TAS Index Pro Automated System Portfolio: 5 Systems in One
This custom portfolio combines the best of both trading worlds: the liquidity and action of intraday trading, and the long-term, large potential-gains of overnight/swing systems.
SPDaily | NASDaily | DowDaily | BondDaily
This our classic (and investor favorite) "Daily4" group of overnight systems which can hold trades overnight for potentially larger gains. Featuring SPDaily: our overnight S&P e-mini futures system which, as of June 2 2009, has made approximately 67% (after all fees and commissions) over the previous 7 months (based on $7,500 account size).
* Performance documents are based on real trades -- no hypotheticals. $30 per trade is used as brokerage fees for all. Lot fees (leasing fees) are not included.
Our ES intraday system searches every tick for the best entries and exits on the S&P e-mini futures contract.
It's always flat at the end of the day, and as of June 2, 2009, it is up approximately 55% (after all fees and commissions) over the previous 7 months (based on $10,000 account size).
TAS Index Pro Performance Results
The chart below consists of performance data (as of 07/14/2009) based a $15,000 account, on real trades and is net $40 broker fees per trade for SPDaily, DowDaily and BondDaily; $30 brokers fees per trade for NASDaily; $8 per trade for IntradayES and $450 per month leasing fees.
| YTD | 12 Mo. | 24 Mo. | Max Drawdown | Avg Annual Return |
|---|---|---|---|---|
| 6% | 37% | 184% | 36.86% | 62.33% |
| Jan | Feb. | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | 00% | 17% | -03% | -08% | -03% | 05% | 20% | 64% | -03% | -18% | -09% | 25% | |
| 2008 | 22% | 17% | 05% | -11% | 35% | -14% | -09% | 13% | -26% | 60% | 13% | -17% | |
| 2009 | -03% | -17% | 28% | 05% | -10% | 01% |
| Jan | Feb. | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Tot | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | NT | $2550 | -$450 | -$1200 | -$450 | $750 | $3000 | $9600 | -$450 | -$2700 | -$1350 | $3750 | $13050 |
| 2008 | $3300 | $2550 | $750 | -$1650 | $5250 | -$2100 | -$1350 | $1950 | -$3900 | $9000 | $1950 | -$2550 | $13200 |
| 2009 | -$450 | -$2550 | $4200 | $750 | -$1500 | $150 | $600 |
TAS Index Pro Real Returns (Actual Trades) *
| Dates | Gain/Loss | ROI | ||
|---|---|---|---|---|
| 3 months | 03/01/09-06/01/09 | + $3,576.00 | + 23.08% | |
| 6 months | 12/01/08-06/01/09 | - $695.00 | - 04.60% | |
| 12 months | 06/01/08-06/01/09 | + $5,243.00 | + 35.00% |
*After lot ($400 per month) and brokerage fees ($40 for overnights except NASDaily, which is $30 per round turn. $8 per round turn for IntradayES.)
Past results are not necessarily indicative of future results.