MARK IV PERFORMANCE (Intraday Module)

CHART

 

TABLE

No. Date Beginning   Net Asset Value Cash Add. Cash Withdr Gross Realized   P/L Change in OTE Number   contracts traded Broker Commission ($20 RT) CTA   Fees Net   Realized   P/L Monthly   % Rate     of Return     Ending    Equity (VAMI)
  [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12]
                         
1 Jan-04 $50,000 $0 $0 $1,740 $0 10 $200 $348 $1,192 2.38% $51,192 $1,024
2 Feb-04 $51,192 $0 $0 $1,492 $0 73 $1,460 $298 ($266) -0.52% $50,926 $1,019
3 Mar-04 $50,926 $0 $0 $20,733 $0 110 $2,200 $4,147 $14,386 28.25% $65,312 $1,306
4 Apr-04 $65,312 $0 $0 $8,740 $0 50 $1,000 $1,748 $5,992 9.17% $71,304 $1,426
5 May-04 $71,304 $0 $0 $1,110 $0 4 $80 $222 $808 1.13% $72,112 $1,442
6 Jun-04 $72,112 $0 $0 $8,890 $0 28 $560 $1,778 $6,552 9.09% $78,664 $1,573
7 Jul-04 $78,664 $0 $0 $1,993 $0 58 $1,160 $399 $434 0.55% $79,098 $1,582
8 Aug-04 $79,098 $0 $0 $6,158 $0 44 $880 $1,232 $4,046 5.12% $83,144 $1,663
9 Sep-04 $83,144 $0 $0 $173 $0 19 $380 $35 ($242) -0.29% $82,902 $1,658
10 Oct-04 $82,902 $0 $0 $4,558 $0 36 $720 $912 $2,926 3.53% $85,828 $1,717
11 Nov-04 $85,828 $0 $0 $80 $0 2 $40 $16 $24 0.03% $85,852 $1,717
12 Dec-04 $85,852 $0 $0 $1,790 $0 23 $460 $358 $972 1.13% $86,824 $1,736
13 Jan-05 $86,824 $0 $0 $795 $0 6 $120 $159 $516 0.59% $87,340 $1,747
14 Feb-05 $87,340 $0 $0 $150 $0 8 $160 $30 ($40) -0.05% $87,300 $1,746
15 Mar-05 $87,300 $0 $0 $695 $0 9 $180 $139 $376 0.43% $87,676 $1,754
16 Apr-05 $87,676 $0 $0 $9,153 $0 54 $1,080 $1,831 $6,242 7.12% $93,918 $1,878
17 May-05 $93,918 $0 $0 $1,720 $0 53 $1,060 $344 $316 0.34% $94,234 $1,885
18 Jun-05 $94,234 $0 $0 $3,235 $0 28 $560 $647 $2,028 2.15% $96,262 $1,925
19 Jul-05 $96,262 $0 $0 ($50) $0 2 $40 $0 ($90) -0.09% $96,172 $1,923
20 Aug-05 $96,172 $0 $0 $365 $0 4 $80 $53 $232 0.24% $96,404 $1,928
21 Sep-05 $96,404 $0 $0 $5,687 $0 58 $1,160 $1,138 $3,390 3.52% $99,794 $1,996
22 Oct-05 $99,794 $0 $0 $9,645 $0 57 $1,140 $1,929 $6,576 6.59% $106,370 $2,127
23 Nov-05 $106,370 $0 $0 $3,210 $0 34 $680 $642 $1,888 1.77% $108,258 $2,165
24 Dec-05 $108,258 $0 $0 ($443) $0 32 $640 $0 ($1,083) -1.00% $107,176 $2,144
25 Jan-06 $107,176 $0 $0 ($1,293) $0 22 $440 $0 ($1,733) -1.62% $105,443 $2,109
26 Feb-06 $105,443 $0 $0 $2,370 $0 12 $240 $821 $1,309 1.24% $106,752 $2,135
27 Mar-06 $106,752 $0 $0 $1,177 $0 57 $1,140 $235 ($198) -0.19% $106,554 $2,131
28 Apr-06 $106,554 $0 $0 $5,455 $0 31 $620 $1,091 $3,744 3.51% $110,298 $2,206
29 May-06 $110,298 $0 $0 $8,305 $0 28 $560 $1,661 $6,084 5.52% $116,382 $2,328
30 Jun-06 $116,382 $0 $0 $28,913 $0 102 $2,040 $5,783 $21,090 18.12% $137,472 $2,749
31 Jul-06 $137,472 $0 $0 $3,067 $0 25 $500 $613 $1,954 1.42% $139,426 $2,789
32 Aug-06 $139,426 $0 $0 $790 $0 11 $220 $158 $412 0.30% $139,838 $2,797
33 Sep-06 $139,838 $0 $0 $457 $0 11 $220 $91 $146 0.10% $139,984 $2,800
34 Oct-06 $139,984 $0 $0 $750 $0 9 $180 $150 $420 0.30% $140,404 $2,808
                         

 

Copyright 2002 Advanced Trading Systems.  All Rights Reserved.