|
Trading System Source
|
|
Profile Report
|
| The results of the trading systems presented below are hypothetical or simulated in nature and in no way represent actual trading. |
| The System Trading Company | Sample System / Diversified Portfolio | |
| 1234 Main St. | Contact: Jim Smith | |
| Email: info@tradingsystemsource.com | ||
| Anytown, NY 12345 | Web: www.systemtrac.com | |
| Source of Data: TradingSystemSource | ||
| Phone: 800-867-5309 | Fax: | From: Jan 1, 1994 To: Jul 30, 2004 |
| Information | |||||||||||||
| System Price: | $1795 | System Type: | Trend-Following, Breakout | Rec'd Acct Size: | 25,000 or more | Trading Background: | Yes | ||||||
| Payment Type: | Purchase | Trading Style: | Long-Term | Logic Disclosed: | Registered CTA: | Y | |||||||
| Specials: | Market Sector: | Diversified | Adj Parameters: | Type of Product: | Computerized System | ||||||||
| No. of Parameters: | Business Start: | 2001 | |||||||||||
| Testing Begin Date: | 1980 | Complete System: | Y | Risk per Trade: | |||||||||
| Release Date: | 2000 | Money Mgmt Rules: | Y | Drawdown: | Medium | Trading Platform: | Developer Software | ||||||
| Last Data Date: | Dec-02 | Position Sizing Rules: | Y | Data Required: | End-of-day | ||||||||
| Sectors and Markets Traded | |||||||||||||||||
| Stock Indexes | Interest Rates | Currencies | Energies | Grains | Metals | ||||||||||||
| S&P 500 | 30 yr. Bond | Japanese Yen | Crude Oil | Soybeans | Gold | ||||||||||||
| Nasdaq 100 | 10 Yr. Note | British Pound | Heating Oil | Soymeal | Silver | ||||||||||||
| Russell 2000 | 5 Yr. Note | Swiss Franc | Unleaded Gas | Bean Oil | Platinum | ||||||||||||
| Midcap 400 | 2 Yr. Note | Euro | Natural Gas | Corn | HG Copper | ||||||||||||
| Nikkei | Eurodollar | Canadian Dollar | Propane | Wheat | Palladium | ||||||||||||
| NYFE | Softs | Australian Dollar | Meats | Oats | Palladium | ||||||||||||
| E-Mini S&P | Coffee | Dollar Index | Live Cattle | KC Wheat | Nickel | ||||||||||||
| E-Mini Nasdaq | Sugar | Live Hogs | Rough Rice | Alloy | |||||||||||||
| E-Mini Russell | Cocoa | Interbank Forex | Pork Bellies | Aluminum | |||||||||||||
| CRB Index | Cotton | Foreign Financials | Feeder Cattle | Copper | |||||||||||||
| Lumber | |||||||||||||||||
| Description | |||||||||||||
| Channel Master is an advanced, high performance, medium to long term trading system that trades baskets of futures markets across all major sectors: currencies, financials, energies, metals, meats, grains and softs. Multiple portfolios are available for account sizes of $25-30K, $45-50K and $90-100K. Channel Master allows you to participate in any major trend that occurs in the global futures markets. | |||||||||||||
| Annual Performance | |||||||||||||||||
| 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | Average | ||||||
| Yearly Returns | $15,742 | $15,416 | $7,401 | $-7,720 | $-1,030 | $14,302 | $55,912 | $42,078 | $15,773 | $12,575 | $13,271 | $16,702 | |||||
| Cumulative Returns | $15,742 | $31,158 | $38,559 | $30,839 | $29,809 | $44,111 | $100,023 | $142,102 | $157,875 | $170,450 | $183,722 | ||||||
| Percent Returns | 31.48% | 30.83% | 14.80% | -15.44% | -2.06% | 28.60% | 111.82% | 84.16% | 31.55% | 25.15% | 26.54% | 33.40% | |||||
| Drawdown | $3,524 | $12,224 | $8,863 | $18,304 | $12,690 | $6,304 | $8,223 | $15,715 | $4,912 | $8,244 | $4,235 | $9,385 | |||||