Quick View: Performance Report - Hypothetical
Trading System: Mesa Bonds
Developer: John Ehlers & Mike Barna
Portfolio Size: $41,000
Program Overview:
MESA Bonds V7 is a mechanical trading system for the trading of 30 Year Treasury Bond Futures contracts. The system was developed specifically for the Treasury Bonds Futures markets because the Bonds are still among the most liquid contracts. MESA Bonds V7 offers traders a option to diversify their portfolio using a modest amount of margin. MESA Bonds V7 features an exceptionally high reward-to-risk ratio � measured as the ratio of net profit to maximum drawdown.MESA Bonds V7 is always in the market, both long and short, to enable capturing of significant moves. The system concept is that short term prices trade within a channel, and when the edge of the channel is reached the prices will revert to the channel mean or swing to the other channel edge. MESA Bonds V7 senses when the channel edge is reached to issue its trading signals. MESA Bonds V7 does not overtrade � trading about every two weeks on the average.
Price: Contact Broker (800)894-8194
Portfolio Diversification
| 1 Sectors | Interest Rates(1) |
Yearly Hypothetical Performance & Risk Analysis on a $41,000 Investment
| 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | Average | |
| Annual $ Returns | $6,394 | $19,075 | $-9,931 | $5,469 | $12,669 | $28,938 | $24,538 | $5,081 | $-813 | $10,158 |
| Annual % Return | 15.59% | 46.52% | -24.22% | 13.34% | 30.90% | 70.58% | 59.85% | 12.39% | -1.98% | |
| Max DrawDown | $-3,694 | $-1,788 | $-9,700 | $-4,650 | $-4,181 | $-7,369 | $-8,444 | $-6,644 | $-6,356 | $-5,869 |
Hot Stats
Hypothetical Performance Data
2005 (YTD)
-$ 812
Rolling 12 Month
-$2,038
Rolling 36 Month
$35,019
Avg. 12 Month $
$9,865
Avg. 36 Month $
$31,607
Time Window Analysis
| 6 Month | 12 Month | 24 Month | 36 Month | 5 Years | |||
| Latest | -14.23% | -1.97% | 10.42% | 70.27% | 171.75% | ||
| Count | 134 | 128 | 116 | 104 | 80 | ||
| Percent Profitable | 73.88% | 79.69% | 93.10% | 99.04% | 100.00% | ||
| Average | 11.67% | 24.06% | 50.19% | 77.09% | 116.88% | ||
| Average Gain | 18.53% | 32.67% | 54.87% | 77.86% | 116.88% | ||
| Average Loss | -7.71% | -9.68% | -12.94% | -2.50% | 0% | ||
| Best Period | 64.72% | 92.64% | 145.86% | 170.55% | 203.44% | ||
| Worst Period | -22.25% | -24.69% | -20.04% | -2.50% | 0.00% |
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Mesa Bonds
3,573
Barra S&P 500
2,340
0.6158
CSFB Managed Futures
1,778
0.6797
ML 90 Day T-Bill
1,454
0.5356
Historical Yearly Averages Since 5/1994 (%)
| % | Avg Gain | Max Gain | Avg Risk | Max Risk | |
| Mesa Bonds | 18.57 | 63.17 | -12.91 | -23.66 | |
| Barra S&P 500 | 9.74 | 29.87 | -9.90 | -31.93 | |
| CSFB Managed Futures | 6.55 | 19.19 | -7.68 | -18.72 | |
| ML 90 Day T-Bill | 3.53 | 5.59 | 0.00 | -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