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Chuck Le Beau's System Traders Club

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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