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Cyclone System Equity Curve

January 1, 1990  - December 1999

Hypothetical Trades

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Contract Trades Wins Losses Largest Largest Max  Net
Win Loss Drawdown Profit Cumulative
Mar '90 25 12 13 $4,175  ($1,025) ($2,850) $12,650  $12,650
June '90 40 23 17 $3,200  ($1,025) ($2,500) $10,950  $23,600 
Sep '90 28 12 15 $3,400  ($1,025) ($4,600) $4,325  $27,925 
Dec '90 34 17 17 $4,250  ($1,025) ($4,900) $8,075  $36,000 
Mar '91 35 16 19 $3,450  ($1,025) ($5,625) $3,850  $39,850 
June '91 38 25 13 $3,975  ($1,025) ($2,025) $10,970  $50,820 
Sep '91 41 28 13 $3,200  ($1,025) ($1,550) $18,225  $69,045 
Dec '91 37 24 13 $5,400  ($1,025) ($4,575) $17,950  $86,995 
Mar '92 39 23 16 $3,875  ($1,025) ($2,150) $14,750  $101,745
June '92 41 24 17 $2,725  ($1,025) ($4,700) $9,125  $110,870 
Sep '92 45 23 22 $3,275  ($1,025) ($2,500) $6,675  $117,545
Dec '92 42 16 26 $2,275  ($1,025) ($3,425) $2,800  $120,345 
Mar '93 39 23 16 $3,600  ($1,025) ($2,300) $14,475  $134,820 
June '93 50 25 25 $4,900  ($1,025) ($4,775) $9,275  $144,095 
Sep '93 46 20 26 $1,275  ($1,025) ($4,650) ($1,625) $142,470
Dec '93 51 23 28 $2,225  ($1,025) ($6,750) ($300) $142,170 
Mar '94 44 19 25 $1,950  ($1,025) ($4,575) ($1,625) $140,545 
June '94 43 21 22 $2,075  ($1,025) ($5,875) $2,200  $142,745 
Sep '94 44 25 19 $2,025  ($1,025) ($2,800) $5,650  $148,395 
Dec '94 45 26 19 $3,100  ($1,025) ($3,525) $17,975  $148,395 
Mar '95 54 21 33 $1,750  ($1,025) ($4,250) ($1,725) $166,370 
June '95 47 26 21 $3,125  ($1,025) ($3,200) $17,625  $164,645 
Sep '95 55 27 28 $2,675  ($1,025) ($5,375) $4,050  $182,270 
Dec '95 43 18 25 $2,175  ($1,025) ($7,650) $600  $186,320 
Mar '96 33 17 16 $3,900  ($1,025) ($7,075) $12,025  $186,920 
June '96 51 25 26 $6,225  ($1,025) ($8,325) $22,000  $198,945 
Sep '96 49 16 33 $9,450  ($1,025) ($6,250) $14,750  $220,945 
Dec '96  88 34 54 $7,575  ($1,125) ($8,950) $15,025  $235,695 
Mar '97 91 32 59 $7,225  ($1,550) ($16,650) $15,125  $250,720 
June '97 108 34 74 $9,625  ($1,825) ($14,200) $31,775  $265,845 
Sep-97 102 33 69 $10,775  ($2,175) ($14,800) $12,700  $297,620 
Dec-97 62 27 35 $24,875  ($4,600) ($9,400) $51,950  $310,320 
Mar-98 31 28 14 $5,150  ($1,100) ($2,387) $11,087 $362,270 
Jun-98 64 26 38 $4,725  ($1,000) ($8,200) $10,925  $373,357 
Sep-98 62 21 41 $10,050  ($2,500) ($10,150) $8,325  $384,282 
Dec-98 65 32 33 $7,975  ($1,975) ($9,350) $51,175  $392,607 
Mar '99 71 20 51 $7,000  ($1,600) ($23,000) $200  $443,782 
June '99 47 19 28 $7,775  ($2,575) ($13,475) $16,075  $443,982
Sep '99 74 27 47 $7,575 ($1,300)  ($10,250) $17,075 $460,057 
Dec '99 87 29 58 $6,500 ($1,400) ($19,825) $16,100 $477,132
                 

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