The Russell 2000 Returns to the CME, a White Paper. Discussion of the changes and solutions available presentation by Joe Krutsinger on 06/01/2017

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1 The Russell 2000 Returns to the CME, a White Paper { Discussion of the changes and solutions available presentation by Joe Krutsinger on 06/01/2017

3 Disclaimers Regarding the Many Illustrations of Strategies and Performance Results in This Publication: HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING ADVISORS HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED.

4 The Russell 2000 News Release Russell 2000 Index Futures and Options to Return to CME Group July 10 CHICAGO, April 12, 2017 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that starting July 10, 2017, CME Group will launch both futures and options based on the Russell 2000 Index, as well as basis trade at index close (BTIC) functionality on the futures contracts, pending regulatory approval. The full list of new contracts available to trade follows: E-mini Russell 2000 Index Futures Options on E-mini Russell 2000 Index Futures Weekly Options on E-mini Russell 2000 Index Futures Options on E-mini Russell 2000 Index Futures - End-of-Month E-mini Russell 2000 Growth Index Futures E-mini Russell 2000 Value Index Futures

5 Russell 2000 Shapes : 12/27/ /31/2017 Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

Russell 2000 Shapes : 12/27/2016-05/31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated

6 Russell 2000 Shapes : 12/27/ /31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

7 Russell 2000 Razor : 12/27/ /31/2017 Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

Russell 2000 Razor : 12/27/2016-05/31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated

8 Russell 2000 Razor : 12/27/ /31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

Russell 2000 Ribbons : 12/27/2016-05/31/2017 Blind Walk Forward from 05/18/2017 All Strategies Illustrated

9 Russell 2000 Ribbons : 12/27/ /31/2017 Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

10 Russell 2000 Ribbons : 12/27/ /31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

11 Russell 2000 BarNone : 12/27/ /31/2017 Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

Russell 2000 BarNone : 12/27/2016-05/31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated

12 Russell 2000 BarNone : 12/27/ /31/2017; Blind Walk Forward from 05/18/2017 All Strategies Illustrated and Performance Results are Historical Simulations. Past Performance does not guarantee similar future results.

13 Comparison

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15 Next Step: Just Call Joe at: or at: Free Trial? Send Team Viewer 9 Codes, for install by JoeKrut ANY of my strategies, FREE for 14 days, NO CREDIT CARD required, NO obligation to buy, just TRY!

AN UPDATE OF ANALYSIS BY JOE KRUTSINGER: BARNONE FOR STOCKS AND FUTURES. Feb. 12, 2017

AN UPDATE OF ANALYSIS BY JOE KRUTSINGER: BARNONE FOR STOCKS AND FUTURES JoeKrut@gMail.com Feb. 12, 2017 Results are Historical Simulations The performance summaries provided are provided to inform persons