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| Track Record for July 2002: | ||||||||||||
| July | Full-size | Full-size | "E-mini" | "E-mini" | "E-mini" | Planned Risk | ||||||
| Date | Day | Win/Lose | Long | Short | M.O.C. | Variable | MOC/Var. | M.O.C. | Variable | per Contract | ||
| Total | ||||||||||||
| 1-Jul | Mon | L | Long | (1,750.00) | (1,750.00) | 0.00 | $1,650.00 | |||||
| 2-Jul | Tue | CNX | 0.00 | |||||||||
| 3-Jul | Wed | CNX | 0.00 | |||||||||
| 4-Jul | Thu | Holiday | 0.00 | |||||||||
| 5-Jul | Fri | W (E-mini) | Long | 1,487.50 | $1,150.00 | $337.50 | $400.00 | |||||
| 8-Jul | Mon | CNX | 0.00 | |||||||||
| 9-Jul | Tue | CNX | 0.00 | |||||||||
| 10-Jul | Wed | CNX | 0.00 | |||||||||
| 11-Jul | Thu | CNX | 0.00 | |||||||||
| 12-Jul | Fri | CNX | 0.00 | |||||||||
| 15-Jul | Mon | CNX | 0.00 | |||||||||
| 16-Jul | Tue | CNX | 0.00 | |||||||||
| 17-Jul | Wed | CNX | 0.00 | |||||||||
| 18-Jul | Thu | CNX | 0.00 | |||||||||
| 19-Jul | Fri | CNX | 0.00 | |||||||||
| 22-Jul | Mon | CNX | 0.00 | |||||||||
| 23-Jul | Tue | CNX | 0.00 | |||||||||
| 24-Jul | Wed | CNX | 0.00 | |||||||||
| 25-Jul | Thu | CNX | 0.00 | |||||||||
| 26-Jul | Fri | CNX | 0.00 | |||||||||
| 29-Jul | Mon | W (E-mini) | Long | 1,487.50 | $950.00 | $537.50 | $425.00 | |||||
| 30-Jul | Tue | CNX | 0.00 | |||||||||
| 31-Jul | Wed | CNX | 0.00 | |||||||||
| Full-size | Full-size | "E-mini" | "E-mini" | "E-mini" | Full-size + "E-mini" | Full-size + "E-mini" | ||||||
| M.O.C. | Variable | MOC/Var. | M.O.C. | Variable | M.O.C. Total | Variable Total | ||||||
| Total | ||||||||||||
| July, Monday Totals | (1,750.00) | (1,750.00) | 1,487.50 | 950.00 | 537.50 | (800.00) | (1,212.50) | |||||
| July, Tuesday Totals | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||||
| July, Wednesday Totals | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||||
| July, Thursday Totals | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||||
| July, Friday Totals | 0.00 | 0.00 | 1,487.50 | 1,150.00 | 337.50 | 1,150.00 | 337.50 | |||||
| Number of Trades for July | 3 | |||||||||||
| Number of Trades Y-T-D | 77 | Full-size | Full-size | "E-mini" | "E-mini" | "E-mini" | Full-size + "E-mini" | Full-size + "E-mini" | ||||
| July Accuracy Percentage | 66.7% | M.O.C. | Variable | MOC/Var. | M.O.C. | Variable | M.O.C. Total | Variable Total | ||||
| Y-T-D Accuracy Percentage | 57.1% | Total | ||||||||||
| July 2002 Total | ($1,750.00) | ($1,750.00) | $2,975.00 | $2,100.00 | $875.00 | $350.00 | ($875.00) | |||||
| 2002 Cumulative Total | $7,250.00 | ($4,100.00) | $1,237.50 | 950.00 | 287.50 | $5,637.50 | ($1,200.00) |
Above is a detailed account of the results for SCHAD’s S&P 500 day trading as recommended in the Daily E-mail/Internet Service (a proprietary trading method). The two dollar amounts shown indicate two separate market exiting strategies - "M.O.C." denotes holding the position and offsetting at/near the closing price of the day. The other exiting strategy, "VAR," implies offsetting the position at a predesignated ("variable") price in order to capture a "fixed profit" intra-day. This "variable price (VAR)" is the primary exiting strategy. Trade results do NOT include commission / fees, and should be considered hypothetical (see disclaimer below).
"Full-size" Trades are defined as trading days that either trade within 3.50 points from the day-session-open, or risk no more than $1,750 at a time. The "variable price" reward, will always outweigh the risk as an official trade.
"E-mini" Trades are defined as trades that will be executed beyond 3.50 points from the day-session-open with the "E-mini" S&P 500 contract. The risk in most of these trades do outweigh the reward, however, you will see the track record does reflect positive results!
Recommended account size: $10,000 for every two "mini-contracts;" $35,000 per two "full-sized" contract.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, ACHIEVE PROFITS, OR LOSSES SIMILAR TO THOSE SHOWN. THERE IS A RISK OF LOSS IN ALL TRADING.
"HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. "