Blind Terry February Monthly Equity Chart

The chart shows the monthly net equity (red line) built as cumulated daily data after $100 per round turn trade commissions. The gross equity is plotted as a sum of the net equity and the cumulative commissions (blue area plot). The net daily profit/loss are also plotted. Over the month of February, 2003 the trading system has produced $11,000 in total net profit (gross profit minus gross loss) with a max draw-down of $1,400 (including commissions).

The equity curve was compared with the weekly changes in Nasdaq-100 market. One can see the system equity has potential to grow regardless of the market direction.

DISCLAIMER: '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."