ChaosFutures All-Day
Go to Performance Results
* Scenario "AK1" :  20.5 Stop; 41.9 Limit Order;  set relative to 9:30 open.
"King Fractal Tools" All-Day Thrust Forecasts 
Consecutive Trading Days Beginning 000131 - Revision 3.0
Active S&P 500 Futures Contract   -   All Times Eastern
*Scenario
"AK1" Results
DAY
Frcst
Thrust
9:30
Open
Extremum #1 Extremum #2
16:30
Close
Actual
Thrust
Max
Profit
Max
Loss
Actual
Delta
*
Profit
*
Loss
time $ time
$
000131
000201
000202
000203
000204
+3
(FD)
(FD)
+3
-3
1366.0
1398.5
1416.0
1425.0
1439.5
12:01:56
10:17:00
14:26:16
12:35:39
09:59:26
1357.0
1391.0
1409.0
1405.0
1444.3
16:14:08
15:43:42
15:07:31
16:10:59
15:38:21
1402.4
1421.0
1428.5
1438.5
1427.5
1402.0
1417.2
1415.5
1436.9
1432.0
+45.4
+30.0
+19.5
+33.5
-16.8
45.4
---
---
33.5
16.8
---
---
---
---
---
+36.0
+18.7
-0.5
+11.9
-7.5
36.0
---
---
11.9
7.5
---
---
---
---
---
000207
000208
000209
000210
000211
-3
+3
-3
-3
+3
1432.0
1441.0
1448.0
1422.0
1421.0
09:31:03
09:30:49
09:30:09
12:39:48
09:32:01
1433.0
1440.1
1448.0
1429.5
1422.0
14:38:28
10:35:06
16:14:34
15:09:39
15:17:12
1419.8
1449.8
1417.0
1412.2
1385.0
1427.2
1447.0
1419.0
1419.4
1396.5
-13.2
+9.7
-31.0
-17.3
-37.0
13.2
9.7
31.0
17.3
---
---
---
---
---
37.0
-4.8
+6.0
-29.0
-2.6
-24.5
4.8
6.0
29.0
2.6
---
---
---
---
---
20.5
000214
000215
000216
000217
000218
-3
+3
-3
(FD)
+3
1400.0
1395.6
1404.5
1402.5
1388.0
09:30:20
11:29:31
10:01:35
09:31:48
09:31:36
1401.0
1381.0
1410.5
1405.0
1389.5
13:37:50
15:37:36
15:40:33
11:57:09
15:47:33
1386.8
1414.5
1391.0
1384.0
1349.0
1398.7
1410.4
1393.5
1386.0
1352.6
-14.2
+33.5
-19.5
-21.0
-40.5
14.2
33.5
19.5
---
---
---
---
---
---
40.5
-1.3
+14.8
-11.0
-16.5
-35.4
1.3
14.8
11.0
---
---
---
---
---
---
20.5
000222
000223
000224
000225
+3
Pwr Out
Pwr Out
Pwr Out
1355.0
1356.0
1364.5
1354.5
14:37:07
11:16:58
09:46:04
10:16:49
1336.6
1345.0
1369.0
1366.5
15:30:36
15:28:04
14:38:42
15:39:27
1364.0
1374.5
1332.0
1332.2
1348.7
1364.7
1356.0
1337.7
+27.4
+29.5
-37.0
-34.3
27.4
---
---
---
---
---
---
---
-6.3
+8.7
-8.5
-16.8
---
---
---
---
6.3
---
---
---
000228
000229
000301
000302
000303
Pwr Out
+3
+3
DataOut
DataOut
1337.5
1355.0
1373.5
1382.0
1400.5
10:12:00
09:30:15
14:12:10
13:10:14
10:25:17
1327.0
1354.0
1371.2
1372.5
1396.0
15:03:30
16:12:57
15:39:57
15:25:13
12:26:45
1365.5
1373.0
1386.8
1390.0
1414.4
1348.5
1372.8
1384.8
1385.5
1410.0
+38.5
+19.0
+15.6
+17.5
+18.4
---
19.0
15.6
---
---
---
---
---
---
---
+11.0
+17.8
+11.3
+3.5
+9.5
---
17.8
11.3
---
---
---
---
---
---
---
000306
000307
000308
000309
000310
DataLoss
-3
-3
+3
-3
1408.0
1399.0
1361.0
1385.0
1418.5
09:50:12
09:30:47
10:56:13
10:04:19
10:46:02
1410.7
1400.0
1348.0
1376.5
1434.0
15:42:20
16:13:17
15:25:45
16:10:43
15:47:06
1386.2
1351.0
1375.5
1423.0
1412.0
1394.5
1352.5
1367.0
1422.0
1417.5
-24.5
-49.0
+27.5
+46.5
-22.0
---
49.0
---
46.5
22.0
---
---
27.5
---
---
-13.5
-46.5
+6.0
+37.0
-1.0
---
41.9
---
37.0
1.0
---
---
6.0
---
---
000313
000314
000315
000316
000317
-3
-3
+3
-3
+3
1382.8
1409.5
1386.0
1427.0
1472.0
09:30:12
09:45:22
09:47:56
10:12:33
09:31:03
1382.8
1414.0
1375.0
1423.0
1470.0
13:01:40
15:58:59
15:22:19
16:01:33
11:16:55
1418.0
1377.0
1417.5
1481.0
1497.5
1401.0
1379.5
1414.0
1477.0
1488.4
+35.2
-37.0
+42.5
+58.0
+27.5
***
37.0
42.5
---
27.5
***
---
---
58.0
---
+18.2
-30.0
+28.0
+50.0
+16.4
***
30.0
28.0
---
16.4
***
---
---
20.5
---
000320
000321
000322
000323
000324
+3
(FD)
-3
+3
-3
1486.0
1474.0
1511.0
1512.5
1543.0
09:56:33
09:58:26
12:27:12
09:35:06
10:58:43
1490.9
1463.5
1505.5
1510.2
1574.0
14:41:09
16:01:05
15:13:41
14:29:48
15:19:01
1466.5
1514.3
1525.5
1552.5
1535.0
1478.1
1509.0
1518.0
1544.0
1556.3
-24.4
+50.8
+20.0
+42.3
-39.0
---
---
---
42.3
39.0
24.4
---
20.0
---
---
-7.9
+35.0
+7.0
+31.5
+13.3
---
---
---
31.5
---
7.9
---
7.0
---
20.5
000327
000328
000329
000330
000331
-3
+3
-3
-3
+3
1550.5
1534.5
1532.5
1516.0
1511.0
10:17:39
11:00:18
12:49:42
10:07:03
11:19:20
1554.3
1547.5
1515.0
1535.0
1501.0
16:07:40
16:00:45
15:21:46
15:33:26
15:02:04
1536.5
1523.5
1541.0
1493.0
1538.5
1539.0
1529.7
1530.0
1505.0
1518.0
-17.8
-24.0
+26.0
-42.0
+37.5
17.8
---
---
42.0
37.5
---
24.0
26.0
---
---
-11.5
-4.8
-2.5
-11.0
+7.0
11.5
---
2.5
11.0
7.0
---
4.8
---
---
---
000403
000404
000405
000406
000407
+3
+3
-3
+3
+3
1513.0
1531.0
1498.0
1512.5
1529.0
10:22:08
10:07:55
11:55:59
10:48:02
09:58:20
1502.5
1543.0
1492.5
1529.5
1518.5
16:14:54
13:14:31
15:08:06
15:07:09
12:27:55
1528.5
1431.0
1521.5
1503.5
1535.5
1527.5
1519.0
1506.0
1517.0
1530.0
+26.0
-112.0
+29.0
-26.0
+17.0
26.0
---
---
---
17.0
---
112.0
29.0
26.0
---
+14.5
-12.0
+8.0
+4.5
+1.0
14.5
---
---
4.5
1.0
---
20.5
20.5
---
---
000410
000411
000412
000413
000414
-3
+3
-3
-3
0
1531.0
1511.0
1518.5
1486.0
1435.5
11:51:12
09:44:28
09:39:03
12:37:35
09:30:57
1543.7
1498.0
1522.7
1492.5
1438.0
15:34:58
13:45:24
16:00:52
15:59:43
15:47:51
1517.5
1529.0
1475.0
1452.0
1348.0
1521.5
1519.0
1477.9
1456.4
1368.0
-26.2
+31.0
-47.7
-40.5
-90.0
26.2
31.0
47.7
40.5
---
---
---
---
---
---
-9.5
+8.0
-40.6
-29.6
-67.5
9.5
8.0
41.9
29.6
---
---
---
---
---
---
000417
000418
000419
000420
+3
0
+3
+3
1367.5
1413.5
1454.0
1441.0
12:36:56
09:43:29
12:00:54
14:21:43
1359.0
1408.6
1459.5
1432.5
16:12:55
16:08:03
15:18:37
16:15:19
1415.0
1454.0
1435.5
1448.0
1413.2
1451.5
1440.0
1446.5
+56.0
+45.4
-24.0
+15.5
56.0
---
---
15.5
---
---
24.0
---
+45.7
+38.0
-14.0
+5.5
41.9
---
---
5.5
---
---
14.0
---
000424
000425
000426
000427
000428
+3
-3
-3
0
0
1427.5
1451.0
1490.0
1440.5
1485.0
12:39:37
09:30:09
10:53:07
09:30:07
09:30:27
1441.0
1451.0
1495.0
1440.5
1486.0
15:27:57
16:14:51
15:36:46
15:39:56
15:49:48
1417.0
1490.0
1467.0
1480.5
1458.1
1438.0
1489.5
1475.0
1467.8
1461.0
-24.0
+39.0
-28.0
+40.0
-27.9
---
---
28.0
---
---
24.0
39.0
---
---
---
+10.5
+38.5
-15.0
+27.3
-24.0
10.5
---
15.0
---
---
---
20.5
---
---
---
000501
000502
000503
000504
000505
-3
0
-3
-3
+3
1468.0
1466.0
1447.0
1426.0
1408.5
09:49:44
12:34:54
09:30:10
10:04:20
09:30:15
1465.5
1478.0
1447.0
1428.5
1408.0
15:04:41
16:06:32
15:28:56
14:46:07
10:49:28
1492.0
1449.0
1404.5
1413.0
1446.0
1476.8
1450.0
1423.0
1422.8
1440.0
+26.5
-29.0
-42.5
-15.5
+38.0
---
---
42.5
15.5
38.0
26.5
---
---
---
---
+8.8
-16.0
-24.0
-3.2
+31.5
---
---
41.9
3.2
31.5
20.5
---
---
---
---
000508
000509
000510
000511
000512
-3
-3
-3
+3
0
1429.0
1439.0
1409.1
1405.0
1420.0
11:16:21
09:30:15
09:53:12
09:55:52
09:32:30
1439.0
1439.5
1413.5
1396.0
1418.0
14:33:16
14:05:51
13:46:02
15:00:02
12:02:45
1424.5
1409.3
1382.5
1419.0
1439.0
1429.5
1419.0
1388.5
1415.5
1431.5
-14.5
-30.2
-31.0
+23.0
+21.0
14.5
30.2
31.0
23.0
---
---
---
---
---
---
+0.5
-20.0
-20.6
+10.5
+11.5
---
20.0
20.6
10.5
---
0.5
---
---
---
---
000515
000516
000517
000518
000519
-3
+3
0
-3
0
1430.0
1469.0
1459.0
1456.0
1430.0
10:41:02
14:49:05
11:18:21
10:15:29
09:41:02
1424.0
1457.5
1448.0
1465.3
1434.0
16:10:51
15:36:54
15:29:27
16:14:30
13:44:53
1459.5
1479.0
1463.5
1441.5
1407.0
1458.0
1471.5
1456.0
1441.8
1415.5
+35.5
+21.5
+15.5
-23.8
-27.0
---
21.5
----
23.8
---
35.5
---
---
---
---
+28.0
+2.5
-3.0
-14.2
-14.5
---
2.5
---
14.2
---
20.5
---
---
---
---
000522
000523
000524
000525
000526
-3
+3
+3
0
0
1417.0
1403.5
1384.0
1406.0
1389.0
09:30:10
09:45:38
12:57:51
09:54:22
09:41:30
1417.0
1409.5
1365.5
1418.0
1396.5
14:06:14
15:59:28
15:47:48
15:46:06
15:34:47
1372.5
1379.0
1407.9
1377.5
1373.5
1403.0
1382.1
1401.7
1388.5
1381.0
-44.5
-30.5
+42.4
-40.5
-23.0
44.5
---
42.4
---
---
---
30.5
---
---
---
-14.0
-21.4
+17.7
-17.5
-8.0
41.9
---
17.7
---
---
---
20.5
---
---
---
000530
000531
000601
000602
-3
+3
0
+3
1395.0
1421.5
1434.0
1487.0
09:30:41
09:36:57
09:40:22
09:44:24
1394.0
1420.0
1428.5
1489.5
16:00:39
14:20:01
12:24:42
13:41:39
1430.0
1439.0
1453.5
1474.0
1427.0
1422.5
1451.0
1475.5
+36.0
+19.0
+25.0
-15.5
---
19.0
---
---
36.0
---
---
15.5
+32.0
+1.0
+17.0
-11.5
---
1.0
---
---
20.5
---
---
11.5
000605
000606
000607
000608
000609
+3
+3
-3
0
-3
1473.5
1466.0
1462.5
1497.0
1496.5
10:50:21
13:25:19
10:23:47
09:30:15
09:36:38
1480.5
1475.5
1457.5
1498.0
1497.8
15:30:34
15:18:05
14:38:10
15:39:43
14:54:22
1468.0
1457.5
1477.5
1480.2
1477.5
1471.0
1464.0
1472.5
1489.0
1484.3
-12.5
-18.0
+20.0
-17.8
-20.3
---
---
---
---
20.3
12.5
18.0
20.0
---
---
-2.5
-2.0
+10.0
-8.0
-12.2
---
---
---
---
12.2
2.5
2.0
10.0
---
---
000612
000613
000614
000615
000616
+3
-3
-3
-3
+3
1487.5
1468.0
1499.0
1498.0
1500.0
09:54:29
10:19:39
10:47:31
10:57:05
09:31:09
1488.5
1466.0
1507.0
1486.5
1502.0
16:14:12
15:16:47
15:38:33
15:47:41
15:31:43
1468.5
1496.0
1490.2
1506.0
1481.0
1468.5
1495.0
1497.5
1498.0
1488.5
-20.0
+30.0
-16.8
+19.5
-21.0
---
---
16.8
---
---
20.0
30.0
---
19.5
21.0
-19.0
+27.0
-1.5
0.0
-11.5
---
---
1.5
---
---
19.0
20.5
---
---
11.5
Begin Harmonized Fractal Tools, Rev. 3.1
000619
000620
000621
000622
000623
+1.8
+0.4
+1.0
+0.2
-0.6
1486.0
1504.0
1491.0
1495.5
1476.3
09:49:07
10:35:33
09:31:10
09:30:09
09:36:24
1483.0
1509.0
1488.5
1495.5
1478.8
15:35:57
15:46:47
15:31:58
15:38:16
15:24:33
1512.4
1490.5
1503.5
1468.5
1457.5
1505.0
1498.6
1498.0
1475.7
1463.5
+29.4
-18.5
+15.0
-27.0
-21.3
29.4
---
15.0
---
21.3
---
18.5
---
27.0
---
+19.0
-5.4
+7.0
-19.8
-12.8
19.0
---
7.0
---
12.8
---
5.4
---
20.5
---
000626
000627
000628
000629
000630
+0.6
-0.2
+0.6
+0.4
+1.0
1470.0
1475.5
1473.9
1463.0
1455.0
09:45:00
10:07:04
09:36:24
11:22:59
09:30:10
1466.6
1484.0
1470.5
1452.0
1455.0
11:23:58
16:13:31
14:31:42
14:26:56
16:05:00
1480.0
1469.8
1486.5
1473.9
1471.5
1479.5
1471.2
1472.0
1457.0
1471.5
+13.4
-14.2
+16.0
+21.9
+16.5
13.4
14.2
16.0
21.9
16.5
---
---
---
---
---
+9.5
-4.3
-1.9
-6.0
+16.5
9.5
4.3
---
---
16.5
---
---
1.9
6.0
---
000703
000705
000706
000707
+1.4
+0.2
+1.4
-0.2
1470.5
1480.0
1464.5
1479.0
09:52:19
10:07:47
10:45:27
09:34:42
1468.0
1481.5
1456.6
1476.5
13:14:38
15:43:10
15:33:32
15:02:42
1491.0
1458.5
1478.5
1502.0
1491.0
1463.8
1474.3
1495.0
+23.0
-23.0
+21.9
+25.5
23.0
---
21.9
---
---
23.0
---
25.5
+20.5
-16.2
+9.8
+16.0
20.5
---
9.8
---
---
20.5
---
20.5
000710
000711
000712
000713
000714
0.0
+1.6
+1.2
+0.8
-0.2
1490.5
1488.0
1506.0
1510.5
1515.0
09:30:18
09:37:16
10:43:23
10:15:43
10:18:27
1490.0
1486.3
1500.5
1505.5
1510.0
13:44:48
11:07:59
14:50:22
14:08:07
15:01:51
1502.7
1505.5
1514.5
1516.5
1525.5
1491.2
1494.9
1506.5
1510.0
1524.5
+12.7
+19.2
+14.0
+11.0
+15.5
---
19.2
14.0
11.0
---
---
---
---
---
15.5
+0.7
+6.9
+0.5
-0.5
+9.5
---
6.9
0.5
---
---
---
---
---
0.5
9.5
000717
000718
000719
000720
000721
+0.6
-1.6
-1.0
0.0
-1.6
1521.1
1518.0
1506.5
1501.0
1507.0
09:49:16
09:46:43
09:40:49
09:30:47
09:31:37
1519.5
1519.0
1510.0
1499.5
1507.5
14:18:18
11:33:54
15:50:16
16:14:53
16:14:23
1533.0
1506.0
1493.5
1516.9
1489.0
1521.5
1512.0
1500.3
1515.5
1490.0
+13.5
-13.0
-16.5
+17.4
-18.5
13.5
13.0
16.5
---
18.5
---
---
---
---
---
+0.4
-6.0
-6.2
+14.5
-17.0
0.4
6.0
6.2
---
17.0
---
---
---
---
---
000724
000725
000726
000727
000728
-0.6
+1.4
-0.4
-1.2
-0.4
1493.0
1484.5
1480.2
1465.5
1464.0
10:49:30
10:20:13
09:30:44
09:51:58
09:47:14
1499.0
1477.5
1481.0
1475.5
1467.5
15:45:57
15:16:56
11:05:51
10:11:56
15:48:28
1476.2
1488.0
1466.0
1456.0
1424.0
1481.5
1484.7
1468.5
1463.0
1431.0
-22.8
+10.5
-15.0
-19.5
-43.5
22.8
10.5
15.0
19.5
43.5
---
---
---
---
---
-11.5
+0.2
-11.7
-2.5
-33.0
11.5
0.2
11.7
2.5
33.0
---
---
---
---
---
000731
000801
000802
000803
000804
+1.0
+2.2
+0.2
+1.0
-0.8
1438.0
1442.0
1447.0
1437.0
1467.5
10:14:55
10:19:33
09:37:38
09:42:12
10:55:08
1429.8
1439.0
1443.0
1433.0
1461.0
10:41:31
14:22:34
12:47:17
15:17:05
15:57:50
1449.0
1454.5
1461.2
1465.0
1473.5
1439.7
1447.0
1452.1
1462.0
1471.5
+19.2
+15.5
+18.2
+32.0
+12.5
19.2
15.5
18.2
32.0
---
---
---
---
---
12.5
+1.7
+5.0
+5.1
+25.0
+4.0
1.7
5.0
5.1
25.0
---
---
---
---
---
4.0
 **  before Open, overnight Globex Thrust exceeded 13.3, and Globex delta (end to end)
         exceeded 10.0 in the Forecast Direction;  energy spent;  day-trading not advised.
*** overnight Globex Thrust exceeded 21.0 in either direction;  day-trading not advised.
(FD) FED DAY;  unpredictable large price movements;  day-trading not advised

  TOTALS: 
1864.6
918.4
1004.5
437.8

  NUMBER OF DAYS CORRECT / WRONG: 73 32
70
34

  AVERAGE MAXIMUM PROFIT / LOSS:
25.5
28.7
14.4
12.9

  AVERAGE MAXIMUM NET GAIN PER TRADE: 
9.01


5.45
 

  Frcst/T ACCURACY  =  WINS/(WINS+LOSSES):
69.5%


67.3%
 
 S&P MAIN PROJ. MAX. % ANNUAL CAPITAL GROWTH: * 1904%

1127%
 
 S&P  MINI PROJ. MAX. % ANNUAL CAPITAL GROWTH: * 1767%

991%
 

* Based on $23,500 margin requirement for S&P Main; $4,700 for S&P Mini.
Growth Rates are Uncompounded;  Commission Costs Included @ $20 per trade;
ChaosFutures fees included @ $20 per trade.

Historical Forecast Tables

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