Trading Systems Research & Development

Summary

LOWER RISK 2%*

Turtle Type Trading

Aberration

Aberration & Checkmate

Aberration & Synergy

Aberration & Synergy & Checkmate

Synergy & Checkmate

Synergy

HIGHER RISK 3%*

Aberration & Checkmate

Aberration & Synergy & Checkmate

Synergy & Checkmate
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System Combinations (with compounding)

In our research we have found that the proper combination of trading system can improve historical (hypothetical) performance. In the following examples performance has been sorted by MAR Ratios (lowest to highest). MAR Ratio is a popular performance statistic that divides the compounded annual return by the maximum drawdown. In these examples we used $250,000 as the starting equity. However, the same principals also apply to smaller accounts.
21 Markets Tested "Full Size 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.

Systems Combined: Aberration, Synergy & Checkmate VF
 Test Period: 01/01/1994 thru 09/03/2002
Data Used: CSI Back Adjusted Contracts (day only when possible)
Slippage and Commissions: $75

Our Conclusions
Synergy with Checkmate scored the highest MAR ratio. However, you will see from our test results that we were able to considerably improve Aberrations risk-to-reward (MAR) ratios by combining Synergy and Checkmate with it. This is just a small sample of combinations, to learn more about this or see custom reports please contact us.

 

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.