Historical Live Cattle/Feeder Cattle Report - gpvec

Inter-Market Strategy Tables
CONT
YEAR
ENTRY
DATE
Buy Aug Feeder Cattle(CME) / Sell Feb Live Cattle(CME)
Enter on approximately 05/16 - Exit on approximately 07/08
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 05/16/07 17898 07/06/07 17970 72.00 05/18/07 267.00 06/18/07 -3325.00
2006 05/16/06 18462 07/07/06 21382 2920.00 07/05/06 3295.00 05/18/06 -277.00
2005 05/16/05 20762 07/08/05 21137 375.00 06/07/05 590.00 06/17/05 -1437.00
2004 05/17/04 16147 07/08/04 20280 4133.00 06/25/04 5068.00
2003 05/16/03 12495 07/08/03 13577 1082.00 07/08/03 1082.00 05/22/03 -230.00
2002 05/16/02 10810 07/08/02 10860 50.00 06/18/02 990.00 05/21/02 -525.00
2001 05/16/01 14365 07/06/01 14887 522.00 06/25/01 1485.00
2000 05/16/00 12330 07/07/00 14260 1930.00 07/05/00 2280.00 05/22/00 -13.00
1999 05/17/99 10092 07/08/99 11737 1645.00 07/06/99 1955.00 05/19/99 -12.00
1998 05/18/98 10337 07/08/98 9210 -1127.00 06/10/98 133.00 06/26/98 -1722.00
1997 05/16/97 10010 07/08/97 11325 1315.00 07/01/97 1947.00 06/06/97 -235.00
1996 05/16/96 2617 07/08/96 5132 2515.00 07/05/96 2598.00 05/17/96 -5.00
1995 05/16/95 7332 07/07/95 7440 108.00 06/09/95 450.00 06/15/95 -817.00
1994 05/16/94 9657 07/08/94 10597 940.00 07/08/94 940.00 06/17/94 -1465.00
1993 05/17/93 13232 07/08/93 13387 155.00 06/11/93 855.00 07/06/93 -250.00
Percentage Correct 93
Average Profit on Winning Trades 1268.71 Winners 14
Average Loss on Trades -1127.00 Losers 1
Average Net Profit Per Trade 1109.00 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
ENTRY
DATE
Buy Sep Feeder Cattle(CME) / Sell Dec Live Cattle(CME)
Enter on approximately 05/26 - Exit on approximately 07/10
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 05/29/07 17323 07/10/07 18598 1275.00 07/06/07 1365.00 06/18/07 -2313.00
2006 05/26/06 19930 07/10/06 21322 1392.00 06/27/06 2325.00 06/01/06 -138.00
2005 05/26/05 19892 07/08/05 21462 1570.00 07/07/05 1633.00 06/17/05 -425.00
2004 05/26/04 17122 07/09/04 20982 3860.00 07/09/04 3860.00 06/01/04 -247.00
2003 05/27/03 13427 07/10/03 14140 713.00 07/07/03 750.00 06/12/03 -185.00
2002 05/28/02 11287 07/10/02 11442 155.00 06/18/02 918.00 05/31/02 -677.00
2001 05/29/01 15105 07/10/01 15107 2.00 06/25/01 557.00 07/05/01 -110.00
2000 05/26/00 13455 07/10/00 14747 1292.00 07/05/00 1652.00
1999 05/26/99 10987 07/09/99 12542 1555.00 07/06/99 1735.00 05/27/99 -245.00
1998 05/26/98 10725 07/10/98 9690 -1035.00 06/10/98 247.00 06/26/98 -1420.00
1997 05/27/97 10725 07/10/97 12170 1445.00 07/07/97 1530.00 06/09/97 -565.00
1996 05/28/96 3415 07/10/96 3957 542.00 06/04/96 1132.00
1995 05/26/95 7037 07/10/95 7112 75.00 06/12/95 720.00 06/15/95 -757.00
1994 05/26/94 9150 07/08/94 10117 967.00 07/08/94 967.00 06/17/94 -858.00
1993 05/26/93 12532 07/09/93 12577 45.00 06/14/93 900.00 07/06/93 -217.00
Percentage Correct 93
Average Profit on Winning Trades 1063.43 Winners 14
Average Loss on Trades -1035.00 Losers 1
Average Net Profit Per Trade 923.53 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.
80 HISTORICAL LIVE CATTLE/FEEDER CATTLE REPORT