Quick View: Performance Report - Hypothetical
Trading System: Adaptivity
Developer: Adaptivitysystem.com
Portfolio Size: $185,000
Program Overview:
Adaptivity uses very unique and adaptive technology in an attempt to determine trend direction and stop size. This includes the Jurik Research adaptive moving average (JMA) and a number of statistical methods applied to try to reduce risk and enhance portfolio performance. No optimization is performed at any stage. When conditions warrant entry into a market, this will be done on a stop, provided the risk condition is satisfied. Exit is achieved through an adaptive money management stop and a trailing stop.
Price: Contact Broker (800)894-8194
Portfolio Diversification
4 SectorsInterest Rates(4) Grains(4) Energies(3) Currencies(3)
Yearly Hypothetical Performance & Risk Analysis on a $185,000 Investment
 1997199819992000200120022003200420052006Average
Annual $ Returns$27,208$-1,754$16,344$43,067$-19,887$42,326$39,757$54,785$-8,962$8,937$20,182
Annual % Return14.71%-0.95%8.83%23.28%-10.75%22.88%21.49%29.61%-4.84%4.83%
Max DrawDown$-11,582$-17,488$-5,568$-22,990$-21,413$-13,283$-18,472$-8,582$-56,434$-1$-17,581
Hot Stats
Hypothetical Performance Data
2006 (YTD)
$8,937
Rolling 12 Month
$13,181
Rolling 36 Month
$47,297
Avg. 12 Month $
$25,178
Avg. 36 Month $
$73,056
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   -25.67% 5.52% 19.54% 31.56% 68.83%
  Count   137 131 119 107 83
  Percent Profitable   70.07% 86.26% 98.32% 100.00% 100.00%
  Average   6.75% 13.61% 27.32% 39.49% 59.74%
  Average Gain   11.73% 16.29% 27.80% 39.49% 59.74%
  Average Loss   -4.89% -3.23% -0.77% 0% 0%
  Best Period   32.08% 45.72% 56.23% 75.84% 104.49%
  Worst Period   -25.67% -10.74% -1.43% 0.00% 0.00%
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Adaptivity
2,503
Barra S&P 500
2,390
0.7753
CSFB Managed Futures
1,781
0.9575
ML 90 Day T-Bill
1,476
0.9288
Historical Yearly Averages Since 5/1994 (%)
 %Avg GainMax GainAvg RiskMax Risk
Adaptivity12.2228.74-8.80-30.50
Barra S&P 5009.1729.87-9.28-31.93
CSFB Managed Futures5.8519.19-7.29-18.72
ML 90 Day T-Bill3.395.590.00-0.00
How to Get Stated
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.