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