Historical Live Cattle/Feeder Cattle Report - gpvec

CONT
YEAR
BUY
DATE
Buy on approximately 08/25 - Exit on approximately 09/15
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 08/27/07 118.58 09/14/07 116.83 -1.75 -875.00 09/06/07 450.00 09/14/07 -875.00
2006 08/25/06 116.35 09/15/06 117.55 1.20 600.00 09/07/06 1435.00
2005 08/25/05 109.95 09/15/05 115.37 5.42 2710.00 09/15/05 2710.00
2004 08/25/04 113.17 09/15/04 113.97 0.80 400.00 09/15/04 400.00 09/03/04 -1885.00
2003 08/25/03 93.87 09/15/03 100.45 6.58 3290.00 09/12/03 3315.00
2002 08/26/02 78.95 09/13/02 80.85 1.90 950.00 09/13/02 950.00
2001 08/27/01 88.62 09/14/01 90.30 1.68 840.00 09/10/01 1390.00
2000 08/25/00 84.82 09/15/00 85.55 0.73 365.00 09/15/00 365.00 08/29/00 -250.00
1999 08/25/99 77.85 09/15/99 79.20 1.35 675.00 09/14/99 825.00
1998 08/25/98 66.60 09/15/98 68.25 1.65 825.00 08/28/98 1135.00 09/09/98 -325.00
1997 08/25/97 80.45 09/15/97 80.82 0.37 185.00 08/26/97 235.00 08/29/97 -890.00
1996 08/26/96 62.40 09/13/96 64.12 1.72 860.00 09/13/96 860.00
1995 08/25/95 63.57 09/15/95 65.27 1.70 850.00 09/08/95 1090.00
1994 08/25/94 75.40 09/15/94 72.82 -2.58 -1290.00 09/06/94 125.00 09/15/94 -1290.00
1993 08/25/93 86.60 09/15/93 87.05 0.45 225.00 09/02/93 475.00 08/26/93 -165.00
Percentage Correct 87
Average Profit on Winning Trades 1.97 982.69 Winners 13
Average Loss on Trades -2.17 -1082.50 Losers 2
Average Net Profit Per Trade 1.41 707.33 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
ENTRY
DATE
Buy Oct Feeder Cattle(CME) / Sell Nov Feeder Cattle(CME)
Enter on approximately 09/09 - Exit on approximately 10/17
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE PROFIT
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 09/10/07 -0.50 10/17/07 0.00 0.50 250.00 10/05/07 475.00
2006 09/11/06 -0.15 10/17/06 2.18 2.33 1165.00 10/10/06 1350.00
2005 09/09/05 0.75 10/17/05 2.29 1.55 775.00 10/17/05 775.00 09/30/05 -140.00
2004 09/09/04 0.62 10/15/04 1.75 1.12 560.00 10/01/04 845.00
2003 09/09/03 1.15 10/17/03 4.87 3.73 1865.00 10/17/03 1865.00
2002 09/09/02 -0.29 10/17/02 -0.07 0.23 115.00 10/01/02 415.00 09/18/02 -85.00
2001 09/10/01 -0.35 10/17/01 1.84 2.20 1100.00 10/15/01 1450.00
2000 09/11/00 -0.56 10/17/00 -0.20 0.37 185.00 10/16/00 225.00 09/28/00 -90.00
1999 09/09/99 -0.98 10/15/99 -1.01 -0.04 -20.00 10/14/99 165.00 10/06/99 -285.00
1998 09/09/98 -1.28 10/16/98 -2.14 -0.87 -435.00 09/14/98 250.00 10/09/98 -1000.00
1997 09/09/97 -1.05 10/17/97 0.07 1.13 565.00 10/17/97 565.00 09/29/97 -140.00
1996 09/09/96 -0.46 10/17/96 -0.14 0.32 160.00 10/14/96 310.00 09/30/96 -415.00
1995 09/11/95 -0.51 10/17/95 1.04 1.57 785.00 10/12/95 870.00 09/14/95 -40.00
1994 09/09/94 -1.14 10/17/94 -0.62 0.52 260.00 10/10/94 475.00 09/19/94 -40.00
1993 09/09/93 -0.32 10/15/93 0.03 0.35 175.00 10/11/93 460.00 09/10/93 -5.00
Percentage Correct 87
Average Profit on Winning Trades 1.22 612.31 Winners 13
Average Loss on Trades -0.46 -227.50 Losers 2
Average Net Profit Per Trade 1.00 500.33 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.
MOORE RESEARCH CENTER, INC. 61
Feeder Cattle Strategy Tables