Trading Systems S&P500 2/88-3/99

Trading Sys: SP500
2/88 - 3/99
P/L: % prof: n(w/l): PF: avg/tr:
Sto(P) (9d) 1008 78% 129/37 5.45 6.08
30% in 1998 v 27% spx - only 13 trades

2/88 - 3/98
Sys: P/L: % prof: n(w/l): PF: avg/tr:
b+h 271-1099 828.00
b/o 2/10 20% 872.12 95% 203 4.80 4.30
trailing aft $1 p/l ? 1/4
b/o 2/10 641.37 54% 186 4.17 3.45
$4 trailing 101/85
b/o 2/7w 7stop 527.09 42% 33 23/4 5.75 15.97
bkout 15/40d 522.35 57% 21 137/40 8.44 24.87
macd 12/26/6 400.78 47% 19 24/6 4.77 21.09
max downward excursion of losers = -2.5%
adding 4.5% stop loss -> equal rtn w/ < risk
w/ 10%/$1 trailing stop + $1 slippage
711.96 94% 141 1/4 8.00 5.05
w/ 8% trailg s 377.90 42% 19 24/5 4.46 19.89