John Holsinger - (AutoMation 101 for S&P 400 MidCap)
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Contracts traded:
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ME
futures contract
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Options or spreads used:
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No
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Approximate round-turns per month:
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20 x 2
contracts
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Recommended account size:
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$15,000
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One Time License fee:
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$2995
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Average stop loss:
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$600 or
less for 2 contracts
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Maximum projected drawdown:
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$4,500
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Typical profit target:
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None
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Order types to enter:
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Limit,
stop
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Order types to exit:
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Limit,
stop, market
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Average length trades held:
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Daytrade
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Methodology:
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Breakout
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Risk rating:
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Very
aggressive
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All Trades
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style='font-size:
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Total
Net Profit
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$72,830.00
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Profit
Factor
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1.68
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>Gross
Profit
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$179,570.00
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>Gross
Loss
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($106,740.00)
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Open
Position Profit/Loss
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$0.00
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Select
Total Net Profit
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$61,390.00
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Select
Profit Factor
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1.58
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Select
Gross Profit
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$168,130.00
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Select
Gross Loss
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($106,740.00)
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Adjusted
Total Net Profit
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$57,474.13
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Adjusted
Profit Factor
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1.51
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Adjusted
Gross Profit
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$170,418.27
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Adjusted
Gross Loss
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($112,944.14)
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Total
Number of Trades
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681
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Percent
Profitable
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56.53%
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Winning
Trades
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385
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Losing
Trades
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296
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Even
Trades
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0
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Avg.
Trade Net Profit
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$106.95
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Ratio
Avg. Win:Avg. Loss
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1.29
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Avg.
Winning Trade
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$466.42
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Avg.
Losing Trade
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($360.61)
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Largest
Winning Trade
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$2,190.00
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Largest
Losing Trade
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($550.00)
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Largest
Winner as % of Gross Profit
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1.22%
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Largest
Loser as % of Gross Loss
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0.52%
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Net
Profit as % of Largest Loss
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13241.82%
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Slct.
Net Profit as % of Largest Loss
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11161.82%
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Adj.
Net Profit as % of Largest Loss
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10449.84%
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Max.
Consecutive Winning Trades
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8
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Max.
Consecutive Losing Trades
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5
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Avg.
Bars in Winning Trades
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3.87
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Avg.
Bars in Losing Trades
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2.96
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Avg.
Bars in Total Trades
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3.48
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Max.
Shares/Contracts Held
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2
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Account
Size Required
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$4,280.00
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Total
Commission
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$6,810.00
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Total
Slippage
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$0.00
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Return
on Initial Capital
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485.53%
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Annual
Rate of Return
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59.49%
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Buy
and Hold Return
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88.77%
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Return
on Account
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1701.64%
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Avg.
Monthly Return
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$2,023.06
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Std.
Deviation of Monthly Return
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$1,966.71
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Return
Retracement Ratio
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1.03
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RINA
Index
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4754.63
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Sharpe
Ratio
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0.83
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K-Ratio
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n/a
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Trading
Period
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2 Yrs, 11 Mths, 19 Dys,
4 Hrs, 30 Mins
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Percent
of Time in the Market
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5.47%
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Time
in the Market
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1 Mth, 28 Dys, 9 Hrs
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Longest
Flat Period
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4 Dys, 23 Hrs, 30 Mins
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Max.
Equity Run-up
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$74,640.00
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Date
of Max. E. Run-up
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02/17/06 14:30
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Max.
E. Run-up as % of Initial Capital
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497.60%
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Max. Drawdown (Intra-day Peak to Valley)
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Max.
Drawdown (Trade Close to Trade Close)
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Value
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($4,385.00)
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Value
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($4,280.00)
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Date
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08/26/05
15:00
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Date
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08/26/05
15:00
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as
% of Initial Capital
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29.23%
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as
% of Initial Capital
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28.53%
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Net
Profit as % of Drawdown
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1660.89%
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Net
Profit as % of Drawdown
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1701.64%
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Slct. Net Profit as % of Drawdown
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1400.00%
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Slct. Net Profit as % of Drawdown
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1434.35%
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Adj. Net Prof as % of Drawdown
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1310.70%
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Adj.
Net Profit as % of Drawdown
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1342.85%
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Max.
Trade Drawdown
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($780.00)
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Mark-To-Market Period Analysis:
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Period
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Net
Profit
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% Gain
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Profit
Factor
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# Trades
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%Profitable
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2/1/2006
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$1,250.00
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1.44%
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1.39
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17
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47.06%
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1/1/2006
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$3,850.00
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4.65%
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2.31
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17
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58.82%
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12/1/2005
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($1,420.00)
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(1.69%)
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0.69
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20
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50.00%
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11/1/2005
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$2,880.00
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3.54%
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2.08
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20
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65.00%
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10/1/2005
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$2,730.00
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3.48%
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1.64
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19
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57.89%
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9/1/2005
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$1,600.00
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2.08%
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1.51
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20
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50.00%
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8/1/2005
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($1,190.00)
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(1.52%)
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0.75
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19
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36.84%
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7/1/2005
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$880.00
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1.14%
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1.30
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18
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66.67%
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6/1/2005
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$1,630.00
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2.16%
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1.44
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21
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52.38%
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5/1/2005
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$560.00
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0.75%
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1.13
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20
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55.00%
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4/1/2005
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$4,740.00
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6.74%
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2.24
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22
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59.09%
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3/1/2005
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($850.00)
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(1.19%)
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0.76
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19
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52.63%
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2/1/2005
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$190.00
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0.27%
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1.06
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17
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47.06%
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1/1/2005
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$380.00
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0.54%
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1.10
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20
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55.00%
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12/1/2004
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$2,080.00
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3.04%
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1.95
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18
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50.00%
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11/1/2004
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$3,030.00
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4.63%
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2.49
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21
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57.14%
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10/1/2004
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$3,880.00
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6.30%
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3.12
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20
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75.00%
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9/1/2004
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$1,470.00
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2.44%
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1.59
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17
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58.82%
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8/1/2004
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$1,730.00
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2.96%
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1.60
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19
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63.16%
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7/1/2004
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$2,740.00
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4.92%
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2.00
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20
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55.00%
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6/1/2004
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$40.00
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0.07%
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1.01
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20
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50.00%
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5/1/2004
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$350.00
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0.63%
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1.09
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17
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41.18%
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4/1/2004
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$3,170.00
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6.08%
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2.22
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19
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63.16%
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3/1/2004
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$7,460.00
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16.71%
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4.32
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22
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68.18%
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2/1/2004
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($1,550.00)
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(3.35%)
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0.56
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15
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40.00%
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1/1/2004
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$1,600.00
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3.59%
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1.59
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18
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61.11%
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12/1/2003
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$2,980.00
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7.16%
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2.10
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22
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63.64%
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11/1/2003
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$3,700.00
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9.76%
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3.33
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16
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56.25%
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10/1/2003
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$490.00
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1.31%
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1.16
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21
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57.14%
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9/1/2003
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$5,280.00
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16.42%
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5.16
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18
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72.22%
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8/1/2003
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$4,310.00
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15.48%
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4.39
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19
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63.16%
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7/1/2003
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$2,880.00
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11.54%
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2.31
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20
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50.00%
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| 6/1/2003
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$1,540.00
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6.58%
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1.47
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20
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55.00%
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5/1/2003
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$2,100.00
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9.85%
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2.79
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18
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61.11%
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| 4/1/2003
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$3,920.00
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22.53%
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2.52
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18
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55.56%
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3/1/2003
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$2,400.00
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16.00%
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1.88
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14
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57.14%
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Disclaimer Regarding the Many
Illustrations of Systems and Performance Results in This Publication:
THERE IS A SIGNIFICANT RISK OF LOSS IN
FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT
LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT
ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE
RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN
MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN
GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF
HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY
TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.
The performance summaries provided above
are provided to inform persons considering this system. The performance assumes
one contract of the security traded and $5 round turn for brokerage commission
on futures and $0 per contract for slippage. Mr. Holsinger does not manage
accounts for clients and never has had power of attorney over accounts trading
these systems. Mr. Holsinger is not advising or soliciting anyone to trade or
use any of these strategies.
This information is not to be construed as
an offer to buy or sell futures. This information does not purport to be a complete
statement of all material facts relating to futures.
We gratefully acknowledge
TradeStationTechnologies, Inc. for permitting reproduction of the above results
produced by TradeStation software. TradeStationTechnologies (formerly known as
Omega Research, Inc.) is in no way associated with or responsible for these
results
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John Holsinger
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Contact
Us |
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Dwain Sachs Administrative Assistant
1-800-214-4469 |
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