| Overnight Cups Caps–1982-2005 | (from the Cups/Caps Chapter– | ||||||
| Beating The Financial Futures Market) | |||||||
| NET PRFT | # TRDS | % PRFT | PRFT/TRD | MAX DD | ROA | ||
| S&P (FULL) | $35,587 | 708 | 53.39% | $50.26 | $35,825 | 99.34 | |
| NASD (FULL) | $18,835 | 294 | 52.72% | $64.06 | $40,985 | 45.96 | |
| RUSSELL (FULL) | $26,850 | 425 | 47.29% | $63.18 | $22,725 | 118.2 | |
| DOW (FULL) | $1,210 | 280 | 45.36% | $4.32 | $7,230 | 16.74 | |
| 30 YR BONDS | $27,250 | 673 | 53.64% | $40.49 | $5,313 | 512.9 | |
| 10 YR NOTES | $17,563 | 678 | 53.98% | $25.90 | $3,359 | 522.9 | |
| 5 YR NOTES | $16,203 | 601 | 57.90% | $26.96 | $1,266 | 1280 | |
| 30 DAY FED | $3,917 | 262 | 46.56% | $14.95 | $1,250 | 313.4 | |
| JAPANESE YEN | $15,763 | 1027 | 50.63% | $15.35 | $12,538 | 125.7 | |
| EURO CURR | ($3,113) | 338 | 49.41% | ($9.21) | $11,663 | N A | |
| SWISS FRANC | $19,163 | 1002 | 51.30% | $19.12 | $11,450 | 167.4 | |
| B POUND | $41,369 | 982 | 52.14% | $42.13 | $8,175 | 506 | |
| CANADIAN DOL | $17,250 | 875 | 56.34% | $19.71 | $2,410 | 715.8 | |
| GOLD | $12,200 | 889 | 54.11% | $13.72 | $2,900 | 420.7 | |
| SILVER | $24,030 | 787 | 51.97% | $30.53 | $3,390 | 708.8 | |
| COPPER | $10,320 | 758 | 51.45% | $13.61 | $8,075 | 127.8 | |
| PLATINUM | $30,100 | 857 | 54.84% | $35.12 | $4,210 | 715 | |
| CRUDE OIL | $29,510 | 683 | 56.66% | $43.21 | $4,890 | 603.5 | |
| HEATING OIL | $3,482 | 753 | 53.65% | $4.62 | $24,234 | 14.37 | |
| NY HRBR GAS | $29,510 | 683 | 56.66% | $43.21 | $4,890 | 603.5 | |
| SOYBEANS | $10,350 | 719 | 47.98% | $14.39 | $8,625 | 120 | |
| WHEAT | $10,031 | 618 | 55.99% | $16.23 | $2,563 | 391.4 | |
| CORN | $9,375 | 629 | 55.33% | $14.90 | $1,400 | 669.6 | |
| OATS | $14,356 | 598 | 58.53% | $24.01 | $938 | 1530 | |
| SOYBEAN OIL | $6,510 | 697 | 53.08% | $9.34 | $1,752 | 371.6 | |
| SOYBEAN MEAL | $320 | 668 | 46.71% | $0.48 | $9,390 | 3.408 | |
| LIVE CATTLE | $9,480 | 675 | 53.04% | $14.04 | $1,160 | 817.2 | |
| FEEDER CATTLE | $18,465 | 658 | 56.99% | $28.06 | $1,338 | 1380 | |
| LIVE HOGS | $9,146 | 724 | 53.73% | $12.63 | $6,762 | 135.3 | |
| PORK BELLIES | $36,840 | 694 | 54.18% | $53.08 | $4,290 | 858.7 | |
| COFFEE | $37,463 | 680 | 55.74% | $55.09 | $11,531 | 324.9 | |
| COCOA | $9,090 | 805 | 53.29% | $11.29 | $3,260 | 278.8 | |
| COTTON | $27,945 | 728 | 53.43% | $38.39 | $2,750 | 1016 | |
| SUGAR | $12,645 | 648 | 55.09% | $19.51 | $1,456 | 868.5 | |
| ORANGE JUICE | $12,187 | 692 | 52.17% | $17.61 | $2,565 | 475.1 | |
| ROUGH RICE | $12,400 | 567 | 48.85% | $21.87 | $1,020 | 1216 | |