Annual Returns since 1998 (DC Rocks US ES5)

The left portion of the spreadsheet below shows the Annual Returns from trading One (1) E-mini S&P 500 Futures contract since 1998 with an initial investment of $10,000.

The right portion of the spreadsheet shows what our potential Profits and Balance would be if we had invested $10,000 ten years ago. If we started with $10,000 ten years ago to trade 1 contract, and each time when we had an additional $11,000 in our balance, we added another contract to trade.

For example, when our balance reached $27,398.30, we could trade 1 additional contract … 27k – 10k = 17k / 11k = 1 contract.
When our balance reached $101,398.30, we could trade 8 additional contracts … 101k – 10k = 91k / 11k = 8 contracts.

Obviously, these numbers are only rough estimates as in reality we will be managing our investments month-by-month, even day-by-day.

The initial margin requirement to trade 1 E-mini S&P 500 Futures contract is $4,500. So $10,000 is a nice round amount to build in some buffer to comfortably trade 1 contract. As we trade more contracts, we like to build in more buffer, thus the principle of adding contracts for each additional $11,000 in our account balance. Losses are a reality in trading, and the wise money manager builds in enough buffer to ride the bad patches to stay in the long game.

 

Year Nbr Trades Profit-Loss for Year on 1 Contract Profit-Loss Avg/Mth Nbr of Contracts Trading Profit-Loss for Year on Variable Nbr of Contracts Year-end Account Balance Profit-Loss Avg/Mth
1998 67 $531.25 $44.27
1999 84 $6,001.05 $500.09
2000 71 $7,376.40 $614.70
2001 72 -$2,253.15 -$187.76
2002 75 $8,544.55 $712.05
2003 87 $1,080.30 $90.03
2004 55 $622.20 $51.85
2005 62 -$433.80 -$36.15
2006 64 $5,217.90 $434.83 $10,000.00
2007 64 $17,398.30 $1,449.86 1 $17,398.30 $27,398.30 $1,449.86
2008 63 $37,000.00 $3,083.33 2 $74,000.00 $101,398.30 $6,166.67
2009 75 $13,216.15 $1,101.35 9 $118,945.35 $220,343.65 $9,912.11
2010 69 $4,429.80 $369.15 20 $88,596.00 $308,939.65 $7,383.00
2011 74 $12,960.75 $1,080.06 28 $362,901.00 $671,840.65 $30,241.75
2012 64 $3,361.65 $280.14 61 $205,060.65 $876,901.30 $17,088.39
2013 82 $7,844.55 $653.71 80 $627,564.00 $1,504,465.30 $52,297.00
2014 69 $16,014.75 $1,334.56 137 $2,194,020.75 $3,698,486.05 $182,835.06
2015 72 $19,072.40 $1,589.37 336 $6,408,326.40 $10,106,812.45 $534,027.20
2016 80 $5,409.30 $450.78 919 $4,971,146.70 $15,077,959.15 $414,262.23
19 1,349 $163,394.35 Total $15,067,959.15 Total
71 $8,599.70 Avg/Yr
6 $716.64 Avg/Mth