What were your average transaction costs per trade? 1000 to 4000 trades per day, lets say 2500 on average, translates to about 625K transactions per year. I assume you did not have to pay something like ETrades 3$ commission per future contract, which would result in almost 2M of fees per year.
Also don't forget that the total inflation between 1970 and 2000 was 340%, that is 4.03 millions of 2040 dollars would only be worth 0.9 million in todays dollars if history repeats itself.