This page will look at the PTD strategies in two ways. Firstly we’ll look at a model portfolio with corresponding statistics and then we’ll look at each trade one by one. The idea is to be transparent in what the site provides.

The Model Portfolio
For the purposes of illustration, the trades will be modelled on a starting account size of $500,000 with $10 per side commission.

Table 1: The Model Portfolio

Account details
Starting value as at Jan 2008	$500,000
Current Value	$1,221,986
Profit	$721,986
Return (2008/09)	+144.40%
Wins
Biggest win	+13.42%
Total wins	39
Consecutive wins	5
Average win	+4.45%
Losses
Biggest loss	-6.35%
Total losses	25
Consecutive losses	4
Average loss	-3.06%
Trade frequency	2-4/month
Percent winners	60.94%

Last update: October 2009.

Model Equity Curve




Trade-by-Trade Breakdown
The following table shows each trade as provided to PTD members. These are closed trades only. The numbers are based on exact trades posted on this site and at exact traded prices.

Table 2: Trade-By-Trade Breakdown

Market	Entry	Days in Trade	Allocation* (A)	Profit per Spread (P)	Return (A/P)
AUD/CAD	21-Sep	3	50,000	-1390	-2.78%
Corn	18-Jun	74	20,000	+225	+1.13%
Eurodollars	11-Aug	20	20,000	+1200	+6.00%
Wheat-Corn	30-Jul	13	40,000	-1525	-3.81%
Eurodollars	27-Jul	11	20,000	-775	-3.88%
Fives-Bonds	27-Jul	11	45,000	+1156	+2.57%
Lean Hogs	29-Jul	2	20,000	-900	-4.50%
Eurodollars	2-Jul	26	20,000	+200	+1.00%
Soybeans	6-Jul	8	27,500	+3200	+11.40%
Soybean Meal	15-Jun	13	20,000	-300	-1.69%
Soybean Oil	27-Apr	58	15,000	+48	+0.05%
Corn	19-May	27	20,000	+75	+0.17%
Coffee	27-Apr	49	20,000	0	-0.20%
Cotton	27-Apr	15	15,000	-740	-5.18%
10yr notes-30yr bond	18-Mar	14	30,000	-1,219	-4.06%
Soybean Meal	16-Mar	28	15,000	+1,180	+7.87%
Cotton	16-Mar	28	22,500	0	0.00%
Eurodollars	2-Mar	43	15,000	-75	-0.50%
Natural Gas	2-Mar	42	30,000	+810	+2.70%
Sugar	17-Feb	48	20,000	+1,523	+7.62%
Hogs-Cattle	9-Feb	13	25,000	+400	+1.60%
Eurodollars	9-Feb	9	15,000	-713	-4.75%
Cotton	26-Jan	21	22,500	+890	+3.96%
Natural Gas	11-Jan	22	20,000	+1,110	+5.55%
Wheat (KW-W)	5-Jan	28	17,500	+550	+3.14%
Wheat	1-Dec	77	25,000	0	0.00%
Lean Hogs - Live Cattle	22-Dec	25	30,000	-1,040	-3.47%
Eurodollars	17-Dec	20	20,000	+1,250	+6.25%
Lean Hogs	14-Dec	12	25,000	+1,400	+5.60%
Natural Gas	3-Nov	22	25,000	-230	-0.92%
Eurodollars	3-Nov	18	20,000	+2,225	+11.13%
Soymeal	6-Oct	46	25,000	+500	+2.00%
Lean Hogs	29-Sep	11	15,000	-320	-2.13%
Eurodollars	1-Sep	14	12,500	+800	+6.40%
S&P500	26-Aug	24	13,000	+375	+2.88%
Wheat	25-Aug	77	25,000	+700	+2.80%
Wheat - Kansas	29-Jul	65	25,000	-250	-1.00%
Cattle-Hogs	27-Jul	15	21,000	-780	-3.71%
Copper	21-Jul	23	25,000	+650	+2.60%
S&P500	11-Jul	36	13,000	+475	+3.65%
Wheat-Corn	25-Jun	6	35,000	-1,350	-3.86%
Soybeans	23-Jun	21	40,000	+50	+0.13%
Eurodollars	23-Jun	17	15,000	+1,100	+7.33%
S&P500	17-Jun	31	13,000	+100	+0.77%
Corn	16-Jun	63	10,000	+125	+1.25%
Live Cattle	16-Jun	21	20,000	+1,485	+7.43%
Natural Gas	16-Jun	28	35,000	+3,310	+9.46%
Soybean-Wheat	27-May	10	15,000	-400	-2.67%
Live Cattle	16-May	21	28,000	-1,596	-5.70%
Wheat - KW-W	24-Apr	4	12,000	-712	-5.93%
Wheat - Chicago	24-Apr	4	15,000	-525	-3.50%
Natural Gas	18-Apr	28	25,000	+1,400	+5.60%
Gasoline	14-Apr	11	30,000	+882	+2.94%
Gas-Heating Oil	14-Apr	9	40,000	+3,457	+8.64%
Cotton	17-Mar	14	20,000	+515	+2.58%
Sugar#11	14-Mar	33	20,000	+661	+3.31%
Soymeal	3-Mar	92	17,500	-690	-3.94%
Copper	25-Feb	24	32,500	+550	+1.69%
Cotton	20-Feb	13	20,000	+2,025	+10.13%
Orange Juice	19-Feb	135	20,000	-105	-0.53%
Crude-Heating Oil	7-Feb	162	20,000	+150	+0.75%
Cotton	25-Jan	39	15,000	+1,220	+8.13%
Silver-Gold	22-Jan	66	40,000	+5,200	+13.00%

Last update: October 2009.

* Allocation refers to the system optimized contract allocation per spread. It is expressed as 1 spread per $XXX amount. For example an allocation of $20,000 means one would trade one spread per $20,000 in the account. Note, this calculation is not a margin. Margins are generally far smaller than the allocation amount. Profit per spread is calculated as profit per contract divided by the allocation (not margin as some others may do).

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DISCLAIMER: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN 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. THE RISK OF LOSS IN FUTURES TRADING CAN BE SUBSTANTIAL. YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. PAST PROFITS ARE NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THERE IS A RISK OF LOSS IN FUTURES TRADING.THE INFORMATION CONTAINED HEREIN HAS BEEN OBTAINED FROM SOURCES BELIEVED TO BE RELIABLE, HOWEVER IT CANNOT BE GUARANTEED AS TO ACCURACY OR COMPLETENESS, AND IT IS SUBJECT TO CHANGE WITHOUT NOTICE. IT SHOULD NOT BE ASSUMED THAT THE SEASONAL PRICE TENDENCIES SHOWN HEREIN OR THAT THE SUGGESTIONS REGARDING THEIR USE WILL BE PROFITABLE OR THAT THEY WILL NOT RESULT IN LOSSES. PROTRADER LLC, ITS MEMBERS OR EMPLOYEES ASSUME NO LIABILITY IN CONNECTION WITH THE USE OF THE INFORMATION CONTAINED HEREIN.