Trading system No1

Year

Cumulative gains(losses)

SP500 performance

1997

33%

31.01%

1998

74%

26.67%

1999

89%

19.53%

2000

100%

-10.14%

2001

101%

-13.04%

2002

20%

-23.37%

2003

120%

26.38%

2004

60%

8.99%

2005(to October)

15%

1.29%

 

 

Trading system No2

Year

Cumulative gains(losses)

SP500 performance

2000

136.13%

-10.14%

2001

255.72%

-13.04%

2002

247.59%

-23.37%

2003

385.67%

26.38%

2004

54.01%

8.99%

2005(to October)

77%

1.29%

 

 

Trading system No3

Year

Cumulative gains(losses)

Q1

Q2

Q3

Q4

SP500 performance

1997

34%

(-15%)

26%

(-22%)

45%

31.01%

1998

4%

14%

(-31%)

22%

(-1%)

26.67%

1999

176%

72%

64%

48%

(-8%)

19.53%

2000

195%

148%

46%

3%

(-2%)

-10.14%

2001

238%

39%

73%

101%

25%

-13.04%

2002

26%

(-8%)

12%

16%

6%

-23.37%

2003

413%

174%

106%

100%

33%

26.38%

2004

214%

101%

31%

45%

37%

8.99%

2005(to October)

148%

103%

23%

22%

-

1.39%

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