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Dean
Hoffman's Relativity
Trading System is a fully automated program to trade the commodity futures
markets. The general logic is based upon the time tested principals of trend
following, namely cutting your losses short, letting your profits run, and NOT
letting the big winners get away. Though these principals are quite simple in
concept, the key to Relativity's success is its unique use of ranking and a dynamic
portfolio to identify opportunities combined with strict money management risk
controls.
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"I’ve been trading
for over 15 years and following Dean’s work for the past 3.
Relativity is without a doubt one of the best decisions I have made
in my trading career. I appreciate the efficiency of Relativity and
its conservative approach to only pick the trades with the highest
probability. Combined with the professionalism of Dean & Angus
Jackson as my broker I feel they are in a class by themselves. That
is what you should expect, but yet is so hard to find. I challenge
anyone to find a better value in the industry." CW New York, NY |
"My partner and I
evaluated many systems before selecting Relativity and firmly
believe we've made an excellent decision. Of the many systems
we tested and developed, Relativity has the best risk-reward ratio
and overall historical performance results. My partner
and I are live-trading Relativity and are very pleased with the
results so far. Another good decision we've made is to work
with Angus Jackson as our broker to automatically execute the trades
for us. Both you and Angus Jackson have provided good
customer service and support and have made our trading experience
enjoyable and successful. Keep up the great work Dean." JD and JP Detroit, MI |
Hi Dean: I'm writing to say that I'm very pleased with Relativity. Sure, the results have been great, but more than that I've been very impressed by both yourself and the guys at Angus Jackson. The combined commitment to systems trading and service shows in all the aspects of what you do. There's too many of the wrong kind of gurus in your business (and, trust me, I know because I've given my money to them). It's good to be surprised by professionalism and results. Thanks again. I Parker Canada |
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Hi Dean: And, if you want a chauffeur for your new Relativity luxury trading system, just call the professionals at Angus Jackson in Ft. Lauderdale. Leave the driving to them. Excellent product, Dean! JC |
Dear Dean,
"I am
very pleased with the performance of my investment using the Relativity
system since I started with it about six months ago. It is not just the
return, which has exceeded my expectations this year, but also the
attention to risk and money management that separates Relativity from
the pack of other trading systems available today. It definitely looks
like we are going to have a long term relationship in futures trading."
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"Angus Jackson has been in the future's business for over eighteen years and prides itself on working with clients for long term success. That same philosophy applies to the relationships we have with our system developers. We have always felt that working with a few key people and really understanding their work is a much better approach than offering a “supermarket” of systems , most of which do not work. In my opinion Dean is a dedicated person and we thoroughly enjoy working with him. The best testimonial however is that I personally trade Dean's systems and that's not something you do no matter how nice a guy is."
Charles Maley
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| Initial Balance | 1,000,000 | $ Won | 162,378,368,527 | |
| Net Win Loss | 73,310,012,435 | $ Lost | 100,425,455,670 | |
| Ending Equity | 73,311,012,435 | Incentive + Fees | 0 | |
| ROI | 7331001% | Other Credits | 11,357,099,579 | |
| Compound Annual ROI | 49.37% | Commission/slippage netted | 0 | |
| Max Drawdown % | 19.66% | Other Debits | 0 | |
| Max Drawdown % Date | 20020318 | |||
| Longest Drawdown in years | 1.05 | Long Wins | 630 | |
| Longest Drawdown Start Date | 20060511 | Long Losses | 808 | |
| Longest Drawdown End Date | 20070528 | Short Wins | 389 | |
| MAR Ratio | 2.51 | Short Losses | 567 | |
| Sharpe Ratio | 2.35 | Long $ Won | 107,627,720,211 | |
| Return Retracement Ratio | 14.71 | Long $ Lost | 54,854,494,913 | |
| Sterling Ratio | 2.03 | Short $ Won | 54,750,648,316 | |
| Std. Dev. Daily % Returns | 1.19% | Short $ Lost | 45,570,960,757 | |
| Value at Risk (99% confidence) | 2.97% | Largest Winning Trade | 6,272,935,050 | |
| Average Expectation Value | 35.36 | Largest Losing Trade | 1,314,602,375 | |
| Expectation | 35.43% | Transactions netted at open | 0 | |
| Kelly | 0.16 | Average Winning Trade | 159,350,705 | |
| Sum of Up % / Sum of Down % | 1.38 | Average Losing Trade | 73,036,695 | |
| Percent New Highs | 15.54% | Max Consecutive Wins | 11 | |
| Max Consecutive Losses | 13 | |||
| Trades | 2,394 | Days Winning | 3,963 | |
| Trades Rejected | 23,660 | Days Losing | 3,233 | |
| Wins | 1,019 | Average Days in Winning Trade | 35 | |
| Losses | 1,375 | Average Days in Losing Trade | 14 | |
| Percent Wins | 42.56% | |||
| Avg $Win to Avg $Loss | 2.18 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19800102 | |||
| End Date | 20071126 | Size Adjustments | 0 | |
| Max Items Held | 9,136,978 | Size Adjusted Items | 0 | |
| Total Items Traded | 246,792,049 | |||
| Total Slippage + Commission | 12,339,602,450 | Process time (H:M:S) | 0:02:17 |



TO SEE THE MONTHLY RETURNS IN A TABULAR EXCEL FORMAT CLICK HERE FOR FILE




For additional free detailed reports please fill out the following form or call 717-732-1319
Demonstration of the actual Relativity Trading
System Software
Recently there has been much attention given to some very simple trend following techniques often referred to as "Turtle Trading." The method involves simply buying above the market on upside breakout points and selling below the market on downside breakout points. After the trade is initiated it is then followed by a breakout point trailing stop. The system also includes a number of important money management rules.
I bought the original "turtle system" from a former turtle back in the early 90's and moreover bought another version from another turtle in 2006. I have been testing the system and it's variations for many years and I have come to some conclusions about it. First, the system works! Second, the system used to work much better years ago. Third, most people test the system wrong.
In order to properly test the turtle system it is necessary to have state of the art testing software that can implement the critical money management rules. Most people who test the system often just test the breakout rules and miss the more important position sizing rules.
In the following test I have made every effort to make an apples-to-apples comparison of the "Turtle System" to my Relativity Trading System. Specifically, I have used the exact 72 market portfolio. I implemented the exact "unit" position sizing and correlation restrictions. I also normalized the amount risked per trade by the average standard deviation of daily percentage returns.
The above description may sound a bit technical, but in laymen's terms I have leveled the playing field. I wanted to make sure that the test results you are viewing represent a fair and honest comparison on an apples-to-apples basis.
As you will see in the following test results, the performance of the "Turtle" type system does not come anywhere close to the performance of the Relativity Trading System. Even though I am appreciative of the tremendous value of the information contained in the "Turtle" rules, the fact remains that time and evolution have allowed for the creation of far better systems.
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TURTLE TYPE SYSTEM![]()
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RELATIVITY SYSTEM![]() |
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TURTLE TYPE SYSTEM |
RELATIVITY SYSTEM![]() |
For additional free detailed reports please fill out the following form or call 717-732-1319
COMMODITY TRADING involves high risks and you can
lose a substantial 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.
*FOR COMPOUNDED RETURNS
Rate of return is calculated on a compounded monthly basis, by dividing monthly
net performance by the Beginning Net Asset Value (“BNAV”) for the month.
Previous period profits and losses are carried forward into the next monthly
reporting period and affect the calculation of monthly performance of future
periods.
It should be noted that under this hypothetical it is assumed that no additions or withdrawals occur in the account, and that there is an increase or decrease in trading volume or leverage of the account each month as a result of any profits or losses made during the month.