Techsignal Firebird Elite - Sample Generated
Trades
|
Gold |
Cycle |
Phase |
RSI |
OSC |
OSC |
Stop |
Percent Stop |
|
|
|
13.15 |
10.5 |
14 |
25 |
5 |
Percent |
2.5 |
|
|
|
Entry Date |
Price |
Exit Date |
Price |
Profit |
Drawdown |
Length |
Cumulative |
|
Buy |
4/16/2003 |
324.6 |
2/13/2004 |
412.8 |
88.2 |
0 |
192 |
88.20 |
|
Sell |
2/13/2004 |
412.8 |
5/17/2004 |
380.5 |
32.3 |
14.5 |
59 |
120.50 |
|
Buy |
5/17/2004 |
380.5 |
12/22/2004 |
443.3 |
62.8 |
0 |
139 |
183.30 |
|
Sell |
12/22/2004 |
443.3 |
5/19/2005 |
421.5 |
21.8 |
2 |
94 |
205.10 |
|
Buy |
5/19/2005 |
421.5 |
5/23/2006 |
659.5 |
238 |
0 |
234 |
443.10 |
|
Sell |
5/23/2006 |
659.5 |
10/6/2006 |
574.2 |
85.3 |
14 |
86 |
528.40 |
|
Buy |
10/6/2006 |
574.2 |
3/5/2008 |
966 |
391.8 |
0 |
328 |
920.20 |
|
Sell |
3/5/2008 |
966 |
Open |
897 |
69 |
0 |
|
989.20 |
|
On an investment of $4300 (Margin for one contract) |
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The profit for the Enterprise was $421,200 |
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and the profit on the Elite is $989,200. |
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|
Crude |
Cycle |
Phase |
RSI |
OSC |
OSC |
Stop |
Percent Stop |
|
|
|
13.2 |
11.51 |
14 |
25 |
5 |
Percent |
2.5 |
|
|
|
Entry Date |
Price |
Exit Date |
Price |
Profit |
Drawdown |
Length |
Cumulative |
|
Sell |
3/11/2003 |
36.3 |
5/6/2003 |
26 |
10.3 |
0.00 |
24 |
26 |
|
Buy |
5/6/2003 |
26 |
8/5/2003 |
31.92 |
5.92 |
2.00 |
61 |
31.92 |
|
Sell |
8/5/2003 |
31.92 |
9/22/2003 |
27.2 |
4.72 |
1.07 |
32 |
36.64 |
|
Buy |
9/22/2003 |
27.2 |
11/1/2004 |
52 |
24.8 |
0.00 |
272 |
61.44 |
|
Sell |
11/1/2004 |
52 |
1/4/2005 |
42.6 |
9.4 |
0.00 |
43 |
70.84 |
|
Buy |
1/4/2005 |
42.6 |
4/6/2005 |
56.5 |
13.9 |
2.40 |
61 |
84.74 |
|
Sell |
4/6/2005 |
56.5 |
5/18/2005 |
49.13 |
7.37 |
0.00 |
28 |
92.11 |
|
Buy |
5/18/2005 |
49.13 |
9/20/2005 |
66.45 |
17.32 |
0.00 |
84 |
109.43 |
|
Sell |
9/20/2005 |
66.45 |
12/21/2005 |
58.35 |
8.1 |
1.00 |
61 |
117.53 |
|
Buy |
12/21/2005 |
58.35 |
7/4/2006 |
73.6 |
15.25 |
0.00 |
131 |
132.78 |
|
Sell |
7/4/2006 |
73.6 |
1/12/2007 |
53.2 |
20.4 |
2.50 |
129 |
153.18 |
|
Buy |
1/12/2007 |
53.2 |
Open |
127.35 |
74.15 |
2.00 |
|
227.33 |
|
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Crude oil margins are $10,000 |
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On a $10,000 investment the profit would be $45,466 |
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S&P_Future |
Cycle |
Phase |
RSI |
OSC |
OSC |
Stop |
Percent Stop |
|
|
|
14.66 |
9.75 |
14 |
25 |
5 |
Percent |
2.5 |
|
|
|
Entry Date |
Price |
Exit Date |
Price |
Profit |
Drawdown |
Length |
Cumulative |
|
Sell |
4/6/2004 |
1144.3 |
5/17/2004 |
1083.3 |
61 |
0.5 |
25 |
61 |
|
Buy |
5/17/2004 |
1083.3 |
6/24/2004 |
1140.7 |
57.4 |
0 |
25 |
118.4 |
|
Sell |
6/24/2004 |
1140.7 |
8/16/2004 |
1081.5 |
59.2 |
12 |
35 |
177.6 |
|
Buy |
8/16/2004 |
1081.5 |
2/28/2005 |
1209.9 |
128.4 |
|
131 |
306 |
|
Sell |
2/28/2005 |
1209.9 |
4/20/2005 |
1155.7 |
54.2 |
2.2 |
34 |
360.2 |
|
Buy |
4/20/2005 |
1155.7 |
7/21/2005 |
1238.3 |
82.6 |
0 |
46 |
442.8 |
|
Sell |
7/21/2005 |
1238.3 |
10/21/2005 |
1185.2 |
53.1 |
4 |
60 |
495.9 |
|
Buy |
10/21/2005 |
1185.2 |
4/25/2006 |
1315.7 |
130.5 |
0 |
40 |
626.4 |
|
Sell |
4/25/2006 |
1315.7 |
6/14/2006 |
1234.5 |
81.2 |
2 |
32 |
707.6 |
|
Buy |
6/14/2006 |
1234.5 |
12/6/2006 |
1428 |
193.5 |
0 |
117 |
901.1 |
|
Sell |
12/6/2006 |
1428 |
3/8/2007 |
1415.3 |
12.7 |
25.8 |
61 |
913.8 |
|
Buy |
3/8/2007 |
1415.3 |
6/19/2007 |
1543.3 |
128 |
0 |
69 |
1041.8 |
|
Sell |
6/19/2007 |
1543.3 |
8/29/2007 |
1443.5 |
99.8 |
0 |
47 |
1141.6 |
|
Buy |
8/29/2007 |
1443.5 |
10/9/2007 |
1568.7 |
125.2 |
4.45 |
27 |
1266.8 |
|
Sell |
10/9/2007 |
1568.7 |
11/20/2007 |
1437.3 |
131.4 |
0 |
28 |
1398.2 |
|
Buy |
11/20/2007 |
1437.3 |
12/31/2007 |
1482 |
44.7 |
3 |
27 |
1442.9 |
|
Sell |
12/31/2007 |
1428 |
1/21/2008 |
1346.5 |
81.5 |
1.75 |
14 |
1524.4 |
|
Buy |
1/21/2008 |
1346.5 |
3/6/2008 |
1309.9 |
-36.6 |
0 |
30 |
1487.8 |
|
Sell |
3/6/2008 |
1309.9 |
3/17/2008 |
1279.5 |
30.4 |
0 |
7 |
1518.2 |
|
Buy |
3/17/2008 |
1279.5 |
Open |
1402 |
122.5 |
6.55 |
|
1640.7 |
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S&P 500 futures contract is $500 per point |
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Enterprise produced $345,000 and |
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Firebird Elite $820,000 for one contract |
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Bonds |
Cycle |
Phase |
RSI |
OSC |
OSC |
Stop |
Percent Stop |
|
|
|
|
13.46 |
9.35 |
14 |
25 |
5 |
Percent |
2.5 |
|
|
|
|
Entry Date |
Price |
Exit Date |
Price |
Profit |
Drawdown |
Length |
Cumulative |
|
|
Sell |
6/11/2003 |
121.5 |
5/12/2004 |
104.72 |
16.78 |
0 |
231 |
16.78 |
|
|
Buy |
5/12/2004 |
104.72 |
8/22/2005 |
116.31 |
11.59 |
0 |
321 |
28.37 |
|
|
Sell |
8/22/2005 |
116.31 |
4/13/2006 |
107.0938 |
9.2162 |
2 |
94 |
37.5862 |
|
|
Buy |
4/13/2006 |
107.0938 |
11/10/2006 |
112.5625 |
5.4687 |
2.6 |
144 |
43.0549 |
|
|
Sell |
11/10/2006 |
112.5625 |
6/25/2007 |
106.4688 |
6.0937 |
1.75 |
155 |
49.1486 |
|
|
Buy |
6/25/2007 |
106.4688 |
1/9/2008 |
118.8125 |
12.3437 |
0 |
136 |
61.4923 |
|
|
Sell |
1/9/2008 |
118.8125 |
Open |
114.25 |
4.5625 |
2.9 |
92 |
66.0548 |
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The differences are no losses in the Elite and fewer trades |
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Profit is nearly 50% higher with low draw down |
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During the period of the study the range of bonds was about 20 points |
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Our goal for Enterprise was 1.5 to 2 times the range which we delivered |
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Our Goal for Elite is three times which we exceeded by a bit at 3.3 |
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All Contents Copyright Foundation for the Study of Cycles, Inc. 1941-2008 - All Rights Reserved.