Futures Truth's List of the "Top Ten Most Consistently Profitable Systems"

Futures Truth is an industry publication that tracks the performance of systems submitted by their developers. The director of research George Pruitt has compiled his list "George's Picks" of his favorite 10 systems.

The following performance numbers were independently generated with Futures Truths own testing. As you will see, Checkmate's Yearly Profit / MaxDrwDn ratio is the highest of all. It also has the lowest drawdown of the diversified (non S&P) systems. In fact, the ratio is over 2x higher than the next best diversified system!

Keep in mind, Futures Truths testing  did not use any risk filters with Checkmate (as we do), they simply traded one contract every time. Therefore, the profit and loss numbers will be different than when using those filters.

System Name Total Net P/L Yearly Profit Max DrwDn Yearly Return / Max DrwDn
*Checkmate            578,514.00      30,448.11      20,528.00 1.4832
** R-Breaker            320,375.00      16,861.84      18,325.00 0.9202
Andromeda            631,410.00      33,232.11      49,932.00 0.6655
Brix            798,375.00      42,019.74      67,398.00 0.6235
** STC S&P Daytrade            286,525.00      15,080.26      30,325.00 0.4973
Golden SX            543,352.00      28,597.47      64,875.00 0.4408
Aberration            619,315.00      32,595.53      78,009.00 0.4178
DCS II            589,539.00      31,028.37      79,791.00 0.3889
Trendchannel

           Removed at vendors request

     
*** Dollar Trader            232,488.00      12,236.21      46,375.00 0.2639

 

 

Two of our other systems (Fusion and Interplay) will also be tracked by Futures Truth shortly. We imagine that they may even do better than Checkmate (they have in our own testing)

To view an additional list we compiled including our other systems CLICK HERE.

Futures Truth also ran this report for their top ten S & P systems (below)

System Name Total Net P/L Yearly Profit Max DrwDn Yearly Profit / Max DrwDn
* R-Mesa 278,278 34,785 24,600 1.41401423
R-Breaker 320,375 16,862 18,325 0.92015509
Earlybird 233,650 12,297 14,325 0.85845504
* Sam S&P 46,605 15,535 21,325 0.72848769
STC S&P Daytrade 287,538 15,134 30,325 0.4990463
SuperCombo 207,450 10,918 23,625 0.46215539
R-Levels 183,563 9,661 21,150 0.45679482
* ETS Daytrade 81,223 11,603 25,650 0.45236981
Cyclone 274,100 14,426 49,650 0.29056024
VOLPAT 197,063 10,372 51400 0.20178476
* Due to the nature of the programs, ETS Daytrade, R-Mesa and Sam S&P cannot be backtested.  Therefore, ETS Daytrade performance is shown beginning 1/98 R-Mesa beginning in 1/97, and Sam S&P beginning in 12/01.

 

Testing Details:

The diversified (non S&P) systems were tested over a 16 market portfolio from 1986 through 2004. Slippage and commissions were factored in at $75 per trade. Also, please keep in mind that the Checkmate tests assumed a single contract traded at all times. We suggest that many of our clients actually use various position sizing methods and risk filters etc.

* Since Futures Truth Tracks Checkmate in Trade Station instead of Excalibur these numbers are based on monthly vs. Intra month computations. You can see our intra-month computations on our other comparisons here.

** S&P System

*** Due to the nature of the program, Dollar Trader cannot be backtested on the EC. Therefore, JY testing is from 1/1/86 - 4/30/2000, but EC testing is only from 1/1/96 - 4/30/2000.






 
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