ANDROMEDA & PEGASUS FUTURES TRADING SYSTEMS - BUILT TO LAST!
Fully Disclosed, totally mechanical, multi-market, non-optimized, simple rules. Verified by Futures Truth.        

    Andromeda Small Size Sample Portfolio

    Minimum Account Size: $25,000

    Portfolio of 5 markets: Corn, Dollar Index, Palladium, 10 Yr T-Notes, Eurodollars

  • Tested Jan 1'st 1980 – Apr 15th 2015. (35+ years)
  • $50 deducted per trade for commission & slippage
  • No Starting Capital Applied. Only Net Profits Shown
  • Based on single contracts per trade
                                                                           HYPOTHETICAL HISTORICAL PERFORMANCE




























    *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.

    Profit Analysis Summary







    Trade Analysis Summary




























       
    Annual Performance Breakdown

























































       
        Drawdown Analysis





























    How to read this chart:

    We first considered each trade as a possible starting point. Since there were 529 trades that means that there were 529 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 529 starting points. These resulting drawdown figures were then sorted from smallest to largest and the above
    chart was constructed.

    Example A: I want to know what percent of STDDs fell below $10,000?

    Start on the Y axis and find $10,000. Then go across until it intercepts the curve on the chart. The corresponding value on the X axis is
    about 84% or so. This means that 84% of STDDs were less than $10,000 and thus 16% were above it. Hence you would have had a 84%
    chance that your STDD would have been below $10,000 and a 16% chance that it would have been above it.

    Example B: I want to know what value did 90% of STDDs fall under?

    This time start with the 90% value on the X axis and go to 90%. Move up to where it intersects with the curve and then check the
    corresponding value on the Y axis. In this example the above chart tells us that 90% of STDD for this particular portfolio were
    approximately below $12,000.

    This is how you would read this chart. Notice that about 9% of STDDs were zero; this means that in about 9% of cases you would have
    suffered no STDD at all. You would have been profitable right from the start and never have been under at all.

    The median score (50%) came in around $3000. This means that half the STDDs out of a total of 529 runs (one for each starting point)
    fell 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.

    The highest of all STDDs came in at around $29,000. This means that out of 529 different possible starting points over a 35+ year period,
    the worst case scenario was a maximum STDD of that value. The maximum total daily drawdown over the 35+ year period was $31,233.

    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.


    _____________________________________________________________________________________________________________

    Disclosures & Disclaimers:

    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.

    Please Note: All performance figures and illustrations were obtained using historical back testing on a computer and are not the results of
    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.

    U.S. Government Required Disclaimer - Commodity Futures Trading Commission Futures trading has large potential rewards, but also
    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.

      CFTC REQUIRED RISK DISCLOSURE STATEMENT:

    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

    FUTURES TRADING INVOLVES RISK. THERE IS A RISK OF LOSS IN FUTURES TRADING

    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Copyright © 2002 - 2012 AndromedaFutures.com. All rights reserved.  
Total Net Profit:
$311,961
Average Net Profit per Year:
$8840
Average Net Profit per Month:
$736
Total Gross Profit for Closed Trades:
$628,280
Total Gross Loss for Closed Trades:
$316,105
Profit Factor (gross profit / gross loss):
1.99
Total Number of Trades:
529
Percent Profitable:
38%
Average Winning Trade:
$3110
Average Losing Trade:
$967
Ratio Avg. Win to Avg. Loss (2 dec. pl):
3.22
Average Trade (Winners & Losers):
$590
Largest Winning Trade:
$11,675
Largest Losing Trade:
$4,080
Average duration of profitable trades
(excluding weekends and holidays):
82 days
Average duration of losing trades
(excluding weekends and holidays):
26 days
Average duration per trade, both winners &
losers (excluding weekends and holidays):
47 days
Total amount deducted for commission &
slippage:
$26,450
Year
Net Profits
1980
$4,772
1981
$11,242
1982
-$2,750
1983
-$6,390
1984
$18,131
1985
$11,792
1986
$2,815
1987
$14,276
1988
$4,905
1989
$246
1990
$18,735
1991
$26,434
1992
$19,433
1993
-$573
1994
$8,565
1995
$17,807
1996
$3,335
1997
$3,103
1998
$7,547
1999
$11,860
2000
$24,842
2001
$5,213
2002
$24,698
2003
-$1
2004
$21,874
2005
-$2,673
2006
$3,546
2007
$1,520
2008
$39,088
2009
$11,510
2010
$11,112
2011
-$2,462
2012
-$1,580
2013
-$8,803
2014
$1,413
2015 (through
April 15th)
$7,370