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----- Original Message -----
From: <tradejacker@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, January 12, 2000 9:56 AM
Subject: RE: Pattern Trader - Performance of 90+ %
> before the '87 crashette, $6000 margin for 1 overnight spoo. i traded 10's
> and 20's overnight with little concern.
>
> but i day traded 20's with less than $15k in the account.; with spoos
trading
> in 0.05 tick increments and an average daily range of 2-3 handles.
>
the PT backtest was long 10 theoretical eminis from 9/11/87 thru 9/29 - drew
down about 5K during the trade, consistent with the overall runups/dds.
Compares to 2 contracts traded now.
If anybody has a TABLE of the sp margin rqts vs date going back to the 80s I
could try basing the position size on that. Would be very interesting I'm
sure.
Anybody????
rgds phil
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