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Detailed: Performance Report - Hypothetical
Trading System: Cyclone
Developer: John Clayburg
Portfolio Size: $120,000
Program Overview:
The Cyclone System is a self-adaptive day trading system which trades the S&P, Nasdaq, Russell 2000 and the S&P Midcap 400 indices. Developed in 1990, there have been no changes in the system since it's creation. System parameters are identical for all traded indices. The system uses calculated support and resistance points to place both breakout and countertrend signals each day.
Price: Contact Broker (800)894-8194
DIVERSIFIED ASSETS
1 Sectors
Consecutive Profitable Periods
Run-Up Length Start Date End Date
Consecutive Losing Periods
Run-Down Length Start Date End Date

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DRAWDOWN ANALYSIS
% Depth $ Depth Prior Peak Valley Length Recovery
Hypothetical Performance Data

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(YTD)

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$ 0
Rolling 12 Month

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$ 0
Rolling 24 Month

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$ 0
Rolling 36 Month

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$ 0
Risk Analysis (Anualized Standard Deviation)

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(YTD)

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$ 0
Rolling 12 Month

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$ 0
Rolling 24 Month

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$ 0
Rolling 36 Month

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$ 0
Maximum (YTD) Drawdown

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$ 0

Rolling 3

Sharpe Ratio

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0.00
Largest Run Up

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$ 0
Largest Drawdown

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$ 0
Correlation to S&P 500

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NA
Average Profitable Month

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$ 0
Average Unprofitable Month

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$ 0
% of Profitable Months

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0.00
% of Unprofitable Months

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0.00

Rolling 12

Sharpe Ratio

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0.00
Largest Run Up

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$ 0
Largest Drawdown

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$ 0
Correlation to S&P 500

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NA
Average Profitable Month

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$ 0
Average Unprofitable Month

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$ 0
% of Profitable Months

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0.00
% of Unprofitable Months

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0.00

Rolling 24

Sharpe Ratio

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0.00
Largest Run Up

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$ 0
Largest Drawdown

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$ 0
Correlation to S&P 500

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NA
Average Profitable Month

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$ 0
Average Unprofitable Month

Warning: mysql_fetch_object(): supplied argument is not a valid MySQL result resource in /home/tci/public_html/components/com_syssource/sysreport.php on line 3931
$ 0
% of Profitable Months

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0.00
% of Unprofitable Months

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0.00

Rolling 36

Sharpe Ratio

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0.00
Largest Run Up

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$ 0
Largest Drawdown

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$ 0
Correlation to S&P 500

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NA
Average Profitable Month

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$ 0
Average Unprofitable Month

Warning: mysql_fetch_object(): supplied argument is not a valid MySQL result resource in /home/tci/public_html/components/com_syssource/sysreport.php on line 3931
$ 0
% of Profitable Months

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0.00
% of Unprofitable Months

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0.00

All Data

Sharpe Ratio

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0.00
Largest Run Up

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$ 0
Largest Drawdown

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$ 0
Correlation to S&P 500

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NA
Average Profitable Month

Warning: mysql_fetch_object(): supplied argument is not a valid MySQL result resource in /home/tci/public_html/components/com_syssource/sysreport.php on line 3953
$ 0
Average Unprofitable Month

Warning: mysql_fetch_object(): supplied argument is not a valid MySQL result resource in /home/tci/public_html/components/com_syssource/sysreport.php on line 3931
$ 0
% of Profitable Months

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0.00
% of Unprofitable Months

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0.00

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Benchmarks Growth of $1000 since /

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Benchmarks Growth of $1000 since /
Name
Vami
Correlation
Cyclone
1,000
3 Month Libor
1,487

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-2.0000
Barclay Commodity
1,724

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-2.0000
Barclay Systematic
1,755

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-2.0000
Barra S&P 500
2,317

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-2.0000
CSFB Managed Futures
1,827

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-2.0000
Lehman Aggregate Bonds
1,729

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-2.0000
ML 90 Day T-Bill
1,465

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-2.0000
Trading System Results Versus Benchmarks

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Time Window Analysis
      1 Month 3 Month 6 Month 12 Month 18 Month 2 Year 3 Year 4 Year 5 Year
  Latest   0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
  Count  
  Percent Profitable   0% 0% 0% 0% 0% 0% 0% 0% 0%
  Average   0% 0% 0% 0% 0% 0% 0% 0% 0%
  Average Gain   0% 0% 0% 0% 0% 0% 0% 0% 0%
  Average Loss   0% 0% 0% 0% 0% 0% 0% 0% 0%
  Best Period   0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
  Worst Period   0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Click here to view help on Time Window Analysis
Additional Statistics
Avg. Monthly Returns

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$ 0
Avg. Yearly Returns

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$ 0
Cummulative Returns

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$ 0
Max Intra-Mo. DD(loss)

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$ 0
Max Monthly DD(Loss)

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$ 0
Max Yearly DD(Loss)

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$ 0
Maxx DD(Loss) All Periods

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$ 0
YTD Equity Low

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$ 0
Risk Class L/M/H
TBD
Sys Style
Index
Sys Type
Short Term
Greatest Up Month

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$ 0
Greatest Down Month

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$ 0
Asset Class
Release Date
01/1990
Developer
John Clayburg
System Price
Buy: $2900.00 Lease: $200 / Mo.
Max MoGain/Max MoDD

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0.00
Max YrGain/Max YrDD
?
Max Intra-Mo Gain
TBD
Max Monthly Gain

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$ 0
Max Yearly Gain

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$ 0
Standard Deviation YTD

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$ 0
Standard Deviation(Life)

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$ 0
YTD Equity Peak

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$ 0
Assumptions
Commissions / Slippage
$75 RT
Data
TS8 (Intra 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.