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Prudent S & P 1.4 Trading
System
Trade By Trade Report
The hypothetical performance data below was generated using Omega TradeStation, with $150 deducted per trade for commissions and slippage. The prices in the report are back-adjusted prices which are not identical to actual prices on these dates.
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.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Date |
Type |
Price |
Entry P/L |
Cumulative |
||
2/15/89 |
Buy |
506.00 |
||||
2/21/89 |
LExit |
508.00 |
$350.00 |
$350.00 |
||
3/3/89 |
Buy |
502.80 |
||||
3/8/89 |
LExit |
504.80 |
$350.00 |
$700.00 |
||
3/27/89 |
Buy |
501.70 |
||||
3/31/89 |
LExit |
505.50 |
$800.00 |
$1,500.00 |
||
5/11/89 |
Buy |
516.20 |
||||
5/18/89 |
LExit |
526.15 |
$2,337.50 |
$3,837.50 |
||
6/22/89 |
Buy |
529.40 |
||||
6/23/89 |
LExit |
534.50 |
$1,125.00 |
$4,962.50 |
||
7/5/89 |
Buy |
527.70 |
||||
7/7/89 |
LExit |
532.50 |
$1,050.00 |
$6,012.50 |
||
8/23/89 |
Buy |
548.70 |
||||
9/8/89 |
LExit |
550.70 |
$350.00 |
$6,362.50 |
||
9/22/89 |
Buy |
550.50 |
||||
10/3/89 |
LExit |
555.50 |
$1,100.00 |
$7,462.50 |
||
10/19/89 |
Buy |
545.00 |
||||
10/24/89 |
LExit |
539.00 |
($1,650.00) |
$5,812.50 |
||
10/31/89 |
Buy |
538.70 |
||||
11/6/89 |
LExit |
532.70 |
($1,650.00) |
$4,162.50 |
||
11/7/89 |
Buy |
534.80 |
||||
11/14/89 |
LExit |
540.50 |
$1,275.00 |
$5,437.50 |
||
11/15/89 |
Buy |
540.50 |
||||
11/27/89 |
LExit |
545.00 |
$975.00 |
$6,412.50 |
||
12/22/89 |
Buy |
543.80 |
||||
12/27/89 |
LExit |
547.50 |
$775.00 |
$7,187.50 |
||
1/16/90 |
Buy |
536.80 |
||||
1/18/90 |
LExit |
530.80 |
($1,650.00) |
$5,537.50 |
||
2/1/90 |
Buy |
524.80 |
||||
2/13/90 |
LExit |
525.40 |
$0.00 |
$5,537.50 |
||
2/26/90 |
Buy |
522.60 |
||||
3/1/90 |
LExit |
529.50 |
$1,575.00 |
$7,112.50 |
||
3/26/90 |
Buy |
533.70 |
||||
4/10/90 |
LExit |
533.95 |
($87.50) |
$7,025.00 |
||
5/2/90 |
Buy |
525.50 |
||||
5/4/90 |
LExit |
530.50 |
$1,100.00 |
$8,125.00 |
||
6/27/90 |
Buy |
545.00 |
||||
7/3/90 |
LExit |
550.00 |
$1,100.00 |
$9,225.00 |
||
7/11/90 |
Buy |
548.00 |
||||
7/12/90 |
LExit |
554.50 |
$1,475.00 |
$10,700.00 |
||
7/30/90 |
Buy |
542.90 |
||||
8/2/90 |
LExit |
536.90 |
($1,650.00) |
$9,050.00 |
||
8/9/90 |
Buy |
526.60 |
||||
8/10/90 |
LExit |
520.60 |
($1,650.00) |
$7,400.00 |
||
8/13/90 |
Buy |
525.20 |
||||
8/16/90 |
LExit |
519.20 |
($1,650.00) |
$5,750.00 |
||
8/27/90 |
Buy |
506.90 |
||||
9/14/90 |
LExit |
500.90 |
($1,650.00) |
$4,100.00 |
||
10/12/90 |
Buy |
484.70 |
||||
10/15/90 |
LExit |
478.70 |
($1,650.00) |
$2,450.00 |
||
10/18/90 |
Buy |
486.40 |
||||
10/22/90 |
LExit |
496.00 |
$2,250.00 |
$4,700.00 |
||
10/29/90 |
Buy |
490.50 |
||||
10/30/90 |
LExit |
484.50 |
($1,650.00) |
$3,050.00 |
||
11/8/90 |
Buy |
491.60 |
||||
11/12/90 |
LExit |
501.00 |
$2,200.00 |
$5,250.00 |
||
11/26/90 |
Buy |
499.60 |
||||
11/30/90 |
LExit |
505.50 |
$1,325.00 |
$6,575.00 |
||
1/9/91 |
Buy |
498.90 |
||||
1/10/91 |
LExit |
492.90 |
($1,650.00) |
$4,925.00 |
||
1/16/91 |
Buy |
495.20 |
||||
1/17/91 |
LExit |
508.65 |
$3,212.50 |
$8,137.50 |
||
3/21/91 |
Buy |
548.90 |
||||
3/26/91 |
LExit |
553.50 |
$1,000.00 |
$9,137.50 |
||
5/1/91 |
Buy |
554.50 |
||||
5/10/91 |
LExit |
556.50 |
$350.00 |
$9,487.50 |
||
5/20/91 |
Buy |
549.80 |
||||
5/28/91 |
LExit |
556.00 |
$1,400.00 |
$10,887.50 |
||
6/11/91 |
Buy |
556.10 |
||||
6/12/91 |
LExit |
550.10 |
($1,650.00) |
$9,237.50 |
||
6/14/91 |
Buy |
556.20 |
||||
6/19/91 |
LExit |
550.20 |
($1,650.00) |
$7,587.50 |
||
7/8/91 |
Buy |
551.00 |
||||
7/23/91 |
LExit |
558.30 |
$1,675.00 |
$9,262.50 |
||
7/29/91 |
Buy |
555.60 |
||||
7/30/91 |
LExit |
560.50 |
$1,075.00 |
$10,337.50 |
||
8/21/91 |
Buy |
557.80 |
||||
8/29/91 |
LExit |
569.55 |
$2,787.50 |
$13,125.00 |
||
9/12/91 |
Buy |
558.80 |
||||
10/4/91 |
LExit |
552.80 |
($1,650.00) |
$11,475.00 |
||
10/10/91 |
Buy |
549.90 |
||||
10/14/91 |
LExit |
556.00 |
$1,375.00 |
$12,850.00 |
||
10/28/91 |
Buy |
557.10 |
||||
11/1/91 |
LExit |
562.50 |
$1,200.00 |
$14,050.00 |
||
12/2/91 |
Buy |
547.80 |
||||
12/6/91 |
LExit |
545.70 |
($675.00) |
$13,375.00 |
||
12/12/91 |
Buy |
550.10 |
||||
12/18/91 |
LExit |
552.10 |
$350.00 |
$13,725.00 |
||
1/22/92 |
Buy |
584.00 |
||||
1/23/92 |
LExit |
589.00 |
$1,100.00 |
$14,825.00 |
||
2/4/92 |
Buy |
579.70 |
||||
2/12/92 |
LExit |
587.00 |
$1,675.00 |
$16,500.00 |
||
2/20/92 |
Buy |
579.80 |
||||
3/5/92 |
LExit |
576.60 |
($950.00) |
$15,550.00 |
||
3/10/92 |
Buy |
575.50 |
||||
3/24/92 |
LExit |
578.50 |
$600.00 |
$16,150.00 |
||
4/6/92 |
Buy |
570.80 |
||||
4/7/92 |
LExit |
564.80 |
($1,650.00) |
$14,500.00 |
||
6/12/92 |
Buy |
578.05 |
||||
6/17/92 |
LExit |
572.00 |
($1,662.50) |
$12,837.50 |
||
6/19/92 |
Buy |
569.70 |
||||
6/29/92 |
LExit |
574.50 |
$1,050.00 |
$13,887.50 |
||
7/27/92 |
Buy |
577.80 |
||||
7/28/92 |
LExit |
581.50 |
$775.00 |
$14,662.50 |
||
8/14/92 |
Buy |
585.00 |
||||
8/21/92 |
LExit |
579.00 |
($1,650.00) |
$13,012.50 |
||
8/27/92 |
Buy |
580.25 |
||||
9/2/92 |
LExit |
583.50 |
$662.50 |
$13,675.00 |
||
9/9/92 |
Buy |
582.00 |
||||
9/10/92 |
LExit |
586.50 |
$975.00 |
$14,650.00 |
||
9/30/92 |
Buy |
583.80 |
||||
10/2/92 |
LExit |
577.80 |
($1,650.00) |
$13,000.00 |
||
10/13/92 |
Buy |
573.90 |
||||
10/19/92 |
LExit |
581.00 |
$1,625.00 |
$14,625.00 |
||
11/9/92 |
Buy |
584.40 |
||||
11/13/92 |
LExit |
586.40 |
$350.00 |
$14,975.00 |
||
12/17/92 |
Buy |
598.40 |
||||
12/18/92 |
LExit |
602.95 |
$987.50 |
$15,962.50 |
||
1/6/93 |
Buy |
600.90 |
||||
1/7/93 |
LExit |
594.90 |
($1,650.00) |
$14,312.50 |
||
1/13/93 |
Buy |
596.70 |
||||
1/20/93 |
LExit |
598.70 |
$350.00 |
$14,662.50 |
||
1/21/93 |
Buy |
599.30 |
||||
2/3/93 |
LExit |
612.50 |
$3,150.00 |
$17,812.50 |
||
2/18/93 |
Buy |
602.85 |
||||
2/19/93 |
LExit |
596.80 |
($1,662.50) |
$16,150.00 |
||
2/24/93 |
Buy |
602.90 |
||||
3/8/93 |
LExit |
618.00 |
$3,625.00 |
$19,775.00 |
||
3/18/93 |
Buy |
614.60 |
||||
4/2/93 |
LExit |
608.60 |
($1,650.00) |
$18,125.00 |
||
4/8/93 |
Buy |
609.25 |
||||
4/15/93 |
LExit |
611.30 |
$362.50 |
$18,487.50 |
||
4/29/93 |
Buy |
602.90 |
||||
5/5/93 |
LExit |
609.50 |
$1,500.00 |
$19,987.50 |
||
5/10/93 |
Buy |
607.90 |
||||
5/17/93 |
LExit |
601.90 |
($1,650.00) |
$18,337.50 |
||
5/19/93 |
Buy |
605.20 |
||||
5/28/93 |
LExit |
613.50 |
$1,925.00 |
$20,262.50 |
||
6/11/93 |
Buy |
612.40 |
||||
6/30/93 |
LExit |
614.40 |
$350.00 |
$20,612.50 |
||
7/8/93 |
Buy |
609.40 |
||||
7/14/93 |
LExit |
613.50 |
$875.00 |
$21,487.50 |
||
7/26/93 |
Buy |
611.50 |
||||
8/9/93 |
LExit |
615.50 |
$850.00 |
$22,337.50 |
||
9/20/93 |
Buy |
623.90 |
||||
9/21/93 |
LExit |
617.90 |
($1,650.00) |
$20,687.50 |
||
10/1/93 |
Buy |
623.70 |
||||
10/14/93 |
LExit |
627.00 |
$675.00 |
$21,362.50 |
||
11/9/93 |
Buy |
626.00 |
||||
11/17/93 |
LExit |
628.00 |
$350.00 |
$21,712.50 |
||
11/23/93 |
Buy |
624.30 |
||||
11/29/93 |
LExit |
628.00 |
$775.00 |
$22,487.50 |
||
12/1/93 |
Buy |
626.50 |
||||
12/7/93 |
LExit |
628.50 |
$350.00 |
$22,837.50 |
||
12/13/93 |
Buy |
628.00 |
||||
12/23/93 |
LExit |
631.50 |
$725.00 |
$23,562.50 |
||
1/6/94 |
Buy |
630.70 |
||||
1/10/94 |
LExit |
635.00 |
$925.00 |
$24,487.50 |
||
1/26/94 |
Buy |
635.20 |
||||
2/4/94 |
LExit |
637.20 |
$350.00 |
$24,837.50 |
||
2/28/94 |
Buy |
630.90 |
||||
3/1/94 |
LExit |
624.90 |
($1,650.00) |
$23,187.50 |
||
3/4/94 |
Buy |
627.70 |
||||
3/18/94 |
LExit |
629.20 |
$225.00 |
$23,412.50 |
||
4/7/94 |
Buy |
610.10 |
||||
4/13/94 |
LExit |
604.10 |
($1,650.00) |
$21,762.50 |
||
4/21/94 |
Buy |
606.90 |
||||
4/28/94 |
LExit |
608.90 |
$350.00 |
$22,112.50 |
||
5/10/94 |
Buy |
605.10 |
||||
5/17/94 |
LExit |
610.50 |
$1,200.00 |
$23,312.50 |
||
7/7/94 |
Buy |
607.30 |
||||
7/14/94 |
LExit |
613.50 |
$1,400.00 |
$24,712.50 |
||
7/21/94 |
Buy |
612.20 |
||||
7/29/94 |
LExit |
616.00 |
$800.00 |
$25,512.50 |
||
9/13/94 |
Buy |
626.80 |
||||
9/16/94 |
LExit |
628.60 |
$300.00 |
$25,812.50 |
||
9/27/94 |
Buy |
621.30 |
||||
10/4/94 |
LExit |
615.30 |
($1,650.00) |
$24,162.50 |
||
10/10/94 |
Buy |
613.60 |
||||
10/11/94 |
LExit |
619.50 |
$1,325.00 |
$25,487.50 |
||
10/27/94 |
Buy |
622.40 |
||||
10/28/94 |
LExit |
628.00 |
$1,250.00 |
$26,737.50 |
||
11/8/94 |
Buy |
624.00 |
||||
11/15/94 |
LExit |
618.00 |
($1,650.00) |
$25,087.50 |
||
11/29/94 |
Buy |
611.60 |
||||
12/1/94 |
LExit |
605.60 |
($1,650.00) |
$23,437.50 |
||
12/2/94 |
Buy |
608.30 |
||||
12/8/94 |
LExit |
602.30 |
($1,650.00) |
$21,787.50 |
||
12/14/94 |
Buy |
609.10 |
||||
12/16/94 |
LExit |
615.00 |
$1,325.00 |
$23,112.50 |
||
1/4/95 |
Buy |
616.50 |
||||
1/13/95 |
LExit |
622.50 |
$1,350.00 |
$24,462.50 |
||
3/10/95 |
Buy |
639.10 |
||||
3/20/95 |
LExit |
649.50 |
$2,450.00 |
$26,912.50 |
||
5/22/95 |
Buy |
672.00 |
||||
5/23/95 |
LExit |
678.50 |
$1,475.00 |
$28,387.50 |
||
5/31/95 |
Buy |
675.50 |
||||
6/1/95 |
LExit |
684.50 |
$2,100.00 |
$30,487.50 |
||
7/24/95 |
Buy |
704.60 |
||||
8/1/95 |