S&P 500 Direction Finder System
 
This S&P 500 Direction Finder Trading System was designed to identify the direction of the market over the short term and trade for 3-5 S&P points. Since January 1998 the maximum number of consecutive winning trades has been 28 and losing trades has been 5.
Goto List of Trades
 Calc Dates 19980102 to 20070208  
         
 Total net profit $273,775.00      
 Gross profit $523,025.00   Gross loss ($249,250.00)
         
 Total # of trades 726   Percent profitable 77.41%
 Number winning trades 562   Number losing trades 164
         
 Largest winning trade $1,500.00   Largest losing trade ($3,100.00)
 Average winning trade $930.65   Average losing trade ($1,519.82)
 Ratio avg win/avg loss .61   Avg trade (win & loss) $377.10
         
 Max consecutive winners 28   Max consecutive losers 5
         
 Max closed-out drawdown ($11,750.00)   Max intra-day drawdown ($3,100.00)
 Profit factor 2.10   Max # of contracts held 1
 Account size required $31,000.00   Return on account 883%
         
 Avg monthly profit $2,511.00      
 Max monthly profit $12,750.00    Max monthly loss ($5,275.00)
         
 
Direction Finder Equity Plot
Goto List of Trades
 
 
 
 

CFTC NOTIFICATION :
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 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 TO 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.