Disclaimer the Systems and Performance of Ku-Chih-Wei in this Publication:
There is a significant risk of loss in futures trading. The use of Stop orders does not guarantee limited loss. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually be executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. The performance summaries provided above are provided to inform persons considering this strategy. The performance assumes one share of the future traded and $25 round turn for brokerage commission and slippage.
