Quick View: Performance Report - Hypothetical
Trading System: AlfaMaxx
Developer: Alfaranda CTA
Portfolio Size: $69,000
Program Overview:
The alfa-MAXX system is a day trading logic where time-proven trend-following indicators intertwine with intraday pivot and time patterns. The system's general design is a unique characteristic of a family of day trading systems started with the 1998 release of ARCS then the release of ARCSPLUS (1999) and ZEEPORT (2001).
Price: Contact Broker (800)894-8194
Portfolio Diversification
1 SectorsIndecies(4)
Yearly Hypothetical Performance & Risk Analysis on a $69,000 Investment
 20012002200320042005Average
Annual $ Returns$815$4,145$-5,608$-1,740$-11,065$-2,691
Annual % Return1.18%6.01%-8.13%-2.52%-16.04%
Max DrawDown$-1$-2,005$-9,825$-7,373$-8,623$-5,565
Hot Stats
Hypothetical Performance Data
2005 (YTD)
-$11,065
Rolling 12 Month
-$15,228
Rolling 36 Month
-$19,910
Avg. 12 Month $
-$4,078
Avg. 36 Month $
-$11,923
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   -1.86% -16.03% -18.54% -26.66% 0.00%
  Count   44 38 26 14
  Percent Profitable   36.36% 39.47% 26.92% 7.14% 0%
  Average   -2.88% -5.91% -8.67% -17.28% 0%
  Average Gain   4.84% 4.47% 2.69% 1.85% 0%
  Average Loss   -7.29% -12.67% -12.85% -18.75% 0%
  Best Period   11.29% 12.96% 7.59% 1.85% 0.00%
  Worst Period   -20.91% -29.10% -24.22% -28.83% 0.00%
Benchmarks Growth of $1000 since 11/2001
Benchmarks Growth of $1000 since 11/2001
Name
Vami
Correlation
AlfaMaxx
805
Barra S&P 500
1,255
-0.0846
CSFB Managed Futures
1,325
0.1789
ML 90 Day T-Bill
1,062
0.0416
Historical Yearly Averages Since 11/2001 (%)
 %Avg GainMax GainAvg RiskMax Risk
AlfaMaxx-1.715.46-8.07-14.24
Barra S&P 5009.7429.87-9.90-31.93
CSFB Managed Futures6.5519.19-7.68-18.72
ML 90 Day T-Bill3.535.590.00-0.00
How to Get Stated
Open A Futures Trading Account
Open A Forex Trading Account
Wire Instructions PDF
Systems Monitoring Agreement
About the Clearing Firm
About the Introducing Brokers
About Your Broker
Financial Safeguards
Regulatory Agencies
Why Trade Futures
Trading Systems Explained
Additional Risk Disclosures
The above trading system uses $75 RT for commssion and slippage on a round turn basis. The cost or lease of the system is NOT factored into the perfomance values.

THE PERFORMANCE TABLES AND RESULTS OF THE TRADING SYSTEMS PRESENTED IN THIS REPORT ARE HYPOTHETICAL OR SIMULATED IN NATURE AND DOES NOT REPRESENT ACTUAL TRADING RESULTS. The CFTC requires the following disclosure statement in reference to hypothetical results.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, 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 PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF 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 ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS 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 WHICH CAN ADVERSELY AFFECT TRADING RESULTS.