P15F - ES Daytrading Portfolio

Key Features:

Hypothetical gain or loss charts

Current Month Daily Net

Monthly Bar

Monthly trend

Life time trend chart

Lifetime trend encompasses both pre and post design periods.

Performance data since design

The account size is essentially twice the maximum drawdown or $10k whichever is greater.

The above values may have been calculated on a month end basis, which will reduce their accuracy somewhat.

Further Explanation

System Metrics(All Dates)

Hypothetical results.

PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.