Daniels Trading - Excellence through Execution
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
1 SectorsIndices(3)
Yearly Hypothetical Performance & Risk Analysis on a $10,000 Investment
 2009201020112012Average
Annual $ Returns$1,878$21,093$13,943$-228$9,171
Annual % Return18.77%210.93%139.43%-2.28%
Max DrawDown$-2,638$-790$-2,743$-340$-1,628
Hot Stats
Hypothetical Performance Data
2012 (YTD)
-$ 228
Rolling 12 Month
$14,358
Rolling 36 Month
$35,362
Avg. 12 Month $
$14,682
Avg. 36 Month $
$34,804
Time Window Analysis
      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
Name
Vami
Correlation
 
Ezekiel
4,669
 
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 GainMax GainAvg RiskMax Risk
Ezekiel97.77216.43-16.28-27.43
Barra S&P; 5008.6834.44-10.82-33.53
CSFB Managed Futures6.0319.19-7.37-18.72
ML 90 Day T-Bill3.305.590.00-0.00
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.