Successful Futures Day Trading System | Model Performance

Trade Model Quarterly & Annual Performance Statistics

**2006 - Live Trade Results**
Date	ROI	Max Draw Down	S&P500 ROI
3/31/2006	-1.7%	10.4%	1.7%
6/30/2006	0.1%	21.1%	-1.9%
9/29/2006	15.9%	17.4%	5.2%
12/28/2006	10.6%	5.9%	6.7%
2006 Totals	25.0%	21.1%	11.4%

**2005 - Back Tested Trade Results**
Date	ROI	Max Draw Down	S&P500 ROI
3/31/2005	7.3%	7.1%	-2.6%
6/30/2005	3.5%	12.6%	0.9%
9/30/2005	5.9%	8.8%	3.1%
12/30/2005	0.8%	9.9%	1.7%
2005 Totals	21.1%	12.6%	5.6%

**2004 - Back Tested Trade Results**
Date	ROI	Max Draw Down	S&P500 ROI
3/31/2004	-2.1%	13.5%	1.3%
6/30/2004	29.7%	12.5%	1.3%
9/30/2004	-0.5%	13.0%	-2.3%
12/31/2004	8.4%	6.7%	8.7%
2004 Totals	39.5%	13.5%	8.4%

**2003 - Back Tested Trade Results**
Date	ROI	Max Draw Down	S&P500 ROI
3/31/2003	4.1%	21.6%	-3.6%
6/30/2003	-0.4%	21.7%	14.9%
9/30/2003	6.4%	8.6%	2.2%
12/31/2003	35.5%	7.7%	11.6%
2003 Totals	57.9%	21.7%	21.9%

**2002 -Back Tested Trade Results**
Date	ROI	Max Draw Down	S&P500 ROI
3/28/2002	16.5%	25.7%	-0.1%
6/28/2002	71.2%	14.0%	-13.7%
9/30/2002	0.2%	45.5%	-17.6%
12/31/2002	11.0%	18.5%	7.9%
2002 Totals	113.6%	45.5%	-21.3%

**2001 - Back Tested Trade Results**
Date	ROI	Max Draw Down	S&P500 ROI
3/30/2001	8.7%	23.6%	-12.1%
6/29/2001	0.2%	22.4%	5.5%
9/28/2001	24.6%	33.3%	-15.0%
12/31/2001	-5.2%	25.9%	10.3%
2001 Totals	18.3%	33.3%	-10.0%