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)
SUMMARY OF INTRADAY S&P TRADING RESULTS FOR AN 18 MONTH PERIOD:
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!
