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| Track Record for January 2008: | ||||
| CBOT Interest-Rate Financial Markets: | ||||
| 10-Year Treasury Notes | 15-Jan | Long TYH | 16-Jan | $31.25 |
| $810 | 17-Jan | Long TYH | 18-Jan | $125.00 |
| 30-Jan | Long TYH | 30-Jan | ($484.38) | |
| 31-Jan | Long TYH | |||
| 10-Year T-Note Monthly Total | ($328.13) | |||
| 10-Year T-Note Cum. Y-T-D | ($328.13) | |||
| CME Interest-Rate Financial Markets: | ||||
| Eurodollars | 26-Dec | Long EDZ8 | 2-Jan | $437.50 |
| $743 | 2-Jan | Long EDZ | 3-Jan | $287.50 |
| 15-Jan | Long EDZ | 15-Jan | ($212.50) | |
| 17-Jan | Long EDZ | 18-Jan | $112.50 | |
| 30-Jan | Long EDZ | 31-Jan | $287.50 | |
| Eurodollars Monthly Total | $912.50 | |||
| Eurodollars Cum. Y-T-D | $912.50 | |||
| CME e-mini Stock Indices Markets: | ||||
| e-mini S&P 500 Index | ||||
| $3,938 | ||||
| e-mini S&P Index Monthly Total | $0.00 | |||
| e-mini S&P Index Cum. Y-T-D | $0.00 | |||
| e-mini NASDAQ | ||||
| $3,750 | ||||
| e-mini NASDAQ Monthly Total | $0.00 | |||
| e-mini NASDAQ Cum. Y-T-D | $0.00 | |||
| e-mini Russell | ||||
| $5,225 | ||||
| e-mini Russell Index Monthly Total | $0.00 | |||
| e-mini Russell Index Cum. Y-T-D | $0.00 | |||
| CME/IMM Currency Markets: | ||||
| British Pound | 11-Jan | Short BPH | 14-Jan | ($621.25) |
| $1,688 | 28-Jan | Short BPH | 30-Jan | ($1,087.50) |
| British Pound Monthly Total | ($1,708.75) | |||
| British Pound Cum. Y-T-D | ($1,708.75) | |||
| Canadian Dollar | 11-Jan | Short CDH | 15-Jan | ($280.00) |
| $1,148 | 16-Jan | Short CDH | 22-Jan | $850.00 |
| Canadian Dollar Monthly Total | $570.00 | |||
| Canadian Dollar Cum. Y-T-D | $570.00 | |||
| e-mini Euro-Currency | 10-Jan | Long ZEH | 15-Jan | $606.25 |
| $2,295 | 15-Jan | Long ZEH | 15-Jan | ($293.75) |
| 16-Jan | Long ZEH | 16-Jan | ($443.75) | |
| 30-Jan | Long ZEH | 31-Jan | $262.50 | |
| Euro-Currency Monthly Total | $131.25 | |||
| Euro-Currency Cum. Y-T-D | $131.25 | |||
| e-mini Japanese Yen | 14-Jan | Long ZYH | 14-Jan | $75.00 |
| $2,160 | 17-Jan | Long ZYH | 18-Jan | $31.25 |
| Japanese Yen Monthly Total | $106.25 | |||
| Japanese Yen Cum. Y-T-D | $106.25 | |||
| Swiss Franc | 10-Jan | Long SFH | 15-Jan | $1,875.00 |
| $1,485 | 22-Jan | Long SFH | 23-Jan | $650.00 |
| 30-Jan | Long SFH | 31-Jan | $462.50 | |
| Swiss Franc Monthly Total | $2,987.50 | |||
| Swiss Franc Cum. Y-T-D | $2,987.50 | |||
| Trend Following Monthly Cumulative Total | $2,670.62 | |||
| Trend Following Year-to-Date Cum. Total | $2,670.62 | |||
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, ACHIEVE PROFITS, OR LOSSES SIMILAR TO THOSE SHOWN. THERE IS A RISK OF LOSS IN ALL TRADING.
"HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. "