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Dear Mark,
Your calculation is correct. If one traded the big S&P, one would be
up $80,000. I also checked another brokerage firm which trades it and
results corroberated.
I have looked at this system and have opted out of it due to past
years not being consistent and having high DD. But this year it is
knocking the cover off the ball as they say. Hindsight, I was wrong.
Sincerely,
John
------------------ Reply Separator --------------------
Originally From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
Subject: RE: [RT] Mechanical Trading Systems
Date: 10/22/2002 11:12pm
not to be a nut about detail, however, can one assume the e-mini
results
multiplied by 5 would be equivalent to the big s&p systems ?
i.e. the I-Master system would be up $80k then ?
> -----Original Message-----
> From: John Cappello [mailto:jvc689@xxxxxxx]
> Sent: Tuesday, October 22, 2002 10:33 PM
> To: Realtraders@xxxxxxxxxxxxxxx
> Cc: MedianLine@xxxxxxxxxxxxxxx
> Subject: [RT] Mechanical Trading Systems
>
>
>
> Here are the latest results on real time trading of certain systems
> as monitored by Growth Financial with whom I have no affiliation. I
> was just surprised at the turn around from last quarter. All are S&P
> systems using 1 lots unless indicated otherwise. Likewise they are
> tracked real time for the full period unless indicated otherwise.
>
> R Mesa YTD=end of third quarter +$44,495 [This is Mesa 3]
>
> S&P Stategies YTD - $3690
>
> Trend Advantage YTD +$13,880
>
> Pivot Weekly YTD + $49,205
>
> Elite S&P YTD + $73,925 [tracked real time since 8/1/02]
>
> Index Profits S&P/Nas YTD $143,050 [only tracked real time since
> 6/1/02] 3rd Qtr was + $8890
>
> Serious Market Tools e-mini YTD - $ 4495
>
> I-Master Mini S&P YTD + $ 16,330
>
> S&P Dominator YTD + $25,075
>
> Enjoy! There is still hope in the Mechanical arena...DD's unknown to
> me.
>
> John
>
>
>
>
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