CISCO Futures
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Trading Potential from Select Table History
Internet: http//www.cisco-futures.com
Email dljones@cisco-futures.com
Sample Data
Donald L. Jones©
November 1, 2007
To get this table:
CISCO Main Page
Data
Advice Engine
Potential (Select)
Sample
SP Analysis
In the table below, the SP 10 day balance breakouts are posted for each entry
in the Advice Engine Select Table for 2005 and 2006. The summary table at the bottom
shows a net of 131 breakouts, or about one every four days. That may seem to be quite
a lot until you consider that a breakout day is not necessarily the beginning of
a trend. It may be a 'false breakout' or a test, ending the day back in balance.
The average risk is $643 and the average Potential is $1,229. This gives a
figure of Merit (Potential/Risk) of nearly 2. Now you have the information
you need to determine whether or not you wish to trade SP (or the mini, UU).
The Potential entry on the Advice Engine Page provides you the information.
The choice of include or exclude is yours.
CISCO Figure of Merit Analysis: 10 Day Overlays (Days = 6, 7, 8, 9, or 10)
Potential/Risk for SP From 050103 to 061231
Mo Yr ND Long StopL Short StopS Risk $ RiskPt Potential
050103 SP 3 05 10 121850 121562 119550 119838 719 288 675L
050104 SP 3 05 10 121900 121612 119600 119888 719 288 2250S
050112 SP 3 05 10 119600 119437 118300 118463 407 163 1550S
050113 SP 3 05 10 119600 119412 118100 118288 469 188 1125S
050117 SP 3 05 10 119600 119375 117800 118025 563 225
050118 SP 3 05 10 119600 119375 117800 118025 563 225 375L
050120 SP 3 05 10 119650 119412 117750 117988 594 238 875S
050121 SP 3 05 10 119650 119387 117550 117813 657 263 2000S
050127 SP 3 05 10 118800 118550 116800 117050 625 250
050128 SP 3 05 10 118700 118462 116800 117038 594 238 450S
050131 SP 3 05 10 118200 118012 116700 116888 469 188 175L
050201 SP 3 05 10 118200 118012 116700 116888 469 188 2250L
050211 SP 3 05 10 120500 120262 118600 118838 594 238 1200L
050214 SP 3 05 10 120900 120612 118600 118888 719 288
050218 SP 3 05 10 121250 120993 119200 119457 641 257
050221 SP 3 05 10 121250 121000 119250 119500 625 250
050222 SP 3 05 10 121250 121000 119250 119500 625 250 2125S
050304 SP 3 05 10 121600 121362 119700 119938 594 238 2375L
050310 SP 3 05 10 122900 122512 119800 120188 969 388
050311 SP 3 05 10 122900 122537 120000 120363 907 363 500S
050314 SP 3 05 10 122900 122525 119900 120275 938 375
050315 SP 3 05 10 122900 122531 119950 120319 922 369 425S
050316 SP 3 05 10 122900 122512 119800 120188 969 388 3100S
050316 SP 6 05 10 123250 122875 120250 120625 938 375 3250S
050328 SP 6 05 10 119800 119487 117300 117613 782 313
050329 SP 6 05 10 119800 119487 117300 117613 782 313 1550S
050330 SP 6 05 10 119800 119437 116900 117263 907 363 25S
050401 SP 6 05 10 119700 119350 116900 117250 875 350
050404 SP 6 05 10 119400 119087 116900 117213 782 313
050405 SP 6 05 10 119300 119000 116900 117200 750 300
050406 SP 6 05 10 119300 119000 116900 117200 750 300
050407 SP 6 05 10 119250 118950 116850 117150 750 300 800L
050411 SP 6 05 10 119450 119125 116850 117175 813 325
050412 SP 6 05 10 119450 119125 116850 117175 813 325
050413 SP 6 05 10 119450 119162 117150 117438 719 288
050414 SP 6 05 10 119450 119162 117150 117438 719 288 2825S
050422 SP 6 05 10 116300 116037 114200 114463 657 263
050425 SP 6 05 10 116300 116037 114200 114463 657 263 750L
050426 SP 6 05 10 118100 117612 114200 114688 1219 488
050427 SP 6 05 10 117700 117262 114200 114638 1094 438
050428 SP 6 05 10 117500 117087 114200 114613 1032 413
050502 SP 6 05 10 116600 116262 113900 114238 844 338
050502 SP 9 05 10 116600 116512 115900 115988 219 88 600L
050503 SP 6 05 10 116600 116262 113900 114238 844 338 625L
050511 SP 6 05 10 118000 117537 114300 114763 1157 463
050512 SP 6 05 10 118000 117537 114300 114763 1157 463
050513 SP 6 05 10 118000 117537 114300 114763 1157 463
050516 SP 6 05 10 118000 117537 114300 114763 1157 463
050517 SP 6 05 10 118000 117662 115300 115638 844 338
050526 SP 6 05 10 119800 119650 118600 118750 375 150 550L
050601 SP 6 05 10 120050 119862 118550 118738 469 188 1575L
050602 SP 6 05 10 120600 120362 118700 118938 594 238
050603 SP 6 05 10 120600 120362 118700 118938 594 238 200L
050606 SP 6 05 10 120600 120375 118800 119025 563 225
050607 SP 6 05 10 120600 120375 118800 119025 563 225 925L
050608 SP 6 05 10 120600 120375 118800 119025 563 225
050609 SP 6 05 10 120600 120425 119200 119375 438 175 175S
050609 SP 9 05 10 121100 120950 119900 120050 375 150 675S
050610 SP 6 05 10 120600 120425 119200 119375 438 175
050610 SP 9 05 10 121100 120937 119800 119963 407 163 125S
050613 SP 6 05 10 120650 120468 119200 119382 454 182 125L
050613 SP 9 05 10 121100 120937 119800 119963 407 163 325L
050614 SP 6 05 10 120950 120731 119200 119419 547 219
050614 SP 9 05 10 121150 120975 119750 119925 438 175 500L
050615 SP 6 05 10 120950 120731 119200 119419 547 219
050615 SP 9 05 10 121450 121237 119750 119963 532 213
050616 SP 6 05 10 120950 120731 119200 119419 547 219 700L
050616 SP 9 05 10 121450 121237 119750 119963 532 213 750L
050617 SP 6 05 10 121100 120862 119200 119438 594 238 2920L
050617 SP 9 05 10 121650 121412 119750 119988 594 238 2175L
050621 SP 9 05 10 122350 122025 119750 120075 813 325
050622 SP 9 05 10 122350 122025 119750 120075 813 325 325L
050623 SP 9 05 10 122450 122112 119750 120088 844 338
050701 SP 9 05 10 120800 120625 119400 119575 438 175
050704 SP 9 05 10 120800 120618 119350 119532 454 182
050707 SP 9 05 10 121200 120968 119350 119582 579 232 5675S
050708 SP 9 05 10 121000 120787 119300 119513 532 213 1750L
050718 SP 9 05 10 123400 123137 121300 121563 657 263
050719 SP 9 05 10 123400 123137 121300 121563 657 263
050720 SP 9 05 10 123400 123137 121300 121563 657 263 1450L
050721 SP 9 05 10 123800 123487 121300 121613 782 313 1950L
050722 SP 9 05 10 123800 123487 121300 121613 782 313
050725 SP 9 05 10 123800 123550 121800 122050 625 250 950L
050726 SP 9 05 10 123950 123718 122100 122332 579 232
050727 SP 9 05 10 123950 123750 122350 122550 500 200 250L
050728 SP 9 05 10 124000 123818 122550 122732 454 182 2000L
050801 SP 9 05 10 124700 124437 122600 122863 657 263
050802 SP 9 05 10 124700 124450 122700 122950 625 250 50L
050803 SP 9 05 10 124700 124450 122700 122950 625 250 350L
050804 SP 9 05 10 124800 124562 122900 123138 594 238 75L
050805 SP 9 05 10 124800 124575 123000 123225 563 225 625S
050808 SP 9 05 10 124800 124575 123000 123225 563 225 1425S
050812 SP 9 05 10 124800 124506 122450 122744 735 294
050815 SP 9 05 10 124800 124506 122450 122744 735 294
050816 SP 9 05 10 124800 124506 122450 122744 735 294 1050S
050818 SP 9 05 10 124400 124106 122050 122344 735 294 850S
050822 SP 9 05 10 124050 123775 121850 122125 688 275 200S
050823 SP 9 05 10 124050 123775 121850 122125 688 275 750S
050831 SP 9 05 10 121550 121387 120250 120413 407 163 2125L
050914 SP 9 05 10 124200 124037 122900 123063 407 163 625S
050914 SP 12 05 10 124900 124737 123600 123763 407 163 950S
050916 SP 12 05 10 124900 124625 122700 122975 688 275
050920 SP 12 05 10 124900 124693 123250 123457 516 207 1725S
050928 SP 12 05 10 122900 122700 121300 121500 500 200
050929 SP 12 05 10 122900 122700 121300 121500 500 200 1325L
051014 SP 12 05 10 120600 120187 117300 117713 1032 413
051017 SP 12 05 10 120600 120187 117300 117713 1032 413
051018 SP 12 05 10 120600 120187 117300 117713 1032 413
051020 SP 12 05 10 120500 120100 117300 117700 1000 400
051021 SP 12 05 10 120200 119837 117300 117663 907 363
051024 SP 12 05 10 120000 119662 117300 117638 844 338 825L
051026 SP 12 05 10 120300 119925 117300 117675 938 375 1000L
051027 SP 12 05 10 120500 120100 117300 117700 1000 400
051028 SP 12 05 10 120500 120100 117300 117700 1000 400
051031 SP 3 06 10 121100 120825 118900 119175 688 275 2125L
051031 SP 12 05 10 120500 120162 117800 118138 844 338 2375L
051101 SP 12 05 10 121100 120687 117800 118213 1032 413
051102 SP 12 05 10 121100 120687 117800 118213 1032 413 1875L
051107 SP 12 05 10 122600 122075 118400 118925 1313 525 250L
051109 SP 12 05 10 122700 122162 118400 118938 1344 538 625L
051110 SP 12 05 10 122800 122500 120400 120700 750 300 1825L
051116 SP 12 05 10 124000 123662 121300 121638 844 338
051117 SP 12 05 10 124000 123725 121800 122075 688 275 1500L
051202 SP 3 06 10 127600 127487 126700 126813 282 113
051202 SP 12 05 10 127100 126725 124100 124475 938 375
051206 SP 3 06 10 127600 127487 126700 126813 282 113 1700L
051206 SP 12 05 10 127100 126843 125050 125307 641 257 800L
051207 SP 3 06 10 128150 127968 126700 126882 454 182 1250S
051207 SP 12 05 10 127350 127100 125350 125600 625 250
051209 SP 3 06 10 127900 127662 126000 126238 594 238
051209 SP 12 05 10 127100 126868 125250 125482 579 232
051212 SP 3 06 10 127900 127662 126000 126238 594 238
051212 SP 12 05 10 127100 126868 125250 125482 579 232
051213 SP 3 06 10 127850 127618 126000 126232 579 232 700L
051213 SP 12 05 10 127100 126868 125250 125482 579 232 500L
051222 SP 3 06 10 128350 128075 126150 126425 688 275
060116 SP 3 06 10 130000 129687 127500 127813 782 313
060117 SP 3 06 10 130000 129687 127500 127813 782 313
060118 SP 3 06 10 130000 129687 127500 127813 782 313
060119 SP 3 06 10 130050 129743 127600 127907 766 307
060120 SP 3 06 10 130050 129775 127850 128125 688 275 3550S
060124 SP 3 06 10 130000 129575 126600 127025 1063 425
060125 SP 3 06 10 130000 129575 126600 127025 1063 425 875S
060127 SP 3 06 10 129500 129125 126500 126875 938 375
060201 SP 3 06 10 129150 128812 126450 126788 844 338
060202 SP 3 06 10 129150 128812 126450 126788 844 338
060209 SP 3 06 10 129100 128675 125700 126125 1063 425
060210 SP 3 06 10 127700 127450 125700 125950 625 250
060213 SP 3 06 10 127700 127450 125700 125950 625 250
060214 SP 3 06 10 127700 127450 125700 125950 625 250 1075L
060215 SP 3 06 10 127950 127662 125650 125938 719 288 1050L
060222 SP 3 06 10 129200 128775 125800 126225 1063 425 1000L
060223 SP 3 06 10 129500 129050 125900 126350 1125 450 225L
060224 SP 3 06 10 129500 129237 127400 127663 657 263
060227 SP 3 06 10 129500 129237 127400 127663 657 263 1150L
060227 SP 6 06 10 130450 130368 129800 129882 204 82 1200L
060228 SP 3 06 10 129900 129587 127400 127713 782 313
060228 SP 6 06 10 130650 130543 129800 129907 266 107 1750S
060302 SP 3 06 10 129900 129681 128150 128369 547 219
060302 SP 6 06 10 130650 130543 129800 129907 266 107 750S
060303 SP 3 06 10 129900 129681 128150 128369 547 219 375S
060306 SP 3 06 10 129900 129681 128150 128369 547 219 1250S
060306 SP 6 06 10 130800 130637 129500 129663 407 163 1925S
060307 SP 3 06 10 129900 129631 127750 128019 672 269 1450S
060313 SP 3 06 10 129900 129556 127150 127494 860 344
060313 SP 6 06 10 130350 130087 128250 128513 657 263
060314 SP 3 06 10 129700 129381 127150 127469 797 319 550L
060314 SP 6 06 10 130300 130043 128250 128507 641 257 1625L
060323 SP 6 06 10 132100 131900 130500 130700 500 200
060324 SP 6 06 10 132100 131900 130500 130700 500 200
060327 SP 6 06 10 132100 131900 130500 130700 500 200
060328 SP 6 06 10 132100 131900 130500 130700 500 200 1125S
060330 SP 6 06 10 132100 131862 130200 130438 594 238
060331 SP 6 06 10 132000 131775 130200 130425 563 225
060403 SP 6 06 10 132000 131775 130200 130425 563 225
060404 SP 6 06 10 132000 131775 130200 130425 563 225
060405 SP 6 06 10 131700 131512 130200 130388 469 188 1050L
060406 SP 6 06 10 131950 131731 130200 130419 547 219 175L
060407 SP 6 06 10 132000 131775 130200 130425 563 225 100S
060410 SP 6 06 10 132000 131775 130200 130425 563 225 375S
060411 SP 6 06 10 132000 131762 130100 130338 594 238 2825S
060425 SP 6 06 10 132300 131862 128800 129238 1094 438
060426 SP 6 06 10 132300 132062 130400 130638 594 238
060427 SP 6 06 10 132300 132075 130500 130725 563 225 1125S
060428 SP 6 06 10 132300 132050 130300 130550 625 250
060501 SP 6 06 10 132300 132050 130300 130550 625 250
060502 SP 6 06 10 132350 132093 130300 130557 641 257
060503 SP 6 06 10 132350 132118 130500 130732 579 232
060504 SP 6 06 10 132350 132118 130500 130732 579 232
060505 SP 6 06 10 132200 131987 130500 130713 532 213 2300L
060525 SP 6 06 10 128100 127725 125100 125475 938 375
060531 SP 6 06 10 128200 127812 125100 125488 969 388
060605 SP 6 06 10 129000 128512 125100 125588 1219 488
060606 SP 6 06 10 129000 128512 125100 125588 1219 488
060607 SP 6 06 10 129000 128512 125100 125588 1219 488
060612 SP 6 06 10 129000 128375 124000 124625 1563 625 1225S
060615 SP 6 06 10 129000 128150 122200 123050 2125 850
060615 SP 9 06 10 128600 127925 123200 123875 1688 675
060616 SP 6 06 10 127300 126662 122200 122838 1594 638
060616 SP 9 06 10 128400 127750 123200 123850 1625 650
060619 SP 9 06 10 128400 127750 123200 123850 1625 650
060620 SP 9 06 10 128200 127575 123200 123825 1563 625
060622 SP 9 06 10 127300 126787 123200 123713 1282 513
060623 SP 9 06 10 127300 126787 123200 123713 1282 513
060626 SP 9 06 10 126800 126350 123200 123650 1125 450
060627 SP 9 06 10 126800 126350 123200 123650 1125 450
060628 SP 9 06 10 126800 126550 124800 125050 625 250 375S
060629 SP 9 06 10 126800 126537 124700 124963 657 263 3925L
060712 SP 9 06 10 128900 128550 126100 126450 875 350
060713 SP 9 06 10 128900 128575 126300 126625 813 325 4050S
060725 SP 9 06 10 128100 127500 123300 123900 1500 600
060801 SP 9 06 10 128400 127762 123300 123938 1594 638
060802 SP 9 06 10 128400 127912 124500 124988 1219 488 1000L
060803 SP 9 06 10 128700 128337 125800 126163 907 363 500L
060804 SP 9 06 10 128800 128462 126100 126438 844 338 2400L
060807 SP 9 06 10 128900 128550 126100 126450 875 350
060808 SP 9 06 10 128900 128575 126300 126625 813 325
060809 SP 9 06 10 128900 128625 126700 126975 688 275
060811 SP 9 06 10 128900 128637 126800 127063 657 263 550S
060814 SP 9 06 10 128900 128612 126600 126888 719 288
060815 SP 9 06 10 128900 128612 126600 126888 719 288 375L
060816 SP 9 06 10 129350 129006 126600 126944 860 344 1625L
060824 SP 9 06 10 130500 130337 129200 129363 407 163
060825 SP 9 06 10 130500 130337 129200 129363 407 163
060828 SP 9 06 10 130500 130337 129200 129363 407 163 625L
060829 SP 9 06 10 130650 130468 129200 129382 454 182 250L
060830 SP 9 06 10 130750 130556 129200 129394 485 194 300L
060831 SP 9 06 10 130800 130600 129200 129400 500 200 100L
060901 SP 9 06 10 130800 130600 129200 129400 500 200 1475L
060905 SP 9 06 10 131300 131037 129200 129463 657 263 850L
060906 SP 9 06 10 131600 131300 129200 129500 750 300
060922 SP 12 06 10 133800 133612 132300 132488 469 188 450S
060925 SP 12 06 10 133850 133637 132150 132363 532 213 375L
060926 SP 12 06 10 133900 133681 132150 132369 547 219 2025L
060928 SP 12 06 10 134950 134600 132150 132500 875 350 175L
061002 SP 12 06 10 134950 134600 132150 132500 875 350
061003 SP 12 06 10 134950 134600 132150 132500 875 350
061004 SP 12 06 10 134950 134600 132150 132500 875 350 2375L
061012 SP 12 06 10 136250 136118 135200 135332 329 132 2300L
061019 SP 12 06 10 137750 137450 135350 135650 750 300
061020 SP 12 06 10 137750 137450 135350 135650 750 300
061023 SP 12 06 10 137750 137475 135550 135825 688 275 1675L
061030 SP 12 06 10 139450 139106 136700 137044 860 344
061031 SP 12 06 10 139450 139250 137850 138050 500 200 350S
061101 SP 12 06 10 139450 139237 137750 137963 532 213 1650S
061106 SP 12 06 10 139450 139106 136700 137044 860 344
061107 SP 12 06 10 139450 139106 136700 137044 860 344
061108 SP 12 06 10 139450 139106 136700 137044 860 344
061109 SP 12 06 10 139300 138975 136700 137025 813 325
061113 SP 12 06 10 139300 138975 136700 137025 813 325
061114 SP 12 06 10 139300 138975 136700 137025 813 325 1550L
061122 SP 12 06 10 140750 140612 139650 139788 344 138 875L
061124 SP 12 06 10 140900 140743 139650 139807 391 157
061127 SP 12 06 10 140900 140743 139650 139807 391 157 3375S
061204 SP 3 07 10 142000 141700 139600 139900 750 300 1300L
061204 SP 12 06 10 140900 140575 138300 138625 813 325 1075L
061211 SP 3 07 10 142900 142475 139500 139925 1063 425
061211 SP 12 06 10 141700 141275 138300 138725 1063 425
061212 SP 3 07 10 142900 142575 140300 140625 813 325
061212 SP 12 06 10 141700 141287 138400 138813 1032 413
061213 SP 3 07 10 142900 142575 140300 140625 813 325 475L
061213 SP 12 06 10 141750 141418 139100 139432 829 332
061214 SP 3 07 10 143000 142662 140300 140638 844 338 2475L
061214 SP 12 06 10 141750 141418 139100 139432 829 332 2625L
061220 SP 3 07 10 144350 144031 141800 142119 797 319
061221 SP 3 07 10 144350 144031 141800 142119 797 319
061222 SP 3 07 10 144350 144031 141800 142119 797 319
061227 SP 3 07 10 144350 144050 141950 142250 750 300
Legend for Potential List
Date:
Future: symbol
Mo: the delivery month
Yr: the delivery year
Long: Balance Upper Limit
StopL: Octant stop, if Basic Model is used (not for Potential)
Short: Balance lower Limit
StopS: Octant stop, if Basic Model is used (not for Potential)
Risk $: Octant in $
RiskPt: Octant in trading units
Potential: Maximum move post breakout, in $
L/S: Direction of breakout
Search Summary: Risk and Potential in $
#Cases AvRisk AvPotl FOM
Longs 82 655 1138 1.74
Shorts 49 623 1380 2.22
Total 131 643 1229 1.91
No-Breakout 137
Legend for Summary Table
#Cases: Breakout Events
AVRisk: Average Risk
AVPotl: Average Potential
FOM: Reward to Risk Ratio