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

    Pegasus Large Size Sample Portfolio

    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

  • 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 October 2003.

    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 3723 trades that means that there were 3723 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 3723 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 $20,000?

    Start on the Y axis and find $20,000. Then go across until it intercepts the curve on the chart. The corresponding value on the X axis is
    about 86% or so. This means that 86% of STDDs were less than $20,000 and thus 14% were above it. Hence you would have had a 86%
    chance that your STDD would have been below $20,000 and a 14% 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 below about
    $24,000.

    This is how you would read this chart. Notice that about 13% of STDDs were zero; this means that in about 13% 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 at $7000. This means that half the STDDs out of a total of 3723 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 $68,000. This means that out of 3723 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
    $79,985.

    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

Total Net Profit:
$1,350,920
Average Net Profit per Year:
$38,280
Average Net Profit per Month:
$3190
Total Gross Profit for Closed Trades:
$3,278,935
Total Gross Loss for Closed Trades:
$1,932,926
Profit Factor (gross profit / gross loss):
1.70
Total Number of Trades:
3723
Percent Profitable:
40%
Average Winning Trade:
$2199
Average Losing Trade:
$868
Ratio Avg. Win to Avg. Loss (2 dec. pl):
2.53
Average Trade (Winners & Losers):
$361
Largest Winning Trade:
$35,012
Largest Losing Trade:
$5207
Average duration of profitable trades
(excluding weekends and holidays):
41 days
Average duration of losing trades
(excluding weekends and holidays):
13 days
Average duration per trade, both winners &
losers (excluding weekends and holidays):
24 days
Total amount deducted for commission &
slippage:
$186,150
Year
Net Profits
1980
$21,863
1981
$50,138
1982
$45,702
1983
$12,105
1984
$29,858
1985
$56,550
1986
$24,462
1987
$60,440
1988
$37,835
1989
$48,287
1990
$65,770
1991
$59,001
1992
$35,837
1993
$41,652
1994
$18,457
1995
$87,497
1996
$27,047
1997
$47,705
1998
$63,822
1999
$25,148
2000
$81,649
2001
$13,065
2002
$85,582
2003
$29,434
2004
$32,837
2005
-$1,776
2006
$9,031
2007
$13,039
2008
$98,740
2009
-$14,352
2010
$92,330
2011
$35,656
2012
-$10,185
2013
-$23,096
2014
$30,481
2015 (through
April 2015)
$19,297
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