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"Cassandra" is
going long and using e-mini this time....
last S&P
trade was about -$10,000 loss.
<FONT color=#0000ff
size=2>
Whoa- note the 15
contract position in Eurodollars...pretty confident, isn't she
?
<FONT color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: The Cassandra Project
[mailto:requests@xxxxxxxxxxxxxxxxxxxx]Sent: Thursday, February 07,
2002 9:57 PMTo: Mark SimmsSubject: The Cassandra Project
Update for evening of February 07, 2002
<IMG height=121
src="http://www.cassandraproject.net/images/vsmall_cass.jpg"; width=155
border=0 NOSEND="1">
<FONT face=Verdana size=1 ?Sans-serif?
?Helvetica?, ?Arial?, ,>The Cassandra Project
Daily
Update
Evening
of 20020207
<FONT face=Verdana color=#ffffff
size=1>Tonight's Recommended Trades and Positions
<IMG
height=21 src="http://www.cassandraproject.net/images/i.gif";
width=19 border=0 NOSEND="1">
<FONT face=Verdana
size=1>S&P 500 Index - E-Mini
<FONT face=Verdana
size=1>GO LONG 3 contracts (MAR02) at market open,Stop
loss=988.33
<FONT face=Verdana
size=1>US T-Bonds
<FONT face=Verdana
size=1>Take no action - no position.
<FONT face=Verdana
size=1>Japanese Yen (MAR02)
<FONT face=Verdana
size=1>Currently SHORT 1 contractNew stop loss=86.47(Current
price=75.05, Sold at 79.56,unrealized
P/L=+$5637.50)
<FONT face=Verdana
size=1>US 10 Yr Notes
<FONT face=Verdana
size=1>Take no action - no position.
<FONT face=Verdana
size=1>Swiss Franc (MAR02)
<FONT face=Verdana
size=1>Currently SHORT 1 contractNew stop loss=62.72(Current
price=59.18, Sold at 59.79,unrealized
P/L=+$762.50)
<FONT face=Verdana
size=1>Palladium
<FONT face=Verdana
size=1>Take no action - no position.
<FONT face=Verdana
size=1>Eurodollar - near expiration (MAR02)
<FONT face=Verdana
size=1>Currently LONG 15 contractsNew stop
loss=97.46(Current price=98.05, Bought at 98.06,unrealized
P/L= -$375)
<FONT face=Verdana
size=1>Eurodollar - expiration 1 yr (MAR03)
<FONT face=Verdana
size=1>Currently LONG 1 contractNew stop loss=95.60(Current
price=96.22, Bought at 96.04,unrealized P/L=
+$450.00)
<FONT face=Verdana
size=1>Coffee (MAY02)
<FONT face=Verdana
size=1>Currently SHORT 4 contractsNew stop
loss=58.57(Current price=47.50, Sold at 47.65,unrealized
P/L=+$225.00)
<FONT face=Verdana
size=1>Corn (MAR02)
<FONT face=Verdana
size=1>Currently SHORT 1 contractNew stop
loss=218.20(Current price=204.50, Sold at 221.00,unrealized
P/L=+$825.00)
<FONT face=Verdana
size=1>Crude Oil
<FONT face=Verdana
size=1>Take no action - no
position.
<FONT face=Verdana color=#ffffff
size=1>Performance
Cassandra was
switched on at 7:02 pm on July 9, 2001. As of February 7, 2002, a
hypothetical account following her trade recommendations would have
made $20,132.84 in profits and earned an annualized rate of 132.40%
on equity drawdown.*
You can see
more detailed <A
href="http://www.cassandraproject.net/cgi-bin/cgiwrap/cassmk/history.cgi";>performance
data at our Web site.
<FONT face=Verdana color=#ffffff
size=1>Announcements
<FONT face=Verdana ?Sans-serif?
?Helvetica?, ?Arial?,>Today we rolled our short Coffee position from
March to May. At the same time, we increased the number of contracts
we are short from 1 to 3, in order to continue to phase in our new
risk-management system. For those keeping score at home, the details
of the transaction follow:Buy 1 March02 Coffee @
45.00Sell 1 May02 Coffee @ 47.60Sell 3 May02 Coffee @
47.65Thus our net position is short 4 May contracts.
IMPORTANT
WARNING AND INFORMATION
Thank you for
subscribing to The Cassandra Project's daily trading signal email.
We issue recommendations based solely on the output of our computer
system. We do not personalize these recommendations for individuals,
and we do not take into account individual needs or profiles.
Furthermore, while we are confident in our system, we cannot
guarantee future results, because past results are not indicative of
future results. Also, please remember that futures trading involves
large amounts of risk. You may lose large amounts of money, even if
you follow our system. You should trade only with money you can
afford to lose.
* Disclosure
<FONT face=Verdana color=#000000 size=1
?Sans-serif? ?Helvetica?, ?Arial?,>These are the results of a
simulated trading account that has followed Cassandra's trading
recommendations since we began publishing them. 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.
<FONT face=Verdana ?Sans-serif?
?Helvetica?, ?Arial?,>When we talk about return on drawdown, here is
what we mean. <FONT face=Verdana size=1 ?Sans-serif?
?Helvetica?, ?Arial?,>We calculate our return by using as a
denominator the maximum account drawdown to date (i.e. the largest
delta, where delta equals the maximum equity in the account at any
point in time minus the subsequent minimum equity in the account).
As of today, this maximum drawdown is $26,058.11. This is only one
possible way to measure a trading system's performance. Please see
our Web site for more details.
This email
is being sent to you because you subscribed at <A
href="http://www.cassandraproject.net";>www.cassandraproject.net. You
may unsubscribe at any time by <A
href="mailto:requests@xxxxxxxxxxxxxxxxxxxx?subject=Unsubscribe";>replying
to this email and using the word unsubscribe in the subject line, or by
visiting this web
page and entering your email address.
The
Cassandra Project is part of Collective2 Corporation.
<FONT face=Verdana size=1 ?Sans-serif? ?Helvetica?,
?Arial?, ,>(C) 2002 Collective2 Corp.
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