Nirvana Systems "Composite Short Term, Aggressive System" Trading Results
These results, based on trading one S&P futures contract, include $50 commission & slippage per trade.
DATE
S&P Close
Composite Signal
Profit or Loss
Cumulative Profit
10/11/2002
838.50
10/14/2002
841.60
Up
775
775
10/15/2002
882.70
Up
10,275
11,050
10/16/2002
862.3
Up
-5,100
5,950
10/17/2002
879.00
Up
4,175
10,075
10/18/2002
883.20
Down
-1,050
9,025
10/21/2002
898.70
Down
-3,875
5,150
10/22/2002
891.50
Down
1,800
6,950
10/23/2002
898.30
Down
-1,700
5,250
10/24/2002
880.50
Down
4,450
9,700
10/25/2002
898.70
Down
-4,550
5,150
10/28/2002
891.80
Down
1,725
6,875
10/29/2002
881.50
Down
2,575
9,450
10/30/2002
 889.70
Down
-2,050
7,400
10/31/2002
885.40
Down
1,075
8,475
11/01/2002
898.50
Down
-3,275
5,200
11/04/2002
907.40
Down
-2,225
2,975
11/05/2002
  
Down

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