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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 |
