|
LS Trader Results
CLICK BELOW TO SELECT WHICH YEAR RESULTS YOU WISH TO SEE
2007
2008
2009
2008 RESULTS
Results Explained:
Please find below the full list of closed trades for 2008. The below assumes a starting balance of £1 million and a risk per trade of 2%. Clearly not everyone is going to have a starting balance of £1 million, so simply divide the £1 million down to give an approximate of how you would have done this year assuming that you had taken all the trades*
For example
Say you had a starting balance of £10,000, simply divide the final balance by 100 to give an approximation of how your account size would have performed this year*
For example: at the end of the trading year, total account equity including closed and open positions was £15,041,903 so assuming a starting account of £10,000, simply divide £15,041,903 by 100 = £150,419.03
The list below only shows trades that have been closed and the date at which they have been closed. At the end of the trading year, 26 December 2008, there were still 23 trades open. These will not show until 2009. Please note that trades are shown as they are exited and any sequence of winning or losing trades is not representative of a winning or losing sequence as the majority of trades at the time would still be open, and therefore not showing on this list until they were closed.
Please also note that no single trade can incur a loss of greater than 2%. When larger losses than this are shown it is due to the contract being rolled over from a previous contract.
For example:
We entered Rough Rice on the 21st December 07 and rolled in to the next contract on the 15th February 08. We then rolled again 17th April 08 before finally exiting on the 15th May. All the contracts have to be added together to get a true reflection of the trade
15th February 2008 £263,746.23 profit
17th April 2008 £696,715.74 profit
15th May 08 -£316,850.21 loss
Total profit for the trade = £643,611.77
Please consider the same when looking at trades and ensure that you consider rollovers from previous contracts to get a true reflection of each trade.
*Some trades would not have been available to smaller account sizes, due to volatility and minimum trade sizes
Results Table
Click here to view as a separate PDF file
| |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
| 1 |
Date
Exited |
Commodity |
Position |
Date
Entered |
Price
Entered |
Price
Exited |
Points |
Amount
Per Point |
Profit / Loss |
Exit |
| 2 |
| 3 |
|
STARTING
BALANCE |
|
|
|
|
|
|
£1,000,000 |
|
| 4 |
2-Jan-08 |
Natural
Gas |
Short |
26-Dec |
7155 |
7620 |
-465 |
£62.48 |
-£29,053 |
Stopped |
| 5 |
4-Jan-08 |
Dax |
Long |
17-Dec |
7978 |
7850 |
-128 |
£152.62 |
-£19,535 |
Stopped |
| 6 |
7-Jan-08 |
Heating
Oil |
Long |
7-Jan |
26865 |
25850 |
-1015 |
£33.31 |
-£33,810 |
Stopped |
| 7 |
7-Jan-08 |
No
lead gas |
Long |
31-Dec |
24875 |
23750 |
-1125 |
£23.00 |
-£25,875 |
Stopped |
| 8 |
11-Jan-08 |
Light
Crude Oil (US) |
Long |
7-Jan |
9776 |
9250 |
-526 |
£64.28 |
-£33,811 |
Stopped |
| 9 |
18-Jan-08 |
Pork
Bellies |
Short |
31-Dec |
8477 |
8440 |
37 |
£51.44 |
£1,903 |
Rollover |
| 10 |
18-Jan-08 |
Lean
Hogs |
Short |
30-Dec |
5730 |
5540 |
190 |
£64.68 |
£12,289 |
Rollover |
| 11 |
18-Jan-08 |
Live
Cattle |
Short |
16-Nov |
9783 |
9110 |
673 |
£143.35 |
£96,475 |
Rollover |
| 12 |
21-Jan-08 |
Australian/USD |
Long |
14-Jan |
8860 |
8630 |
-230 |
£179.67 |
-£41,324 |
Stopped |
| 13 |
22-Jan-08 |
Soybean
Meal |
Long |
21-Dec |
33214 |
32800 |
-414 |
£19.43 |
-£8,044 |
Stopped |
| 14 |
28-Jan-08 |
Gold |
Long |
27-Nov |
833 |
910.35 |
77.35 |
£1,111.17 |
£85,949 |
Rollover |
| 15 |
28-Jan-08 |
Pork
Bellies |
Short |
18-Jan |
8358 |
8770 |
-412 |
£51.44 |
-£21,193 |
Stopped |
| 16 |
29-Jan-08 |
Lean
Hogs |
Short |
18-Jan |
6243 |
6470 |
-227 |
£64.68 |
-£14,682 |
Stopped |
| 17 |
30-Jan-08 |
Wall
Street |
Short |
21-Jan |
12102 |
12605 |
-503 |
£84.26 |
-£42,383 |
Stopped |
| 18 |
7-Feb-08 |
US
Dollar Index |
Short |
4-Feb |
7554 |
7676 |
-122 |
£390.82 |
-£47,680 |
Stopped |
| 19 |
7-Feb-08 |
30
Year T Bond |
Long |
21-Jan |
11979 |
11712 |
-267 |
£151.91 |
-£40,560 |
Stopped |
| 20 |
8-Feb-08 |
Cocoa
(NY) |
Long |
10-Dec |
2055 |
2329 |
274 |
£414.92 |
£113,688 |
Rollover |
| 21 |
8-Feb-08 |
Cotton
(NY) |
Long |
31-Dec |
6785 |
6826 |
41 |
£110.10 |
£4,514 |
Rollover |
| 22 |
11-Feb-08 |
Cotton
(NY) |
Long |
8-Feb |
7023 |
6830 |
-193 |
£110.10 |
-£21,249 |
Stopped |
| 23 |
11-Feb-08 |
Feeder
Cattle |
Short |
21-Dec |
10683 |
10625 |
58 |
£140.65 |
£8,158 |
Stopped |
| 24 |
12-Feb-08 |
Lumber |
Short |
21-Dec |
26052 |
23810 |
2242 |
£33.46 |
£75,017 |
Stopped |
| 25 |
14-Feb-08 |
British
Pound/Yen |
Short |
7-Jan |
21250 |
21232 |
18 |
£75.13 |
£1,352 |
Stopped |
| 26 |
15-Feb-08 |
Soybean
Oil |
Long |
21-Dec |
4727 |
5810 |
1083 |
£221.73 |
£240,134 |
Rollover |
| 27 |
15-Feb-08 |
Corn |
Long |
16-Nov |
392.35 |
510 |
117.65 |
£2,381.00 |
£280,125 |
Rollover |
| 28 |
15-Feb-08 |
High
Grade Copper |
Long |
7-Jan |
31225 |
34840 |
3615 |
£19.60 |
£70,854 |
Rollover |
| 29 |
15-Feb-08 |
Oats |
Long |
24-Dec |
305.5 |
353.5 |
48 |
£2,668.24 |
£128,076 |
Rollover |
| 30 |
15-Feb-08 |
Palladium |
Long |
4-Feb |
412 |
439.15 |
27.15 |
£1,490.03 |
£40,454 |
Rollover |
| 31 |
15-Feb-08 |
Rough
Rice |
Long |
21-Dec |
13722 |
16250 |
2528 |
£104.33 |
£263,746 |
Rollover |
| 32 |
15-Feb-08 |
Soybean
Meal |
Long |
11-Feb |
36100 |
35900 |
-200 |
£28.44 |
-£5,688 |
Rollover |
| 33 |
15-Feb-08 |
Soybeans |
Long |
21-Dec |
1180 |
1366.5 |
186.5 |
£564.00 |
£105,186 |
Rollover |
| 34 |
15-Feb-08 |
Wheat
(Chicago) |
Long |
3-Dec |
887 |
1031 |
144 |
£728.96 |
£104,970 |
Rollover |
| 35 |
15-Feb-08 |
Silver |
Long |
7-Jan |
1540 |
1723.5 |
183.5 |
£483.00 |
£88,631 |
Rollover |
| 36 |
19-Feb-08 |
Dax |
Short |
28-Jan |
6777 |
7105 |
-328 |
£107.00 |
-£35,096 |
Stopped |
| 37 |
19-Feb-08 |
10
Year T Note |
Long |
7-Jan |
11498 |
11570 |
72 |
£139.71 |
£10,059 |
Stopped |
| 38 |
25-Feb-08 |
Nikkei
225 |
Short |
7-Jan |
14505 |
14000 |
505 |
£42.53 |
£21,478 |
Stopped |
| 39 |
26-Feb-08 |
FTSE
100 |
Short |
21-Jan |
5868 |
6052 |
-184 |
£161.77 |
-£29,766 |
Stopped |
| 40 |
27-Feb-08 |
5
Year T Note |
Long |
7-Jan |
11145 |
11297.5 |
152.5 |
£193.20 |
£29,463 |
Rollover |
| 41 |
29-Feb-08 |
Orange
Juice (NY) |
Short |
14-Jan |
13335 |
12815 |
520 |
£35.17 |
£18,288 |
Rollover |
| 42 |
29-Feb-08 |
Sugar
#11 (NY) |
Long |
14-Jan |
1134 |
1405 |
271 |
£737.94 |
£199,982 |
Rollover |
| 43 |
7-Mar-08 |
Soybean
Meal |
Long |
15-Feb |
36524 |
35150 |
-1374 |
£28.44 |
-£39,077 |
Stopped |
| 44 |
14-Mar-08 |
Japanese
Yen/USD |
Long |
21-Jan |
9405 |
10070 |
665 |
£148.72 |
£98,899 |
Rollover |
| 45 |
14-Mar-08 |
Swiss
Franc/USD |
Long |
14-Jan |
9108 |
10009 |
901 |
£215.23 |
£193,922 |
Rollover |
| 46 |
14-Mar-08 |
Australian/USD |
Long |
4-Feb |
9002 |
9368 |
366 |
£169.08 |
£61,883 |
Rollover |
| 47 |
17-Mar-08 |
Coffee
Arabica |
Long |
11-Feb |
14880 |
14650 |
-230 |
£87.81 |
-£20,196 |
Stopped |
| 48 |
17-Mar-08 |
Sugar
#11 (NY) |
Long |
29-Feb |
1462.8 |
1270 |
-192.8 |
£737.94 |
-£142,275 |
Stopped |
| 49 |
17-Mar-08 |
High
Grade Copper |
Long |
15-Feb |
35029 |
36550 |
1521 |
£19.60 |
£29,812 |
Stopped |
| 50 |
17-Mar-08 |
Soybeans |
Long |
15-Feb |
1386.4 |
1323 |
-63.4 |
£564.00 |
-£35,758 |
Stopped |
| 51 |
17-Mar-08 |
US
Dollar Index |
Short |
3-Mar |
7377 |
7132 |
245 |
£448.67 |
£109,924 |
Rollover |
| 52 |
18-Mar-08 |
Soybean
Oil |
Long |
15-Feb |
5889.6 |
5840 |
-49.6 |
£221.73 |
-£10,998 |
Stopped |
| 53 |
18-Mar-08 |
Palladium |
Long |
15-Feb |
445.95 |
460 |
14.05 |
£1,490.03 |
£20,935 |
Stopped |
| 54 |
18-Mar-08 |
Oats |
Long |
15-Feb |
364.6 |
360 |
-4.6 |
£2,668.24 |
-£12,274 |
Stopped |
| 55 |
18-Mar-08 |
Wall
Street |
Short |
10-Mar |
11900 |
12410 |
-510 |
£186.06 |
-£94,891 |
Stopped |
| 56 |
19-Mar-08 |
Light
Crude Oil (US) |
Long |
25-Feb |
9885 |
10938 |
1053 |
£164.10 |
£172,797 |
Rollover |
| 57 |
19-Mar-08 |
Platinum |
Long |
24-Dec |
1522 |
1920 |
398 |
£898.48 |
£357,595 |
Stopped |
| 58 |
19-Mar-08 |
Cocoa
(NY) |
Long |
8-Feb |
2367 |
2429 |
62 |
£414.92 |
£25,725 |
Stopped |
| 59 |
19-Mar-08 |
S&P
500 |
Short |
14-Jan |
1409 |
1315.5 |
93.5 |
£794.71 |
£74,305 |
Rollover |
| 60 |
19-Mar-08 |
Nasdaq
100 |
Short |
21-Jan |
1848 |
1743 |
105 |
£378.43 |
£39,735 |
Rollover |
| 61 |
19-Mar-08 |
Canadian/USD |
Long |
3-Mar |
10102 |
9850 |
-252 |
£409.50 |
-£103,194 |
Stopped |
| 62 |
20-Mar-08 |
Corn |
Long |
15-Feb |
523.35 |
520 |
-3.35 |
£2,381.00 |
-£7,976 |
Stopped |
| 63 |
20-Mar-08 |
Gold |
Long |
28-Jan |
916 |
915 |
-1 |
£1,111.17 |
-£1,111 |
Stopped |
| 64 |
20-Mar-08 |
British
Pound/USD |
Long |
10-Mar |
19979 |
19650 |
-329 |
£288.43 |
-£94,893 |
Stopped |
| 65 |
20-Mar-08 |
Cotton
(NY) |
Long |
25-Feb |
7565 |
7180 |
-385 |
£206.74 |
-£79,595 |
Stopped |
| 66 |
21-Mar-08 |
Feeder
Cattle |
Short |
10-Mar |
10400 |
10235 |
165 |
£225.94 |
£37,280 |
Rollover |
| 67 |
21-Mar-08 |
Live
Cattle |
Short |
18-Jan |
9370.5 |
8982.5 |
388 |
£143.35 |
£55,620 |
Rollover |
| 68 |
21-Mar-08 |
Lean
Hogs |
Short |
3-Mar |
5995 |
5515 |
480 |
£239.99 |
£115,195 |
Rollover |
| 69 |
21-Mar-08 |
Silver |
Long |
15-Feb |
1736.8 |
1730 |
-6.8 |
£483.00 |
-£3,284 |
Stopped |
| 70 |
21-Mar-08 |
Australian/USD |
Long |
14-Mar |
9252 |
8927 |
-325 |
£169.08 |
-£54,951 |
Stopped |
| 71 |
21-Mar-08 |
Wheat
(Chicago) |
Long |
15-Feb |
1041.6 |
1019 |
-22.6 |
£728.96 |
-£16,474 |
Stopped |
| 72 |
24-Mar-08 |
Nasdaq
100 |
Short |
19-Mar |
1746 |
1813 |
-67 |
£378.43 |
-£25,355 |
Stopped |
| 73 |
25-Mar-08 |
Nikkei
225 |
Short |
17-Mar |
12138 |
12840 |
-702 |
£164.86 |
-£115,732 |
Stopped |
| 74 |
31-Mar-08 |
Heating
Oil |
Long |
25-Feb |
27440 |
31035 |
3595 |
£73.02 |
£262,507 |
Rollover |
| 75 |
1-Apr-08 |
S&P
500 |
Short |
19-Mar |
1316 |
1363 |
-47 |
£794.71 |
-£37,351 |
Stopped |
| 76 |
2-Apr-08 |
5
Year T Note |
Long |
27-Feb |
11239.9 |
11300 |
60.1 |
£193.20 |
£11,611 |
Stopped |
| 77 |
7-Apr-08 |
Dax |
Short |
10-Mar |
6578.5 |
6885 |
-306.5 |
£255.43 |
-£78,289 |
Stopped |
| 78 |
7-Apr-08 |
FTSE
100 |
Short |
10-Mar |
5702.5 |
6010 |
-307.5 |
£308.60 |
-£94,895 |
Stopped |
| 79 |
8-Apr-08 |
Lumber |
Short |
18-Feb |
24300 |
24470 |
-170 |
£52.50 |
-£8,925 |
Stopped |
| 80 |
15-Apr-08 |
Live
Cattle |
Short |
18-Jan |
8983 |
9210 |
-227 |
£143.35 |
-£32,540 |
Stopped |
| 81 |
15-Apr-08 |
Lean
Hogs |
Short |
3-Mar |
7100.5 |
7320 |
-219.5 |
£239.99 |
-£52,678 |
Stopped |
| 82 |
16-Apr-08 |
10
Year T Note |
Long |
10-Mar |
11763 |
11695 |
-68 |
£435.30 |
-£29,600 |
Stopped |
| 83 |
17-Apr-08 |
30
Year T Bond |
Long |
17-Mar |
11922 |
11650 |
-272 |
£332.57 |
-£90,459 |
Stopped |
| 84 |
17-Apr-08 |
Corn |
Long |
7-Apr |
598 |
602.5 |
4.5 |
£1,857.58 |
£8,359 |
Rollover |
| 85 |
17-Apr-08 |
Feeder
Cattle |
Short |
10-Mar |
10483 |
10622.5 |
-139.5 |
£225.94 |
-£31,519 |
Rollover |
| 86 |
17-Apr-08 |
Pork
Bellies |
Short |
10-Mar |
8405 |
7695 |
710 |
£156.85 |
£111,364 |
Rollover |
| 87 |
17-Apr-08 |
Rough
Rice |
Long |
15-Feb |
16602 |
23280 |
6678 |
£104.33 |
£696,716 |
Rollover |
| 88 |
18-Apr-08 |
Japanese
Yen/USD |
Long |
14-Mar |
10122 |
9740 |
-382 |
£148.72 |
-£56,811 |
Stopped |
| 89 |
18-Apr-08 |
British
Pound/Yen |
Short |
17-Mar |
19783 |
20430 |
-647 |
£143.95 |
-£93,136 |
Stopped |
| 90 |
18-Apr-08 |
Swiss
Franc/USD |
Long |
14-Mar |
10016 |
9745 |
-271 |
£215.23 |
-£58,327 |
Stopped |
| 91 |
22-Apr-08 |
Light
Crude Oil (US) |
Long |
19-Mar |
10852 |
11744 |
892 |
£164.10 |
£146,377 |
Rollover |
| 92 |
23-Apr-08 |
Feeder
Cattle |
Short |
17-Apr |
10853 |
11032.5 |
-179.5 |
£225.94 |
-£40,556 |
Stopped |
| 93 |
25-Apr-08 |
Natural
Gas |
Long |
21-Apr |
10587 |
10775 |
188 |
£122.89 |
£23,103 |
Rollover |
| 94 |
25-Apr-08 |
Orange
Juice (NY) |
Short |
29-Feb |
12913 |
12110 |
803 |
£35.17 |
£28,242 |
Stopped |
| 95 |
30-Apr-08 |
Heating
Oil |
Long |
31-Mar |
29885 |
32450 |
2565 |
£73.02 |
£187,296 |
Rollover |
| 96 |
30-Apr-08 |
No
lead gas |
Long |
7-Apr |
27557 |
29377 |
1820 |
£56.77 |
£103,321 |
Rollover |
| 97 |
1-May-08 |
Euro/USD |
Long |
3-Mar |
15119 |
15450 |
331 |
£323.50 |
£107,079 |
Stopped |
| 98 |
2-May-08 |
US
Dollar Index |
Short |
17-Mar |
7180.5 |
7400 |
-219.5 |
£448.67 |
-£98,483 |
Stopped |
| 99 |
9-May-08 |
Pork
Bellies |
Short |
17-Apr |
7668 |
8125 |
-457 |
£156.85 |
-£71,680 |
Stopped |
| 100 |
15-May-08 |
Rough
Rice |
Long |
17-Apr |
23637 |
20600 |
-3037 |
£104.33 |
-£316,850 |
Stopped |
| 101 |
20-May-08 |
Light
Crude Oil (US) |
Long |
22-Apr |
11665 |
12701 |
1036 |
£164.10 |
£170,008 |
Rollover |
| 102 |
22-May-08 |
Lumber |
Short |
21-Apr |
24690 |
25600 |
-910 |
£46.65 |
-£42,452 |
Stopped |
| 103 |
27-May-08 |
Natural
Gas |
Long |
25-Apr |
10952 |
12041 |
1089 |
£122.89 |
£133,827 |
Rollover |
| 104 |
29-May-08 |
Platinum |
Long |
12-May |
2092 |
1980 |
-112 |
£817.50 |
-£91,560 |
Stopped |
| 105 |
29-May-08 |
Corn |
Long |
17-Apr |
617.6 |
581 |
-36.6 |
£1,857.58 |
-£67,987 |
Stopped |
| 106 |
30-May-08 |
Oats |
Long |
5-May |
412 |
375 |
-37 |
£1,996.62 |
-£73,875 |
Stopped |
| 107 |
30-May-08 |
Soybean
Oil |
Long |
26-May |
6360 |
5950 |
-410 |
£229.96 |
-£94,284 |
Stopped |
| 108 |
30-May-08 |
No
lead gas |
Long |
30-Apr |
29336 |
34027 |
4691 |
£56.77 |
£266,308 |
Rollover |
| 109 |
30-May-08 |
Heating
Oil |
Long |
30-Apr |
32340 |
36870 |
4530 |
£73.02 |
£330,781 |
Rollover |
| 110 |
10-Jun-08 |
Canadian/USD |
Long |
19-May |
10004 |
9750 |
-254 |
£339.53 |
-£86,241 |
Stopped |
| 111 |
13-Jun-08 |
Cotton
(NY) |
Short |
2-Jun |
6575 |
6994 |
-419 |
£157.82 |
-£66,127 |
Rollover |
| 112 |
13-Jun-08 |
Cocoa
(NY) |
Long |
9-Jun |
2844 |
2966 |
122 |
£536.12 |
£65,407 |
Rollover |
| 113 |
13-Jun-08 |
Swiss
Franc/USD |
Long |
9-Jun |
9812 |
9520 |
-292 |
£319.47 |
-£93,285 |
Stopped |
| 114 |
13-Jun-08 |
Cotton
(NY) |
Short |
13-Jun |
7677 |
7857 |
-180 |
£157.82 |
-£28,408 |
Stopped |
| 115 |
13-Jun-08 |
Australian/USD |
Long |
28-Apr |
9275 |
9372 |
97 |
£303.65 |
£29,454 |
Rollover |
| 116 |
13-Jun-08 |
British
Pound/USD |
Short |
5-May |
19683 |
19474 |
209 |
£233.04 |
£48,705 |
Rollover |
| 117 |
17-Jun-08 |
Sugar
#11 (NY) |
Short |
26-May |
1008 |
1115 |
-107 |
£881.15 |
-£94,283 |
Stopped |
| 118 |
19-Jun-08 |
Light
Crude Oil (US) |
Long |
20-May |
12674 |
13189 |
515 |
£164.10 |
£84,512 |
Rollover |
| 119 |
19-Jun-08 |
Soybean
Oil |
Long |
9-Jun |
6435 |
6406 |
-29 |
£214.45 |
-£6,219 |
Rollover |
| 120 |
19-Jun-08 |
Corn |
Long |
9-Jun |
649 |
726.75 |
77.75 |
£1,865.72 |
£145,060 |
Rollover |
| 121 |
19-Jun-08 |
Oats |
Long |
16-Jun |
425 |
412 |
-13 |
£2,633.40 |
-£34,234 |
Rollover |
| 122 |
19-Jun-08 |
Soybean
Meal |
Long |
9-Jun |
37100 |
41910 |
4810 |
£30.09 |
£144,733 |
Rollover |
| 123 |
19-Jun-08 |
Soybeans |
Long |
9-Jun |
1457 |
1544 |
87 |
£797.31 |
£69,366 |
Rollover |
| 124 |
19-Jun-08 |
Wheat
(Chicago) |
Long |
16-Jun |
881 |
880 |
-1 |
£960.09 |
-£960 |
Rollover |
| 125 |
20-Jun-08 |
Pork
Bellies |
Short |
9-Jun |
7200 |
7237.5 |
-37.5 |
£127.78 |
-£4,792 |
Rollover |
| 126 |
25-Jun-08 |
Natural
Gas |
Long |
27-May |
12187 |
12996 |
809 |
£122.89 |
£99,418 |
Rollover |
| 127 |
26-Jun-08 |
British
Pound/USD |
Short |
13-Jun |
19333 |
19707 |
-374 |
£233.04 |
-£87,157 |
Stopped |
| 128 |
30-Jun-08 |
Heating
Oil |
Long |
30-May |
37069 |
39051 |
1982 |
£73.02 |
£144,726 |
Rollover |
| 129 |
30-Jun-08 |
No
lead gas |
Long |
30-May |
33281 |
34997 |
1716 |
£56.77 |
£97,417 |
Rollover |
| 130 |
30-Jun-08 |
Orange
Juice (NY) |
Short |
19-May |
10830 |
10965 |
-135 |
£70.40 |
-£9,504 |
Rollover |
| 131 |
30-Jun-08 |
Orange
Juice (NY) |
Short |
30-Jun |
11353 |
12270 |
-917 |
£70.40 |
-£64,557 |
Stopped |
| 132 |
7-Jul-08 |
Palladium |
Long |
23-Jun |
478 |
449 |
-29 |
£3,288.93 |
-£95,379 |
Stopped |
| 133 |
8-Jul-08 |
Natural
Gas |
Long |
25-Jun |
13135 |
12490 |
-645 |
£122.89 |
-£79,264 |
Stopped |
| 134 |
9-Jul-08 |
High
Grade Copper |
Long |
23-Jun |
38200 |
36765 |
-1435 |
£66.46 |
-£95,370 |
Stopped |
| 135 |
14-Jul-08 |
Corn |
Long |
19-Jun |
742 |
675 |
-67 |
£1,865.72 |
-£125,003 |
Stopped |
| 136 |
15-Jul-08 |
No
lead gas |
Long |
30-Jun |
35181 |
33600 |
-1581 |
£56.77 |
-£89,753 |
Stopped |
| 137 |
16-Jul-08 |
Wheat
(Chicago) |
Long |
19-Jun |
899 |
802 |
-97 |
£960.09 |
-£93,129 |
Stopped |
| 138 |
16-Jul-08 |
Soybean
Oil |
Long |
19-Jun |
6449 |
6190 |
-259 |
£214.45 |
-£55,543 |
Stopped |
| 139 |
16-Jul-08 |
Oats |
Long |
19-Jun |
425 |
419 |
-6 |
£2,633.40 |
-£15,800 |
Stopped |
| 140 |
17-Jul-08 |
Light
Crude Oil (US) |
Long |
19-Jun |
13262 |
13195 |
-67 |
£164.10 |
-£10,995 |
Stopped |
| 141 |
17-Jul-08 |
Pork
Bellies |
Short |
20-Jun |
7268 |
6580 |
688 |
£127.78 |
£87,913 |
Rollover |
| 142 |
17-Jul-08 |
Lean
Hogs |
Short |
30-Jun |
7263 |
7690 |
-427 |
£226.72 |
-£96,809 |
Rollover |
| 143 |
17-Jul-08 |
Soybean
Meal |
Long |
19-Jun |
41664 |
40900 |
-764 |
£30.09 |
-£22,989 |
Rollover |
| 144 |
18-Jul-08 |
Cocoa
(NY) |
Long |
13-Jun |
2987 |
2850 |
-137 |
£536.12 |
-£73,448 |
Stopped |
| 145 |
18-Jul-08 |
Heating
Oil |
Long |
30-Jun |
39340 |
37300 |
-2040 |
£73.02 |
-£148,961 |
Stopped |
| 146 |
18-Jul-08 |
Coffee
Arabica |
Long |
23-Jun |
14695 |
13640 |
-1055 |
£90.40 |
-£95,372 |
Stopped |
| 147 |
18-Jul-08 |
Lean
Hogs |
Short |
17-Jul |
7278 |
7385 |
-107 |
£226.72 |
-£24,259 |
Stopped |
| 148 |
18-Jul-08 |
Soybean
Meal |
Long |
17-Jul |
40454 |
38940 |
-1514 |
£30.09 |
-£45,556 |
Stopped |
| 149 |
18-Jul-08 |
Soybeans |
Long |
19-Jun |
1522 |
1473 |
-49 |
£797.31 |
-£39,068 |
Stopped |
| 150 |
23-Jul-08 |
30
Year T Bond |
Long |
7-Jul |
11609 |
11365 |
-244 |
£515.95 |
-£125,892 |
Stopped |
| 151 |
25-Jul-08 |
Silver |
Long |
7-Jul |
1820 |
1710 |
-110 |
£1,144.49 |
-£125,894 |
Stopped |
| 152 |
28-Jul-08 |
Gold |
Long |
30-Jun |
930 |
926.45 |
-3.55 |
£2,845.42 |
-£10,101 |
Rollover |
| 153 |
29-Jul-08 |
Swiss
Franc/USD |
Long |
14-Jul |
9822 |
9595 |
-227 |
£429.19 |
-£97,426 |
Stopped |
| 154 |
29-Jul-08 |
US
Dollar Index |
Short |
14-Jul |
7234 |
7360 |
-126 |
£703.26 |
-£88,611 |
Stopped |
| 155 |
29-Jul-08 |
Euro/USD |
Long |
14-Jul |
15836 |
15545 |
-291 |
£347.44 |
-£101,105 |
Stopped |
| 156 |
30-Jul-08 |
Gold |
Long |
28-Jul |
932 |
917 |
-15 |
£2,845.42 |
-£42,681 |
Stopped |
| 157 |
30-Jul-08 |
Australian/USD |
Long |
13-Jun |
9265 |
9375 |
110 |
£303.65 |
£33,402 |
Stopped |
| 158 |
5-Aug-08 |
Nasdaq
100 |
Short |
16-Jun |
1973 |
1882 |
91 |
£1,197.00 |
£108,927 |
Stopped |
| 159 |
6-Aug-08 |
Live
Cattle |
Short |
21-Jul |
10540 |
10880 |
-340 |
£254.54 |
-£86,544 |
Stopped |
| 160 |
6-Aug-08 |
Dax |
Short |
9-Jun |
6826 |
6625 |
201 |
£306.86 |
£61,679 |
Stopped |
| 161 |
8-Aug-08 |
Wall
Street |
Short |
9-Jun |
12213 |
11690 |
523 |
£183.99 |
£96,227 |
Stopped |
| 162 |
8-Aug-08 |
S&P
500 |
Short |
9-Jun |
1361 |
1295 |
66 |
£1,865.72 |
£123,138 |
Stopped |
| 163 |
11-Aug-08 |
Pork
Bellies |
Short |
17-Jul |
9113 |
9500 |
-387 |
£127.78 |
-£49,451 |
Stopped |
| 164 |
12-Aug-08 |
FTSE
100 |
Short |
9-Jun |
5892 |
5560 |
332 |
£302.87 |
£100,553 |
Stopped |
| 165 |
12-Aug-08 |
Lumber |
Short |
30-Jun |
25800 |
26240 |
-440 |
£106.37 |
-£46,803 |
Stopped |
| 166 |
14-Aug-08 |
Palladium |
Short |
11-Aug |
330 |
310 |
20 |
£2,223.76 |
£44,475 |
Rollover |
| 167 |
21-Aug-08 |
Gold |
Short |
18-Aug |
792 |
840 |
-48 |
£1,474.66 |
-£70,784 |
Stopped |
| 168 |
21-Aug-08 |
Canadian/USD |
Short |
11-Aug |
9369 |
9570 |
-201 |
£331.90 |
-£66,712 |
Stopped |
| 169 |
26-Aug-08 |
Orange
Juice (NY) |
Short |
4-Aug |
10365 |
11400 |
-1035 |
£64.32 |
-£66,571 |
Stopped |
| 170 |
27-Aug-08 |
5
Year T Note |
Long |
18-Aug |
11219 |
11242.9 |
23.9 |
£509.23 |
£12,171 |
Rollover |
| 171 |
27-Aug-08 |
30
Year T Bond |
Long |
18-Aug |
11748 |
11858.5 |
110.5 |
£274.35 |
£30,316 |
Rollover |
| 172 |
28-Aug-08 |
Silver |
Short |
18-Aug |
1293 |
1410 |
-117 |
£604.99 |
-£70,784 |
Stopped |
| 173 |
28-Aug-08 |
Platinum |
Short |
18-Aug |
1388 |
1500 |
-112 |
£632.00 |
-£70,784 |
Stopped |
| 174 |
28-Aug-08 |
Wheat
(Chicago) |
Long |
25-Aug |
891 |
800 |
-91 |
£756.39 |
-£68,831 |
Stopped |
| 175 |
11-Sep-08 |
Nikkei
225 |
Short |
30-Jun |
13560 |
12285 |
1275 |
£153.81 |
£196,108 |
Rollover |
| 176 |
12-Sep-08 |
US
Dollar Index |
Long |
8-Sep |
7881 |
8005 |
124 |
£432.28 |
£53,603 |
Rollover |
| 177 |
12-Sep-08 |
British
Pound/USD |
Short |
11-Aug |
19155 |
17943 |
1212 |
£193.37 |
£234,364 |
Rollover |
| 178 |
12-Sep-08 |
British
Pound/Yen |
Short |
18-Aug |
20560 |
19349 |
1211 |
£244.08 |
£295,581 |
Rollover |
| 179 |
15-Sep-08 |
Coffee
Arabica |
Long |
1-Sep |
14575 |
13690 |
-885 |
£75.96 |
-£67,225 |
Stopped |
| 180 |
17-Sep-08 |
Gold |
Short |
15-Sep |
768 |
825 |
-57 |
£1,467.28 |
-£83,635 |
Stopped |
| 181 |
18-Sep-08 |
Euro/USD |
Short |
15-Sep |
14157 |
14530 |
-373 |
£224.22 |
-£83,634 |
Stopped |
| 182 |
18-Sep-08 |
US
Dollar Index |
Long |
12-Sep |
8074 |
7750 |
-324 |
£432.28 |
-£140,059 |
Stopped |
| 183 |
19-Sep-08 |
Live
Cattle |
Short |
1-Sep |
10405 |
10070 |
335 |
£161.98 |
£54,263 |
Rollover |
| 184 |
19-Sep-08 |
Lean
Hogs |
Short |
1-Sep |
6842 |
6802.5 |
39.5 |
£143.63 |
£5,673 |
Rollover |
| 185 |
22-Sep-08 |
Canadian/USD |
Short |
8-Sep |
9433 |
9602 |
-169 |
£378.76 |
-£64,010 |
Stopped |
| 186 |
22-Sep-08 |
Pork
Bellies |
Short |
8-Sep |
8610 |
9350 |
-740 |
£107.48 |
-£79,535 |
Stopped |
| 187 |
22-Sep-08 |
Swiss
Franc/USD |
Short |
8-Sep |
8965 |
9255 |
-290 |
£284.27 |
-£82,438 |
Stopped |
| 188 |
22-Sep-08 |
British
Pound/USD |
Short |
12-Sep |
17818 |
18470 |
-652 |
£193.37 |
-£126,077 |
Stopped |
| 189 |
25-Sep-08 |
30
Year T Bond |
Long |
27-Aug |
11777 |
11620 |
-157 |
£274.35 |
-£43,073 |
Stopped |
| 190 |
29-Sep-08 |
Sugar
#11 (NY) |
Short |
15-Sep |
1244 |
1262 |
-18 |
£781.63 |
-£14,069 |
Rollover |
| 191 |
2-Oct-08 |
Rough
Rice |
Long |
25-Aug |
18160 |
18230 |
70 |
£80.03 |
£5,602 |
Stopped |
| 192 |
13-Oct-08 |
5
Year T Note |
Long |
27-Aug |
11193 |
11140 |
-53 |
£509.23 |
-£26,989 |
Stopped |
| 193 |
17-Oct-08 |
Lumber |
Short |
25-Aug |
24210 |
19610 |
4600 |
£59.33 |
£272,918 |
Rollover |
| 194 |
17-Oct-08 |
Soybeans |
Short |
22-Sep |
1146 |
868.5 |
277.5 |
£710.19 |
£197,078 |
Rollover |
| 195 |
31-Oct-08 |
Orange
Juice (NY) |
Short |
15-Sep |
9575 |
7940 |
1635 |
£54.84 |
£89,663 |
Rollover |
| 196 |
31-Oct-08 |
Heating
Oil |
Short |
13-Oct |
22650 |
19856 |
2794 |
£98.26 |
£274,538 |
Rollover |
| 197 |
31-Oct-08 |
No
Lead Gas |
Short |
20-Oct |
16700 |
14685 |
2015 |
£86.84 |
£174,983 |
Rollover |
| 198 |
4-Nov-08 |
Palladium |
Short |
14-Aug |
309 |
210 |
99 |
£2,223.76 |
£220,152 |
Stopped |
| 199 |
4-Nov-08 |
Sugar
#11 (NY) |
Short |
29-Sep |
1387 |
1261 |
126 |
£781.63 |
£98,485 |
Stopped |
| 200 |
5-Nov-08 |
Feeder
Cattle |
Short |
20-Oct |
9805 |
10080 |
-275 |
£269.48 |
-£74,107 |
Stopped |
| 201 |
14-Nov-08 |
Cocoa
(NY) |
Short |
13-Oct |
2244 |
1932 |
312 |
£934.95 |
£291,704 |
Rollover |
| 202 |
14-Nov-08 |
Cotton
(NY) |
Short |
14-Jul |
7370 |
4145 |
3225 |
£204.80 |
£660,480 |
Rollover |
| 203 |
14-Nov-08 |
Coffee
Arabica |
Short |
6-Oct |
12205 |
11070 |
1135 |
£106.89 |
£121,320 |
Rollover |
| 204 |
20-Nov-08 |
Light
Crude Oil (US) |
Short |
13-Oct |
7984 |
5366 |
2618 |
£251.43 |
£658,244 |
Rollover |
| 205 |
20-Nov-08 |
Gold |
Short |
27-Oct |
736 |
749.05 |
-13.05 |
£4,231.21 |
-£55,217 |
Rollover |
| 206 |
20-Nov-08 |
High
Grade Copper |
Short |
6-Oct |
26900 |
15592 |
11308 |
£51.26 |
£579,648 |
Rollover |
| 207 |
20-Nov-08 |
Silver |
Short |
8-Sep |
1232 |
904.5 |
327.5 |
£459.77 |
£150,575 |
Rollover |
| 208 |
20-Nov-08 |
Corn |
Short |
6-Oct |
454 |
364.25 |
89.75 |
£1,588.32 |
£142,552 |
Rollover |
| 209 |
20-Nov-08 |
Soybean
Oil |
Short |
8-Sep |
4953 |
3069 |
1884 |
£165.36 |
£311,538 |
Rollover |
| 210 |
20-Nov-08 |
Soybean
Meal |
Short |
6-Oct |
27000 |
25760 |
1240 |
£37.46 |
£46,450 |
Rollover |
| 211 |
20-Nov-08 |
Live
Cattle |
Short |
19-Sep |
10160 |
8600 |
1560 |
£161.98 |
£252,689 |
Rollover |
| 212 |
20-Nov-08 |
Lean
Hogs |
Short |
19-Sep |
6493 |
5700 |
793 |
£143.63 |
£113,899 |
Rollover |
| 213 |
20-Nov-08 |
Oats |
Short |
8-Sep |
347 |
207.3 |
139.7 |
£1,807.72 |
£252,538 |
Rollover |
| 214 |
20-Nov-08 |
Wheat
(Chicago) |
Short |
8-Sep |
761 |
512.8 |
248.2 |
£723.09 |
£179,471 |
Rollover |
| 215 |
21-Nov-08 |
Gold |
Short |
20-Nov |
749 |
801.5 |
-52.5 |
£4,231.21 |
-£222,139 |
Stopped |
| 216 |
24-Nov-08 |
Natural
Gas |
Short |
17-Nov |
6315 |
6495 |
-180 |
£277.10 |
-£49,878 |
Rollover |
| 217 |
24-Nov-08 |
Pork
Bellies |
Short |
10-Nov |
8610 |
9070 |
-460 |
£403.33 |
-£185,532 |
Stopped |
| 218 |
24-Nov-08 |
Silver |
Short |
20-Nov |
904 |
1052 |
-148 |
£459.77 |
-£68,046 |
Stopped |
| 219 |
24-Nov-08 |
Lean
Hogs |
Short |
20-Nov |
6365.5 |
6560 |
-194.5 |
£143.63 |
-£27,936 |
Stopped |
| 220 |
26-Nov-08 |
5
Year T Note |
Long |
10-Nov |
11535 |
11846 |
311 |
£968.04 |
£301,060 |
Rollover |
| 221 |
26-Nov-08 |
Cocoa
(NY) |
Short |
14-Nov |
1945 |
2215 |
-270 |
£934.95 |
-£252,437 |
Stopped |
| 222 |
28-Nov-08 |
Heating
Oil |
Short |
31-Oct |
19987 |
17382 |
2605 |
£98.26 |
£255,967 |
Rollover |
| 223 |
28-Nov-08 |
No
Lead Gas |
Short |
31-Oct |
14461 |
11813 |
2648 |
£86.84 |
£229,952 |
Rollover |
| 224 |
10-Dec-08 |
Nikkei
225 |
Short |
11-Sep |
12271 |
8650 |
3621 |
£153.81 |
£556,946 |
Rollover |
| 225 |
11-Dec-08 |
Euro/USD |
Short |
6-Oct |
13829 |
13085 |
744 |
£227.36 |
£169,156 |
Closed |
| 226 |
11-Dec-08 |
US
Dollar Index |
Long |
6-Oct |
8058 |
8430 |
372 |
£366.13 |
£136,200 |
Stopped |
| 227 |
12-Dec-08 |
Australian/USD |
Short |
15-Sep |
8148 |
6627 |
1521 |
£251.91 |
£383,155 |
Rollover |
| 228 |
12-Dec-08 |
British
Pound/USD |
Short |
13-Oct |
17036 |
14977 |
2059 |
£294.49 |
£606,355 |
Rollover |
| 229 |
12-Dec-08 |
Canadian/USD |
Short |
13-Oct |
8546 |
8052 |
494 |
£536.49 |
£265,026 |
Rollover |
| 230 |
12-Dec-08 |
Japanese
Yen/USD |
Long |
29-Sep |
9503 |
10975 |
1472 |
£236.76 |
£348,511 |
Rollover |
| 231 |
12-Dec-08 |
Swiss
Franc/USD |
Short |
13-Oct |
8823 |
8505 |
318 |
£571.51 |
£181,740 |
Rollover |
| 232 |
12-Dec-08 |
British
Pound/Yen |
Short |
12-Sep |
19129 |
13646 |
5483 |
£244.08 |
£1,338,291 |
Rollover |
| 233 |
15-Dec-08 |
Swiss
Franc/USD |
Short |
12-Dec |
8547 |
8622 |
-75 |
£571.51 |
-£42,863 |
Stopped |
| 234 |
16-Dec-08 |
Australian/USD |
Short |
12-Dec |
6578 |
6763 |
-185 |
£251.91 |
-£46,603 |
Stopped |
| 235 |
16-Dec-08 |
Nikkei
225 |
Short |
10-Dec |
8811 |
8905 |
-94 |
£153.81 |
-£14,458 |
Stopped |
| 236 |
16-Dec-08 |
Canadian/USD |
Short |
12-Dec |
8056 |
8295 |
-239 |
£536.49 |
-£128,221 |
Stopped |
| 237 |
16-Dec-08 |
British
Pound/USD |
Short |
12-Dec |
14947 |
15551 |
-604 |
£294.49 |
-£177,872 |
Stopped |
| 238 |
17-Dec-08 |
Rough
Rice |
Short |
20-Oct |
15550 |
15220 |
330 |
£139.76 |
£46,121 |
Stopped |
| 239 |
18-Dec-08 |
Pork
Bellies |
Short |
15-Dec |
8105 |
8825 |
-720 |
£445.34 |
-£320,645 |
Stopped |
| 240 |
18-Dec-08 |
Wall
Street |
Short |
6-Oct |
10364 |
8802 |
1562 |
£148.18 |
£231,457 |
Rollover |
| 241 |
18-Dec-08 |
Nasdaq
100 |
Short |
15-Sep |
1781 |
1233 |
548 |
£1,058.67 |
£580,151 |
Rollover |
| 242 |
18-Dec-08 |
S&P
500 |
Short |
15-Sep |
1259 |
906 |
353 |
£1,608.36 |
£567,751 |
Rollover |
| 243 |
18-Dec-08 |
Light
Crude Oil (US) |
Short |
20-Nov |
5407 |
3626 |
1781 |
£251.43 |
£447,797 |
Rollover |
| 244 |
18-Dec-08 |
Soybean
Oil |
Short |
20-Nov |
3098 |
3076 |
22 |
£165.36 |
£3,638 |
Rollover |
| 245 |
18-Dec-08 |
Feeder
Cattle |
Short |
24-Nov |
8960 |
9260 |
-300 |
£575.32 |
-£172,596 |
Rollover |
| 246 |
18-Dec-08 |
Lumber |
Short |
17-Oct |
20622 |
17730 |
2892 |
£59.33 |
£171,582 |
Rollover |
| 247 |
18-Dec-08 |
Soybean
Meal |
Short |
20-Nov |
25826 |
26670 |
-844 |
£37.46 |
-£31,616 |
Rollover |
| 248 |
18-Dec-08 |
Soybeans |
Short |
17-Oct |
879 |
871 |
8 |
£710.19 |
£5,682 |
Rollover |
| 249 |
18-Dec-08 |
Platinum |
Short |
17-Nov |
845 |
865.4 |
-20.4 |
£4,412.43 |
-£90,014 |
Rollover |
| 250 |
19-Dec-08 |
FTSE
100 |
Short |
6-Oct |
5005 |
4305 |
700 |
£265.34 |
£185,738 |
Rollover |
| 251 |
19-Dec-08 |
Dax |
Short |
8-Sep |
6374 |
4698 |
1676 |
£234.63 |
£393,240 |
Rollover |
| 252 |
22-Dec-08 |
Soybean
Meal |
Short |
18-Dec |
26636 |
27100 |
-464 |
£37.46 |
-£17,381 |
Stopped |
| 253 |
23-Dec-08 |
Wheat
(Chicago) |
Short |
20-Nov |
530.5 |
580 |
-49.5 |
£723.09 |
-£35,793 |
Stopped |
| 254 |
24-Dec-08 |
Soybeans |
Short |
18-Dec |
873.6 |
911 |
-37.4 |
£710.19 |
-£26,561 |
Stopped |
| 255 |
24-Dec-08 |
Feeder
Cattle |
Short |
18-Dec |
9165.5 |
9447.5 |
-282 |
£575.32 |
-£162,240 |
Stopped |
| 256 |
26-Dec-08 |
Platinum |
Short |
18-Dec |
867.1 |
892 |
-24.9 |
£4,412.43 |
-£109,870 |
Stopped |
| 257 |
26-Dec-08 |
Natural
Gas |
Short |
24-Nov |
6494 |
5925 |
569 |
£277.10 |
£157,670 |
Rollover |
| 258 |
26-Dec-08 |
Live
Cattle |
Short |
20-Nov |
8663 |
8885 |
-222 |
£161.98 |
-£35,960 |
Stopped |
| 259 |
26-Dec-08 |
Corn |
Short |
20-Nov |
379 |
404 |
-25 |
£1,588.32 |
-£39,708 |
Stopped |
| 260 |
26-Dec-08 |
Oats |
Short |
20-Nov |
221.5 |
233 |
-11.5 |
£1,807.72 |
-£20,789 |
Stopped |
| 261 |
|
|
|
|
|
|
|
|
|
|
| 262 |
|
|
|
|
|
|
|
|
|
|
| 263 |
|
|
|
|
|
|
|
CLOSED
BALANCE |
£13,045,513 |
| 264 |
|
|
|
|
|
|
|
OPEN
POSITIONS |
£2,996,390 |
| 265 |
|
|
|
|
|
|
|
|
|
|
| 266 |
|
|
|
|
|
|
|
TOTAL
END BALANCE |
£16,041,903 |
| 242 |
SEE
BELOW IMPORTANT NOTES |
|
|
|
|
|
|
| 268 |
|
|
|
|
|
|
|
|
|
|
| 269 |
1) As at 26 December 2008,
we still had numerous trades open that were showing a running profit
of £2,996,390. |
| 270 |
2) The total profit for
the year is £12,045,513 + £2,996,390, which is £15,041,903. |
| 271 |
3) The total percentage
gain for 2008 is 1504.1% |
| 272 |
|
|
|
|
|
|
|
|
|
|
2007 RESULTS
Results Explained:
Please find below the full list of closed trades for 2007. The below assumes a starting balance of £1 million and a risk per trade of 2%. Clearly not everyone is going to have a starting balance of £1 million, so simply divide the £1 million down to give an approximate of how you would have done this year assuming that you had taken all the trades*
For example
Say you had a starting balance of £10,000, simply divide the final balance by 100 to give an approximation of how your account size would have performed this year*
For example: at the end of the trading year, total account equity including closed and open positions was £2,167,367 so assuming a starting account of £10,000, simply divide £2,167,367 by 100 = £21,673.67
The list below only shows trades that have been closed and the date at which they have been closed. At the end of the trading year, 28 December 2007, there were still 14 trades open. These do not show until 2008. Please note that trades are shown as they are exited and any sequence of winning or losing trades is not representative of a winning or losing sequence as the majority of trades at the time would still be open, and therefore not showing on this list until they were closed.
Please also note that no single trade can incur a loss of greater than 2%. When larger losses than this are shown it is due to the contract being rolled over from a previous contract. Please see the results page for 2008 for a full example.
Please consider the same when looking at trades and ensure that you consider rollovers from previous contracts to get a true reflection of each trade.
*Some trades would not have been available to smaller account sizes, due to volatility and minimum trade sizes
Results Table
Click here to view as a separate PDF file
| |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
| 1 |
Date
Exited |
Commodity |
Position |
Date
Entered |
Price
Entered |
Price
Exited |
Points |
Amount
Per Point |
Profit / Loss |
Exit |
| 2 |
| 3 |
|
STARTING
BALANCE |
|
|
|
|
|
|
£1,000,000 |
|
| 4 |
15-Feb-07 |
Soyabean
Meal |
Long |
12-Oct |
21160 |
22470 |
1310 |
£20.00 |
£26,200 |
Rollover |
| 5 |
15-Feb-07 |
Soyabean
Oil |
Long |
3-Oct |
2572 |
2970 |
398 |
£142.00 |
£56,516 |
Rollover |
| 6 |
15-Feb-07 |
Soyabeans |
Long |
12-Oct |
595 |
757.25 |
162.25 |
£571.50 |
£92,726 |
Rollover |
| 7 |
15-Feb-07 |
Palladium |
Long |
17-Nov |
328.55 |
340.8 |
12.25 |
£570.00 |
£6,983 |
Stopped |
| 8 |
15-Feb-07 |
Silver |
Long |
7-Jan |
1369 |
1394.2 |
25.2 |
£182.00 |
£4,586 |
Stopped |
| 9 |
15-Feb-07 |
Pork
Bellies |
Long |
18-Jan |
9642 |
10450 |
808 |
£40.00 |
£32,320 |
Rollover |
| 10 |
15-Feb-07 |
Sugar
#11 |
Short |
29-Sep |
1153.2 |
1114 |
39.2 |
£110.00 |
£4,312 |
Rollover |
| 11 |
15-Feb-07 |
Corn |
Long |
12-Jan |
397.75 |
406.5 |
8.75 |
£430.00 |
£3,763 |
Stopped |
| 12 |
15-Feb-07 |
Copper |
Short |
20-Dec |
29545 |
26680 |
2865 |
£8.50 |
£24,353 |
Stopped |
| 13 |
15-Feb-07 |
Feeder
Cattle |
Short |
16-Jan |
9730 |
9965 |
-235 |
£46.50 |
-£10,928 |
Stopped |
| 14 |
22-Feb-07 |
Canadian |
Long |
17-Oct |
8656 |
8619 |
37 |
£64.00 |
£2,368 |
Stopped |
| 15 |
27-Feb-07 |
Japanese
Yen |
Short |
15-Dec |
8503 |
8446 |
-57 |
£152.50 |
-£8,693 |
Stopped |
| 16 |
27-Feb-07 |
Wall
Street |
Long |
18-Dec |
12562 |
12459 |
-103 |
£100.00 |
-£10,300 |
Stopped |
| 17 |
27-Feb-07 |
S&P
500 |
Long |
6-Nov |
1434 |
1418.5 |
-15.5 |
£300.00 |
-£4,650 |
Stopped |
| 18 |
27-Feb-07 |
FTSE
100 |
Long |
12-Feb |
6337 |
6190 |
-147 |
£110.00 |
-£16,170 |
Stopped |
| 19 |
27-Feb-07 |
Nasdaq
100 |
long |
22-Jan |
1775 |
1770 |
-5 |
£300.00 |
-£1,500 |
Stopped |
| 20 |
27-Feb-07 |
Pound/Yen |
Long |
18-Dec |
22751 |
23153 |
402 |
£75.90 |
£30,512 |
Stopped |
| 21 |
27-Feb-07 |
Dax |
Long |
8-Jan |
6688 |
6648 |
-40 |
£100.00 |
-£4,000 |
Stopped |
| 22 |
1-Mar-07 |
Nikkei
225 |
Long |
20-Dec |
17063 |
17165 |
102 |
£40.00 |
£4,080 |
Stopped |
| 23 |
13-Mar-07 |
Corn |
Long |
12-Jan |
402 |
402 |
0 |
£430.00 |
£0 |
Stopped |
| 24 |
14-Mar-07 |
Wheat |
Long |
26-Jan |
506 |
459 |
-47 |
£200 |
-£9,400 |
Stopped |
| 25 |
16-Mar-07 |
Lean
Hogs |
Long |
25-Jan |
6790 |
6465 |
-325 |
£30 |
-£9,750 |
Stopped |
| 26 |
19-Mar-07 |
US
Dollar Index |
Short |
27-Feb |
8369 |
8338 |
31 |
£130 |
£4,030 |
Stopped |
| 27 |
27-Mar-07 |
Gold |
Long |
23-Jan |
654 |
663.55 |
9.55 |
£565.00 |
£5,396 |
Rollover |
| 28 |
27-Mar-07 |
Natural
Gas |
Short |
19-Mar |
6924 |
7269 |
-345 |
£22.00 |
-£7,590 |
Rollover |
| 29 |
27-Mar-07 |
Soybean
Meal |
Long |
15-Feb |
22820 |
21530 |
-1290 |
£20.00 |
-£25,800 |
Stopped |
| 30 |
28-Mar-07 |
Orange
Juice |
Long |
5-Mar |
19840 |
18760 |
-1080 |
£20.00 |
-£21,600 |
Stopped |
| 31 |
28-Mar-07 |
Pork
Bellies |
Long |
18-Jan |
9430 |
10170 |
740 |
£34.00 |
£25,160 |
Stopped |
| 32 |
29-Mar-07 |
No
lead gas |
Long |
19-Mar |
19071 |
20557 |
1486 |
£11.00 |
£16,346 |
Rollover |
| 33 |
12-Apr-07 |
Soybeans |
Long |
15-Feb |
775.65 |
738 |
-37.65 |
£571.50 |
-£21,517 |
Stopped |
| 34 |
9-Apr-07 |
Wheat |
Short |
2-Apr |
438 |
473 |
-35 |
£571.50 |
-£20,003 |
Stopped |
| 35 |
11-Apr-07 |
Natural
Gas |
Short |
27-Mar |
7374 |
7869 |
-495 |
£22.00 |
-£10,890 |
Stopped |
| 36 |
12-Apr-07 |
Live
Cattle |
Long |
15-Mar |
9587 |
9276 |
-311 |
£59.00 |
-£18,349 |
Stopped |
| 37 |
9-Apr-07 |
30
Year T Bond |
Long |
26-Jan |
11207 |
11001 |
-206 |
£117.00 |
-£24,102 |
Stopped |
| 38 |
20-Apr-07 |
Crude
Oil |
Long |
2-Apr |
6587 |
6338 |
-249 |
£36.00 |
-£8,964 |
Rollover |
| 39 |
23-Apr-07 |
Oats |
Long |
19-Mar |
274.4 |
258 |
-16.4 |
£935.00 |
-£15,334 |
Stopped |
| 40 |
30-Apr-07 |
Sugar
#11 |
Short |
19-Mar |
1026 |
935 |
91 |
£266.50 |
£24,252 |
Rollover |
| 41 |
30-Apr-07 |
Heating
Oil |
Long |
2-Apr |
18769 |
19135 |
366 |
£13.10 |
£4,795 |
Rollover |
| 42 |
30-Apr-07 |
No
lead gas |
Long |
29-Mar |
20121 |
23613 |
3492 |
£11.00 |
£38,412 |
Rollover |
| 43 |
4-May-07 |
Rough
Rice |
Short |
19-Mar |
10330 |
10410 |
-80 |
£48.50 |
-£3,880 |
Stopped |
| 44 |
4-May-07 |
Cotton |
Short |
8-Jan |
5280 |
4630 |
650 |
£90.00 |
£58,500 |
Rollover |
| 45 |
11-May-07 |
Soybean
Oil |
Long |
15-Feb |
3028 |
3410 |
382 |
£142.00 |
£54,244 |
Rollover |
| 46 |
11-May-07 |
Cocoa |
Long |
8-Jan |
1697 |
1950 |
253 |
£180.00 |
£45,540 |
Rollover |
| 47 |
10-May-07 |
Orange
Juice |
Short |
16-Apr |
16775 |
16870 |
-95 |
£16.18 |
-£1,537 |
Rollover |
| 48 |
7-May-07 |
Crude
Oil |
Long |
20-Apr |
6411 |
6100 |
-311 |
£36.00 |
-£11,196 |
Stopped |
| 49 |
11-May-07 |
Lumber |
Short |
17-Jan |
27120 |
23330 |
3790 |
£13.50 |
£51,165 |
Rollover |
| 50 |
16-May-07 |
Gold |
Long |
27-Mar |
670 |
665 |
-5 |
£565.00 |
-£2,825 |
Stopped |
| 51 |
16-May-07 |
Swiss
Franc |
Long |
26-Jan |
8143 |
8185 |
42 |
£133.30 |
£5,599 |
Stopped |
| 52 |
22-May-07 |
Lumber |
Short |
11-May |
24650 |
26670 |
-2020 |
£13.50 |
-£27,270 |
Stopped |
| 53 |
23-May-07 |
30
Year T Bond |
Long |
14-May |
11131 |
10951 |
-180 |
£111.11 |
-£20,000 |
Stopped |
| 54 |
24-May-07 |
Copper |
Long |
16-Apr |
35320 |
32595 |
-2725 |
£6.50 |
-£17,713 |
Stopped |
| 55 |
25-May-07 |
Feeder
Cattle |
Long |
19-Mar |
10722 |
10790 |
68 |
£46.60 |
£3,169 |
Rollover |
| 56 |
29-May-07 |
Platinum |
Long |
16-Apr |
1286.4 |
1261 |
-25.4 |
£435.73 |
-£11,068 |
Stopped |
| 57 |
30-May-07 |
Euro
FX |
Long |
23-Feb |
13197 |
13445 |
248 |
£121.00 |
£30,008 |
Stopped |
| 58 |
31-May-07 |
Heating
Oil |
Long |
30-Apr |
19127 |
18827 |
-300 |
£13.10 |
-£3,930 |
Rollover |
| 59 |
31-May-07 |
No
lead gas |
Long |
30-Apr |
22598 |
22512 |
-86 |
£11.00 |
-£946 |
Rollover |
| 60 |
1-Jun-07 |
US
Dollar Index |
Short |
19-Mar |
8285 |
8255 |
30 |
£190.00 |
£5,700 |
Stopped |
| 61 |
1-Jun-07 |
Coffee
C |
Short |
23-Apr |
10980 |
11580 |
-600 |
£33.33 |
-£19,998 |
Stopped |
| 62 |
7-Jun-07 |
Feeder
Cattle |
Long |
25-May |
11095 |
10885 |
-210 |
£46.60 |
-£9,786 |
Stopped |
| 63 |
8-Jun-07 |
British
Pound |
Long |
26-Mar |
19607 |
19673 |
66 |
£75.00 |
£4,950 |
Stopped |
| 64 |
11-Jun-07 |
Corn |
Short |
14-May |
369 |
397 |
-28 |
£542.01 |
-£15,176 |
Stopped |
| 65 |
15-Jun-07 |
Oats |
Long |
29-May |
275.4 |
289.5 |
14.1 |
£1,010.10 |
£14,242 |
Rollover |
| 66 |
12-Jun-07 |
Rough
Rice |
Short |
21-May |
10115 |
10505 |
-390 |
£51.28 |
-£19,999 |
Stopped |
| 67 |
13-Jun-07 |
Cotton |
Short |
4-May |
4828 |
5225 |
-397 |
£90.00 |
-£35,730 |
Stopped |
| 68 |
15-Jun-07 |
Soybean
Oil |
Long |
11-May |
3439 |
3510 |
71 |
£142.00 |
£10,082 |
Rollover |
| 69 |
15-Jun-07 |
Soybean
Meal |
Long |
29-May |
21820 |
23000 |
1180 |
£17.54 |
£20,697 |
Rollover |
| 70 |
15-Jun-07 |
Soybeans |
Long |
21-May |
792.4 |
826 |
33.6 |
£537.63 |
£18,064 |
Rollover |
| 71 |
15-Jun-07 |
Wheat |
Long |
7-May |
494.6 |
605.5 |
110.9 |
£472.81 |
£52,435 |
Rollover |
| 72 |
15-Jun-07 |
Cocoa |
Long |
11-May |
1935 |
1904 |
-31 |
£180.00 |
-£5,580 |
Rollover |
| 73 |
15-Jun-07 |
Palladium |
Long |
16-Apr |
381 |
369.25 |
-11.75 |
£952.38 |
-£11,190 |
Rollover |
| 74 |
13-Jun-07 |
No
lead gas |
Long |
31-May |
22032 |
21040 |
-992 |
£11.00 |
-£10,912 |
Stopped |
| 75 |
15-Jun-07 |
Australian |
Long |
19-Mar |
7944 |
8409 |
465 |
£158.20 |
£73,563 |
Rollover |
| 76 |
15-Jun-07 |
Canadian |
Long |
30-Apr |
8978 |
9359 |
381 |
£151.52 |
£57,729 |
Rollover |
| 77 |
15-Jun-07 |
Japanese
Yen |
Short |
16-Apr |
8464 |
8107 |
357 |
£119.05 |
£42,501 |
Rollover |
| 78 |
15-Jun-07 |
Pound/Yen |
Long |
16-Apr |
23460 |
24371 |
911 |
£54.20 |
£49,376 |
Rollover |
| 79 |
15-Jun-07 |
5
Year T Note |
Short |
16-Apr |
10514 |
10346 |
168 |
£228.31 |
£38,356 |
Rollover |
| 80 |
15-Jun-07 |
10
Year T Note |
Short |
16-Apr |
10731 |
10490 |
241 |
£159.49 |
£38,437 |
Rollover |
| 81 |
15-Jun-07 |
Wall
Street |
Long |
16-Apr |
12673 |
13568 |
895 |
£62.89 |
£56,287 |
Rollover |
| 82 |
15-Jun-07 |
Nasdaq
100 |
Long |
23-Apr |
1862.5 |
1946.93 |
84.43 |
£315.06 |
£26,601 |
Rollover |
| 83 |
15-Jun-07 |
S&P
500 |
Long |
16-Apr |
1461 |
1534 |
73 |
£490.20 |
£35,785 |
Rollover |
| 84 |
15-Jun-07 |
Nikkei
225 |
Long |
23-Apr |
17625 |
17735 |
110 |
£27.18 |
£2,990 |
Rollover |
| 85 |
15-Jun-07 |
FTSE
100 |
Long |
16-Apr |
6472.5 |
6699 |
226.5 |
£99.50 |
£22,537 |
Rollover |
| 86 |
15-Jun-07 |
Dax |
Long |
9-Apr |
7149.5 |
7946 |
796.5 |
£68.87 |
£54,855 |
Rollover |
| 87 |
20-Jun-07 |
Oats |
Long |
15-Jun |
292 |
275 |
-17 |
£1,010.10 |
-£17,172 |
Stopped |
| 88 |
26-Jun-07 |
Rough
Rice |
Long |
18-Jun |
11400 |
11400 |
0 |
£112.35 |
£0 |
Stopped |
| 89 |
26-Jun-07 |
Natural
Gas |
Short |
18-Jun |
7918 |
6955 |
963 |
£60.10 |
£57,876 |
Rollover |
| 90 |
27-Jun-07 |
S&P
500 |
Long |
15-Jun |
1547 |
1493 |
-54 |
£490.20 |
-£26,471 |
Stopped |
| 91 |
27-Jun-07 |
Wall
Street |
Long |
15-Jun |
13753 |
13360 |
-393 |
£62.89 |
-£24,716 |
Stopped |
| 92 |
29-Jun-07 |
Swiss
Franc |
Short |
18-Jun |
8106 |
8106 |
0 |
£416.80 |
£0 |
Stopped |
| 93 |
28-Jun-07 |
Sugar
#11 |
Short |
30-Apr |
920 |
909 |
11 |
£266.50 |
£2,932 |
Rollover |
| 94 |
28-Jun-07 |
Heating
Oil |
Long |
31-May |
18831 |
20168 |
1337 |
£13.10 |
£17,515 |
Rollover |
| 95 |
29-Jun-07 |
Orange
Juice |
Short |
10-May |
16585 |
13300 |
3285 |
£16.18 |
£53,151 |
Rollover |
| 96 |
10-Jul-07 |
Sugar
#11 |
Short |
28-Jun |
959 |
987 |
-28 |
£266.50 |
-£7,462 |
Stopped |
| 97 |
16-Jul-07 |
No
lead gas |
Long |
9-Jul |
23165 |
23150 |
-15 |
£27.16 |
-£407 |
Stopped |
| 98 |
19-Jul-07 |
Silver |
Short |
2-Jul |
1247.3 |
1249.3 |
-2 |
£444.75 |
-£890 |
Stopped |
| 99 |
20-Jul-07 |
5
Year T Note |
Short |
15-Jun |
10339 |
10457 |
-118 |
£228.31 |
-£26,941 |
Stopped |
| 100 |
20-Jul-07 |
Crude
Oil |
Long |
18-Jun |
6864 |
7588 |
724 |
£88.50 |
£64,074 |
Rollover |
| 101 |
20-Jul-07 |
Feeder
Cattle |
Long |
9-Jul |
11470 |
11525 |
55 |
£94.78 |
£5,213 |
Rollover |
| 102 |
20-Jul-07 |
Live
Cattle |
Long |
9-Jul |
9250 |
9062.5 |
-187.5 |
£143.00 |
-£26,813 |
Rollover |
| 103 |
20-Jul-07 |
Pork
Bellies |
Short |
25-Jun |
9160 |
8745 |
415 |
£77.59 |
£32,200 |
Rollover |
| 104 |
23-Jul-07 |
Soybean
Meal |
Long |
15-Jun |
23854 |
22450 |
-1404 |
£17.54 |
-£24,626 |
Stopped |
| 105 |
24-Jul-07 |
FTSE
100 |
Long |
15-Jun |
6768 |
6493 |
-275 |
£99.50 |
-£27,363 |
Stopped |
| 106 |
24-Jul-07 |
Japanese
Yen |
Short |
15-Jun |
8198 |
8386 |
-188 |
£119.05 |
-£22,381 |
Stopped |
| 107 |
24-Jul-07 |
10
Year T Note |
Short |
15-Jun |
10462 |
10654 |
-192 |
£159.49 |
-£30,622 |
Stopped |
| 108 |
25-Jul-07 |
30
Year T Bond |
Short |
29-May |
10925 |
10886 |
39 |
£97.32 |
£3,795 |
Stopped |
| 109 |
25-Jul-07 |
S&P
500 |
Long |
16-Jul |
1560 |
1510 |
-50 |
£942.44 |
-£47,122 |
Stopped |
| 110 |
26-Jul-07 |
Nikkei
225 |
Long |
15-Jun |
17785 |
17625 |
-160 |
£27.18 |
-£4,349 |
Stopped |
| 111 |
26-Jul-07 |
Dax |
Long |
15-Jun |
8108 |
7578 |
-530 |
£68.87 |
-£36,501 |
Stopped |
| 112 |
26-Jul-07 |
Oats |
Short |
23-Jul |
243.6 |
266 |
-22.4 |
£1,930.00 |
-£43,232 |
Stopped |
| 113 |
26-Jul-07 |
Gold |
Long |
23-Jul |
697.5 |
670 |
-27.5 |
£1,572.00 |
-£43,230 |
Stopped |
| 114 |
26-Jul-07 |
Wall
Street |
Long |
16-Jul |
13973 |
13968 |
-5 |
£123.00 |
-£615 |
Stopped |
| 115 |
27-Jul-07 |
Palladium |
Long |
15-Jun |
373.5 |
362 |
-11.5 |
£952.38 |
-£10,952 |
Stopped |
| 116 |
27-Jul-07 |
Platinum |
Long |
16-Jul |
1327.5 |
1281 |
-46.5 |
£1,013.00 |
-£47,105 |
Stopped |
| 117 |
27-Jul-07 |
Natural
Gas |
Short |
26-Jun |
7070 |
5940 |
1130 |
£60.10 |
£67,913 |
Rollover |
| 118 |
30-Jul-07 |
Pound/Yen |
Long |
15-Jun |
24072 |
23750 |
-322 |
£54.20 |
-£17,452 |
Stopped |
| 119 |
31-Jul-07 |
Heating
Oil |
Long |
28-Jun |
20275 |
20636 |
361 |
£13.10 |
£4,729 |
Rollover |
| 120 |
6-Aug-07 |
Coffee
Arabica |
Short |
2-Jul |
11280 |
11790 |
-510 |
£58.40 |
-£29,784 |
Stopped |
| 121 |
6-Aug-07 |
Cocoa
(NY) |
Long |
15-Jun |
1933 |
1889 |
-44 |
£180.00 |
-£7,920 |
Stopped |
| 122 |
6-Aug-07 |
Heating
Oil |
Long |
31-Jul |
20840 |
19970 |
-870 |
£13.10 |
-£11,397 |
Stopped |
| 123 |
9-Aug-07 |
High
Grade Copper |
Long |
9-Jul |
35945 |
33355 |
-2590 |
£16.67 |
-£43,175 |
Stopped |
| 124 |
9-Aug-07 |
Live
Cattle |
Long |
20-Jul |
9657 |
9510 |
-147 |
£143.00 |
-£21,021 |
Stopped |
| 125 |
10-Aug-07 |
Nasdaq
100 |
Long |
15-Jun |
1970 |
1915 |
-55 |
£315.06 |
-£17,328 |
Stopped |
| 126 |
13-Aug-07 |
Pork
Bellies |
Short |
20-Jul |
9188 |
9460 |
-272 |
£77.59 |
-£21,104 |
Stopped |
| 127 |
13-Aug-07 |
Australian |
Long |
15-Jun |
8393 |
8400 |
7 |
£158.50 |
£1,110 |
Stopped |
| 128 |
13-Aug-07 |
Cotton
(NY) |
Long |
25-Jun |
6097 |
6120 |
23 |
£121.04 |
£2,784 |
Stopped |
| 129 |
14-Aug-07 |
British
Pound |
Long |
25-Jun |
19971 |
19978 |
7 |
£175.41 |
£1,228 |
Stopped |
| 130 |
14-Aug-07 |
Swiss
Franc |
Long |
6-Aug |
8430 |
8280 |
-150 |
£254.56 |
-£38,184 |
Stopped |
| 131 |
15-Aug-07 |
Canadian |
Long |
15-Jun |
9380 |
9346 |
-34 |
£151.52 |
-£5,152 |
Stopped |
| 132 |
15-Aug-07 |
Euro
FX |
Long |
9-Jul |
13653 |
13647 |
-6 |
£266.57 |
-£1,599 |
Stopped |
| 133 |
15-Aug-07 |
Soybean
Oil |
Long |
15-Jun |
3654 |
3646 |
-8 |
£142.00 |
-£1,136 |
Stopped |
| 134 |
15-Aug-07 |
Lean
Hogs |
Long |
23-Jul |
7197 |
6830 |
-367 |
£117.00 |
-£42,939 |
Stopped |
| 135 |
16-Aug-07 |
Soybeans |
Long |
15-Jun |
861 |
831 |
-30 |
£537.63 |
-£16,129 |
Stopped |
| 136 |
16-Aug-07 |
Corn |
Short |
2-Jul |
340 |
322.5 |
17.5 |
£1,048.00 |
£18,340 |
Rollover |
| 137 |
16-Aug-07 |
Feeder
Cattle |
Long |
20-Jul |
11659 |
11512.5 |
-146.5 |
£94.78 |
-£13,885 |
Rollover |
| 138 |
16-Aug-07 |
Wheat
(Chicago) |
Long |
15-Jun |
623 |
672 |
49 |
£472.81 |
£23,168 |
Rollover |
| 139 |
16-Aug-07 |
Lumber |
Short |
30-Jul |
28200 |
27450 |
750 |
£16.38 |
£12,285 |
Rollover |
| 140 |
21-Aug-07 |
Light
Crude Oil (US) |
Long |
20-Jul |
7609 |
7108 |
-501 |
£88.50 |
-£44,339 |
Rollover |
| 141 |
21-Aug-07 |
Light
Crude Oil (US) |
Long |
21-Jul |
7098 |
6894 |
-204 |
£88.50 |
-£18,054 |
Stopped |
| 142 |
23-Aug-07 |
Corn |
Short |
16-Aug |
338 |
373 |
-35 |
£1,048.00 |
-£36,680 |
Stopped |
| 143 |
28-Aug-07 |
Natural
Gas |
Short |
26-Jul |
6053 |
5395 |
658 |
£60.10 |
£39,546 |
Rollover |
| 144 |
29-Aug-07 |
5
Year T Note |
Long |
20-Aug |
10643 |
10690 |
47 |
£126.00 |
£5,922 |
Rollover |
| 145 |
29-Aug-07 |
10
Year T Note |
Long |
20-Aug |
10851 |
10946 |
95 |
£105.00 |
£9,975 |
Rollover |
| 146 |
30-Aug-07 |
Rough
Rice |
Short |
23-Jul |
10780 |
11080 |
-300 |
£102.00 |
-£30,600 |
Stopped |
| 147 |
31-Aug-07 |
Orange
Juice (NY) |
Short |
29-Jun |
13315 |
12500 |
815 |
£16.18 |
£13,187 |
Rollover |
| 148 |
13-Sep-07 |
Nikkei
225 |
Short |
13-Aug |
16855 |
15905 |
950 |
£30.17 |
£28,662 |
Rollover |
| 149 |
14-Sep-07 |
Pork
Bellies |
Short |
10-Sep |
8700 |
9110 |
-410 |
£66.94 |
-£27,445 |
Stopped |
| 150 |
14-Sep-07 |
US
Dollar Index |
Short |
9-Jul |
8126 |
7958 |
168 |
£431.85 |
£72,551 |
Rollover |
| 151 |
14-Sep-07 |
Japanese
Yen |
Long |
20-Aug |
8782 |
8670 |
-112 |
£97.00 |
-£10,864 |
Rollover |
| 152 |
17-Sep-07 |
British
Pound |
Long |
10-Sep |
20229 |
19990 |
-239 |
£114.83 |
-£27,444 |
Stopped |
| 153 |
17-Sep-07 |
Cocoa
(NY) |
Short |
27-Aug |
1798 |
1880 |
-82 |
£227.60 |
-£18,663 |
Stopped |
| 154 |
17-Sep-07 |
Silver |
Short |
20-Aug |
1192 |
1300 |
-108 |
£208.00 |
-£22,464 |
Stopped |
| 155 |
18-Sep-07 |
S&P
500 |
Short |
20-Aug |
1450 |
1510 |
-60 |
£245.00 |
-£14,700 |
Stopped |
| 156 |
19-Sep-07 |
FTSE
100 |
Short |
13-Aug |
6208 |
6410 |
-202 |
£77.25 |
-£15,605 |
Stopped |
| 157 |
19-Sep-07 |
30
Year T Bond |
Long |
10-Sep |
11326 |
11148 |
-178 |
£154.19 |
-£27,446 |
Stopped |
| 158 |
19-Sep-07 |
Nikkei
225 |
Short |
13-Sep |
15896 |
16625 |
-729 |
£30.17 |
-£21,994 |
Stopped |
| 159 |
20-Sep-07 |
Sugar
#11 (NY) |
Short |
20-Aug |
940 |
980 |
-40 |
£300.00 |
-£12,000 |
Stopped |
| 160 |
20-Sep-07 |
Feeder
Cattle |
Long |
16-Aug |
11564 |
11505 |
-59 |
£94.78 |
-£5,592 |
Rollover |
| 161 |
20-Sep-07 |
Platinum |
Long |
10-Sep |
1293.5 |
1327.1 |
33.6 |
£694.83 |
£23,346 |
Rollover |
| 162 |
20-Sep-07 |
Orange
Juice (NY) |
Short |
31-Aug |
11860 |
12720 |
-860 |
£16.18 |
-£13,915 |
Stopped |
| 163 |
21-Sep-07 |
Dax |
Long |
3-Sep |
7651.5 |
7736 |
84.5 |
£74.90 |
£6,329 |
Rollover |
| 164 |
24-Sep-07 |
Palladium |
Short |
20-Aug |
335 |
348 |
-13 |
£1,024.00 |
-£13,312 |
Stopped |
| 165 |
25-Sep-07 |
Natural
Gas |
Short |
28-Aug |
5581 |
6385 |
-804 |
£60.10 |
-£48,320 |
Rollover |
| 166 |
28-Sep-07 |
Heating
Oil |
Long |
10-Sep |
21432 |
22506 |
1074 |
£30.16 |
£32,392 |
Rollover |
| 167 |
28-Sep-07 |
No
lead gas |
Long |
3-Sep |
19645 |
20924 |
1279 |
£20.70 |
£26,475 |
Rollover |
| 168 |
1-Oct-07 |
Feeder
Cattle |
Long |
20-Sep |
11562 |
11480 |
-82 |
£94.78 |
-£7,772 |
Stopped |
| 169 |
2-Oct-07 |
Natural
Gas |
Short |
25-Sep |
7159 |
7345 |
-186 |
£60.10 |
-£11,179 |
Stopped |
| 170 |
2-Oct-07 |
Soybean
Oil |
Long |
17-Sep |
3996 |
3854 |
-142 |
£186.28 |
-£26,452 |
Stopped |
| 171 |
3-Oct-07 |
Corn |
Long |
24-Sep |
376 |
345 |
-31 |
£989.45 |
-£30,673 |
Stopped |
| 172 |
3-Oct-07 |
Japanese
Yen |
Long |
14-Sep |
8778 |
8685 |
-93 |
£97.00 |
-£9,021 |
Stopped |
| 173 |
3-Oct-07 |
Cocoa
(NY) |
Long |
24-Sep |
1983 |
1890 |
-93 |
£329.81 |
-£30,672 |
Stopped |
| 174 |
8-Oct-07 |
Heating
Oil |
Long |
28-Sep |
22703 |
21450 |
-1253 |
£30.16 |
-£37,790 |
Stopped |
| 175 |
10-Oct-07 |
5
Year T Note |
Long |
29-Aug |
10696 |
10627 |
-69 |
£126.00 |
-£8,694 |
Stopped |
| 176 |
11-Oct-07 |
10
Year T Note |
Long |
29-Aug |
10919 |
10834 |
-85 |
£105.00 |
-£8,925 |
Stopped |
| 177 |
15-Oct-07 |
Wheat
(Chicago) |
Long |
16-Aug |
688 |
835 |
147 |
£472.81 |
£69,503 |
Stopped |
| 178 |
19-Oct-07 |
Soybeans |
Long |
3-Sep |
882 |
990 |
108 |
£564.00 |
£60,912 |
Rollover |
| 179 |
19-Oct-07 |
Lumber |
Short |
16-Aug |
27470 |
22840 |
4630 |
£16.38 |
£75,839 |
Rollover |
| 180 |
19-Oct-07 |
Wall
Street |
Long |
8-Oct |
14156 |
13779 |
-377 |
£80.92 |
-£30,507 |
Stopped |
| 181 |
19-Oct-07 |
Light
Crude Oil (US) |
Long |
10-Sep |
7562 |
8856 |
1294 |
£87.40 |
£113,096 |
Rollover |
| 182 |
22-Oct-07 |
Japanese
Yen |
Short |
8-Oct |
8623 |
8856 |
-233 |
£130.93 |
-£30,507 |
Stopped |
| 183 |
22-Oct-07 |
Pound/Yen |
Long |
8-Oct |
23682 |
23090 |
-592 |
£51.53 |
-£30,506 |
Stopped |
| 184 |
22-Oct-07 |
High
Grade Copper |
Long |
24-Sep |
35800 |
35000 |
-800 |
£16.58 |
-£13,264 |
Stopped |
| 185 |
31-Oct-07 |
No
lead gas |
Long |
28-Sep |
20772 |
22556 |
1784 |
£20.70 |
£36,929 |
Rollover |
| 186 |
31-Oct-07 |
Natural
Gas |
Short |
29-Oct |
7776 |
8276 |
-500 |
£81.00 |
-£40,500 |
Stopped |
| 187 |
7-Nov-07 |
FTSE
100 |
Long |
1-Oct |
6519 |
6430 |
-89 |
£145.85 |
-£12,981 |
Stopped |
| 188 |
7-Nov-07 |
Dax |
Long |
21-Sep |
7825 |
7794 |
-31 |
£74.90 |
-£2,322 |
Stopped |
| 189 |
8-Nov-07 |
Pound/Yen |
Long |
5-Nov |
23856 |
23444 |
-412 |
£113.95 |
-£46,947 |
Stopped |
| 190 |
8-Nov-07 |
Nasdaq
100 |
Long |
1-Oct |
2114 |
2125 |
11 |
£544.67 |
£5,991 |
Stopped |
| 191 |
12-Nov-07 |
Platinum |
Long |
20-Sep |
1338 |
1400 |
62 |
£694.83 |
£43,079 |
Stopped |
| 192 |
12-Nov-07 |
Pork
Bellies |
Short |
15-Oct |
8590 |
8850 |
-260 |
£73.38 |
-£19,079 |
Stopped |
| 193 |
12-Nov-07 |
Silver |
Long |
12-Nov |
1568 |
1470 |
-98 |
£504.00 |
-£49,392 |
Stopped |
| 194 |
12-Nov-07 |
Lumber |
Short |
19-Oct |
25072 |
26520 |
-1448 |
£16.38 |
-£23,718 |
Stopped |
| 195 |
15-Nov-07 |
Canadian |
Long |
17-Sep |
9706 |
10170 |
464 |
£122.46 |
£56,821 |
Stopped |
| 196 |
16-Nov-07 |
Soybean
Oil |
Long |
22-Oct |
4054 |
4460 |
406 |
£221.73 |
£90,022 |
Rollover |
| 197 |
16-Nov-07 |
Oats |
Long |
17-Sep |
280.6 |
283.5 |
2.9 |
£1,284.00 |
£3,724 |
Rollover |
| 198 |
16-Nov-07 |
Corn |
Long |
12-Nov |
385.75 |
373.75 |
-12 |
£2,381.00 |
-£28,572 |
Rollover |
| 199 |
16-Nov-07 |
Live
Cattle |
Short |
5-Nov |
9492.5 |
9552.5 |
-60 |
£143.35 |
-£8,601 |
Rollover |
| 200 |
16-Nov-07 |
Lean
Hogs |
Short |
24-Sep |
6380 |
5300 |
1080 |
£82.90 |
£89,532 |
Rollover |
| 201 |
16-Nov-07 |
Soybean
Meal |
Long |
3-Sep |
24570 |
29310 |
4740 |
£19.43 |
£92,098 |
Rollover |
| 202 |
16-Nov-07 |
Light
Crude Oil (US) |
Long |
19-Oct |
8697 |
9339 |
642 |
£87.40 |
£56,111 |
Rollover |
| 203 |
21-Nov-07 |
Australian |
Long |
17-Sep |
8398 |
8720 |
322 |
£103.32 |
£33,269 |
Stopped |
| 204 |
21-Nov-07 |
Orange
Juice (NY) |
Short |
19-Nov |
13180 |
14050 |
-870 |
£51.25 |
-£44,588 |
Stopped |
| 205 |
27-Nov-07 |
Gold |
Long |
10-Sep |
709.7 |
826.15 |
116.45 |
£1,111.17 |
£129,396 |
Rollover |
| 206 |
27-Nov-07 |
Oats |
Long |
16-Nov |
298.6 |
283.5 |
-15.1 |
£1,284.00 |
-£19,388 |
Stopped |
| 207 |
28-Nov-07 |
Platinum |
Long |
26-Nov |
1480.5 |
1430 |
-50.5 |
£1,023.10 |
-£51,667 |
Stopped |
| 208 |
28-Nov-07 |
5
Year T Note |
Long |
29-Oct |
10780 |
11030 |
250 |
£319.00 |
£79,750 |
Rollover |
| 209 |
28-Nov-07 |
10
Year T Note |
Long |
29-Oct |
11049 |
11389.75 |
340.75 |
£470.00 |
£160,153 |
Rollover |
| 210 |
28-Nov-07 |
30
Year T Bond |
Long |
5-Nov |
11418 |
11758.5 |
340.5 |
£251.06 |
£85,486 |
Rollover |
| 211 |
28-Nov-07 |
Coffee
Arabica |
Short |
5-Nov |
12400 |
13070 |
-670 |
£70.07 |
-£46,947 |
Stopped |
| 212 |
29-Nov-07 |
Lean
Hogs |
Short |
16-Nov |
6078 |
6380 |
-302 |
£82.90 |
-£25,036 |
Stopped |
| 213 |
30-Nov-07 |
No
lead gas |
Long |
31-Oct |
22510 |
22633 |
123 |
£20.70 |
£2,546 |
Rollover |
| 214 |
30-Nov-07 |
Heating
Oil |
Long |
22-Oct |
23287 |
25756 |
2469 |
£40.79 |
£100,711 |
Rollover |
| 215 |
30-Nov-07 |
No
lead gas |
Long |
30-Nov |
22666 |
22489 |
-177 |
£20.70 |
-£3,664 |
Stopped |
| 216 |
30-Nov-07 |
Light
Crude Oil (US) |
Long |
16-Nov |
9209.4 |
8900 |
-309.4 |
£87.40 |
-£27,042 |
Stopped |
| 217 |
3-Dec-07 |
Heating
Oil |
Long |
30-Nov |
25800 |
25080 |
-720 |
£40.79 |
-£29,369 |
Stopped |
| 218 |
5-Dec-07 |
British
Pound |
Long |
1-Oct |
20419 |
20327 |
-92 |
£105.00 |
-£9,660 |
Stopped |
| 219 |
6-Dec-07 |
US
Dollar Index |
Short |
14-Sep |
7925 |
7670 |
255 |
£431.85 |
£110,122 |
Stopped |
| 220 |
6-Dec-07 |
FTSE
100 |
Short |
12-Nov |
6324 |
6560 |
-236 |
£209.34 |
-£49,404 |
Stopped |
| 221 |
7-Dec-07 |
Nikkei
225 |
Short |
12-Nov |
15285 |
16000 |
-715 |
£69.09 |
-£49,399 |
Stopped |
| 222 |
11-Dec-07 |
Sugar
#11 (NY) |
Short |
3-Dec |
976 |
1005 |
-29 |
£1,432.79 |
-£41,551 |
Stopped |
| 223 |
11-Dec-07 |
Swiss
Franc |
Long |
10-Sep |
8486 |
8807 |
321 |
£245.05 |
£78,661 |
Stopped |
| 224 |
14-Dec-07 |
Japanese
Yen |
Long |
19-Nov |
9026 |
8900 |
-126 |
£216.42 |
-£27,269 |
Stopped |
| 225 |
14-Dec-07 |
Euro
FX |
Long |
10-Sep |
13805 |
14520 |
715 |
£177.07 |
£126,605 |
Stopped |
| 226 |
21-Dec-07 |
Feeder
Cattle |
Short |
10-Dec |
10605 |
10415 |
190 |
£140.65 |
£26,724 |
Rollover |
| 227 |
21-Dec-07 |
Rough
Rice |
Long |
5-Nov |
12450 |
13380 |
930 |
£104.33 |
£97,027 |
Rollover |
| 228 |
21-Dec-07 |
Soybean
Oil |
Long |
16-Nov |
4510.6 |
4657 |
146.4 |
£221.73 |
£32,461 |
Rollover |
| 229 |
21-Dec-07 |
Lumber |
Short |
10-Dec |
24660 |
24150 |
510 |
£33.46 |
£17,065 |
Rollover |
| 230 |
21-Dec-07 |
Soybean
Meal |
Long |
16-Nov |
29564 |
32470 |
2906 |
£19.43 |
£56,464 |
Rollover |
| 231 |
21-Dec-07 |
Soybeans |
Long |
19-Oct |
1011 |
1159.25 |
148.25 |
£564.00 |
£83,613 |
Rollover |
| 232 |
26-Dec-07 |
Palladium |
Short |
26-Nov |
362 |
370 |
-8 |
£2,870.38 |
-£22,963 |
Stopped |
| 233 |
26-Dec-07 |
5
Year T Note |
Long |
28-Nov |
11008 |
10905 |
-103 |
£319.00 |
-£32,857 |
Stopped |
| 234 |
26-Dec-07 |
10
Year T Note |
Long |
28-Nov |
11330 |
11160 |
-170 |
£470.00 |
-£79,900 |
Stopped |
| 235 |
26-Dec-07 |
30
Year T Bond |
Long |
28-Nov |
11771 |
11351 |
-420 |
£251.06 |
-£105,445 |
Stopped |
| 236 |
26-Dec-07 |
Natural
Gas |
Short |
3-Dec |
7335 |
7061 |
274 |
£62.48 |
£17,120 |
Rollover |
| 237 |
|
|
|
|
|
|
|
|
|
|
| 238 |
|
|
|
|
|
|
|
CLOSED
BALANCE |
£1,873,595 |
| 239 |
|
|
|
|
|
|
|
OPEN
POSITIONS |
£293,772 |
| 240 |
|
|
|
|
|
|
|
|
|
|
| 241 |
|
|
|
|
|
|
|
TOTAL
END BALANCE |
£2,167,367 |
| 242 |
SEE
BELOW IMPORTANT NOTES |
|
|
|
|
|
|
| 243 |
|
|
|
|
|
|
|
|
|
|
| 244 |
1) As at 28 December 2007,
we still had numerous trades open that were showing a running profit
of £293,772. |
| 245 |
2) The total profit for
the year is £873,595 + £293,772, which is £1,167,367. |
| 246 |
3) The total percentage
gain for 2007 is 116.70%. |
| 247 |
|
|
|
|
|
|
|
|
|
|
2009 RESULTS
Results Explained:
Please find below the full list of closed trades for 2008. The below assumes a starting balance of £1 million and a risk per trade of 2%. Clearly not everyone is going to have a starting balance of £1 million, so simply divide the £1 million down to give an approximate of how you would have done this year assuming that you had taken all the trades*
For example
Say you had a starting balance of £10,000, simply divide the final balance by 100 to give an approximation of how your account size would have performed this year*
For example: at the end of the trading year, total account equity including closed and open positions was £15,041,903 so assuming a starting account of £10,000, simply divide £15,041,903 by 100 = £150,419.03
The list below only shows trades that have been closed and the date at which they have been closed. At the end of the trading year, 26 December 2008, there were still 23 trades open. These will not show until 2009. Please note that trades are shown as they are exited and any sequence of winning or losing trades is not representative of a winning or losing sequence as the majority of trades at the time would still be open, and therefore not showing on this list until they were closed.
Please also note that no single trade can incur a loss of greater than 2%. When larger losses than this are shown it is due to the contract being rolled over from a previous contract.
For example:
We entered Rough Rice on the 21st December 07 and rolled in to the next contract on the 15th February 08. We then rolled again 17th April 08 before finally exiting on the 15th May. All the contracts have to be added together to get a true reflection of the trade
15th February 2008 £263,746.23 profit
17th April 2008 £696,715.74 profit
15th May 08 -£316,850.21 loss
Total profit for the trade = £643,611.77
Please consider the same when looking at trades and ensure that you consider rollovers from previous contracts to get a true reflection of each trade.
*Some trades would not have been available to smaller account sizes, due to volatility and minimum trade sizes
2009 Results Key Facts:
Unlike other sites and services, we also publish the results that are less than favourable as well as the good ones. The reasons that we do this is that firstly our personal integrity leads us to always be transparent and secondly that we have such confidence in the long term profit potential of the system that we can afford to do so. According to the back tested results of the system, 2009 was the only losing year for the system since our market data began in 1983. This means that the system has generated a profit in 26 out of 27 years and this is a statistic to be proud of, not hide from.*
*The past is not a necessarily a guide to the future. Future results may be higher or lower than past results.
Also, our longer term subscribers are still very much in profit in spite of the losses in 2009 as these were essentially giving back a percentage of profits that had been earned in previous years.
2009 was a very difficult year for trend following due to exceptionally high volatility and global uncertainty. We also had the negative impact in 2009 of the huge trends that we took advantage of in 2008. Markets can do one of three things, move up, move down or move sideways. Essentially this means that we either have directional movement or consolidation and that following one we will usually get a period of the other. In a normal year, there will be trends in some markets and consolidations in others, but in 2009 most markets moved together and there was a very high correlation between many markets.
The huge trends of 2008 have also led to a prolonged period of consolidation, as the markets cannot (and nor do we expect them to) trend all the time. Therefore, 2009 saw big consolidations, huge uncertainty, and double the normal volatility. These three factors all combined to make the markets in 2009 as tough as they can be to trade and is the reason why we are not showing our normal healthy level of profit. The results of 2009 are due to the markets and not the system.
Our research shows that there is a period of consolidation following on from good trending periods that is roughly proportionate to the length of the preceding trend. In 2008 there were some exceptionally big trends in most of the markets and that has added to the choppy market conditions that we saw in 2009. Obviously that is a positive in favour of 2010 as the extended period of consolidation will likely be followed by some good trends.
The impact of volatility
Volatility is a double edged sword as we need markets to move in order to be able to extract profits. On the other hand, excessive choppiness in the markets means that trends end prematurely and that markets often give false breakouts and then revert to the previous trading range.
High volatility also works against us as it leads to smaller bet sizes to account for the wider stops required to trade volatile markets. When we calculate our position size, it is based on our proprietary formula, which will include the risk per trade, the current volatility of the market and chart structure. If volatility is high, we must necessarily use a wider stop to account for the increased daily movement. This is done to avoid being taken out of a trade prematurely. If volatility is low, then we don't have so much risk of being taken out on a large adverse move so can use a tighter stop and a subsequently bigger bet size per point. In trading this is known as "loading up".
Over the past year or so, many of the markets have had a volatility that has been approximately double that of the historical norm according to our formulas. This means that we have had to use wider stops and smaller bet sizes per point. This necessarily means that the markets have to trend twice as far to bring in the same profits as they would in normal market conditions.
This is why in 2009 some of the trends that we have been in have not generated the same large profits that we would normally get. For example, we had some trades that went on for a long time, such as Natural Gas earlier in the year, the Dollar index and the New Zealand dollar and a few other currency trades. Had the markets not had approximately double the normal historical volatility, we would have had double the best size of each of these trades and consequently double the profit. This would have made a huge difference to our profits for the year. It is a fact that most market sectors did not have the usual sustained trends of most years.
In 2010 we expect that volatility will decline to more normal levels in commodities and currencies, which are two of the major market sectors that we trade. This should lead to us being able to load up on positions and take good advantage of the larger trends that should return to the markets this year.
Over time, the markets do not change
Whilst 2009 was been an exceptional year for reasons outlined above, over time, the markets do not change. Therefore, approaches that have worked in the past will work again.
The markets are essentially run by the physical elements of supply and demand and the psychological elements of greed and fear. Over time, supply and demand dynamics will always influence the markets and the emotions of greed and fear will always influence the market participants. People do not change over time. Human psychology does not change and people trade the same way now as they always did because overall they behave the same way now as they always did. This means that ultimately, the markets will not change, and will revert back to normal and trend following approaches such as ours will work again in the same way that they have for the past several decades.
Because the markets don't change over time it is very likely that in 50 years time the same principles used by successful traders today will still be used by the best traders in the future.
Those principles on which successful systems are built and that successful traders follow are simply:
1. Trade with the trend
2. Let winners run
3. Cut losses short
4. Manage risk
Any system or trader that follows the above rules will very likely be successful in the long run as this is the approach that works best and will, in my opinion, always be the best approach.
Long term performance
Going on the back tested results of our system going back to the start of our market database that goes back to 1982, the system has had one losing year (2009) and has returned an average in excess of 150%* per year. To run a simulation like this we programme the exact rules of the trading system in to the computer and test it against our market database. Now, whilst there will always be differences in actual trading to simulated results, this gives a good indication of how the system would have performed over that period had we taken all the trades.
In addition to the above, the system has also been traded on our own accounts and has also been available to subscribers for the past few years and the results have been roughly in line with what the computer results suggest. Some years have been above the 150% yearly average and some have been below.
The only conclusion that one can draw from this is that trend following works over time. This is clearly evidenced by the long list of traders that have used this approach for several decades. It therefore also means that over time this same approach is very likely to continue to work.
Results
Now, please find below a full list of trades for 2009. We have slightly changed the exit codes for clarification purposes to read LX for long exits and SX for short exits. We also marked all the trades to market at the end of the year. These trades are shown as Year End.
*The past is not a necessarily a guide to the future. Future results may be higher or lower than past results.
| |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
| 1 |
Date
Exited |
Commodity |
Position |
Date
Entered |
Price
Entered |
Price
Exited |
Points |
Amount
Per Point |
Profit / Loss |
Exit |
| 2 |
| 3 |
|
STARTING
BALANCE |
|
|
|
|
|
|
£1,000,000 |
|
| 4 |
29-Dec-08 |
Soybean
Oil |
Short |
18-Dec |
3100.4 |
3392 |
-291.6 |
£10.30 |
-£3,003.48 |
SX |
| 5 |
30-Dec-08 |
Cotton
(NY) |
Short |
14-Nov |
4177 |
4840 |
-663 |
£12.76 |
-£8,459.88 |
SX |
| 6 |
30-Dec-08 |
FTSE
100 |
Short |
19-Dec |
4281.5 |
4410 |
-128.5 |
£16.53 |
-£2,124.11 |
SX |
| 7 |
30-Dec-08 |
Dax |
Short |
19-Dec |
4719.7 |
4886 |
-166.3 |
£14.62 |
-£2,431.31 |
SX |
| 8 |
31-Dec-08 |
Heating
Oil |
Short |
28-Nov |
17607 |
12895 |
4712 |
£6.12 |
£28,837.44 |
Rollover |
| 9 |
31-Dec-08 |
No
Lead Gas |
Short |
28-Nov |
11999 |
8868 |
3131 |
£5.41 |
£16,938.71 |
Rollover |
| 10 |
31-Dec-08 |
Orange
Juice (NY) |
Short |
31-Oct |
8358 |
6935 |
1423 |
£3.42 |
£4,866.66 |
Rollover |
| 11 |
31-Dec-08 |
Palladium |
Short |
8-Dec |
163 |
197 |
-34 |
£641.32 |
-£21,804.88 |
SX |
| 12 |
2-Jan-09 |
Lean
Hogs |
Short |
29-Dec |
5910 |
6320 |
-410 |
£48.78 |
-£19,999.80 |
SX |
| 13 |
2-Jan-09 |
Nasdaq
100 |
Short |
18-Dec |
1228.3 |
1257 |
-28.7 |
£65.96 |
-£1,893.05 |
SX |
| 14 |
2-Jan-09 |
S&P
500 |
Short |
18-Dec |
904 |
921 |
-17 |
£100.20 |
-£1,703.40 |
SX |
| 15 |
2-Jan-09 |
Wall
Street |
Short |
18-Dec |
8777 |
9010 |
-233 |
£9.23 |
-£2,150.59 |
SX |
| 16 |
5-Jan-09 |
No
Lead Gas |
Short |
31-Dec |
9319 |
11350 |
-2031 |
£5.41 |
-£10,987.71 |
SX |
| 17 |
6-Jan-09 |
Japanese
Yen/USD |
Long |
12-Dec |
11030 |
10675 |
-355 |
£14.75 |
-£5,236.25 |
LX |
| 18 |
6-Jan-09 |
Heating
Oil |
Short |
31-Dec |
13052 |
16035 |
-2983 |
£6.12 |
-£18,255.96 |
SX |
| 19 |
6-Jan-09 |
High
Grade Copper |
Short |
20-Nov |
15680 |
15510 |
170 |
£3.19 |
£542.30 |
SX |
| 20 |
6-Jan-09 |
Coffee
Arabica |
Short |
14-Nov |
11477 |
11440 |
37 |
£6.66 |
£246.42 |
SX |
| 21 |
6-Jan-09 |
British
Pound/Yen |
Short |
12-Dec |
13582 |
13850 |
-268 |
£15.21 |
-£4,076.28 |
SX |
| 22 |
7-Jan-09 |
British
Pound/USD |
Short |
5-Jan |
14527 |
15200 |
-673 |
£30.95 |
-£20,829.35 |
SX |
| 23 |
12-Jan-09 |
Soybeans |
Long |
12-Jan |
1037 |
965 |
-72 |
£286.55 |
-£20,631.60 |
LX |
| 24 |
19-Jan-09 |
Light
Crude Oil (US) |
Short |
18-Dec |
4164.6 |
3454 |
710.6 |
£15.67 |
£11,135.10 |
Rollover |
| 25 |
21-Jan-09 |
30
Year T Bond |
Long |
1-Dec |
12764 |
13165 |
401 |
£35.17 |
£14,103.17 |
LX |
| 26 |
26-Jan-09 |
10
Year T Note |
Long |
1-Dec |
12097 |
12320 |
223 |
£58.95 |
£13,145.85 |
LX |
| 27 |
26-Jan-09 |
Natural
Gas |
Short |
26-Dec |
5910 |
4505 |
1405 |
£17.26 |
£24,250.30 |
Rollover |
| 28 |
27-Jan-09 |
British
Pound/Yen |
Short |
26-Jan |
12218 |
12810 |
-592 |
£35.28 |
-£20,885.76 |
SX |
| 29 |
30-Jan-09 |
3
Month Eurodollar |
Long |
15-Dec |
9846 |
9879 |
33 |
£363.21 |
£11,985.93 |
LX |
| 30 |
3-Feb-09 |
5
Year T Note |
Long |
26-Nov |
11606 |
11795 |
189 |
£60.31 |
£11,398.59 |
LX |
| 31 |
4-Feb-09 |
British
Pound/USD |
Short |
26-Jan |
13780 |
14560 |
-780 |
£26.78 |
-£20,888.40 |
SX |
| 32 |
19-Feb-09 |
Silver |
Long |
2-Feb |
1259 |
1391.5 |
132.5 |
£191.67 |
£25,396.28 |
Rollover |
| 33 |
19-Feb-09 |
Light
Crude Oil (US) |
Short |
19-Jan |
4053.6 |
3952 |
101.6 |
£15.67 |
£1,592.07 |
Rollover |
| 34 |
19-Feb-09 |
Oats |
Short |
2-Feb |
204 |
172.5 |
31.5 |
£773.77 |
£24,373.76 |
Rollover |
| 35 |
19-Feb-09 |
Wheat
(Chicago) |
Short |
9-Feb |
557 |
520.5 |
36.5 |
£319.98 |
£11,679.27 |
Rollover |
| 36 |
19-Feb-09 |
Corn |
Short |
16-Feb |
363 |
354.3 |
8.7 |
£517.46 |
£4,501.90 |
Rollover |
| 37 |
20-Feb-09 |
Rough
Rice |
Short |
26-Jan |
12750 |
12310 |
440 |
£25.32 |
£11,140.80 |
Rollover |
| 38 |
20-Feb-09 |
Lumber |
Short |
18-Dec |
19272 |
15170 |
4102 |
£3.69 |
£15,136.38 |
Rollover |
| 39 |
23-Feb-09 |
Natural
Gas |
Short |
26-Jan |
4449 |
4112 |
337 |
£17.26 |
£5,816.62 |
Rollover |
| 40 |
26-Feb-09 |
Orange
Juice (NY) |
Short |
31-Dec |
7053 |
6920 |
133 |
£3.42 |
£454.86 |
Rollover |
| 41 |
26-Feb-09 |
Sugar
#11 (NY) |
Long |
9-Feb |
1315 |
1367 |
52 |
£154.65 |
£8,041.80 |
Rollover |
| 42 |
27-Feb-09 |
Feeder
Cattle |
Short |
23-Feb |
8983 |
9475 |
-492 |
£51.07 |
-£25,126.44 |
SX |
| 43 |
2-Mar-09 |
Sugar
#11 (NY) |
Long |
26-Feb |
1391.8 |
1269 |
-122.8 |
£154.65 |
-£18,991.02 |
LX |
| 44 |
9-Mar-09 |
Light
Crude Oil (US) |
Short |
19-Feb |
4015.6 |
4770 |
-754.4 |
£15.67 |
-£11,821.45 |
SX |
| 45 |
10-Mar-09 |
Silver |
Long |
19-Feb |
1398.4 |
1255 |
-143.4 |
£191.67 |
-£27,485.48 |
LX |
| 46 |
11-Mar-09 |
Nikkei
225 |
Short |
26-Jan |
7835 |
7415 |
420 |
£29.21 |
£12,268.20 |
Rollover |
| 47 |
13-Mar-09 |
US
Dollar Index |
Long |
26-Jan |
8626 |
8756.5 |
130.5 |
£69.39 |
£9,055.40 |
Rollover |
| 48 |
13-Mar-09 |
Australian/USD |
Short |
26-Jan |
6525 |
6579 |
-54 |
£43.06 |
-£2,325.24 |
Rollover |
| 49 |
13-Mar-09 |
Euro/USD |
Short |
19-Jan |
13242 |
12920 |
322 |
£37.43 |
£12,052.46 |
Rollover |
| 50 |
16-Mar-09 |
Swiss
Franc/USD |
Short |
9-Feb |
8606 |
8428 |
178 |
£55.56 |
£9,889.68 |
Rollover |
| 51 |
16-Mar-09 |
Euro/USD |
Short |
13-Mar |
12915 |
13010 |
-95 |
£37.43 |
-£3,555.85 |
SX |
| 52 |
16-Mar-09 |
Corn |
Short |
19-Feb |
361.4 |
395 |
-33.6 |
£517.46 |
-£17,386.66 |
SX |
| 53 |
16-Mar-09 |
Australian/USD |
Short |
13-Mar |
6539 |
6605 |
-66 |
£43.06 |
-£2,841.96 |
SX |
| 54 |
16-Mar-09 |
Nikkei
225 |
Short |
11-Mar |
7431 |
7960 |
-529 |
£29.21 |
-£15,452.09 |
SX |
| 55 |
18-Mar-09 |
Wheat
(Chicago) |
Short |
19-Feb |
529.4 |
560 |
-30.6 |
£319.98 |
-£9,791.39 |
SX |
| 56 |
18-Mar-09 |
Gold |
Long |
26-Jan |
898 |
890 |
-8 |
£342.41 |
-£2,739.28 |
LX |
| 57 |
18-Mar-09 |
Nasdaq
100 |
Short |
2-Mar |
1115 |
1220 |
-105 |
£228.40 |
-£23,982.00 |
SX |
| 58 |
18-Mar-09 |
30
Year T Bond |
Short |
2-Mar |
12362 |
13011 |
-649 |
£51.80 |
-£33,618.20 |
SX |
| 59 |
18-Mar-09 |
US
Dollar Index |
Long |
13-Mar |
8822.5 |
8578 |
-244.5 |
£69.39 |
-£16,965.86 |
LX |
| 60 |
18-Mar-09 |
Swiss
Franc/USD |
Short |
16-Mar |
8440 |
8785 |
-345 |
£55.56 |
-£19,168.20 |
SX |
| 61 |
18-Mar-09 |
S&P
500 |
Short |
26-Jan |
823 |
803 |
20 |
£366.43 |
£7,328.60 |
SX |
| 62 |
19-Mar-09 |
Coffee
Arabica |
Short |
23-Feb |
11120 |
11630 |
-510 |
£36.95 |
-£18,844.50 |
SX |
| 63 |
19-Mar-09 |
Canadian/USD |
Short |
2-Mar |
7876 |
8100 |
-224 |
£71.80 |
-£16,083.20 |
SX |
| 64 |
19-Mar-09 |
Wall
Street |
Short |
19-Jan |
8244 |
7470 |
774 |
£39.71 |
£30,735.54 |
Rollover |
| 65 |
19-Mar-09 |
Oats |
Short |
19-Feb |
179.4 |
201 |
-21.6 |
£773.77 |
-£16,713.43 |
SX |
| 66 |
19-Mar-09 |
Live
Cattle |
Short |
2-Feb |
8490 |
8520 |
-30 |
£45.41 |
-£1,362.30 |
Rollover |
| 67 |
19-Mar-09 |
Lean
Hogs |
Short |
19-Jan |
6594 |
6245 |
349 |
£50.21 |
£17,523.29 |
Rollover |
| 68 |
19-Mar-09 |
FTSE
100 |
Short |
26-Jan |
4021 |
3800 |
221 |
£53.69 |
£11,865.49 |
Rollover |
| 69 |
20-Mar-09 |
Dax |
Short |
19-Jan |
4388 |
4019 |
369 |
£48.35 |
£17,841.15 |
Rollover |
| 70 |
23-Mar-09 |
Soybeans |
Short |
23-Feb |
863.5 |
960 |
-96.5 |
£260.39 |
-£25,127.64 |
SX |
| 71 |
23-Mar-09 |
Dax |
Short |
20-Mar |
4022.2 |
4155 |
-132.8 |
£48.35 |
-£6,420.88 |
SX |
| 72 |
23-Mar-09 |
Cocoa
(NY) |
Short |
2-Mar |
2408 |
2610 |
-202 |
£118.72 |
-£23,981.44 |
SX |
| 73 |
23-Mar-09 |
Soybean
Oil |
Short |
23-Feb |
3053 |
3340 |
-287 |
£87.55 |
-£25,126.85 |
SX |
| 74 |
23-Mar-09 |
Rough
Rice |
Short |
19-Feb |
12288 |
12970 |
-682 |
£25.32 |
-£17,268.24 |
SX |
| 75 |
23-Mar-09 |
FTSE
100 |
Short |
19-Mar |
3748 |
3910 |
-162 |
£53.69 |
-£8,697.78 |
SX |
| 76 |
23-Mar-09 |
Wall
Street |
Short |
19-Mar |
7411 |
7565 |
-154 |
£39.71 |
-£6,115.34 |
SX |
| 77 |
24-Mar-09 |
British
Pound/USD |
Short |
2-Mar |
14318 |
14670 |
-352 |
£34.65 |
-£12,196.80 |
SX |
| 78 |
25-Mar-09 |
Orange
Juice (NY) |
Short |
26-Feb |
6943 |
7710 |
-767 |
£3.42 |
-£2,623.14 |
SX |
| 79 |
25-Mar-09 |
Lumber |
Short |
20-Feb |
16272 |
17410 |
-1138 |
£3.69 |
-£4,199.22 |
SX |
| 80 |
25-Mar-09 |
Natural
Gas |
Short |
23-Feb |
4089 |
4344 |
-255 |
£17.26 |
-£4,401.30 |
Rollover |
| 81 |
31-Mar-09 |
No
Lead Gas |
Long |
23-Mar |
14550 |
13784 |
-766 |
£15.46 |
-£11,842.36 |
Rollover |
| 82 |
31-Mar-09 |
Cotton
(NY) |
Short |
16-Feb |
4535 |
4560 |
-25 |
£45.62 |
-£1,140.50 |
SX |
| 83 |
31-Mar-09 |
No
Lead Gas |
Long |
31-Mar |
13947 |
13589 |
-358 |
£15.46 |
-£5,534.68 |
LX |
| 84 |
3-Apr-09 |
Live
Cattle |
Short |
19-Mar |
8325.5 |
8410 |
-84.5 |
£45.41 |
-£3,837.15 |
SX |
| 85 |
16-Apr-09 |
High
Grade Copper |
Long |
16-Mar |
16640 |
21655 |
5015 |
£14.55 |
£72,968.25 |
Rollover |
| 86 |
22-Apr-09 |
Orange
Juice (NY) |
Long |
20-Apr |
8515 |
7875 |
-640 |
£25.87 |
-£16,556.80 |
LX |
| 87 |
23-Apr-09 |
Silver |
Short |
20-Apr |
1183 |
1290 |
-107 |
£154.71 |
-£16,553.97 |
SX |
| 88 |
24-Apr-09 |
Natural
Gas |
Short |
25-Mar |
4407 |
3312 |
1095 |
£17.26 |
£18,899.70 |
Rollover |
| 89 |
28-Apr-09 |
Platinum |
Long |
13-Apr |
1197 |
1115 |
-82 |
£196.68 |
-£16,127.76 |
LX |
| 90 |
28-Apr-09 |
High
Grade Copper |
Long |
16-Apr |
21814 |
19000 |
-2814 |
£14.55 |
-£40,943.70 |
LX |
| 91 |
29-Apr-09 |
5
Year T Note |
Long |
23-Mar |
11857 |
11670 |
-187 |
£90.94 |
-£17,005.78 |
LX |
| 92 |
6-May-09 |
Natural
Gas |
Short |
24-Apr |
3393 |
3915 |
-522 |
£17.26 |
-£9,009.72 |
SX |
| 93 |
15-May-09 |
Lean
Hogs |
Short |
19-Mar |
7435.5 |
6720 |
715.5 |
£50.21 |
£35,925.26 |
Rollover |
| 94 |
26-May-09 |
Gold |
Long |
18-May |
932 |
958.55 |
26.55 |
£426.62 |
£11,326.76 |
Rollover |
| 95 |
27-May-09 |
10
Year T Note |
Short |
22-May |
11922 |
11877.4 |
44.6 |
£94.00 |
£4,192.40 |
Rollover |
| 96 |
27-May-09 |
30
Year T Bond |
Short |
4-May |
12223 |
11869.6 |
353.4 |
£44.68 |
£15,789.91 |
Rollover |
| 97 |
29-May-09 |
No
Lead Gas |
Long |
11-May |
17035 |
19090 |
2055 |
£15.86 |
£32,592.30 |
Rollover |
| 98 |
9-Jun-09 |
Orange
Juice (NY) |
Long |
11-May |
9090 |
8650 |
-440 |
£22.49 |
-£9,895.60 |
LX |
| 99 |
11-Jun-09 |
Wheat
(Chicago) |
Long |
1-Jun |
638 |
590 |
-48 |
£457.20 |
-£21,945.60 |
LX |
| 100 |
12-Jun-09 |
Cotton
(NY) |
Long |
4-May |
5721 |
5600 |
-121 |
£36.17 |
-£4,376.57 |
Rollover |
| 101 |
12-Jun-09 |
Coffee
Arabica |
Long |
22-May |
13470 |
13130 |
-340 |
£26.11 |
-£8,877.40 |
Rollover |
| 102 |
12-Jun-09 |
Australian/USD |
Long |
13-Apr |
7147 |
8125 |
978 |
£51.69 |
£50,552.82 |
Rollover |
| 103 |
12-Jun-09 |
Canadian/USD |
Long |
11-May |
8693 |
8935 |
242 |
£56.03 |
£13,559.26 |
Rollover |
| 104 |
12-Jun-09 |
New
Zealand/USD |
Long |
11-May |
6030 |
6414 |
384 |
£58.63 |
£22,513.92 |
Rollover |
| 105 |
15-Jun-09 |
Coffee
Arabica |
Long |
12-Jun |
13388 |
12960 |
-428 |
£26.11 |
-£11,175.08 |
LX |
| 106 |
15-Jun-09 |
Oats |
Long |
22-May |
250 |
223 |
-27 |
£940.05 |
-£25,381.35 |
LX |
| 107 |
15-Jun-09 |
Cotton
(NY) |
Long |
12-Jun |
6144 |
5886 |
-258 |
£36.17 |
-£9,331.86 |
LX |
| 108 |
15-Jun-09 |
Silver |
Long |
11-May |
1398 |
1405 |
7 |
£164.18 |
£1,149.26 |
LX |
| 109 |
15-Jun-09 |
British
Pound/Yen |
Long |
15-Jun |
16165 |
15800 |
-365 |
£67.07 |
-£24,480.55 |
LX |
| 110 |
15-Jun-09 |
US
Dollar Index |
Short |
22-May |
8008 |
8027.5 |
-19.5 |
£77.69 |
-£1,514.96 |
Rollover |
| 111 |
17-Jun-09 |
Sugar
#11 (NY) |
Long |
4-May |
1494 |
1470 |
-24 |
£153.36 |
-£3,680.64 |
LX |
| 112 |
18-Jun-09 |
Nasdaq
100 |
Long |
20-Apr |
1353 |
1452.75 |
99.75 |
£188.11 |
£18,763.97 |
Rollover |
| 113 |
19-Jun-09 |
High
Grade Copper |
Long |
1-Jun |
21985 |
22680 |
695 |
£14.77 |
£10,265.15 |
Rollover |
| 114 |
19-Jun-09 |
Lean
Hogs |
Short |
15-May |
6853 |
6012.5 |
840.5 |
£50.21 |
£42,201.51 |
Rollover |
| 115 |
19-Jun-09 |
Soybeans |
Long |
20-Apr |
1042 |
1212.25 |
170.25 |
£229.92 |
£39,143.88 |
Rollover |
| 116 |
19-Jun-09 |
Soybean
Meal |
Long |
4-May |
34190 |
40500 |
6310 |
£8.22 |
£51,868.20 |
Rollover |
| 117 |
22-Jun-09 |
High
Grade Copper |
Long |
19-Jun |
22844 |
22170 |
-674 |
£14.77 |
-£9,954.98 |
LX |
| 118 |
22-Jun-09 |
Gold |
Long |
26-May |
960 |
922 |
-38 |
£426.62 |
-£16,211.56 |
LX |
| 119 |
22-Jun-09 |
Light
Crude Oil (US) |
Long |
22-May |
6159 |
6951 |
792 |
£52.37 |
£41,477.04 |
Rollover |
| 120 |
22-Jun-09 |
Canadian/USD |
Long |
12-Jun |
8945 |
8730 |
-215 |
£56.03 |
-£12,046.45 |
LX |
| 121 |
22-Jun-09 |
Palladium |
Long |
8-Jun |
259 |
234 |
-25 |
£689.85 |
-£17,246.25 |
LX |
| 122 |
22-Jun-09 |
No
Lead Gas |
Long |
29-May |
18750 |
18650 |
-100 |
£15.86 |
-£1,586.00 |
LX |
| 123 |
22-Jun-09 |
Nasdaq
100 |
Long |
18-Jun |
1454 |
1434 |
-20 |
£188.11 |
-£3,762.20 |
LX |
| 124 |
22-Jun-09 |
Soybean
Meal |
Long |
19-Jun |
37764 |
35610 |
-2154 |
£8.22 |
-£17,705.88 |
LX |
| 125 |
22-Jun-09 |
Soybeans |
Long |
19-Jun |
1151 |
1090.5 |
-60.5 |
£229.92 |
-£13,910.16 |
LX |
| 126 |
22-Jun-09 |
Heating
Oil |
Long |
1-Jun |
16791 |
17200 |
409 |
£27.74 |
£11,345.66 |
LX |
| 127 |
23-Jun-09 |
Australian/USD |
Long |
12-Jun |
8074 |
7765 |
-309 |
£51.69 |
-£15,972.21 |
LX |
| 128 |
23-Jun-09 |
Hang
Seng HS 42 |
Long |
15-Jun |
18871 |
17540 |
-1331 |
£18.39 |
-£24,477.09 |
LX |
| 129 |
23-Jun-09 |
30
Year T Bond |
Short |
27-May |
11724 |
11724 |
0 |
£44.68 |
£0.00 |
SX |
| 130 |
24-Jun-09 |
Swiss
Franc/USD |
Long |
1-Jun |
9381 |
9100 |
-281 |
£78.09 |
-£21,943.29 |
LX |
| 131 |
25-Jun-09 |
5
Year T Note |
Short |
8-Jun |
11300 |
11460 |
-160 |
£146.59 |
-£23,454.40 |
SX |
| 132 |
30-Jun-09 |
Lumber |
Long |
22-Jun |
23140 |
21340 |
-1800 |
£10.68 |
-£19,224.00 |
LX |
| 133 |
2-Jun-09 |
Light
Crude Oil (US) |
Long |
22-Jun |
7004 |
6660 |
-344 |
£52.37 |
-£18,015.28 |
LX |
| 134 |
6-Jul-09 |
Lean
Hogs |
Short |
19-Jun |
5903 |
6240 |
-337 |
£50.21 |
-£16,920.77 |
SX |
| 135 |
7-Jul-09 |
10
Year T Note |
Short |
27-May |
11718 |
11718 |
0 |
£94.00 |
£0.00 |
SX |
| 136 |
15-Jul-09 |
Canadian/USD |
Short |
6-Jul |
8613 |
8900 |
-287 |
£54.09 |
-£15,523.83 |
SX |
| 137 |
15-Jul-09 |
British
Pound/Yen |
Short |
13-Jul |
14982 |
15400 |
-418 |
£37.64 |
-£15,733.52 |
SX |
| 138 |
15-Jul-09 |
Dax |
Short |
13-Jul |
4583 |
4940 |
-357 |
£44.07 |
-£15,732.99 |
SX |
| 139 |
15-Jul-09 |
30
Year T Bond |
Long |
13-Jul |
12070 |
11730 |
-340 |
£46.27 |
-£15,731.80 |
LX |
| 140 |
16-Jul-09 |
Feeder
Cattle |
Long |
6-Jul |
10365 |
10370 |
5 |
£42.53 |
£212.65 |
Rollover |
| 141 |
16-Jul-09 |
Soybean
Oil |
Short |
22-Jun |
3660 |
3386 |
274 |
£101.13 |
£27,709.62 |
Rollover |
| 142 |
20-Jul-09 |
Light
Crude Oil (US) |
Short |
13-Jul |
6084 |
6540 |
-456 |
£34.50 |
-£15,732.00 |
SX |
| 143 |
21-Jul-09 |
Nikkei
225 |
Short |
13-Jul |
9270 |
9755 |
-485 |
£32.44 |
-£15,733.40 |
SX |
| 144 |
23-Jul-09 |
Orange
Juice (NY) |
Long |
20-Jul |
10425 |
9565 |
-860 |
£16.08 |
-£13,828.80 |
LX |
| 145 |
23-Jul-09 |
Japanese
Yen/USD |
Long |
13-Jul |
10817 |
10500 |
-317 |
£49.63 |
-£15,732.71 |
LX |
| 146 |
3-Aug-09 |
Soybean
Oil |
Short |
16-Jul |
3392 |
3640 |
-248 |
£101.13 |
-£25,080.24 |
SX |
| 147 |
4-Aug-09 |
Feeder
Cattle |
Long |
16-Jul |
10419 |
10070 |
-349 |
£42.53 |
-£14,842.97 |
LX |
| 148 |
11-Aug-09 |
British
Pound/Yen |
Long |
10-Aug |
16271 |
15800 |
-471 |
£32.99 |
-£15,538.29 |
LX |
| 149 |
14-Aug-09 |
Coffee
Arabica |
Long |
3-Aug |
12760 |
13245 |
485 |
£15.80 |
£7,663.00 |
Rollover |
| 150 |
14-Aug-09 |
10
Year T Note |
Short |
10-Aug |
11494 |
11751 |
-257 |
£60.47 |
-£15,540.79 |
SX |
| 151 |
17-Aug-09 |
Soybeans |
Long |
10-Aug |
1040 |
960 |
-80 |
£194.26 |
-£15,540.80 |
LX |
| 152 |
17-Aug-09 |
British
Pound/USD |
Long |
29-Jun |
16524 |
16300 |
-224 |
£29.15 |
-£6,529.60 |
LX |
| 153 |
17-Aug-09 |
No
Lead Gas |
Long |
3-Aug |
20135 |
18980 |
-1155 |
£12.67 |
-£14,633.85 |
LX |
| 154 |
17-Aug-09 |
Nasdaq
100 |
Long |
20-Jul |
1529 |
1569 |
40 |
£175.05 |
£7,002.00 |
LX |
| 155 |
19-Aug-09 |
Silver |
Long |
10-Aug |
1468 |
1375 |
-93 |
£167.10 |
-£15,540.30 |
LX |
| 156 |
21-Aug-09 |
High
Grade Copper |
Long |
27-Jul |
25260 |
27375 |
2115 |
£8.80 |
£18,612.00 |
Rollover |
| 157 |
21-Aug-09 |
Palladium |
Long |
3-Aug |
266 |
273.25 |
7.25 |
£553.34 |
£4,011.72 |
Rollover |
| 158 |
21-Aug-09 |
Wheat
(Chicago) |
Short |
6-Jul |
529 |
470 |
59 |
£218.66 |
£12,900.94 |
Rollover |
| 159 |
25-Aug-09 |
Coffee
Arabica |
Long |
14-Aug |
13623 |
12245 |
-1378 |
£15.80 |
-£21,772.40 |
LX |
| 160 |
4-Sep-09 |
Sugar
#11 (NY) |
Long |
6-Jul |
1753 |
2097 |
344 |
£116.72 |
£40,151.68 |
LX |
| 161 |
10-Sep-09 |
Nikkei
225 |
Long |
3-Aug |
10365 |
10447.5 |
82.5 |
£32.69 |
£2,696.93 |
Rollover |
| 162 |
11-Sep-09 |
New
Zealand/USD |
Long |
12-Jun |
6385 |
7065 |
680 |
£58.63 |
£39,868.40 |
Rollover |
| 163 |
11-Sep-09 |
Australian/USD |
Long |
3-Aug |
8326 |
8636 |
310 |
£52.12 |
£16,157.20 |
Rollover |
| 164 |
14-Sep-09 |
US
Dollar Index |
Short |
15-Jun |
8053 |
7674 |
379 |
£77.69 |
£29,444.51 |
Rollover |
| 165 |
15-Sep-09 |
Corn |
Short |
7-Sep |
306 |
340 |
-34 |
£406.00 |
-£13,804.00 |
SX |
| 166 |
17-Sep-09 |
S&P
500 |
Long |
24-Aug |
1026 |
1067.5 |
41.5 |
£268.14 |
£11,127.81 |
Rollover |
| 167 |
18-Sep-09 |
Dax |
Long |
10-Aug |
5447 |
5734.5 |
287.5 |
£50.62 |
£14,553.25 |
Rollover |
| 168 |
24-Sep-09 |
High
Grade Copper |
Long |
21-Aug |
27564 |
27400 |
-164 |
£8.80 |
-£1,443.20 |
LX |
| 169 |
25-Sep-09 |
Nikkei
225 |
Long |
10-Sep |
10524.5 |
10190 |
-334.5 |
£32.69 |
-£10,934.81 |
LX |
| 170 |
28-Sep-09 |
Palladium |
Long |
21-Aug |
277.8 |
283 |
5.2 |
£553.34 |
£2,877.37 |
LX |
| 171 |
1-Oct-09 |
Light
Crude Oil (US) |
Short |
28-Sep |
6602 |
7110 |
-508 |
£28.76 |
-£14,610.08 |
SX |
| 172 |
2-Oct-09 |
S&P
500 |
Long |
17-Sep |
1063.8 |
1013.38 |
-50.42 |
£268.14 |
-£13,519.62 |
LX |
| 173 |
8-Oct-09 |
Soyabean
Meal |
Short |
5-Oct |
26830 |
28700 |
-1870 |
£7.67 |
-£14,342.90 |
SX |
| 174 |
8-Oct-09 |
Wheat
(Chicago) |
Short |
21-Aug |
495.9 |
482 |
13.9 |
£218.66 |
£3,039.37 |
SX |
| 175 |
15-Oct-09 |
Feeder
Cattle |
Short |
5-Oct |
9338 |
9433 |
-95 |
£50.02 |
-£4,751.90 |
Rollover |
| 176 |
16-Oct-09 |
British
Pound/USD |
Short |
28-Sep |
15937 |
16400 |
-463 |
£31.55 |
-£14,607.65 |
SX |
| 177 |
19-Oct-09 |
Live
Cattle |
Short |
21-Sep |
8470 |
8675 |
-205 |
£53.84 |
-£11,037.20 |
SX |
| 178 |
21-Oct-09 |
British
Pound/Yen |
Short |
28-Sep |
14318 |
14975 |
-657 |
£22.24 |
-£14,611.68 |
SX |
| 179 |
21-Oct-09 |
Feeder
Cattle |
Short |
15-Oct |
9448 |
9672 |
-224 |
£50.02 |
-£11,204.48 |
SX |
| 180 |
22-Oct-09 |
Japanese
Yen/USD |
Long |
7-Sep |
10763 |
10910 |
147 |
£48.77 |
£7,169.19 |
LX |
| 181 |
26-Oct-09 |
30
Year T Bond |
Long |
14-Sep |
12045 |
11811 |
-234 |
£50.51 |
-£11,819.34 |
LX |
| 182 |
26-Oct-09 |
Coffee
Arabica |
Long |
19-Oct |
14315 |
13495 |
-820 |
£18.01 |
-£14,768.20 |
LX |
| 183 |
26-Oct-09 |
Silver |
Long |
14-Sep |
1672 |
1668 |
-4 |
£133.06 |
-£532.24 |
LX |
| 184 |
29-Oct-09 |
Canadian/USD |
Long |
12-Oct |
9585 |
9300 |
-285 |
£52.31 |
-£14,908.35 |
LX |
| 185 |
29-Oct-09 |
New
Zealand/USD |
Long |
11-Sep |
7032 |
7190 |
158 |
£58.63 |
£9,263.54 |
LX |
| 186 |
30-Oct-09 |
Orange
Juice (NY) |
Long |
12-Oct |
10885 |
11295 |
410 |
£12.85 |
£5,268.50 |
Rollover |
| 187 |
30-Oct-09 |
No
Lead Gas |
Long |
19-Oct |
19808 |
20175 |
367 |
£10.81 |
£3,967.27 |
Rollover |
| 188 |
30-Oct-09 |
Dax |
Long |
17-Sep |
5740.8 |
5435 |
-305.8 |
£50.62 |
-£15,479.60 |
LX |
| 189 |
3-Nov-09 |
Australian/USD |
Long |
11-Sep |
8578 |
8895 |
317 |
£52.12 |
£16,522.04 |
LX |
| 190 |
3-Nov-09 |
US
Dollar Index |
Short |
14-Sep |
7683 |
7700 |
-17 |
£77.69 |
-£1,320.73 |
SX |
| 191 |
3-Nov-09 |
Orange
Juice (NY) |
Long |
30-Oct |
11762 |
10930 |
-832 |
£12.85 |
-£10,691.20 |
LX |
| 192 |
13-Nov-09 |
Cotton
(NY) |
Long |
19-Oct |
6846 |
6627 |
-219 |
£30.84 |
-£6,753.96 |
Rollover |
| 193 |
19-Nov-09 |
Palladium |
Long |
12-Oct |
325 |
367.9 |
42.9 |
£497.00 |
£21,321.30 |
Rollover |
| 194 |
19-Nov-09 |
Light
Crude Oil (US) |
Long |
19-Oct |
7906 |
7742 |
-164 |
£28.45 |
-£4,665.80 |
Rollover |
| 195 |
19-Nov-09 |
High
Grade Copper |
Long |
26-Oct |
30285 |
30770 |
485 |
£6.90 |
£3,346.50 |
Rollover |
| 196 |
19-Nov-09 |
Soyabean
Oil |
Long |
19-Oct |
3700 |
3939 |
239 |
£79.35 |
£18,964.65 |
Rollover |
| 197 |
23-Nov-09 |
Gold |
Long |
7-Sep |
996 |
1164.35 |
168.35 |
£300.08 |
£50,518.47 |
Rollover |
| 198 |
24-Nov-09 |
Natural
Gas |
Short |
2-Nov |
5045 |
4488 |
557 |
£21.12 |
£11,763.84 |
Rollover |
| 199 |
24-Nov-09 |
Light
Crude Oil (US) |
Long |
19-Nov |
7807.4 |
7609 |
-198.4 |
£28.45 |
-£5,644.48 |
LX |
| 200 |
25-Nov-09 |
5
Year T Note |
Long |
7-Sep |
11554 |
11778.81 |
224.81 |
£84.17 |
£18,922.26 |
Rollover |
| 201 |
25-Nov-09 |
10
Year T Note |
Long |
5-Oct |
11925 |
12005.38 |
80.38 |
£53.17 |
£4,273.80 |
Rollover |
| 202 |
26-Nov-09 |
Australian/USD |
Long |
16-Nov |
9299 |
8995 |
-304 |
£43.89 |
-£13,342.56 |
LX |
| 203 |
27-Nov-09 |
No
Lead Gas |
Long |
30-Oct |
20257 |
18935 |
-1322 |
£10.81 |
-£14,290.82 |
LX |
| 204 |
3-Dec-09 |
Nikkei
225 |
Short |
23-Nov |
9475 |
9900 |
-425 |
£36.01 |
-£15,304.25 |
SX |
| 205 |
3-Dec-09 |
30
Year T Bond |
Long |
30-Nov |
12266 |
11990 |
-276 |
£55.08 |
-£15,202.08 |
LX |
| 206 |
4-Dec-09 |
British
Pound/Yen |
Short |
30-Nov |
14294 |
14835 |
-541 |
£28.10 |
-£15,202.10 |
SX |
| 207 |
7-Dec-09 |
Swiss
Franc/USD |
Long |
14-Sep |
9651 |
9775 |
124 |
£67.43 |
£8,361.32 |
LX |
| 208 |
8-Dec-09 |
Lumber |
Long |
30-Nov |
23670 |
21900 |
-1770 |
£9.05 |
-£16,018.50 |
LX |
| 209 |
9-Dec-09 |
Silver |
Long |
23-Nov |
1850 |
1722 |
-128 |
£120.03 |
-£15,363.84 |
LX |
| 210 |
10-Dec-09 |
Lean
Hogs |
Long |
30-Nov |
6752 |
6380 |
-372 |
£47.22 |
-£17,565.84 |
LX |
| 211 |
10-Dec-09 |
Natural
Gas |
Short |
24-Nov |
4782 |
5325 |
-543 |
£21.12 |
-£11,468.16 |
SX |
| 212 |
11-Dec-09 |
Japanese
Yen/USD |
Long |
23-Nov |
11247 |
11208 |
-39 |
£58.31 |
-£2,274.09 |
Rollover |
| 213 |
15-Dec-09 |
10
Year T Note |
Long |
25-Nov |
11882.09 |
11728 |
-154.09 |
£53.17 |
-£8,192.97 |
LX |
| 214 |
15-Dec-09 |
5
Year T Note |
Long |
25-Nov |
11659.43 |
11575 |
-84.43 |
£84.17 |
-£7,106.47 |
LX |
| 215 |
17-Dec-09 |
Rough
Rice |
Long |
2-Nov |
14700 |
15020 |
320 |
£23.40 |
£7,488.00 |
LX |
| 216 |
17-Dec-09 |
Soyabean
Oil |
Long |
19-Nov |
3992.6 |
3910 |
-82.6 |
£79.35 |
-£6,554.31 |
LX |
| 217 |
17-Dec-09 |
Feeder
Cattle |
Short |
16-Nov |
9255 |
9407.5 |
-152.5 |
£45.23 |
-£6,897.58 |
Rollover |
| 218 |
17-Dec-09 |
Gold |
Long |
23-Nov |
1166 |
1097 |
-69 |
£300.08 |
-£20,705.52 |
LX |
| 219 |
17-Dec-09 |
Platinum |
Long |
16-Nov |
1390 |
1424.4 |
34.4 |
£205.27 |
£7,061.29 |
Rollover |
| 220 |
17-Dec-09 |
Soyabean
Meal |
Long |
23-Nov |
31040 |
30700 |
-340 |
£6.99 |
-£2,376.60 |
Rollover |
| 221 |
17-Dec-09 |
Nasdaq
100 |
Long |
16-Nov |
1790 |
1786 |
-4 |
£177.90 |
-£711.60 |
Rollover |
| 222 |
18-Dec-09 |
Japanese
Yen/USD |
Long |
11-Dec |
11219 |
11000 |
-219 |
£58.31 |
-£12,769.89 |
LX |
| 223 |
18-Dec-09 |
Feeder
Cattle |
Short |
17-Dec |
9411.5 |
9490 |
-78.5 |
£45.23 |
-£3,550.56 |
SX |
| 224 |
21-Dec-09 |
Soyabean
Meal |
Long |
17-Dec |
30304 |
29630 |
-674 |
£6.99 |
-£4,711.26 |
LX |
| 225 |
22-Dec-09 |
Platinum |
Long |
17-Dec |
1431.8 |
1405 |
-26.8 |
£205.27 |
-£5,501.24 |
LX |
| 226 |
22-Dec-09 |
Palladium |
Long |
19-Nov |
372.4 |
350 |
-22.4 |
£497.00 |
-£11,132.80 |
LX |
| 227 |
30-Dec-09 |
Orange
Juice (NY) |
Long |
7-Dec |
12330 |
13260 |
930 |
£15.81 |
£14,703.30 |
Rollover |
| 228 |
31-Dec-09 |
Cotton
(NY) |
Long |
13-Nov |
7040 |
7560 |
520 |
£30.84 |
£16,036.80 |
Year
End |
| 229 |
31-Dec-09 |
Orange
Juice (NY) |
Long |
30-Dec |
13702 |
12905 |
-797 |
£15.81 |
-£12,600.57 |
Year
End |
| 230 |
31-Dec-09 |
Sugar
#11 (NY) |
Long |
14-Dec |
2411 |
2695 |
284 |
£72.83 |
£20,683.72 |
Year
End |
| 231 |
31-Dec-09 |
High
Grade Copper |
Long |
19-Nov |
31084 |
33465 |
2381 |
£6.90 |
£16,428.90 |
Year
End |
| 232 |
31-Dec-09 |
British
Pound/USD |
Short |
14-Dec |
16247 |
16146 |
101 |
£27.72 |
£2,799.72 |
Year
End |
| 233 |
31-Dec-09 |
30
Year T Bond |
Short |
28-Dec |
11521 |
11537 |
-16 |
£45.23 |
-£723.68 |
Year
End |
| 234 |
31-Dec-09 |
Nasdaq
100 |
Long |
17-Dec |
1787.45 |
1858.8 |
71.35 |
£177.90 |
£12,693.17 |
Year
End |
| 235 |
31-Dec-09 |
S&P
500 |
Long |
7-Dec |
1103 |
1110.7 |
7.7 |
£364.52 |
£2,806.80 |
Year
End |
| 236 |
31-Dec-09 |
Dax |
Long |
28-Dec |
5964 |
5959.5 |
-4.5 |
£53.68 |
-£241.56 |
Year
End |
| 237 |
|
|
|
|
|
|
|
|
|
|
| 238 |
|
|
|
|
|
|
|
CLOSED
BALANCE |
£569,626.04 |
| 239 |
|
|
|
|
|
|
|
|
|
|
| 240 |
|
|
|
|
|
|
|
TOTAL
END BALANCE |
£569,626.04 |
| 241 |
|
|
|
|
|
|
|
|
|
|
Important Note:
All results prior to 2007 have been generated by running our system rules over real market data. This has not been curve fitted but is none the less backtesting and all and any results shown prior to 2007 are back tested results.
Results from 2007 onwards are results in accordance with the weekly trades sheet which has been sent out to members each week or published on the site in the member's area. These results are an exact replica of the weekly trades sheet with the following exceptions:
- The entry price for each trade is based on the closing price from the previous Friday(this is the only price we can go on when we generate the trades for the following Monday as the market is closed at the weekends). We then add the normal market hours spread(IG Index) to Friday's close to give the most accurate figure we can. Obviously different prices will be obtained depending on the actual time that the trade is opened as well as the spread betting platform which is used. Obviously on some occasions there will be differences between the previous Friday's close and the opening price obtained on the Monday at the time of opening the trade but over time our research shows this roughly evens itself out.
- With the exception of entry prices, all exit prices and rollover prices are exactly as per results obtained from IG Index and include the closing spread or the rollover spread, both for closing the previous contract and opening the new contract. Also included in the results is the slippage on a trade if a market has gapped through our protective stops.
- The platform used for placing trades or obtaining prices has been IG Index and relates to the contracts for each market as indicated. These results may vary slightly if a different trading platform is used as the spread and slippage may be different.
- In summary, the only discrepancy between the results published and actual trading results based on the weekly trades sheet which is published each week will be as explained in point 1.
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