For the Z1 and Z2 strategies, I'm looking for clarification on the instruments traded when producing the performance measurements ... on the following page http://www.zorro-trader.com/manual/en/income.htm there are performance measurements for the Z1 & Z2 strategies. For the traded assets, is

NAS100 the NQ contract ?
SPZ500 the ES contract ?
US30 the YM contract ?

thanks in advance ...

csmith

They are not futures, just virtual assets based on the number of points of the index.

FXCM uses CFDs for them. Other brokers might offer similar solutions. Futures won't do, as they are not exactly comparable to the virtual asset due to their expiration.