Long March S&P 500 (Entry Jan 10-12/Exit Jan 16-18)

There were 16 total trades with 15 winners and a single loser of $25.

The hypothetical account below started with a balance of $30,000 on January 12, 1983. If the account holder had traded one contract and had placed an order to go long the March S&P 500 contract on the last close of the period January 10 through 12 and exited the position on the last close of the period January 16 through 18, the account would have grown to $54,250 (assuming order executions at the closing prices and using the current index multiplier of 250).

Optimal F would dramatically improve the results and would require the trader hold the maximum amount of contracts allowed with current margin requirements.

These hypothetical results were obtained by only being in the market an average of 6 calendar days per year.

16 Total Trades (1 Loser & 15 Winners) / 93.75% Profitable Trades / 971 Gain To Loss Ratio / 6 Days Avg Trade Length / $1,515 Avg Profit Per Trade / $1,617.50 Avg Gain on Profitable Trades / $25 Avg Loss on Unprofitable Trades / $5,725 Largest Gain / $25 Largest Loss / $24,250 Total Profits

Single Contract - $24,275 Total Gains / $25 Total Losses /$24,250 Total Profits

Applying Optimal F 93% (Trade 1 Contract Per 11 Cents in Equity) yielded a geometric average return per trade of 2163.58%. Margin requirements would reduce this substantially.

Blue Forest Software makes no recommendations with regards to any financial transactions and users who undertake any financial transactions do so at their own risk. The sample above is simply an analysis developed with the benefit of hindsight. In addition, while every effort is made to insure the accuracy of data, such accuracy cannot be guaranteed. Blue Forest Software shall be held harmless for any damages, which result in connection with the information, provided by the software or its accuracy. PLEASE REMEMBER THAT THERE IS RISK OF LOSS IN FUTURES TRADING.

With respect to all systems, we agree with the Commodity Futures Trading Commission that: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE 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.