993 01/04/93 82.57 01/08/93 83.85 1.28 640.00 01/07/93 650.00
Percentage Correct 80
Average Profit on Winning Trades 1.54 767.50 Winners 12
Average Loss on Trades -1.06 -530.00 Losers 3
Average Net Profit Per Trade 1.02 508.00 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
SELL
DATE
Sell on approximately 01/10 - Exit on approximately 02/04
SELL
PRICE
EXIT
DATE
Feeder Cattle(CME)—March
EXIT
PRICE PROFIT
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
Contract Size: 50,000 lbs
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 01/10/07 96.85 02/02/07 95.62 1.23 615.00 01/22/07 2240.00
2006 01/10/06 113.62 02/03/06 107.82 5.80 2900.00 02/03/06 2900.00
2005 01/10/05 101.35 02/04/05 99.27 2.08 1040.00 02/04/05 1040.00 01/11/05 -860.00
2004 01/12/04 83.37 02/04/04 82.22 1.15 575.00 02/04/04 575.00 01/21/04 -1215.00
2003 01/10/03 80.32 02/04/03 78.25 2.07 1035.00 01/28/03 1110.00
2002 01/10/02 85.57 02/04/02 84.32 1.25 625.00 01/22/02 1185.00
2001 01/10/01 90.50 02/02/01 85.67 4.83 2415.00 01/31/01 2765.00 01/11/01 -110.00
2000 01/10/00 86.85 02/04/00 84.85 2.00 1000.00 01/20/00 1090.00
1999 01/11/99 72.95 02/04/99 74.30 -1.35 -675.00 01/13/99 315.00 01/25/99 -785.00
1998 01/12/98 76.15 02/04/98 76.02 0.13 65.00 02/03/98 65.00 01/23/98 -1450.00
1997 01/10/97 68.70 02/04/97 68.47 0.23 115.00 01/15/97 265.00 01/31/97 -485.00
1996 01/10/96 58.30 02/02/96 56.47 1.83 915.00 01/30/96 965.00 01/17/96 -335.00
1995 01/10/95 74.32 02/03/95 72.45 1.87 935.00 02/01/95 1110.00
1994 01/10/94 81.47 02/04/94 80.45 1.02 510.00 02/04/94 510.00 01/28/94 -715.00
1993 01/11/93 86.97 02/04/93 84.77 2.20 1100.00 02/01/93 1585.00
Percentage Correct 93
Average Profit on Winning Trades 1.98 988.93 Winners 14
Average Loss on Trades -1.35 -675.00 Losers 1
Average Net Profit Per Trade 1.76 878.00 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.
MOORE RESEARCH CENTER, INC. 55
Feeder Cattle Strategy Tables