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Trade by Trade Monthly Results % Gain Based On 10,000 Starting Balance
2004
Jan BUY SELL PTS PROFIT/LOSS % Gain Cumulative
Entry
15-Jan 1129.75 1133.50 3.75 $187.50 1.88% $187.50
15-Jan 1131.50 1133.50 2.00 $100.00 1.00% $287.50
15-Jan 1131.50 1132.50 1.00 $50.00 0.50% $337.50
16-Jan 1133.75 1137.25 3.50 $175.00 1.75% $512.50
16-Jan 1133.75 1135.50 1.75 $87.50 0.88% $600.00
16-Jan 1135.00 1135.50 0.50 $25.00 0.25% $625.00
21-Jan 1137.50 1144.00 6.50 $325.00 3.25% $950.00
22-Jan 1145.25 1143.25 (2.00) ($100.00) -1.00% $850.00
23-Jan 1137.25 1143.75 6.50 $325.00 3.25% $1,175.00
26-Jan 1139.50 1142.75 3.25 $162.50 1.63% $1,337.50
26-Jan 1139.50 1142.25 2.75 $137.50 1.38% $1,475.00
26-Jan 1152.50 1142.25 (10.25) ($512.50) -5.13% $962.50
27-Jan 1152.25 1150.25 (2.00) ($100.00) -1.00% $862.50
27-Jan 1142.75 1150.25 7.50 $375.00 3.75% $1,237.50
28-Jan 1146.00 1147.50 1.50 $75.00 0.75% $1,312.50
28-Jan 1146.00 1136.00 (10.00) ($500.00) -5.00% $812.50
28-Jan 1136.00 1125.75 (10.25) ($512.50) -5.13% $300.00
29-Jan 1129.00 1131.25 2.25 $112.50 1.13% $412.50
30-Jan 1127.25 1131.50 4.25 $212.50 2.13% $625.00
30-Jan 1126.75 1131.50 4.75 $237.50 2.38% $862.50
30-Jan 1126.75 1129.25 2.50 $125.00 1.25% $987.50
Jan Trades % Profit PTS PROFIT/LOSS %
Totals 21.00 76.19% 19.75 $987.50 9.88% 2004
Feb BUY SELL PTS PROFIT/LOSS % Gain Cumulative
Entry
2-Feb 1142.25 1131.50 (10.75) ($537.50) -5.38% $450.00
> -----Original Message-----
> From: Ron Hudson [mailto:ron@xxxxxxxxxxxxx]
> Sent: Monday, February 02, 2004 10:41 PM
> To: omega-list@xxxxxxxxxx
> Subject: FW: e-mini day trading systems
>
>
> > well, currently the so called best SP ES trading system is Helix,
> > from Founder trading,
> > rated # 1 by futures truth, backtested on about 5 years of data,
> > bluh, bluh...
> > equity curve looks super smooth but .... there are some holes in it.
>
> Helix looks very good indeed (http://www.foundertrading.com/Helix.html). I
> would be curious as to how long it has been traded in real-time, and how
> often it has been re-optimized or re-written. Unfortunately, it doesn't
> appear to be available. Again, no way to prove whether or not it will work
> going forward. However, I would assume that Futures Truth tracked it in
> real-time for at least 3 months.
>
> I've been focusing my radarscreen on the systems tracked by Attain
> (www.systemrank.com). I know the guys at Attain, and I believe they have a
> good handle on the systems that are available out there. I know that they
> and other brokers have traded R-Mesa in real-time for years. I
> subscribe to
> their newsletter, and the results they reported for last year
> clearly showed
> R-Mesa to be solid in real-time with 40% return. They also claim to have
> comprehensive reports going back to '85 for R-Mesa on the big S&P
> contract.
>
> > do we want to take this one apart on the list???
>
> Thank you for reminding me about Helix. It is a very interesting
> system, and
> I would be intereted in seeing if it can be "torn apart" by the experts
> here.
>
> I think the first questions have to be about how long it's been traded in
> real-time, and how often/how many times it's been re-written. For
> example, I
> heard that Tim Cho (TCI) is now selling a system that he
> re-writes often. I
> don't feel comfortable with an "evolving" system like this, unless it's
> being traded in real-time by a third-party that I trust. I have seen
> hundreds of "evolving" systems eventually blow-out, and I've
> never heard of
> one standing up to the test of time. This reminds me of another thread I'd
> like to start here about what I call the "evolving system theory."
>
> >
> >
> >
> >
> >
> >
> >
> >
> > anybody that has / trades it e-mail me privately.
> > bilo.
> >
>
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