Historical Live Cattle/Feeder Cattle Report - gpvec

Inter-Market Strategy Tables
CONT
YEAR
ENTRY
DATE
Buy Apr Live Cattle(CME) / Sell Apr Feeder Cattle(CME)
Enter on approximately 12/11 - Exit on approximately 03/10
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2007 12/11/06 -13382 03/09/07 -12730 652.00 01/16/07 3850.00 03/05/07 -338.00
2006 12/12/05 -18415 03/10/06 -18095 320.00 03/10/06 320.00 12/30/05 -1065.00
2005 12/13/04 -14395 03/10/05 -16405 -2010.00 01/03/05 978.00 03/10/05 -2010.00
2004 12/11/03 -11440 03/10/04 -10982 458.00 12/30/03 1020.00 02/02/04 -2150.00
2003 12/11/02 -10077 03/10/03 -8037 2040.00 02/27/03 2592.00
2002 12/11/01 -12620 03/08/02 -10877 1743.00 03/04/02 1803.00 01/10/02 -227.00
2001 12/11/00 -13800 03/09/01 -11702 2098.00 03/06/01 2510.00
2000 12/13/99 -13920 03/10/00 -13135 785.00 02/10/00 880.00 01/05/00 -422.00
1999 12/11/98 -9682 03/10/99 -9075 607.00 03/09/99 615.00 01/19/99 -1068.00
1998 12/11/97 -11825 03/10/98 -11505 320.00 01/05/98 1140.00 02/20/98 -532.00
1997 12/11/96 -7382 03/10/97 -5945 1437.00 03/10/97 1437.00 02/03/97 -1143.00
1996 12/11/95 -4017 03/08/96 -3400 617.00 01/04/96 1620.00
1995 12/12/94 -7402 03/10/95 -5812 1590.00 03/03/95 2057.00 12/16/94 -253.00
1994 12/13/93 -10197 03/10/94 -10057 140.00 01/13/94 660.00 02/22/94 -185.00
1993 12/11/92 -11240 03/10/93 -9930 1310.00 02/24/93 1628.00 12/22/92 -175.00
Percentage Correct 93
Average Profit on Winning Trades 1008.36 Winners 14
Average Loss on Trades -2010.00 Losers 1
Average Net Profit Per Trade 807.13 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 Apr Live Cattle(CME) / Sell Jan Feeder Cattle(CME)
Enter on approximately 12/23 - Exit on approximately 01/14
ENTRY
PRICE
EXIT
DATE
EXIT
PRICE
PROFIT
AMOUNT
BEST
EQUITY
DATE
BEST
EQUITY
AMOUNT
WORST
EQUITY
DATE
WORST
EQUITY
AMOUNT
2008 12/24/07 -13138 01/14/08 -11135 2003.00 01/14/08 2003.00 12/31/07 -12.00
2007 12/26/06 -11772 01/12/07 -9737 2035.00 01/12/07 2035.00 01/04/07 -523.00
2006 12/23/05 -19467 01/13/06 -18475 992.00 01/13/06 992.00 12/30/05 -138.00
2005 12/23/04 -17280 01/14/05 -17265 15.00 12/30/04 628.00 12/27/04 -270.00
2004 12/23/03 -14322 01/14/04 -13947 375.00 12/31/03 3462.00
2003 12/23/02 -10497 01/14/03 -9247 1250.00 01/14/03 1250.00 12/27/02 -60.00
2002 12/24/01 -13362 01/14/02 -12382 980.00 01/14/02 980.00 12/31/01 -180.00
2001 12/26/00 -14482 01/12/01 -13042 1440.00 01/12/01 1440.00
2000 12/23/99 -14050 01/14/00 -14015 35.00 12/28/99 205.00 01/04/00 -335.00
1999 12/23/98 -9175 01/14/99 -10407 -1232.00 01/14/99 -1232.00
1998 12/23/97 -10770 01/14/98 -12035 -1265.00 12/31/97 343.00 01/14/98 -1265.00
1997 12/23/96 -7487 01/14/97 -7465 22.00 12/26/96 240.00 01/09/97 -323.00
1996 12/26/95 -4470 01/12/96 -3415 1055.00 01/05/96 1250.00
1995 12/23/94 -9012 01/13/95 -8400 612.00 01/13/95 612.00 12/28/94 -238.00
1994 12/23/93 -11195 01/14/94 -11062 133.00 01/13/94 258.00 01/06/94 -317.00
Percentage Correct 87
Average Profit on Winning Trades 842.08 Winners 13
Average Loss on Trades -1248.50 Losers 2
Average Net Profit Per Trade 563.33 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.
82 HISTORICAL LIVE CATTLE/FEEDER CATTLE REPORT