Detailed: Performance Report - Hypothetical
Trading System: Golden SX
Developer: Randy Stuckey
Portfolio Size: $156,000
Program Overview:
Golden SX was released in 1996. It is based on a remarkable new indicator. This proprietary GSX indicator is only available to Golden SX system owners.
Price: Contact Broker (800)894-8194
DIVERSIFIED ASSETS
7 Sectors
Consecutive Profitable Periods
Run-Up Length Start Date End Date
$88,223 8 10/1996 5/1997
$59,715 6 1/1995 6/1995
$47,241 4 4/2002 7/2002
$39,975 5 10/2003 2/2004
$36,185 4 8/2004 11/2004
$29,985 3 11/1997 1/1998
Consecutive Losing Periods
Run-Down Length Start Date End Date
$-40,661 6 10/2001 3/2002
$-31,506 4 10/1998 1/1999
$-28,143 5 3/2004 7/2004
$-27,911 3 2/1998 4/1998
$-26,694 1 6/1997 6/1997
$-25,374 2 10/2002 11/2002
DRAWDOWN ANALYSIS
% Depth $ Depth Prior Peak Valley Length Recovery
-33.16% $-51,727 5/1997 1/1999 6 19
-26.06% $-40,661 9/2001 3/2002 6 3
-25.02% $-39,026 11/2004 10/2005 4 1 +
-18.31% $-28,569 7/2002 11/2002 3 6
-18.04% $-28,143 2/2004 7/2004 5 4
-14.14% $-22,063 4/1996 9/1996 5 4
Hypothetical Performance Data
2005 (YTD)
-$22,276
Rolling 12 Month
-$26,448
Rolling 24 Month
$14,447
Rolling 36 Month
$38,041
Risk Analysis (Anualized Standard Deviation)
2005 (YTD)
$10,196
Rolling 12 Month
$9,780
Rolling 24 Month
$10,724
Rolling 36 Month
$10,918
Maximum (YTD) Drawdown
-$34,853

Rolling 3

Sharpe Ratio
-0.74
Largest Run Up
$12,578
Largest Drawdown
-$19,218
Correlation to S&P 500
NA
Average Profitable Month
$12,578
Average Unprofitable Month
-$9,609
% of Profitable Months
33.33
% of Unprofitable Months
66.67

Rolling 12

Sharpe Ratio
-3.06
Largest Run Up
$22,413
Largest Drawdown
-$39,026
Correlation to S&P 500
0.1033
Average Profitable Month
$6,072
Average Unprofitable Month
-$10,480
% of Profitable Months
50.00
% of Unprofitable Months
50.00

Rolling 24

Sharpe Ratio
0.87
Largest Run Up
$36,185
Largest Drawdown
-$39,026
Correlation to S&P 500
0.4193
Average Profitable Month
$8,113
Average Unprofitable Month
-$8,275
% of Profitable Months
54.17
% of Unprofitable Months
45.83

Rolling 36

Sharpe Ratio
2.81
Largest Run Up
$39,975
Largest Drawdown
-$39,026
Correlation to S&P 500
0.5481
Average Profitable Month
$8,135
Average Unprofitable Month
-$8,853
% of Profitable Months
58.33
% of Unprofitable Months
41.67

All Data

Sharpe Ratio
12.34
Largest Run Up
$88,223
Largest Drawdown
-$51,727
Correlation to S&P 500
0.8037
Average Profitable Month
$9,697
Average Unprofitable Month
-$7,650
% of Profitable Months
51.80
% of Unprofitable Months
46.04
Click here to view help on the Confidence Band Chart.
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Golden SX
2,337
3 Month Libor
1,475
0.6053
Barclay Commodity
1,769
0.7064
Barclay Systematic
1,804
0.7410
Barra S&P 500
2,340
0.8037
CSFB Managed Futures
1,778
0.6427
Lehman Aggregate Bonds
1,766
0.7267
ML 90 Day T-Bill
1,454
0.5959
Trading System Results Versus Benchmarks
Time Window Analysis
      1 Month 3 Month 6 Month 12 Month 18 Month 2 Year 3 Year 4 Year 5 Year
  Latest   8.06% 2.85% -2.90% -14.28% 6.03% -7.14% 21.38% 25.00% 25.77%
  Count   139 137 134 128 122 116 104 92 80
  Percent Profitable   51.80% 58.39% 62.69% 76.56% 83.61% 87.07% 98.08% 100.00% 100.00%
  Average   0.96% 2.87% 6.06% 12.41% 18.20% 24.01% 35.50% 44.58% 57.40%
  Average Gain   6.22% 10.44% 14.65% 18.74% 23.39% 28.37% 36.34% 44.58% 57.40%
  Average Loss   -4.68% -7.75% -8.38% -8.26% -8.25% -5.34% -7.51% 0% 0%
  Best Period   21.97% 34.00% 53.57% 53.49% 52.81% 68.05% 93.68% 79.99% 89.59%
  Worst Period   -17.11% -17.89% -26.06% -30.05% -27.54% -15.30% -10.03% 0.00% 0.00%
Click here to view help on Time Window Analysis
Additional Statistics
Avg. Monthly Returns
$1,501
Avg. Yearly Returns
$17,386
Cummulative Returns
$208,630
Max Intra-Mo. DD(loss)
-$55,974
Max Monthly DD(Loss)
-$26,694
Max Yearly DD(Loss)
-$39,439
Maxx DD(Loss) All Periods
-$51,727
YTD Equity Low
-$39,786
Risk Class L/M/H
TBD
Sys Style
Diversified
Sys Type
Long Term
Greatest Up Month
$34,276
Greatest Down Month
-$26,694
Asset Class
Futures
Release Date
01/1995
Developer
Randy Stuckey
System Price
$1475
Max MoGain/Max MoDD
0.87
Max YrGain/Max YrDD
?
Max Intra-Mo Gain
TBD
Max Monthly Gain
$34,276
Max Yearly Gain
$79,956
Standard Deviation YTD
$10,196
Standard Deviation(Life)
$11,161
YTD Equity Peak
$ 0
Assumptions
Commissions / Slippage
$75 RT
Data
CSI (End of Day)
Broker
Trade Center, Inc.
System Assist
Yes
Auto Trade
No

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.