Bi-Weekly Performance 9-26-99 to 10-08-99
79435.2 BW 9-27 Pos Entry Date Exit Date Result JYZ L 9571 26-Sep 9724 27-Sep 1862.5 BPZ L 1.6408 26-Sep 1.6514 28-Sep 612.5 HGZ S 8085 27-Sep 8175 28-Sep -275 SFZ L 6599 27-Sep 6661 28-Sep 725 GCZ L 283.8 27-Sep 295.5 28-Sep 1120 SIZ L 535.5 27-Sep 568 28-Sep 1575 HOX L 6243 27-Sep 6250 28-Sep -20.6 SX L 484 3/4 27-Sep 484.25 6-Oct -75 CTZ L 5369 27-Sep 5430 8-Oct 255 SUH S 671 27-Sep 661 28-Sep 62 KCZ L 8345 27-Sep 8665 29-Sep 1150 COZ L 1027 27-Sep 1067 28-Sep 350 LCZ S 6887 27-Sep 6960 1-Oct -340 LHZ S 4717 27-Sep 4637 28-Sep 270 BDZ L 114-27 27-Sep 112-02 12-Oct -3662.5 SPZ L 1296.4 27-Sep 1301.5 4-Oct 1225 SUH L 661 28-Sep 681 28-Sep 174 WZ L 286 28-Sep 255.75 8-Oct -1462.5 CDZ L 6854 28-Sep 6789 12-Oct -700 CLX S 2433 28-Sep 2398 4-Oct 300 KCZ L 8670 29-Sep 9050 11-Oct 1375 SPZ L-2 1290.8 29-Sep 1306.5 4-Oct 7750 SPZ L 1290.8 29-Sep 1301.5 4-Oct 2625 SMZ L 151 29-Sep 149.2 4-Oct -230 BDZ L 113-02 30-Sep 112-02 12-Oct -1050 SFZ S 6809 1-Oct 6714 8-Oct 1137.5 BOZ L 1656 1-Oct 1689 6-Oct 148 CLX L 2370 4-Oct 2345 5-Oct -300 HUX L 6800 4-Oct 6719 4-Oct -390.2 HUX S 6720 4-Oct 6605 5-Oct 391 CTZ L 5195 4-Oct 5340 12-Oct 675 BPZ L 1.656 4-Oct 1.654 12-Oct -175 COZ L 986 5-Oct 933 8-Oct -580 COZ L 988 5-Oct 933 8-Oct -600 HOX L 5945 5-Oct 5460 8-Oct -2087 JYZ L 9514 5-Oct 9490 12-Oct -350 LHZ L 4447 6-Oct 4520 6-Oct 250 JYZ L 9373 6-Oct 9490 12-Oct 1412.5 CLX L 2275 7-Oct 2186 12-Oct -940 LCZ S 7002 7-Oct 6990 12-Oct 0 HGZ L 7840 8-Oct 7770 12-Oct -225 CTZ S 5430 8-Oct 5350 8-Oct 350 CZ L 202 1/2 8-Oct 201 12-Oct -125 12207.2 91642.4 Material Assumptions : Each trade is derived from FuturesCom's Bi-Weekly Investment Outlook and FuturesCom's Flashes and UpDates which pertain to the same. The slippage and fees are computed at $ 50.00 per round turn trade ,and charged upon exit. Prices are dervied from Entry and exits of Futures Contracts HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERANT LIMITATIONS., SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTAION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT , THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITAIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSITE. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ADVERSLY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKET IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSLY AFFECT ACTUAL TRADING RESULTS..