Trading Systems Research & Development
Recent Aberration & Synergy System Comparisons (HYPOTHETICAL)
Test Results 21 Market (Full Size) Portfolio
Summary
21 Market Portfolio:
Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee,
Palladium, London Aluminum Alloy, London Copper, Crude Oil, Natural Gas,
Propane, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, Swiss Govt.
Bond, Euro-Bund, and the Nikkei.
Test Period: 01/01/2001 thru 5/16/2003
$75 Slippage & Commissions
CSI Back Adjusted Contracts
Synergy $250,000 account risking 2%* of
equity per trade.
Aberration $250,000 account
risking 2%* of equity per trade.
(risk computed as 2% of account equity dived by the approximate maximum
trade risk)
Summary 21 Market Portfolio (hypothetical)
Synergy Compounded Annual Return: 77.1% Max Drawdown: 25.05%
MAR Ratio 3.08
Aberration Compounded Annual Return: 9.9% Max Drawdown: 26.18%
MAR Ratio 0.38
Test Results 34 Market (Global) Portfolio
Summary
34 Market Portfolio:
Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee,
Palladium, London Aluminum Alloy, London Copper, Crude Oil, Natural Gas,
Propane, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, Swiss Govt.
Bond, Euro-Bund, Nikkei, London Nickel, Bean Oil, British Pound, Canadian
Dollar, Canadian Govt. Bond, Euro Currency, Five Year Note, Heating Oil,
Unleaded Gas, Mexican Peso, Two Year Note, Australian Govt. Bond, Muni Bond.
Test Period: 01/01/2001 thru 5/16/2003
$75 Slippage & Commissions
CSI Back Adjusted Contracts
Synergy $250,000 account risking
1.5%* of
equity per trade.
Aberration $250,000 account
risking 1.5%* of equity per trade.
(risk computed as 1.5% of account equity dived by the approximate maximum
trade risk)
Summary 34 Market Portfolio (hypothetical)
Synergy Compounded Annual Return: 75.9% Max Drawdown:
35.73% MAR Ratio 2.12
Aberration Compounded Annual Return: 16.6% Max Drawdown:
28.39% MAR Ratio: 0.58
To see how Synergy can potentially enhance Aberration when traded in combination contact us for details.
Risk Disclosures
*Due to liquidity and fill price considerations risk can not always be limited to a specific percentage.
COMMODITY TRADING involves high risks and you can lose a significant amount of money. Commodity trading is not suitable for many investors. Any performance results listed in all marketing materials represents simulated computer results over past historical data, and not the results of an actual account. All opinions expressed anywhere on this website are only opinions of the author. The information contained here was gathered from sources deemed reliable, however, no claim is made as to its accuracy or content. Different testing platforms can produce slightly different results. Our systems are only recommended for well capitalized and experienced futures traders.
CFTC REQUIRED RISK DISCLOSURE
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.