ChaosFutures Final-Hour
  Go to Performance Results
*Scenario "B5":  7.8 Stop;  38.0 Limit Order;  set relative to 3:00 open.
Final-Hour "King Fractal Tools" Analysis, Revision 3.0
Consecutive Trading Days Beginning 000207
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
$
000207
000208
000209
000210
000211
-
-
+
+
-
1425.0
1447.0
1433.0
1415.5
1397.5
15:19:06
15:07:41
15:00:09
15:09:39
15:00:10
1421.8
1449.5
1433.3
1412.2
1398.0
15:53:58
15:32:00
15:59:54
15:58:17
15:17:12
1432.0
1442.5
1418.0
1423.0
1385.0
1431.0
1448.0
1418.0
1422.0
1394.5
+10.2
-7.0
-15.3
+10.8
-13.0
---
7.0
---
10.8
13.0
10.2
---
15.3
---
---

+6.0
+1.0
-15.0
+6.5
-3.0
---
---
---
6.5
3.0
6.0
1.0
7.8
---
---
000214
000215
000216
000217
000218
+
-
-
-
neither
1389.3
1407.0
1398.5
1393.5
1356.0
15:00:55
15:01:14
15:21:35
15:24:51
15:32:34
1389.0
1406.0
1402.5
1385.5
1361.0
15:23:01
15:37:36
15:40:33
15:42:31
15:47:33
1397.5
1414.5
1391.0
1394.5
1349.0
1395.5
1409.5
1392.6
1390.5
1353.5
+8.5
+8.5
-11.5
+9.0
-12.0
8.5
---
11.5
---
---
--
8.5
---
9.0
---

+6.2
+2.5
-5.9
-3.0
-2.5
6.2
---
5.9
3.0
---
---
2.5
---
---
---
000222
000223
000224
000225
Pwr Out
Pwr Out
Pwr Out
Pwr Out
1346.0
1367.0
1342.5
1340.7
14:59:32
15:28:04
14:59:59
15:13:38
1346.0
1374.5
1342.5
1347.5
15:30:36
15:52:17
15:35:19
15:39:27
1364.0
1364.1
1361.5
1332.2
1355.5
1366.0
1355.0
1339.0
+18.0
-10.4
+19.0
-15.3
---
---
---
---
---
---
---
---

9.5
-1.0
12.5
-1.7
---
---
---
---
---
---
---
---
000228
000229
000301
000302
000303
-
neither
DataOut
DataOut
DataOut
1362.5
1367.8

1384.2
1409.5

15:03:30
15:34:37

15:13:18
15:15:10

1365.5
1372.9

1382.0
1412.8

15:52:07
15:42:48

15:25:13
15:23:31

1349.5
1366.0

1390.0
1407.0

1350.0
1368.0

1384.5
1412.2

-16.0
-6.9
---
+8.0
-5.8
16.0
---
---
---
---
---
---
---
---
---

-12.5
+0.2
---
+0.3
+2.7
12.5
---
---
---
---
---
---
---
---
---
000306
000307
000308
000309
000310
-
-
+
-
neither
1397.0
1374.5
1372.5
1403.0
1418.0
15:11:27
15:00:58
15:25:45
15:00:10
15:18:50
1400.0
1375.9
1375.5
1402.5
1425.0
15:42:20
15:38:37
15:47:49
15:53:56
15:47:06
1386.2
1351.5
1365.0
1420.0
1412.0
1393.0
1358.0
1368.5
1419.5
1415.5
-13.8
-24.4
-10.5
+17.5
-13.0
13.8
24.4
---
---
---
---
---
10.5
17.5
---

-4.0
-16.5
-4.0
+16.5
-2.5
4.0
16.5
---
---
---
---
---
4.0
7.8
---
000313
000314
000315
000316
000317
-
neither
+
-
neither
1405.5
1393.0
1409.0
1468.5
1483.5
15:07:09
15:07:27
15:22:19
15:01:21
15:23:45
1406.0
1398.0
1417.5
1467.0
1491.5
15:20:58
15:58:59
15:53:54
15:53:21
15:44:09
1394.5
1377.0
1402.0
1480.0
1480.0
1402.5
1380.0
1409.5
1479.0
1484.0
-11.5
-21.0
-15.5
+13.0
-11.5
11.5
---
---
---
---
---
---
15.5
13.0
---

-3.0
-13.0
+0.5
+10.5
+0.5
3.0
---
0.5
---
---
---
---
---
7.8
---
000320
000321
000322
000323
000324
-
+
neither
-
-
1473.6
1494.0
1519.0
1549.5
1542.5
15:07:05
14:59:53
15:13:41
15:26:55
15:19:01
1471.0
1494.0
1525.5
1551.5
1535.0
15:50:05
15:59:52
15:54:10
15:34:52
15:36:01
1478.5
1514.0
1516.6
1543.0
1551.0
1476.0
1514.0
1517.3
1547.0
1549.0
+7.5
+20.0
-8.9
-8.5
+16.0
---
20.0
---
8.5
---
7.5
---
---
---
16.0

+2.4
+20.0
-1.7
-2.5
+6.5
---
20.0
---
2.5
---
2.4
---
---
---
7.8
000327
000328
000329
000330
000331
-
-
neither
-
-
1541.5
1539.0
1526.8
1512.5
1534.5
15:13:37
15:00:31
15:00:18
15:00:41
15:02:04
1539.0
1540.0
1526.0
1514.0
1538.5
15:25:47
15:23:48
15:21:46
15:33:26
15:59:54
1546.5
1525.5
1541.0
1493.0
1518.0
1543.0
1526.0
1528.0
1504.0
1518.0
+7.5
-14.5
+15.0
-21.0
-20.5
---
14.5
---
21.0
20.5
7.5
---
---
---
---

+1.5
-13.0
+1.2
-8.5
-16.5
---
13.0
---
8.5
16.5
1.5
---
---
---
---
000403
000404
000405
000406
000407
+
+
+
+
+
1516.5
1487.0
1516.0
1509.0
1525.0
15:16:31
15:00:00
15:08:06
15:07:09
15:00:25
1513.0
1487.0
1521.5
1503.5
1524.5
15:57:47
15:31:17
15:56:06
15:41:53
15:46:41
1525.0
1526.0
1497.5
1518.0
1533.5
1524.5
1514.0
1501.0
1517.0
1532.5
+12.0
+39.0
-24.0
+14.5
+9.0
12.0
39.0
---
14.5
9.0
---
---
24.0
---
---

+8.0
+27.0
-15.0
+8.0
+7.5
8.0
38.0
---
8.0
7.5
---
---
7.8
---
---
000410
000411
000412
000413
000414
+
-
-
neither
neither
1529.5
1519.5
1511.5
1471.5
1385.0
15:15:59
15:02:11
15:00:00
15:21:44
15:00:10
1530.8
1521.0
1511.5
1484.0
1387.0
15:34:58
15:27:39
15:59:16
15:59:43
15:47:51
1517.5
1507.5
1478.5
1452.0
1348.0
1520.0
1517.0
1478.5
1453.0
1361.0
-13.3
-13.5
-33.0
-32.0
-39.0
---
13.5
33.0
---
---
13.3
---
---
---
---

-9.5
-2.5
-33.0
-18.5
-24.0
---
2.5
33.0
---
---
7.8
---
---
---
---
000417
000418
000419
000420
neither
neither
+
-
1391.0
1440.0
1443.0
1440.0
15:10:41
15:22:01
15:18:37
15:00:17
1377.0
1430.0
1435.5
1439.0
15:59:44
15:59:43
15:49:06
15:41:41
1412.0
1452.0
1444.5
1446.0
1411.0
1452.0
1439.5
1444.0
+35.0
+22.0
+9.0
+7.0
---
---
9.0
---
---
---
---
7.0

+20.0
+12.0
-3.5
+4.0
---
---
---
---
---
---
3.5
4.0
000424
000425
000426
000427
000428
+
neither
neither
+
-
1423.0
1478.0
1477.5
1474.0
1465.5
15:27:57
14:59:55
15:08:48
15:22:42
15:00:50
1417.0
1478.0
1481.5
1467.1
1467.0
16:00:00
15:59:38
15:36:46
15:39:56
15:49:48
1440.0
1487.5
1467.0
1480.5
1458.1
1440.0
1487.0
1472.5
1473.5
1463.0
+23.0
+9.5
-14.5
+13.4
-8.9
23.0
---
---
13.4
8.9
---
---
---
---
---

+17.0
+9.0
-5.0
-0.5
-2.5
17.0
---
---
---
2.5
---
---
---
0.5
---
000501
000502
000503
000504
000505
-
-
+
+
-
1490.5
1461.0
1415.5
1416.0
1438.5
15:04:41
15:19:00
15:28:56
15:00:53
15:26:59
1492.0
1466.5
1404.5
1414.0
1432.0
15:52:19
15:58:50
15:53:06
15:47:59
15:50:41
1474.0
1454.5
1427.0
1427.0
1442.5
1478.5
1455.0
1424.5
1418.5
1440.5
-18.0
-12.0
+22.5
+13.0
+10.5
18.0
12.0
22.5
13.0
---
---
---
---
---
10.5

-12.0
-6.0
+9.0
+2.5
+2.0
12.0
6.0
---
2.5
---
---
---
7.8
---
2.0
000508
000509
000510
000511
000512
-
+
+
-
-
1426.0
1419.8
1402.0
1418.5
1433.0
15:00:03
15:11:38
15:09:35
15:00:02
15:32:37
1425.5
1413.5
1409.5
1419.0
1435.5
15:48:25
15:41:00
15:50:19
15:44:39
15:53:33
1437.5
1429.0
1387.0
1410.5
1425.5
1432.0
1421.5
1390.5
1415.0
1428.5
+12.0
+15.5
-22.5
-8.5
-10.0
---
15.5
---
8.5
10.0
12.0
---
22.5
---
---

+6.0
+1.7
-11.5
-3.5
-4.5
---
1.7
---
3.5
4.5
7.8
---
7.8
---
---
000515
000516
000517
000518
000519
+
-
+
-
-
1450.5
1471.0
1453.5
1451.0
1416.5
14:59:44
15:00:54
15:06:39
15:12:48
15:35:14
1450.5
1468.0
1451.5
1453.0
1420.0
15:51:48
15:36:54
15:29:27
15:36:57
15:56:52
1459.2
1479.0
1463.5
1443.2
1410.1
1457.5
1473.0
1456.0
1444.5
1413.0
+8.7
+11.0
+12.0
-9.8
-9.9
8.7
---
12.0
9.8
9.9
---
11.0
---
---
---

+7.0
+2.0
+2.5
-6.5
-3.5
7.0
---
2.5
6.5
3.5
---
7.8
---
---
---
000522
000523
000524
000525
000526
-
neither
neither
-
neither
1386.5
1390.0
1399.0
1393.0
1381.5
15:00:19
15:02:05
15:07:44
14:59:58
15:34:47
1386.2
1394.0
1393.0
1393.0
1373.5
15:27:57
15:59:28
15:47:48
15:46:06
15:58:11
1409.0
1379.0
1407.9
1377.5
1385.0
1405.5
1379.5
1404.0
1389.0
1384.5
+22.8
-15.0
+14.9
-15.5
+11.5
---
---
---
15.5
---
22.8
---
---
---
---

+19.0
-10.5
+5.0
-4.0
+3.0
---
---
---
4.0
---
7.8
---
---
---
---
000530
000531
000601
000602
-
-
+
-
1415.5
1433.0
1438.5
1481.0
14:59:59
15:33:14
15:11:02
15:06:56
1415.5
1435.0
1437.0
1484.5
15:59:57
15:52:39
15:43:04
15:56:09
1427.5
1422.5
1452.0
1479.0
1427.5
1423.0
1450.5
1479.5
+12.0
-12.5
+15.0
-5.5
---
12.5
15.0
5.5
12.0
---
---
---

+12.0
-10.0
+12.0
-1.5
---
10.0
12.0
1.5
7.8
---
---
---
000605
000606
000607
000608
000609
-
+
+
-
+
1475.0
1463.0
1475.0
1485.5
1480.0
15:30:34
15:18:05
15:04:10
15:16:21
15:25:04
1468.0
1457.5
1476.5
1489.5
1485.0
15:48:02
15:40:02
15:26:08
15:39:43
15:38:00
1476.4
1464.5
1470.0
1480.2
1478.5
1471.5
1461.0
1474.0
1486.2
1482.4
+8.4
+7.0
-6.5
-9.3
-6.5
---
7.0
---
9.3
---
8.4
---
6.5
---
6.5

-3.5
-2.0
-1.0
+0.7
+2.4
3.5
---
---
---
2.4
---
2.0
1.0
0.7
---
000612
000613
000614
000615
000616
+
-
-
+
+
1476.8
1491.5
1496.8
1500.0
1491.6
15:14:02
15:16:47
15:24:10
15:29:10
15:05:26
1479.5
1496.0
1500.5
1494.0
1493.0
15:53:24
15:56:39
15:38:33
15:47:41
15:31:43
1471.0
1489.0
1490.2
1506.0
1481.0
1471.3
1492.0
1493.8
1500.0
1489.5
-8.5
-7.0
-10.3
+12.0
-12.0
---
7.0
10.3
12.0
---
8.5
---
---
---
12.0

-5.5
+0.5
-3.0
0.0
-2.1
---
---
3.0
---
---
5.5
0.5
---
---
7.8

  TOTALS:
610.3
307.5

324.2
138.5

  NUMBER OF DAYS CORRECT / WRONG: 44 25

40
28
                AVERAGE MAXIMUM PROFIT / LOSS:
 
13.9
12.3


8.1
4.9

  AVERAGE MAXIMUM NET GAIN PER TRADE: 
4.39



2.73
 

  Frcst/T ACCURACY  =  WINS/(WINS+LOSSES):
63.8%



58.8%
 
 S&P MAIN PROJ. MAX. % ANNUAL CAPITAL GROWTH:* 849%


509%
 
 S&P  MINI PROJ. MAX. % ANNUAL CAPITAL GROWTH:* 721%


382%
 

* 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

To Order Form

To Registration Form

Back to Home Page

If you have any comments or questions, email us at  pvf@ChaosFutures.com

ChaosFutures is a service of Chaos Enterprises.
Any redistribution of information found at this site is strictly prohibited.
Copyright (c) 1998-2003,  Chaos Enterprises.
All rights reserved worldwide & webwide.