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Denise's System



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Hi Everyone.

Thought I'd post a gif showing the results of the first 2 published trades.

Actually what this shows is what I should have done instead of what I did.
My first sell I postponed -- didn't pull the papertrade trigger until about
10:30 figured I would have gotten in at 1029 and pretty much would have
broken even.

The buy at 3:00 on Friday I was just too chicken -- I would not have done
it going into the weekend.  I thought it would be too risky.  

If anyone would care to comment (kindly please) on what criteria you might
use to "adjust" trade rec's from a mechanical system.

Thank you in advance.

Denise


Attachment Converted: "c:\eudora\attach\Trin2_23.gif"

Denise Beebe Throntveit
President
FOREMOST FUTURES. LTD.
223 West Jackson  Suite 600
Chicago, IL  60606
800-227-0335
EMail: foremost@xxxxxxxxxxxxxxxx ???@??? Mon Feb 23 08:46:00 1998
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To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Subject: S&P Trading !!
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Status:   

Hi RTers :

 It's time to contribute -- attached is a trading signal generated by 
a simplified mechanical "day trading" system for the S&P500.

 Have been working on the system with Al Henry, here in FL,
and it has a been a consistent performer with the "new" contract.

 The system is being traded only by a small, select group -- but
this particular entry signal has been used in conjunction with other 
trading systems as a "confirmation signal" with very interesting results !

 Check it out !

 Regards,
   KS
    
 ------------------------------------------------------------------------
                      The GAIN & PAIN TRADING CLUB 
 ------------------------------------------------------------------------

   Trading SIGNAL for  MON  February 23, 1998 :

               BUY   1 SP Mar 98  2.70 points ABOVE OPEN Stop

                    Protective Stop 3.60 points from Entry

                          Exit position MOC  OCO

 ------------------------------------------------------------------------
  Trades for last 4 Weeks :

             Date     Posn.    Entry     Exit       Profit

             980126    NE
             980127    L       964.80    973.70       2225
             980128    NT
             980129    L       984.30    987.10        700
             980130    NE

             980202    L       1004.10   1004.00    -   25
             980203    L       1007.50   1010.70       800
             980204    L       1009.70   1009.70         0
             980205    NE
             980206    L       1016.40   1018.60       550

             980209    NE
             980210    L       1019.40   1024.20      1200
             980211    NE
             980212    L       1021.90   1026.70      1200
             980213    NE

             980216    H 
             980217    L       1031.00   1027.40    -  900
             980218    L       1029.20   1035.20      1500
             980219    NE
             980220    L       1035.90   1037.50       400

                                                   --------
                                    PROFIT/LOSS       7650 
                                                   ========

-----------------------------------------------------------------------------

  NOTE : 1)  H  =  Holiday
             NT =  No Trade signal generated, due to adverse market
                   conditions for system trading rules
             NE =  No Entry per system signal
             L  =  Long position
             S  =  Short position

         2)  All trades listed are HYPOTHETICAL, that is there is NO
             allowance for SLIPPAGE on Entry or Exit prices per the
             system Signal, protective stop and Exit MOC rule. 

         3)  Also, there is NO allowance for broker COMMISSIONS.

         4)  In evaluating overall system PERFORMANCE, you should make 
             an allowance for slippage, commission and other expenses
             per your experience with the S&P 500 market and interaction 
             with a specific broker.

 -------------------------------------------------------------------------
   The Signals contained herein are suggestions from a mechanical System.
   Any decision to trade these signals is the sole responsibility of the
   recipient of these signals. No representation is made that a trading
   account will achieve profits or losses similar to those shown above.
   Actual trading results may vary according to broker performance re
   slippage and commission, as well as other day to day market factors. 

           PAST PERFORMANCE IS NOT A GUARANTEE OF FUTURE RESULTS.

   Price data used to generate these signals is believed to be accurate,
   but the developer assumes no responsibility for data feed errors.
 -------------------------------------------------------------------------