Historical Live Cattle/Feeder Cattle Report - gpvec

Feeder Cattle Strategy Tables
CONT
YEAR
ENTRY
DATE
Buy Apr Feeder Cattle(CME) / Sell May Feeder Cattle(CME)
Enter on approximately 02/27 - Exit on approximately 04/18
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE PROFIT
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 02/27/07 -1.88 04/18/07 -1.01 0.86 430.00 04/13/07 700.00 03/07/07 -170.00
2006 02/27/06 -0.46 04/18/06 -0.37 0.09 45.00 03/22/06 295.00 03/07/06 -365.00
2005 02/28/05 0.67 04/18/05 4.08 3.41 1705.00 04/18/05 1705.00 03/11/05 -125.00
2004 02/27/04 -1.06 04/16/04 3.73 4.80 2400.00 04/08/04 2445.00 03/02/04 -40.00
2003 02/27/03 -1.40 04/17/03 0.87 2.28 1140.00 04/17/03 1140.00
2002 02/27/02 -0.72 04/18/02 0.85 1.58 790.00 04/11/02 815.00 03/06/02 -160.00
2001 02/27/01 0.06 04/18/01 0.09 0.03 15.00 04/11/01 380.00 03/28/01 -350.00
2000 02/28/00 -0.62 04/18/00 0.09 0.73 365.00 04/17/00 440.00 02/29/00 -60.00
1999 07/19/22 -0.20 04/16/99 0.05 0.25 125.00 03/17/99 250.00 04/06/99 -210.00
1998 02/27/98 -0.25 04/17/98 0.14 0.40 200.00 03/30/98 500.00 03/06/98 -225.00
1997 02/27/97 -1.82 04/18/97 0.46 2.29 1145.00 04/08/97 1360.00
1996 02/27/96 0.10 04/18/96 -0.88 -0.98 -490.00 02/29/96 75.00 04/17/96 -940.00
1995 02/27/95 0.67 04/18/95 -0.01 -0.69 -345.00 04/10/95 115.00 04/18/95 -345.00
1994 02/28/94 0.46 04/18/94 0.50 0.03 15.00 03/14/94 40.00 04/04/94 -310.00
1993 06/05/79 0.71 04/16/93 1.28 0.56 280.00 03/15/93 340.00 04/06/93 -45.00
Percentage Correct 87
Average Profit on Winning Trades 1.33 665.77 Winners 13
Average Loss on Trades -0.84 -417.50 Losers 2
Average Net Profit Per Trade 1.04 521.33 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
BUY
DATE
Buy on approximately 04/22 - Exit on approximately 05/01
BUY
PRICE
EXIT
DATE
Feeder Cattle(CME)—September
EXIT
PRICE PROFIT
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
Contract Size: 50,000 lbs
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 04/23/07 111.40 05/01/07 112.15 0.75 375.00 04/30/07 425.00 04/25/07 -425.00
2006 04/24/06 100.55 05/01/06 103.82 3.27 1635.00 05/01/06 1635.00
2005 04/22/05 106.95 04/29/05 107.40 0.45 225.00 04/26/05 560.00
2004 04/22/04 92.07 04/30/04 97.10 5.03 2515.00 04/29/04 2675.00
2003 04/22/03 82.45 05/01/03 84.77 2.32 1160.00 05/01/03 1160.00 04/24/03 -175.00
2002 04/22/02 76.05 05/01/02 77.60 1.55 775.00 04/30/02 775.00 04/24/02 -1340.00
2001 04/23/01 88.45 05/01/01 88.50 0.05 25.00 04/27/01 50.00 04/25/01 -215.00
2000 04/24/00 85.80 05/01/00 85.85 0.05 25.00 04/28/00 300.00
1999 04/22/99 73.80 04/30/99 74.17 0.37 185.00 04/27/99 325.00 04/23/99 -40.00
1998 04/22/98 79.00 05/01/98 79.17 0.17 85.00 04/30/98 160.00 04/24/98 -440.00
1997 04/22/97 75.15 05/01/97 76.47 1.32 660.00 05/01/97 660.00
1996 04/22/96 54.95 05/01/96 55.60 0.65 325.00 05/01/96 325.00 04/25/96 -1425.00
1995 04/24/95 67.47 05/01/95 67.50 0.03 15.00 04/27/95 15.00 04/26/95 -210.00
1994 04/22/94 79.50 04/29/94 78.52 -0.98 -490.00 04/25/94 50.00 04/26/94 -600.00
1993 04/22/93 83.90 04/30/93 84.27 0.37 185.00 04/30/93 185.00 04/23/93 -125.00
Percentage Correct 93
Average Profit on Winning Trades 1.17 585.00 Winners 14
Average Loss on Trades -0.98 -490.00 Losers 1
Average Net Profit Per Trade 1.03 513.33 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.
56 HISTORICAL LIVE CATTLE/FEEDER CATTLE REPORT