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Volatility Breakout System Trades
This system trades the S&P futures contract. $50 is deducted
from each trade for commission and slippage.
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Date
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Trade
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Profit or Loss
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Cumulative Profit/Loss
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10/17/2002
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Buy at 877.00
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|
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10/18/2002
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Sell at 888.50
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2,825
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2,825
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10/25/2002
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Buy at 894.25
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|
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10/28/2002
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Sell at 900.10
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1,412
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4,237
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10/30/2002
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Buy at 884.90
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|
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10/31/2002
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Sell at 895.50
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100
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4,337
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