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KC Collection Performance Summaries
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(Any liquid market is an excellent candidate for the KC Collection.
Past results for the full-size S&P are below)

Intraday: 10 Minute Bars

Results during the 6 month period of severe market volatility. This is an example of trading the 10 minute chart which can also be traded profitably during volatile periods. (June 2000 and December 2000 S&P 500 contract: 06/16/00 - 12/07/00)

Intraday: 5-Minute Bars

Results for a recent performance summary update during this continuing market selloff period: (June 2000 S&P 500 contract:
04/07/00 - 05/19/00)

Intraday: 5-Minute Bars

Results for the performance summary update during the first part of the recent huge market selloff period:
(June 2000 S&P 500 contract: 03/13/00 - 04/24/00)

Intraday: 5-Minute Bars

Results for the latest performance summary update during one of the most volatile January's in market history:
(March 2000 S&P 500 contract: 12/15/99 - 01/31/2000)

Intraday: 5-Minute Bars

Recent performance summary:
(results for the December S&P 500 contract: 09/13/99 - 09/24/99)

Intraday: 5-Minute Bars

For an earlier contract (results for the June S&P 500 contract: 04/06/98 - 05/15/98)

Intraday: 10-Minute Bars

Results for the June S&P 500 contract: 03/03/98 - 04/06/98

Daily Bars

End-of-day trading results since trading began in the following sample commodities. Although the KC Collection is primarily designed to consistently pull in profits for the day trader, we're also including the following results to illustrate that it works quite well for the long-term position trader as well. All results are per single contract:

SOYBEANS (02/02/68 - 07/31/96)
COMEX SILVER (07/29/71 - 07/31/96)
COMEX GOLD (12/31/74 - 07/31/96)


Adding the results of the Omega TradeStation System Reports for the 18 months from 1/2/97 to 7/23/98. Starting with a $20,000 account and trading only 5-minute bars, the KC Collection pulled in net profits of $238,773 on just three contracts. Theoretically, if those proceeds were re-invested, the net profits soared to $927,030! And remember, this is using just the "four-in-one" system element of the KC Collection with no filtering whatsoever. But the KC Collection includes a number of proven filtering indicators, and these are designed to significantly increase overall profitability of the method even further (i.e., they indicate which system signals to pay attention to, and which to reject).

Furthermore, because of how the KC Collection was designed (to catch profitable segments of market waves), these great results can keep right on happening. In other words, it is intrinsic to the markets that they exhibit wave-like activity, just as the oceans do. Although past performance can never guarantee future results, we expect that the KC Collection will continue to be profitable up and until the point when both the oceans and the markets stop moving in waves. And if you know when that might happen, please let us know!

IMPORTANT NOTE - PLEASE READ: The performance results on these web pages are direct screen captures and copies of system reports generated by TradeStation, the world's top system-testing and analysis software. They include detailed analyses of the "back test" results obtained when our trading software is applied to recent and past market data, as opposed to actual trading results in which live market factors can either have a positive or negative affect. They are presented for educational purposes only. Past performance does not necessarily guarantee future results, and it is important to understand that trading stocks or futures is risky and is not for everyone. It is highly recommended that only discretionary income -- risk capital -- should be used to trade with. Only you know your own financial situation and therefore only you can know the suitability of your trading stocks or futures, or indeed the suitability of your making any financial investment.

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