As we are in the middle of earnings season for most stocks, I thought it appropriate that we report our own results for Q2 of 2009.
We started this hypothetical portfolio with $50,000, which is approximately twice the margin required to trade the above markets. The reason behind that is that we de-leverage every futures markets and this allowed us to continue to take signals with little or no pressure. The other key for our success is that we are diversified into six markets. Some may argue that the grain markets do not provide true diversification, but I would not argue with that point.
See Q2 results on next page.