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Strategy #1 – "JET"
Bond Intraday
Institutional Only

Strategy #2 "JET" Euro Currency Intraday
Institutional Only

Strategy #3 "SIB
Bond" Daily
Institutional Only

Strategy #4 Trend & Cycle
S&P 500 Daily

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Bond – SIB

This is a mechanical trading strategy which epitomizes the philosophy that simplicity is the ultimate sophistication in system design. The rules are the same for the entire 28 year history of the bond futures. It uses daily data and no intraday monitoring is required. Have a look at the Profit Factor – probably the single best measure of a trading system – anything above 3 is excellent.

Summary – All Trades Report

Name: Bond SIB System – Daily
Symbol: TQ-067

Position selection All trades, From date 03/10/1978, To date 09/10/2007, Chart By Date, Ignore trades <= -999,999,999, Ignore trades >= 999,999,999, Ignore big wins 0, Ignore big losses 0, Profit is >= 0.00, Show cents No, Show Max Intra No, MA Type Simple, MA Periods 1

PLEASE READ THE FOLLOWING:
THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. IN ADDITION, SINCE SOME OR ALL 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 FAST MARKET CONDITIONS OR LACK OF LIQUIDITY AMONG THEM.

No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Only risk capital should be used for futures trading due to the high risk of loss.
Simulated trading programs in general are designed 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 (and incur account draw downs) or to adhere to a particular trading program in spite of trading loses are important issues 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, method, strategy, or system, which cannot be completely taken into consideration with hypothetical performance results and will affect trading results and Customer’s Profit or loss.