Thursday, March 31, 2005

Assagai Trading Points


Assagai Trading Points for Thursday, March 31, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP… 1,197.10 Down… 1,174.00


NDM UP… 1,517.30 Down… 1,471.70








Assagai Trading Results


Assagai Trading Results through Wednesday, March 30, 2005

The SP trade resulted in a 1.10 point profit. The ND did not trade.

Profit and Loss Results

Profit and Loss

One Contract... $275.00 Cumulative… $20,780.00

The 200/100 $55,000.00 Cumulative… $4,150,375.00


Trading Average Profit/Loss Batting Average

Winners 23 $709.13 82.14%

Losers 5 ($894.00)

Total 28








Wednesday, March 30, 2005

Assagai Trading Points


Assagai Trading Points for Wednesday, March 30, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP… 1,184.10 Down… 1,163.00


NDM UP… 1,507.30 Down… 1,456.70




Tuesday, March 29, 2005

The Assagai Trend Day Trader Explained


The Assagai Trend Day Trader (ATDT) is specifically designed to identify trend days in markets. The system measures and detects:

• A prevailing tendency or inclination in prices.
• The general movement in the course of time of a statistically detectable change in movement.
• A statistical curve reflecting such a change.
• And, the tendency for a market to extend in a specific direction during a single day.




The Assagai Trend Day Trader

The Assagai Trend Day Trader (ATDT) is specifically designed to identify trend days in markets. The system measures and detects:

• A prevailing tendency or inclination in prices.
• The general movement in the course of time of a statistically detectable change in movement.
• A statistical curve reflecting such a change.
• And, the tendency for a market to extend in a specific direction during a single day.

On a typical Assagai Trend Day the market will tend to continue to move one directionally into the last period of the day which is roughly bounded by the last half hour of trading (one directionally means into the absolute high or low of the day). In addition, more than 20 percent of the time the market is expected to make its high or low of the day within the last 10 minutes of trading.

The Assagai Trend Day System (ATDS) is designed to identify “trend days”. The system is expected to win on approximately 80 percent of its trades over time.

Some of the unique aspects of the ATDT include:

• The system is expected to trade about 4-5 times a month in normal markets.
• The system enters the market during the day when a signal price is met and exits the market the same day. No positions are held overnight. The ATDT is an intraday only trading system.
• A series of rules exist to control risks including: stops, negate signal, negate trade while in progress, and a series of late day exit rules.
• The system is not designed to compete with the hundreds of trend following systems and algorithms that already exist and are competing for capital or customers. The majority of these systems take long term positions in the market and require the assumption of substantial risk. These risks include, but are not limited to, overnight and event risk.

Assagai: a slender hardwood spear or light javelin usually tipped with iron and used in southern Africa.






Assagai Trading Points


Assagai Trading Points for Tuesday, March 29, 2005

Please note: as of today we are changing the headline for the daily action points to Assagai Trading Points. This is being done to clear up some confusion.

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,194.70 Down 1,161.10

NDM UP 1,507.30 Down 1,456.70






Monday, March 28, 2005

Assagai Trading Results


Results through Friday, March 25, 2005

Cumulative Profit/Loss for the overall trading system...$4,095,375.00



Assagai Action Points


Assagai Action Points for Monday, March 28, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,189.80 Down 1,169.20

NDM UP 1,505.30 Down 1,469.70




Thursday, March 24, 2005

Assagai Action Points


Assagai Action Points for Thursday, March 24, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,192.20 Down 1,167.60

NDM UP 1,510.30 Down 1,459.70





Wednesday, March 23, 2005

Assagai Trading Results


Assagai Trading Results through Tuesday, March 22, 2005

The SP trade resulted in a 9.00 point profit. The ND did not trade.
Profit and Loss statement on the next page.




The SP trade resulted in a 9.00 point profit. The ND did not trade.

Profit and Loss Results

Results for SP
One Contract... $2,250.00 Cumulative… $20,505.00
The 200… $450,000.00 Cumulative… $4,095,375.00

Assagai Trading Results through Tuesday, March 22, 2005

Assagai Action Points


Assagai Action Points for Wednesday, March 23, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,185.40 Down 1,163.80

NDM UP 1,511.30 Down 1,445.70

Tuesday, March 22, 2005

Assagai Action Points


Assagai Action Points for Tuesday, March 22, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,196.30 Down 1,183.70

NDM UP 1,519.30 Down 1,468.70

Monday, March 21, 2005

Assagai Action Points


Assagai Action Points for Monday, March 21, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,202.80 Down 1,177.70

NDM UP 1,520.30 Down 1,459.70


Friday, March 18, 2005

Assagai Trading Results


Assagai Trading Results through Thursday, March 17, 2005

The SP trade resulted in a .90 point profit. There ND trade resulted in a 5.70 point profit.

Profit and Loss Results

Results for SP
One Contract... $225.00 Cumulative… $17,685.00
The 200… $45,000.00 Cumulative… $3,588,375.00


Results for ND
One Contract... $570.00 Cumulative $18,255.00
The 100 $57,000.00 Cumulative $3,645,375.00

Assagai Action Points


Assagai Action Points for Friday, March 18, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP 1,203.80 Down 1,185.20

NDM UP 1,514.30 Down 1,481.20



Special note: The negate rule is in effect for the down trend prices today.
This means due to the negate rule the downside trend prices will not be executed. The upside trend price is in effect.

Thursday, March 17, 2005

Assagai Action Points


Assagai action points for Thursday, March 17, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

Special note: The negate rule is in effect for the down trend prices today. This means due to the negate rule the downside trend prices will not be executed. The upside trend price is in effect.

SPM UP.. 1,203.80 …Down 1,181.20

NDM UP.. 1,519.30 …Down 1,473.70

Wednesday, March 16, 2005

Assagai Trading Results


Assagai Trading Results for Wednesday, March 16, 2005

The SP trade resulted in a .90 point profit. The ND trade resulted in a 5.70 point profit.

Profit and Loss Results

Results for SP

One Contract............$225.00 Cumulative… $17,685.00
The 200...............$45,000.00 Cumulative… $3,588,375.00

Results for ND

One Contract............$570.00 Cumulative $18,255.00
The 100...............$57,000.00 Cumulative $3,645,375.00

Assagai Trading Results



Assagai Trading Results for Tuesday, March 15, 2005


The SP trade resulted in a 2.10 point profit. There was no trade for the ND.


Profit and Loss Results

One Contract... $525.00 Cumulative… $17,460.00

The 200… $105,000.00 Cumulative… $3,543,375.00

Assagai Action Points


Assagai action points for Wednesday, March 16, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP.. 1,204.00 …Down 1,192.90

NDM UP.. 1,528.30 …Down 1,502.70

Tuesday, March 15, 2005

Assagai Action Points


Assagai action points for Tuesday, March 15, 2005

Please note we are using the June contracts for the S & P and Nasdaq Futures.

SPM UP.. 1,223.20 …Down 1,204.10

NDM UP.. 1,557.30 …Down 1,491.70

Monday, March 14, 2005

Assagai Action Points


Assaiga action points for Monday, March 14, 2005

Please note we are moving to the June contracts for the S & P and Nasdaq Futures today.

SPM UP....1213.60....Down 1200.50

NDM UP....1534.30....Down 1506.20



Assaiga action points for Monday, March 14, 2005

Please note we are moving to the June contracts for the S & P and Nasdaq Futures today.

SPM UP....1213.60....Down 1200.50

NDM UP....1534.30....Down 1506.20


Assagai Trading Results


Assagai Trading Results for Friday, March 11, 2005

The SP trade resulted in a 1.20 point profit. There was no trade for the ND

Profit and Loss Results

One Contract $300.00...Cumulative $16,935

The 200......$60,000...Cumulative $$3,438,375.00

Friday, March 11, 2005

Assagai Action Points


Assaiga action points for Friday, March 11, 2005

Please note we are moving to the June contracts for the S & P and Nasdaq Futures today.

SPM UP....1220.60....Down 1206

NDM UP....1571.30....Down 1505.70



Thursday, March 10, 2005

Assagai Action Points


Assaiga action points for Thursday, March 10, 2005

Please note we are moving to the June contracts for the S & P and Nasdaq Futures today.

SPM UP 1225.10 Down 1201

NDM UP 1562.80 Down 1502.20

SP Cash UP 1219.98 Down 1196.28