ARE YOU COMPLETELY SATISFIED WITH YOUR COMMODITY FUTURES TRADING SYSTEM?
Relativity.....the last trading system you will EVER trade!
Up over 60% so far in 2007!

Back-Tested Performance Statistics

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.

Testimonials

"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

Hi Dean:

Buying a trading system is very much like buying a luxury automobile. You can read and reread the brochure, talk to the salesman, etc. but until you get in the car and test drive it for yourself, nothing else really matters. Relativity is much like a luxury automobile. It is a sophisticated methodology and has a lot of moving parts that actually work together. I took it apart, piece by piece and all of the components make perfect sense.  Just the “scrubber” aspect of the program is worth the cost of the system.  This feature eliminates the overly risky trades and certainly greatly reduces the volatility of the equity curve. In addition to my appreciation for all of the effort and research that went in to the design, more importantly, I am totally pleased with the actual results in real-time.

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
Palm Coast, FL

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."

SK
California

 

"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
Angus Jackson, Inc.
Ft Lauderdale, FL
800-858-2340

 

Yearly Profit and Loss on a $50,000 to $100,000 Account
Testing Dates: 01/01/1980 thru 11/23/2007 - Markets Tested: 72 Markets (click for testing list) - Slippage and commissions factored in: $50

YEAR $ Gain
1980  $86,365.00
1981  $31,847.00
1982  $51,665.00
1983  $19,140.00
1984  $75,481.00
1985  $65,526.00
1986  $55,198.00
1987  $51,908.00
1988  $87,480.00
1989  $52,530.00
1990  $77,956.00
1991  $22,992.00
1992  $28,206.00
1993  $39,507.00
1994  $32,614.00
1995  $36,273.00
1996  $38,132.00
1997  $39,910.00
1998  $55,390.00
1999  $     (22.00)
2000  $36,291.00
2001  $21,496.00
2002  $34,856.00
2003  $34,176.00
2004  $  9,653.00
2005  $32,601.00
2006  $17,230.00
2007  $62,141.00

Equity Growth 1980 thru 2007 (Non-Compounded, Profits not Reinvested)
For additional free detailed reports please fill out the following form or call 717-732-1319
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The following performance table and yearly equity curves assume a $100,000 starting equity. There was no compounding and each year the equity was reset back to $100,000
(this test could have been done with $50,000 in which case you would double the profit and loss percentages)
Average Annual ROI 43.76%
Average Yearly Max Drawdown % 11.32%
One Time Max Drawdown % 20.72%
Std. Dev. Daily % Returns 1.08%
Trades         2,542.00 
Trades Rejected       25,845.00 
Wins         1,090.00 
Losses         1,452.00 
Percent Wins 43%
Avg $Win to Avg $Loss                2.53 
Start Date 19800101
End Date 20071123
Largest Winning Trade  $   12,630.00 
Largest Losing Trade  $     4,725.00 
Average Winning Trade  $     2,053.57 
Average Losing Trade  $        818.39 
Average Days in Winning Trade              30.64 
Average Days in Losing Trade              13.11 

YEARLY EQUITY CURVES
(click on graphs for performance tables)

1980

 1981
 1982
 1983
1984
 1985
 1986
 1987
1988
 1989
 1990
 1991
1992
 1993
 1994
 1995
1996

 		 1997
 1998
 1999
2000

 		 2001
 2002
 2003
2004

 		 2005
 2006
 2007

Download Center

Relativity is made up of 5 systems trading as one. Below are examples of trades taken by the various systems.
(charts generated with Mechanica™ Software)

System 1 - US DOLLAR INDEX

System 2 - ZINC

System 3 - COPPER

System 4 - MALAYSIAN PALM OIL

System 5 - HOGS

Compounded Results (Large Accounts)

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

 

12 MONTH ROLLING RETURNS (VS. JAN-JAN ONLY)

MONTHLY RETURNS

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

QUARTERLY RETURNS

YEARLY RETURNS

MONTE CARLO SIMULATION OF WORST DRAWDOWN
As you can see, 90% of all the trials remained under a 25% drawdown.



MONTE CARLO EQUITY CURVES

For additional free detailed reports please fill out the following form or call 717-732-1319

Name:
Email Address:
Phone:
Questions or Comments:


 

Demonstration of the actual Relativity Trading System Software

 

SYSTEM COMPARISONS

Turtle Type System

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.

Conclusion

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.

COMPOUNDED RESULTS BELOW*

ALL YEARS WITH COMPOUNDING (TURTLE TYPE SYSTEM VS. RELATIVITY SYSTEM)

Turtle Type System           Relativity System        
Initial Balance 1,000,000   $ Won 1,459,514,787   Initial Balance 1,000,000   $ Won 162,378,368,527
Net Win Loss 156,293,507   $ Lost 1,389,835,099   Net Win Loss 73,310,012,435   $ Lost 100,425,455,670
Ending Equity 157,293,507   Incentive + Fees 0   Ending Equity 73,311,012,435   Incentive + Fees 0
ROI 15629.35%   Other Credits 86,613,819   ROI 7331001%   Other Credits 11,357,099,579
Compound Annual ROI 19.86%   Commission/slippage netted 0   Compound Annual ROI 49.37%   Commission/slippage netted 0
Max Drawdown % 45.91%   Other Debits 0   Max Drawdown % 19.66%   Other Debits 0
Max Drawdown % Date 20061103         Max Drawdown % Date 20020318      
Longest Drawdown in years 4.99   Long Wins 936   Longest Drawdown in years 1.05   Long Wins 630
Longest Drawdown Start Date 19980921   Long Losses 1,411   Longest Drawdown Start Date 20060511   Long Losses 808
Longest Drawdown End Date 20030917   Short Wins 837   Longest Drawdown End Date 20070528   Short Wins 389
MAR Ratio 0.43   Short Losses 1,384   MAR Ratio 2.51   Short Losses 567
Sharpe Ratio 0.81   Long $ Won 895,175,136   Sharpe Ratio 2.35   Long $ Won 107,627,720,211
Return Retracement Ratio 1.3   Long $ Lost 711,357,804   Return Retracement Ratio 14.71   Long $ Lost 54,854,494,913
Sterling Ratio 0.2   Short $ Won 564,339,651   Sterling Ratio 2.03   Short $ Won 54,750,648,316
Std. Dev. Daily % Returns 1.23%   Short $ Lost 678,477,295   Std. Dev. Daily % Returns 1.19%   Short $ Lost 45,570,960,757
Value at Risk (99% confidence) 2.97%   Largest Winning Trade 14,582,980   Value at Risk (99% confidence) 2.97%   Largest Winning Trade 6,272,935,050
Average Expectation Value 14.87   Largest Losing Trade 4,379,307   Average Expectation Value 35.36   Largest Losing Trade 1,314,602,375
Expectation 3.07%   Transactions netted at open 0   Expectation 35.43%   Transactions netted at open 0
Kelly 0.02   Average Winning Trade 823,189   Kelly 0.16   Average Winning Trade 159,350,705
Sum of Up % / Sum of Down % 1.14   Average Losing Trade 497,258   Sum of Up % / Sum of Down % 1.38   Average Losing Trade 73,036,695
Percent New Highs 6.56%   Max Consecutive Wins 10   Percent New Highs 15.54%   Max Consecutive Wins 11
      Max Consecutive Losses 20         Max Consecutive Losses 13
Trades 4,568   Days Winning 3,696   Trades 2,394   Days Winning 3,963
Trades Rejected 10,035   Days Losing 3,527   Trades Rejected 23,660   Days Losing 3,233
Wins 1,773   Average Days in Winning Trade 30   Wins 1,019   Average Days in Winning Trade 35
Losses 2,795   Average Days in Losing Trade 11   Losses 1,375   Average Days in Losing Trade 14
Percent Wins 38.81%         Percent Wins 42.56%      
Avg $Win to Avg $Loss 1.66   Number of Margin Calls 0   Avg $Win to Avg $Loss 2.18   Number of Margin Calls 0
      $ Largest Margin Call 0         $ Largest Margin Call 0
Start Date 19800102         Start Date 19800102      
End Date 20071126   Size Adjustments 0   End Date 20071126   Size Adjustments 0
Max Items Held 79,481   Size Adjusted Items 0   Max Items Held 9,136,978   Size Adjusted Items 0
Total Items Traded 4,914,227         Total Items Traded 246,792,049      
Total Slippage + Commission 245,711,350   Process time (H:M:S) 0:01:37   Total Slippage + Commission 12,339,602,450   Process time (H:M:S) 0:02:17

 

 

(TURTLE TYPE SYSTEM VS. RELATIVITY SYSTEM)
 
TURTLE TYPE SYSTEM

 

 RELATIVITY SYSTEM

 (TURTLE TYPE SYSTEM VS. RELATIVITY SYSTEM)

TURTLE TYPE SYSTEM

 RELATIVITY SYSTEM

For additional free detailed reports please fill out the following form or call 717-732-1319

Name:
Email Address:
Phone:
Questions or Comments:

Main Site: www.traderstech.net

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.  

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