Minimum Account Size: $80,000
Portfolio of 22 markets: Corn, Dollar Index, Palladium, Five Year T-Notes, Sugar, Euro Currency, Japanese Yen, Heating Oil, Natural
Gas, Kansas City Wheat, 10 Yr T-Note, Eurodollar, Swiss Franc, Australian Dollar, Feeder Cattle, Cotton, Rough Rice, 30 Yr U.S. Bonds,
2 Yr T-Notes, Crude Oil, Unleaded Gasoline, High Grade Copper
*NOTE: the vertical green line on the chart above shows the release date. Performance to the left of the line is pre-release performance
and performance to the right is post-release, i.e. performance on untested data that was not available (had not happened yet) when the
system was released to the public back in April 2002.
Trade Analysis Summary
Annual Performance Breakdown
How to read this chart:
We first considered each trade as a possible starting point. Since there were 2112 trades that means that there were 2112 different
possible starting points where a trader would have started trading the system. We then calculated the worst Start Trade Drawdown
(STDD) for each of these possible 2112 starting points. These resulting drawdown figures were then sorted from smallest to largest and
the above chart was constructed.
about 84% or so. This means that 84% of STDDs were less than $20,000 and thus 16% were above it. Hence you would have had a 84%
chance that your STDD would have been below $20,000 and a 16% chance that it would have been above it.
corresponding value on the Y axis. In this example the above chart tells us that 90% of STDD for this particular portfolio were below about
suffered no STDD at all. You would have been profitable right from the start and never have been under at all.
below this value and half were above it. This chart is obviously very useful than merely spitting out drawdown figures. It not only tells you
what the STDDs were but more importantly also gives you the probabilities as well.
period, the worst case scenario was a maximum STDD of that value. The maximum total daily drawdown over the 35+ year period was
See the “About Drawdowns” on this website for a detailed explanation about this type of drawdown.
Download free information pack on our systems. See “Download Manuals” on this website.
*Note: different traders have different risk tolerances. The sample minimum account size is for aggressive traders willing to incur higher
risk. Conservative traders should substantially increase their starting account size.
FUTURES TRADING IS NOT SUITABLE FOR EVERYONE AND PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE
RESULTS. THERE IS RISK OF SUBSTANTIAL LOSS IN FUTURES TRADING OR WITH ANY TRADING SYSTEM OR PROGRAM. CAREFUL
EVALUATION OF YOUR PERSONAL FINANCIAL SITUATION MUST BE DONE PRIOR TO DECIDING TO TRADE IN THE FUTURES
MARKETS OR ANY GIVEN TRADING SYSTEM OR METHODOLOGY.
an actual account. No guarantee is inferred that future performance will be like the results shown. Futures trading involves risk. There is a
risk of loss in Commodity Futures trading.
large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Don't trade with
money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any
account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system
or methodology is not necessarily indicative of future results.
NOTICE: "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
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
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