Quick View: Performance Report - Hypothetical
Trading System: Ezekiel Developer: Tony Ritenour Portfolio Size: $10,000
Program Overview:
A portfolio that combines Destiny,Dynasty and TFC into one.
Portfolio Diversification
Yearly Hypothetical Performance & Risk Analysis on a $10,000 Investment
| 2009 | 2010 | 2011 | 2012 | Average | Annual $ Returns | $1,878 | $21,093 | $13,943 | $-228 | $9,171 | Annual % Return | 18.77% | 210.93% | 139.43% | -2.28% | Max DrawDown | $-2,638 | $-790 | $-2,743 | $-340 | $-1,628 |
Hot Stats
Hypothetical Performance Data
| | | 6 Month | 12 Month | 24 Month | 36 Month | 5 Years |
|
Latest |
|
5.22% |
144.60% |
281.75% |
342.44% |
0.00% |
|
Count |
|
32 |
26 |
14 |
2 |
|
|
Percent Profitable |
|
84.38% |
100.00% |
100.00% |
100.00% |
0% |
|
Average |
|
64.38% |
146.82% |
295.86% |
348.04% |
0% |
|
Average Gain |
|
78.45% |
146.82% |
295.86% |
348.04% |
0% |
|
Average Loss |
|
-11.55% |
0% |
0% |
0% |
0% |
|
Best Period |
|
200.76% |
214.58% |
350.36% |
353.64% |
0.00% |
|
Worst Period |
|
-15.36% |
0.00% |
0.00% |
0.00% |
0.00% |
Benchmarks Growth of $1000
Benchmarks Growth of $1000 since 4/2009 Barra S&P; 500 1,416 0.4516 CSFB Managed Futures 967 -0.0638 ML 90 Day T-Bill 1,002 0.0030 Historical Yearly Averages Since 4/2009 (%) | % | Avg Gain | Max Gain | Avg Risk | Max Risk | Ezekiel | | 97.77 | 216.43 | -16.28 | -27.43 | Barra S&P; 500 | | 8.68 | 34.44 | -10.82 | -33.53 | CSFB Managed Futures | | 6.03 | 19.19 | -7.37 | -18.72 | ML 90 Day T-Bill | | 3.30 | 5.59 | 0.00 | -0.00 |
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The above trading system uses $37.50 RT for commission and slippage on a round turn basis. The cost or lease of the system is NOT factored into the performance values. All trades are based on 1 contract with profits NOT being reinvested. No management or incentive fees are charged. The method used to determine purchase and sale prices for each trade is established by a mathematical computation that is proprietary to the individual system developer. 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.
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