Below you will find links to graphics and information to supplement the June 2006 Conference Call. 

Note that the following links should open up in a new browser window 

Spreadsheet

 This new spreadsheet details just 15 of the the  100 new daily strategies we plan on implementing over the next 3 months.   We have daily bar historical data going back 25 years. So we were able to back test these strategies 2.5 times longer than previous back testing.  The bottom line is that these 15 strategies add an additional 14% average  return per year for each of the 25 years.  This roughly translates to 1% additional gain per strategy per year. So, theoritically, when we add the 100 new daily strategies, we have the potential for an additional 100% gain per year without any significant increase in risk since the C450 Strategy set is also very UNleveraged.

Download Excel Spreadsheet here CannonDay(15strats)_060606.XLS 

Or View HTML Version Here

CannonDay(15strats)_060606.htm 

 Additional Charts  (sample pics of Daily Cannon Strats)

The below screen captures show buy and sell signals on a chart in recent months.  You will notice that in some cases 800 pip moves were captured.  We have chose to show one example of each of the major currency pairs we trade.

EUR/JPY-DAY-B-Cannon-B2.jpg

EUR/USD-DAY-B-Cannon-B4.jpg

GBP/USD-DAY-B-Cannon-B4.jpg

USD/CHF-DAY-S-Cannon-B2.jpg

USD/JPY-DAY-B-Cannon-B4.jpg

YEN Charts

Analyzing the previous months activity made it apparent that our Yen stops needed to be adjusted. To test the theory we backed tested our strategies raising our Yen stops to both 20 and 30 pips.  The results have made a huge difference and larger stops would have put C450 at a 3% profit for May instead of a 2% loss since our Yen positions were stopped out just before a profitable rebound.  Both the EUR/JPY and USD/JPY stops have been adjusted going forward.

Below are are charts showing enty and exit points with our prevous 100 pip stop loss and the new 120 and 130 pip stop losses.  Increasing the stop losses here has made a huge return in profits according to recent data as well as back testing for 9+ years.

EUR/JPY-960B-Cannon1_before-stop-adustment.jpg 

(entry price: 141.695 ; stop 140.39, market reached low of 140.19, stopped out 20 pips shy)

EUR/JPY-960B-Cannon1_after-stop-adjustment.jpg

(with 30 additional pips on our stop, our entry of 141.695 would have avoided stop and would have exited at 144.19, for close to 250 pips)

USD/JPY-960B-Cannon1_before-stop-adjustment.jpg

(entry price: 110.48; stop 109.16, market reached a low of 108.96, stopped out 20 pips shy)

USD/JPY-960B-Cannon1_after-stop-adjustment.jpg 

(with 30 additional pips on our stop, our entry of 110.48 would have reached an open position profit of 113.00, close to 250 pips up)