Trend Following Backtest Example Number Two

Market Selection
British Pound
Corn
Crude Oil
Dollar Index
Euro Currency
Euro Dollar
Heating Oil
Japanese Yen
Lean Hogs
Natural Gas
Soybeans
Sugar
Swiss Franc
Ten Year Notes
US Bonds
Wheat

Year Return Drawdown
1999 19.42% (23.61%)
2000 55.65% (10.80%)
2001 (20.26%) (27.73%)
2002 95.87% (39.41%)
2003 64.48% (24.55%)
2004 76.17% (14.42%)
2005 (11.58%) (28.41%)
2006 53.04% (24.97%)
2007 50.87% (28.80%)
2008 138.80% (12.29%)
2009 5.21% (29.19%)

Percent Winning Months: 52.3%
Average Winning Month: 12.6%
Average Losing Month: (5.56%)
Ratio Avg Mnth/Avg Lose Mnth: 2.26
Compounded Average Annual Return: 47.2%

Risk Disclaimer

We can not promise you will earn like returns of the traders, charts or examples (real or hypothetical) mentioned within this site. All past performance is not necessarily an indication of future results. All results are unique and will vary. Data presented is for educational purposes and is not designed to be used as an invitation for investment with any advisor profiled.

All data on this site is direct from the CFTC, SEC, Yahoo Finance and individual disclosures by managers mentioned herein. We assume all data to be accurate, but assume no responsibility for errors, omissions or clerical errors made by any source.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE ACTUAL PERFORMANCE RECORDS, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE OVER OR UNDER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS A LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL TRADING IS THAT SUCH TRADING DOES NOT INVOLVE FINANCIAL RISK AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKET IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.