THE BACK TESTED RESEARCH

The Future Does Not Give any Data!

To analyze a Trading System, I always START with Back Testing as the future does not provide us with anything on which to base our studies! The research below does not represent my history of real time trading. However, it does represent research that passes my rigorous standards of what needs to be included in a good trading system. Here are the results of my research on the Hologram Suite of Systems:

Period	Net Profit	# Trades	$30,000.00	Average Trade
3/1/2003	$4,642.50	47	$34,642.50	$98.78
4/1/2003	$1,747.50	82	$36,390.00	$21.31
5/1/2003	$4,832.50	77	$41,222.50	$62.76
6/1/2003	$4,471.25	82	$45,693.75	$54.53
7/1/2003	$12,780.00	80	$58,473.75	$159.75
8/1/2003	$6,165.00	86	$64,638.75	$71.69
9/1/2003	$4,521.25	85	$69,160.00	$53.19
10/1/2003	$482.50	89	$69,642.50	$5.42
11/1/2003	$3,130.00	80	$72,772.50	$39.13
12/1/2003	$5,347.50	90	$78,120.00	$59.42
1/1/2004	$12,825.00	78	$90,945.00	$164.42
2/1/2004	$7,776.25	75	$98,721.25	$103.68
3/1/2004	$19,438.75	85	$118,160.00	$228.69
4/1/2004	$21,475.00	83	$139,635.00	$258.73
5/1/2004	($277.50)	73	$139,357.50	($3.80)
6/1/2004	($911.25)	89	$138,446.25	($10.24)
7/1/2004	$6,706.25	84	$145,152.50	$79.84
8/1/2004	$5,788.75	87	$150,941.25	$66.54
9/1/2004	$750.00	82	$151,691.25	$9.15
10/1/2004	$8,251.25	86	$159,942.50	$95.94
11/1/2004	$5,908.75	83	$165,851.25	$71.19
12/1/2004	$5,851.25	86	$171,702.50	$68.04
1/1/2005	($855.00)	88	$170,847.50	($9.72)
2/1/2005	($2,952.50)	85	$167,895.00	($34.74)
3/1/2005	($1,212.50)	23	$166,682.50	($52.72)
4/1/2005	($1,230.00)	61	$165,632.50	($20.16)
5/1/2005	$5,117.50	77	$170,750.00	$66.46
6/1/2005	$3,893.75	66	$174,643.75	$59.00
7/1/2005	$4,123.75	87	$178,767.50	$47.40

CFTC Advisory

Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication:

The performance summaries provided above are provided to inform persons considering this system. The performance assumes one contract of the futures traded and $5 round turn for daytrade brokerage commission,$20 round turn for overnight brokerage commission and $40 per cross for Forex 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 system illustrated in this article. These are educational examples of the art of system writing and development that he wants to share with you.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.

John Holsinger