ABERRATION & I-MASTER COMBINED DETAILS

Testing Details

ABERRATION
Testing Dates:
01/01/1980 thru 12/31/04

I-MASTER
Testing Dates:
01/01/1996 thru 2/17/05

Data Used:
CSI Back Adjusted Contracts (day only when possible)

ABERRATION
Position Sizing:
Single Contracts with max risk filters

I-MASTER
Position Sizing:
Single Contracts

Slippage and Commissions:
$75

ABERRATION:
20 Market Portfolio:
Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee, Palladium, London Aluminum, London Copper, Crude Oil, Natural Gas, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, Swiss Govt. Bond, Euro-Bund, and the Nikkei.

I-MASTER:
2 Market Portfolio:
Mini S&P, Mini NASDAQ

Aberration & I-Master Combined  (single contracts)
 
Net Win Loss $960,435
Max Drawdown $63,863 on 040908
Percent Wins 50.3%
Trades 2148  
Average Winning Trade $1734
Average Losing Trade $854
Avg $Win to Avg $Loss 2.03
Longest Drawdown 1.95 years 030310 to 050217
Total Slpg + Commssn $161,100
Start Up Capital 100,000
Max Items Held 17 970225
Days Winning, Losing 3520 2906
Expectation, Kelly 52.3% 25.8%
Start Date, End Date 800204 041231
New Highs, Percent 783 12.2%





 
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3602 Golfview Dr.
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dean@traderstech.net
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