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Sidewinder Bond Trading System
Trade By Trade Report

Date

Type

Price

Entry P/L

Cumulative

3/18/88

Sell

67^10

3/25/88

SExit

66^09

$931.25

$931.25

4/13/88

Sell

65^28

4/19/88

SExit

64^10

$1,462.50

$2,393.75

5/16/88

Sell

62^30

5/20/88

SExit

61^21

$1,181.25

$3,575.00

6/7/88

Sell

63^07

6/14/88

SExit

65^23

($2,600.00)

$975.00

6/21/88

Buy

63^13

7/6/88

LExit

64^15

$962.50

$1,937.50

9/29/88

Buy

64^19

11/9/88

LExit

65^26

$1,118.75

$3,056.25

11/10/88

Buy

66^09

12/2/88

LExit

65^20

($756.25)

$2,300.00

12/2/88

Sell

65^20

12/16/88

SExit

66^01

($506.25)

$1,793.75

12/16/88

Buy

66^01

12/27/88

LExit

66^31

$837.50

$2,631.25

3/8/89

Sell

65^29

3/21/89

SExit

64^10

$1,493.75

$4,125.00

4/14/89

Buy

65^29

5/9/89

LExit

66^27

$837.50

$4,962.50

5/11/89

Buy

66^12

7/7/89

LExit

75^01

$8,556.25

$13,518.75

7/7/89

Sell

75^01

7/20/89

SExit

75^06

($256.25)

$13,262.50

7/20/89

Buy

75^06

7/21/89

LExit

75^01

($256.25)

$13,006.25

7/21/89

Sell

75^01

7/24/89

SExit

75^02

($131.25)

$12,875.00

7/24/89

Buy

75^02

8/4/89

LExit

76^14

$1,275.00

$14,150.00

8/8/89

Buy

75^30

8/17/89

LExit

74^14

($1,600.00)

$12,550.00

8/17/89

Sell

74^14

9/1/89

SExit

74^13

($68.75)

$12,481.25

9/1/89

Buy

74^13

9/13/89

LExit

75^00

$493.75

$12,975.00

11/7/89

Buy

76^25

12/6/89

LExit

77^07

$337.50

$13,312.50

2/12/90

Sell

71^29

2/22/90

SExit

70^04

$1,681.25

$14,993.75

2/28/90

Sell

71^22

3/2/90

SExit

71^08

$337.50

$15,331.25

3/22/90

Sell

71^02

4/4/90

SExit

70^05

$806.25

$16,137.50

4/6/90

Sell

70^21

4/20/90

SExit

68^09

$2,275.00

$18,412.50

6/22/90

Buy

71^17

8/2/90

LExit

72^07

$587.50

$19,000.00

9/14/90

Sell

67^04

9/25/90

SExit

65^28

$1,150.00

$20,150.00

11/30/90

Buy

73^02

12/21/90

LExit

74^06

$1,025.00

$21,175.00

12/26/90

Buy

74^02

12/28/90

LExit

74^11

$181.25

$21,356.25

12/28/90

Sell

74^11

1/15/91

SExit

73^00

$1,243.75

$22,600.00

4/4/91

Sell

74^19

6/11/91

SExit

73^06

$1,306.25

$23,906.25

7/2/91

Sell

73^14

7/11/91

SExit

72^31

$368.75

$24,275.00

7/19/91

Buy

73^20

10/9/91

LExit

80^03

$6,368.75

$30,643.75

10/11/91

Buy

80^03

10/15/91

LExit

80^15

$275.00

$30,918.75

10/15/91

Sell

80^15

10/24/91

SExit

78^31

$1,400.00

$32,318.75

11/1/91

Sell

80^15

11/5/91

SExit

80^10

$56.25

$32,375.00

11/5/91

Buy

80^10

11/13/91

LExit

81^12

$962.50

$33,337.50

11/14/91

Buy

81^31

1/22/92

LExit

84^23

$2,650.00

$35,987.50

1/22/92

Sell

84^23

1/27/92

SExit

83^22

$931.25

$36,918.75

1/28/92

Buy

83^28

1/29/92

LExit

83^16

($475.00)

$36,443.75

1/29/92

Sell

83^16

2/4/92

SExit

83^01

$368.75

$36,812.50

3/2/92

Sell

82^16

3/6/92

SExit

81^25

$618.75

$37,431.25

3/26/92

Sell

81^16

4/28/92

SExit

81^06

$212.50

$37,643.75

5/28/92

Buy

82^31

6/23/92

LExit

83^20

$556.25

$38,200.00

8/18/92

Buy

89^20

9/11/92

LExit

91^00

$1,275.00

$39,475.00

9/18/92

Buy

90^27

9/21/92

LExit

90^05

($787.50)

$38,687.50

9/21/92

Sell

90^05

9/24/92

SExit

89^14

$618.75

$39,306.25

9/24/92

Buy

89^14

9/30/92

LExit

90^18

$1,025.00

$40,331.25

9/30/92

Sell

90^18

10/13/92

SExit

89^03

$1,368.75

$41,700.00

12/1/92

Buy

88^13

1/7/93

LExit

90^23

$2,212.50

$43,912.50

1/12/93

Buy

90^16

3/12/93

LExit

97^23

$7,118.75

$51,031.25

3/17/93

Buy

97^13

3/22/93

LExit

97^21

$150.00

$51,181.25

3/22/93

Sell

97^21

3/30/93

SExit

97^17

$25.00

$51,206.25

3/30/93

Buy

97^17

5/7/93

LExit

98^27

$1,212.50

$52,418.75

5/28/93

Sell

98^10

6/11/93

SExit

100^26

($2,600.00)

$49,818.75

7/27/93

Buy

102^31

8/6/93

LExit

103^21

$587.50

$50,406.25

8/9/93

Buy

104^14

10/5/93

LExit

109^07

$4,681.25

$55,087.50

10/5/93

Sell

109^07

10/15/93

SExit

111^23

($2,600.00)

$52,487.50

11/17/93

Sell

106^26

11/23/93

SExit

105^12

$1,337.50

$53,825.00

11/30/93

Sell

106^00

12/14/93

SExit

106^23

($818.75)

$53,006.25

12/14/93

Buy

106^23

2/1/94

LExit

108^01

$1,212.50

$54,218.75

3/24/94

Sell

100^31

4/1/94

SExit

99^07

$1,650.00

$55,868.75

4/28/94

Sell

98^10

5/3/94

SExit

96^31

$1,243.75

$57,112.50

5/20/94

Sell

97^10

6/1/94

SExit

96^08

$962.50

$58,075.00

8/11/94

Buy

96^10

9/9/94

LExit

93^26

($2,600.00)

$55,475.00

10/14/94

Sell

92^17

10/26/94

SExit

91^22

$743.75

$56,218.75

11/1/94

Sell

92^03

11/4/94

SExit

91^10

$681.25

$56,900.00

1/4/95

Buy

93^28

6/9/95

LExit

107^26

$13,837.50

$70,737.50

6/13/95

Buy

108^12

6/15/95

LExit

109^15

$993.75

$71,731.25

6/15/95

Sell

109^15

6/19/95

SExit

109^14

($68.75)

$71,662.50

6/19/95

Buy

109^14

6/23/95

LExit

110^27

$1,306.25

$72,968.75

6/29/95

Sell

109^31

7/3/95

SExit

109^10

$556.25

$73,525.00

7/3/95

Buy

109^10

7/19/95

LExit

106^26

($2,600.00)

$70,925.00

8/22/95

Sell

105^29

8/28/95

SExit

108^13

($2,600.00)

$68,325.00

9/26/95

Buy

109^09

12/18/95

LExit

115^23

$6,337.50

$74,662.50

12/19/95

Buy

115^23

1/22/96

LExit

117^10

$1,493.75

$76,156.25

3/27/96

Sell

109^02

3/29/96

SExit

108^09

$681.25

$76,837.50

4/3/96

Sell

108^27

4/9/96

SExit

106^03

$2,650.00

$79,487.50

4/17/96

Sell

106^21

5/7/96

SExit

104^05

$2,400.00

$81,887.50

5/16/96

Sell

106^04

6/4/96

SExit

105^09

$743.75

$82,631.25

6/7/96

Sell

105^21

6/14/96

SExit

103^24

$1,806.25

$84,437.50

8/22/96

Buy

108^08

8/29/96

LExit

105^24

($2,600.00)

$81,837.50

9/17/96

Sell

106^16

9/23/96

SExit

105^28

$525.00

$82,362.50

10/11/96

Buy

108^15

12/5/96

LExit

113^01

$4,462.50

$86,825.00

12/9/96

Buy

112^21

12/31/96

LExit

112^04

($631.25)

$86,193.75

12/31/96

Sell

112^04

1/9/97

SExit

109^22

$2,337.50

$88,531.25

2/25/97

Buy

111^03

3/3/97

LExit

108^19

($2,600.00)

$85,931.25

4/21/97

Sell

106^17

4/28/97

SExit

106^02

$368.75

$86,300.00

5/20/97

Buy

108^28

8/7/97

LExit

113^15

$4,493.75

$90,793.75

8/13/97

Buy

112^15

8/20/97

LExit

113^00

$431.25

$91,225.00

8/20/97

Sell

113^00

8/26/97

SExit

111^26

$1,087.50

$92,312.50

10/14/97

Buy

115^10

12/5/97

LExit

118^07

$2,806.25

$95,118.75

12/10/97

Buy

118^01

12/17/97

LExit

119^10

$1,181.25

$96,300.00

12/31/97

Buy

120^02

2/2/98

LExit

121^13

$1,243.75

$97,543.75

2/2/98

Sell

121^13

2/11/98

SExit

121^00

$306.25

$97,850.00

2/23/98

Buy

121^25

3/3/98

LExit

119^09

($2,600.00)

$95,250.00

3/23/98

Sell

120^22

3/31/98

SExit

120^05

$431.25

$95,681.25

The hypothetical performance data above was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. In our opinion, the account size required and return on account calculations may not accurately reflect the actual account size required to trade this system nor the return to be expected. Past performance is not necessarily indicative of future results.

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.

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Last updated on 02/24/03 01:05:57 PM