ChaosFutures Final-Hour
  Go to Performance Results
*Scenario "B5":  7.8 Stop;  38.0 Limit Order;  set relative to 3:00 open.
Final-Hour "FractalFit" Analysis, Revision 2.0
Consecutive Trading Days Beginning 990712
Active S&P 500 Futures Contract   -   All Times Eastern
*Scenario
"B5" Totals
DAY
Frcst
Thrust
3:00
Open		 Extremum #1 Extremum #2
4:00
Close
Actual
Thrust
Max
Profit
Max
Loss
Actual
Delta
*
Profit
*
Loss
time $ time
$
990712
990713
990714
990715
990716		 +
+
-
-
+		 1407.0
1402.8
1410.0
1418.2
1426.7		 15:17:14
15:02:26
15:00:35
15:01:39
15:05:35		 1405.8
1401.3
1410.5
1419.3
1425.2		 15:50:10
15:38:46
15:46:25
15:33:05
15:48:41		 1410.7
1407.5
1404.7
1415.3
1429.5		 1409.7
1404.0
1407.0
1419.0
1428.3		 +4.9
+6.2
-5.8
-4.0
+4.3		 4.9
6.2
5.8
4.0
4.3		 ---
---
---
---
---
+2.7
+1.2
-3.0
+0.8
+1.6		 2.7
1.2
3.0
---
1.6		 ---
---
---
0.8
---
990719
990720
990721
990722
990723
+
-
+
+
-
1415.8
1390.5
1385.5
1370.0
1363.3
 15:14:55
15:08:24
15:13:23
15:10:18
15:20:31
1414.0
1393.0
1380.5
1364.5
1357.8
 15:47:57
15:37:04
15:48:52
15:36:33
15:58:41
1419.0
1383.0
1389.0
1374.8
1365.3
1418.5
1385.2
1386.3
1368.0
1364.0
+5.0
-10.0
+8.5
+10.3
+7.5
5.0
10.0
8.5
10.3
---
---
---
---
---
7.5
+2.7
-5.3
+0.8
-2.0
+0.7
 2.7
5.3
0.8
---
---		 ---
---
---
2.0
0.7
990726
990727
990728
990729
990730
-
-
-
-
+
 1358.8
1375.2
1374.5
1344.3
1340.5
15:10:27
15:07:38
15:21:28
15:22:27
15:33:54
 1359.0
1377.5
1378.0
1343.5
1344.0
15:37:00
15:56:16
15:47:16
15:52:35
15:56:40
 1354.0
1368.2
1370.2
1351.0
1334.0		 1354.5
1370.5
1373.5
1349.0
1334.0		 -5.0
-9.3
-7.8
+7.5
-10.0		 5.0
9.3
7.8
---
---		 ---
---
---
7.5
10.0
-4.3
-4.7
-1.0
+4.7
-6.5		 4.3
4.7
1.0
---
---		 ---
---
---
4.7
6.5
990802
990803
990804
990805
990806
-
-
-
+
+
 1344.0
1329.5
1323.5
1311.2
1301.5		 15:04:17
15:04:44
15:00:33
15:04:52
15:09:37		 1345.0
1333.5
1324.0
1310.2
1298.2
15:47:26
15:41:16
15:59:20
15:24:12
15:45:25
 1330.5
1324.0
1309.2
1319.4
1309.0		 1334.0
1327.2
1309.5
1318.0
1304.5		 -14.5
-9.5
-14.8
+9.2
+10.8		 14.5
9.5
14.8
9.2
10.8		 ---
---
---
---
---
-10.0
-2.3
-14.0
+6.8
+3.0		 10.0
2.3
14.0
6.8
3.0		 ---
---
---
---
---
990809
990810
990811
990812
990813
-
-
-
+
-
 1306.6
1287.2
1303.8
1311.2
1328.9		 15:02:34
15:28:12
15:13:01
15:22:41
15:11:58		 1307.5
1283.0
1301.3
1313.4
1327.3		 15:54:28
15:49:21
15:35:55
15:58:56
15:59:34		 1300.6
1292.5
1307.5
1302.5
1333.5		 1303.0
1286.5
1306.5
1302.8
1333.0		 -6.9
+9.5
+6.2
-10.9
+6.2		 6.9
9.5
---
10.9
6.2		 ---
---
6.2
---
---
-3.6
-0.7
+2.7
-8.4
+4.1		 3.6
---
---
8.4
4.1		 ---
0.7
2.7
---
---
990816
990817
990818
990819
990820
-
+
-
+
+
 1327.0
1339.2
1341.5
1327.5
1336.8		 15:10:42
15:02:53
15:12:58
15:23:42
15:16:55		 1325.2
1336.5
1344.7
1321.0
1333.5		 15:59:08
15:59:02
15:57:27
15:59:50
15:43:19		 1336.5
1349.5
1336.0
1329.5
1340.0		 1336.5
1349.4
1337.0
1329.0
1339.5		 +11.3
+13.0
-8.7
+8.5
+6.5		 ---
13.0
8.7
8.5
6.5		 11.3
---
---
---
---
+9.5
+10.2
-4.5
+1.5
+2.7		 ---
10.2
4.5
1.5
2.7		 7.8
---
---
---
---
990823
990824
990825
990826
990827
-
+
-
neither
-
 1355.4
1361.0
1379.0
1371.0
1356.7
15:00:39
14:59:43
15:04:24
15:02:19
15:00:11
 1355.3
1361.0
1377.5
1371.8
1357.0
15:57:28
15:44:34
15:52:18
15:59:42
15:41:43
 1365.3
1371.0
1387.4
1365.5
1350.6		 1364.8
1366.0
1385.5
1366.2
1352.7		 +10.0
+10.0
+9.9
-6.3
-6.4		 ---
10.0
---
---
6.4		 10.0
---
9.9
---
---
+9.4
+5.0
+6.5
-4.8
-4.0		 ---
5.0
---
---
4.0		 7.8
---
7.8
---
---
990830
990831
990901
990902
990903
-
-
neither
+
neither
 1332.3
1327.0
1326.3
1317.0
1356.2
15:01:52
15:15:27
15:16:03
15:25:19
15:42:57
 1332.7
1334.5
1325.7
1315.0
1355.2
15:57:42
15:59:13
15:59:54
15:52:13
15:59:32
 1324.5
1322.5
1333.5
1324.9
1360.5		 1325.8
1323.0
1333.3
1320.0
1360.0		 -8.2
-12.0
+7.8
+9.9
+5.3		 8.2
12.0
---
9.9
---		 ---
---
--
---
----
-6.5
-4.0
+7.0
+3.0
+3.8		 6.5
4.0
---
3.0
---		 ---
---
---
---
---
990907
990908
990909
990910
neither
neither
neither
-
 1353.8
1342.0
1355.0
1373.8
15:32:54
15:25:36
15:14:20
15:07:14
 1350.8
1337.5
1354.0
1374.7
15:52:27
15:52:07
15:47:44
15:52:01
 1355.0
1347.4
1364.4
1366.7		 1353.3
1344.6
1363.0
1367.0		 +4.2
+9.9
+10.4
-8.0		 ---
---
---
8.0		 ---
---
---
---
-0.5
+2.6
+8.0
-6.8		 ---
---
---
6.8		 ---
---
---
---
990913
990914
990915
990916
990917
neither
-
+
neither
+
 1360.7
1355.5
1347.5
1336.5
1351.5
15:25:58
15:01:56
15:08:26
15:04:15
14:59:52
 1358.0
1357.0
1348.5
1338.0
1351.5
15:49:56
15:41:35
15:57:47
15:46:31
15:20:46
 1361.8
1348.0
1332.5
1329.5
1347.5		 1360.3
1352.3
1332.5
1333.0
1350.2		 +3.8
-9.0
-16.0
-8.5
-4.0		 ---
9.0
---
---
---		 ---
---
16.0
---
4.0
-0.4
-3.2
-15.0
-3.5
-1.3		 ---
3.2
---
---
---		 ---
---
7.8
---
1.3
990920
990921
990922
990923
990924
-
neither
+
neither
-
 1348.0
1323.0
1325.6
1318.0
1280.3
15:00:30
15:05:01
15:27:51
15:00:18
15:03:29
 1347.2
1325.0
1330.8
1319.5
1276.0
15:27:21
15:30:07
15:56:35
15:53:59
15:42:09
 1350.8
1315.5
1323.2
1289.0
1294.4		 1350.5
1320.8
1323.7
1291.5
1291.0		 +3.6
-9.5
-7.6
-30.5
+18.4		 ---
---
---
---
---		 3.6
---
7.6
---
18.4
+2.5
-2.2
-1.9
-26.5
+10.7		 ---
---
---
---
---		 2.5
---
1.9
---
7.8
990927
990928
990929
990930
991001
-
+
-
neither
+
 1300.2
1279.0
1288.5
1300.0
1285.0
15:23:03
15:08:00
15:04:14
15:30:55
15:01:53
 1306.5
1274.5
1290.5
1301.5
1284.0
15:59:53
15:49:36
15:59:59
15:55:57
15:32:30
 1295.1
1299.0
1279.1
1292.0
1295.5		 1295.1
1293.5
1279.3
1295.0
1294.5		 -11.4
+24.5
-11.4
-9.5
+11.5		 11.4
24.5
11.4
---
11.5		 ---
---
---
---
---
-5.1
+14.5
-9.2
-5.0
+9.5		 5.1
14.5
9.2
---
9.5		 ---
---
---
---
---
991004
991005
991006
991007
991008
-
neither
neither
+
neither
 1310.0
1305.0
1332.6
1327.3
1344.8
15:00:20
15:09:54
15:13:10
15:24:26
15:26:28
 1309.5
1297.0
1328.8
1333.5
1343.0
16:00:00
15:59:41
15:43:14
15:42:43
15:42:12
 1316.2
1314.5
1337.2
1326.5
1347.7		 1316.2
1314.5
1334.8
1329.8
1346.2		 +6.7
+17.5
+8.4
-7.0
+4.7		 ---
---
---
---
---		 6.7
---
---
7.0
---
+6.2
+9.5
+2.2
+2.5
+1.4		 ---
---
---
2.5
---		 6.2
---
---
---
---
991011
991012
991013
991014
991015
+
+
neither
+
+
 1347.5
1326.0
1301.0
1290.8
1258.0
15:27:32
15:05:32
15:00:07
15:26:15
15:19:26
 1350.5
1327.8
1301.2
1297.3
1253.0
15:59:17
15:46:01
15:35:53
15:52:40
15:40:31
 1346.0
1321.3
1291.0
1289.0
1264.0		 1346.0
1324.5
1293.0
1291.0
1255.0		 -4.5
-6.5
-10.2
-8.3
+11.0		 ---
---
---
---
11.0		 4.5
6.5
---
8.3
---
-1.5
-1.5
-8.0
+0.2
-3.0		 ---
---
---
0.2
---		 1.5
1.5
---
---
3.0
991018
991019
991020
991021
991022
+
neither
+
-
neither
 1248.0
1269.5
1291.5
1275.5
1315.5
15:12:14
15:01:50
15:07:57
15:01:49
15:26:30
 1241.5
1266.5
1289.2
1275.0
1318.0		 15:58:58
15:28:23
15:54:26
15:52:38
15:54:33
 1264.0
1274.0
1298.0
1293.5
1305.5		 1262.5
1269.0
1297.5
1292.0
1309.5		 +22.5
+7.5
+8.8
+18.5
-12.5		 22.5
---
8.8
---
---		 ---
---
---
18.5
---
+14.5
-0.5
+6.0
+16.5
-6.0		 14.5
---
6.0
---
---		 ---
---
---
7.8
---
991025
991026
991027
991028
991029
+
+
+
neither
neither
 1308.2
1295.8
1288.6
1346.2
1374.5
15:04:17
15:19:08
15:00:25
15:40:40
15:10:35
 1310.5
1297.5
1288.2
1344.5
1380.0
15:42:47
15:59:21
15:47:35
15:59:48
15:47:25
 1300.5
1289.0
1308.0
1350.5
1367.0		 1301.8
1289.0
1305.0
1350.5
1371.0		 -10.0
-8.5
+19.8
+6.0
-13.0		 ---
---
19.8
---
---		 10.0
8.5
---
---
---
-6.4
-6.8
+16.4
+4.3
-3.5		 ---
---
16.4
---
---		 6.4
6.8
---
---
---
991101
991102
991103
991104
991105
neither
-
neither
+
neither
 1364.7
1360.0
1366.2
1366.5
1382.0
15:31:53
15:23:05
15:08:06
15:21:56
14:59:54
 1367.5
1365.0
1367.0
1362.5
1382.0
15:47:53
15:51:52
15:25:01
15:53:38
15:43:27
 1362.0
1353.0
1355.5
1370.5
1372.5		 1363.5
1353.5
1361.0
1368.5
1377.0		 -5.5
-12.0
-11.5
+8.0
-9.5		 ---
12.0
---
8.0
---		 ---
---
---
---
---
-1.2
-6.5
-5.2
+2.0
-5.0		 ---
6.5
---
2.0
---		 ---
---
---
---
---
991108
991109
991110
991111
991112
-
neither
+
neither
neither
 1378.8
1372.0
1376.5
1384.3
1398.5
15:01:10
15:05:16
15:05:44
15:01:06
15:24:51		 1378.2
1374.8
1381.0
1384.0
1395.7
15:38:44
15:34:52
15:19:18
15:35:01
15:59:57
 1386.5
1367.0
1371.5
1388.2
1402.3		 1383.0
1371.2
1380.0
1386.0
1402.3		 +8.3
-7.8
-9.5
+4.2
+6.6		 ---
---
---
---
---		 8.3
---
9.5
---
---
+4.2
-0.8
+3.5
+1.7
+3.8		 ---
---
3.5
---
---		 4.2
---
---
---
---
991115
991116
991117
991118
991119
+
+
-
-
-
 1400.8
1412.0
1419.2
1428.0
1430.0
15:01:13
15:00:00
15:24:39
15:14:38
15:00:19
 1399.6
1412.0
1423.2
1425.7
1430.2
15:17:41
15:59:58
15:45:23
15:28:09
15:35:03
 1404.2
1429.0
1416.0
1432.0
1425.2		 1401.5
1429.0
1417.5
1430.0
1427.0		 +4.6
+17.0
-7.2
+6.3
-5.0		 4.6
17.0
7.2
---
5.0		 ---
---
---
6.3
---
+0.7
+17.0
-1.7
+2.0
-3.0		 0.7
17.0
1.7
---
3.0		 ---
---
---
2.0
---
991122
991123
991124
991126
+
-
neither
---
 1424.5
1413.2
1420.0
---
15:02:36
15:17:43
15:13:27
---
 1423.5
1415.5
1424.2
---
15:27:44
15:41:23
15:54:55
---
 1430.7
1407.0
1419.5
---		 1426.2
1410.2
1421.2
---		 +7.2
-8.5
-4.7
---		 7.2
8.5
---
---		 ---
---
---
---
+1.7
-3.0
+1.2
---		 1.7
3.0
---
---		 ---
---
---
---
991129
991130
991201
991202
991203
+
-
+
neither
neither
 1409.5
1400.5
1397.5
1408.2
1438.0
15:01:42
15:00:16
15:03:05
15:00:25
15:28:36
 1408.3
1401.0
1401.0
1406.5
1434.5
15:54:25
15:45:28
15:35:52