Trading Systems Research & Development

Checkmate & Synergy Together 100k Example

Bigger Accounts Can take advantage of the benefits of combining two systems with reduced correlation

Test Results (hypothetical)
Portfolio Details
Data Used: CSI Back Adjusted Contracts (day only when possible)
Slippage and Commissions: $75
Position Sizing: Risking 1% of equity per trade per system or minimum of 1 contract if risk is less then $1500
Non-Optimized: All tests were done with every market being traded with the exact same parameters and values.
Daily Bars: Checkmate & Synergy is only recommended to be tested and traded on daily bars, weekly and monthly bars can not account for the gaps that occur in daily price data.

Checkmate Portfolio
 18 Market Portfolio:   Currency: CU, JY, SF Energy: NG, HO, CL Index: NK Metals: GC MNI Financial: US, EBL, FV Fiber: CT Grains: KW, RR Foods: SB, KC Meats: PB

Synergy Portfolio :
 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.

Jan 1st 1992 Thru Sept 12th 2003 Performance $100,000 Account

Annual Return: 82.2%
Maximum Drawdown: 23.79%
MAR Ratio: 3.46

Equity Curve
Logarithmic chart

Click Here to see the combination with only high liquidity markets

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Risk Disclosures

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.