Hypothetical Model Accounts Using Actual Client Fills

 

The following returns are calculated using actual client fills from Commodity Research Institute using an Average Price System (where all clients enjoy the same fills) and are inclusive of listed commission per trade and monthly system cost; but they are HYPOTHETICAL in that no one account is represented to have achieved the listed results. The following results should not be considered apart from our risk disclosure.

 

 

 

Maxim: S&P 500 Mini

 

Results are inclusive of $20.00 per trade broker fees and $100 per month lease fees.  Account size is $15,000.00

 

Monthly Performance (%) Net of All Fees

(%)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Year

2009

-2.7

-23.2

0.1

14.4

0.0

10.5

-0.6

-1.3

1.0

-8.3

-4.0

-0.5

-15 %

2008

12.7

13.1

34.0

-1.4

-6.7

-3.5

18.0

5.4

47.3

-20.2

28.8

9.7

137 %

2007

7.3

0.1

2.6

6.0

3.5

10.6

2.5

14.7

4.6

-2.4

6.9

16.1

73 %

2006

n/a

n/a

n/a

n/a

n/a

n/a

n/a

n/a

n/a

n/a

n/a

5.3

5 %

 

 

Maxim: Russell 2000 Mini

 

Results are inclusive of $20.00 per trade broker fees and $100 per month lease fees.  Account size is $15,000.00

 

Monthly Performance (%) Net of All Fees

(%)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Year

2009

-3.2

-6.5

12.6

23.9

4.6

-7.1

-17.3

-0.2

2.2

-29.9

10.9

-7.5

-17 %

2008

2.5

15.5

36.1

7.6

-15.8

-6.0

17.1

-10.8

47.4

-42.3

53.8

8.6

114 %

2007

14.5

0.0

11.9

6.7

12.0

23.4

8.1

21.6

-7.5

-4.6

10.0

20.1

116 %

2006

n/a

n/a

n/a

n/a

n/a

n/a

n/a

n/a

n/a

-0.9

23.8

8.9

32 %

 

 

Keystone: S&P 500 Mini

 

Results are inclusive of $20.00 per trade broker fees and $50 per month lease fees.  Account size is $14,000.00  Results prior to October, 2007 are pro forma results based on trading 1/5 of 1 full-size S&P contract, with a $200 monthly lease fee and $40 per trade broker fee.

 

Monthly Performance (%) Net of All Fees

(%)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Year

2009

-5.5

36.2

-2.1

-4.0

7.6

-24.7

-5.5

-2.8

5.4

-0.4

-0.4

-0.4

4 %

2008

5.4

3.0

-13.7

3.5

-7.7

-8.0

28.6

-13.8

27.2

-58.1

23.1

-8.9

-19 %

2007

-4.0

-4.2

2.5

16.3

9.0

27.9

-10.0

14.0

-11.5

-16.1

18.8

8.0

51 %

2006

-14.1

-9.1

-4.6

0.1

13.1

24.7

-2.8

-7.4

-10.1

3.1

5.8

3.8

3 %

2005

8.1

-5.1

5.7

22.8

-0.9

-4.6

11.2

-0.5

6.3

12.0

17.0

-1.2

71 %

2004

13.2

3.7

4.3

21.2

-9.0

-19.1

-8.4

20.1

-5.3

-16.2

-3.7

11.6

13 %

 

 

 

 

 


Click here for CFTC Advisory

Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication:

THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.  UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.  ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY.  SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

 

 

Last updated Jan 6, 2010.

 

Copyright © 2004-2010 Founder Trading.  All rights reserved.