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MF Trade
History (Archive) |
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Reviewed on:
June 6, 2003
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- The table below lists our system-generated
trading signals and the corresponding trading results that were
achieved.
- As of October 2002, all outcomes represent
'real-time' trades. Data prior to this date is the result of
back-testing.
- On May 31, 2003 we incorporated a new stop
loss procedure into our trading system. Our current stop-loss
system includes the following parameters:
- Stop-loss criteria are
hard-coded into the system and posted together with a signal
as soon as it is issued;
- Our stop-loss strategy is
100% mechanical; once issued, stop-loss percentages cannot
be increased;
- Stop-loss prices are
calculated on the basis of the particular security's closing
price on the same day a signal is issued;
- Stop-loss percentages are
calculated for a particular signal on the same day a signal
is issued;
- Stop-loss percentages may
vary depending on the security traded, the signal type, and
the strength of the prevailing market trend;
- Once a signal has been
posted, stop-loss percentages cannot be increased;
- Stop-loss percentages may
be reduced after a signal has been posted; however, they may
not be reduced under any circumstances;
- For long positions: Stop losses may never
be lowered (this could potentially increase losses), but
they may be raised (in order to limit losses);
- For short positions: Stop losses
may never be raised (this could potentially increase
losses), but they may be lowered (in order to limit losses);
- If the stop-loss threshold is hit during
market hours, our system will automatically generate a
"cash" signal that will be published at the same day.
- At the request of our subscribers, our
research group has back-tested the new stop-loss policy in order
to determine how changes would affect the performance of future
signals. (Click
here to see what changes were made);
-
Click here
to see the most current trade history (including the back-tested
trades prior to June 2003).
Entry
Date |
Type |
Entry
Price |
Exit
Price |
Exit to
Cash Date |
Return |
| 10/14/02 |
Long |
900.75 |
1,053.06 |
12/05/02 |
+16.9 % |
| 07/30/02 |
Long |
980.36 |
1,016.79 |
08/26/02 |
+3.7 % |
| 05/01/02 |
Long |
1,267.44 |
1,264.51 |
05/22/02 |
-0.2 % |
| 04/04/02 |
Long |
1,396.97 |
1,322.81 |
04/23/02 |
-5.3 % |
| 02/22/02 |
Long |
1,356.16 |
1,486.27 |
03/13/02 |
+9.6 % |
|
| 12/21/01 |
Long |
1,578.27 |
1,558.98 |
01/16/02 |
-1.2 % |
| 10/05/01 |
Long |
1,271.73 |
1,510.60 |
11/08/01 |
+18.8 % |
| 09/04/01 |
Long |
1,424.12 |
1,361.69 |
09/06/01 |
-4.4 % |
| 06/19/01 |
Long |
1,675.90 |
1,673.39 |
07/26/01 |
-0.1 % |
| 04/05/01 |
Long |
1,519.05 |
1,796.81 |
05/15/01 |
+18.3 % |
|
| 12/18/00 |
Long |
2,543.09 |
2,655.77 |
01/19/01 |
+4.4 % |
| 11/13/00 |
Long |
2,836.62 |
2,792.41 |
11/20/00 |
-1.6 % |
| 10/12/00 |
Long |
3,004.45 |
3,308.48 |
11/02/00 |
+10.1 % |
| 08/03/00 |
Long |
3,623.50 |
4,077.59 |
08/31/00 |
+12.5 % |
| 05/26/00 |
Long |
3,101.44 |
3,763.79 |
06/30/00 |
+21.4 % |
| 04/14/00 |
Long |
3,207.96 |
3,245.08 |
05/10/00 |
+1.2 % |
| 03/15/00 |
Long |
4,130.01 |
4,250.19 |
03/30/00 |
+2.9 % |
|
| 10/21/99 |
Long |
2,477.14 |
2,940.25 |
11/16/99 |
+18.7 % |
| 08/06/99 |
Long |
2,212.15 |
2,513.94 |
09/22/99 |
+13.6 % |
| 07/12/99 |
Long |
2,384.24 |
2,233.51 |
07/26/99 |
-6.3 % |
| 05/26/99 |
Long |
2,053.04 |
2,322.32 |
07/01/99 |
+13.1 % |
| 03/23/99 |
Long |
1,961.31 |
2,103.63 |
04/14/99 |
+7.3 % |
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