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Spread Backtesting Results
Corn vs. Soybeans (July 2004 contracts)
Swiss Franc vs. Japanese Yen
NOTE: The results shown represent testing performance only, using historical securities data in a controlled environment. While they are roughly indicative of actual historical trading returns, system performance may vary depending upon securities traded, market conditions, transaction costs, and economic factors which cannot be controlled or predicted. Past performance is not an indication or guarantee of future returns.
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