Testimonials Yearly Equity Curves Download Center Compounded Results System Comparisons Contact Us
 

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 trading with the trend, 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
Name:
Email Address:
Phone:
Questions or Comments:

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