Quick View: Performance Report - Hypothetical
Trading System: Axiom - Index
Developer: Lincoln Fiske
Portfolio Size: $19,000
Program Overview:
AXIOM Index is a mechanical, trend-following system that swing trades index futures contracts, particularly the S&P 500, S&P MidCap, Russell 2000, NASDAQ, and DAX, full-size and E-mini. It employs a unique entry qualifier that requires the confluence and mutual confirmation of a number of trend cycles. The system may be purchased fully revealed, or it may be leased. AXIOM runs on the TradeStation platform and was officially released April 21, 2004, when it was submitted to Futures Truth for third-party tracking.
Price: Contact Broker (800)894-8194
Portfolio Diversification
1 SectorsIndecies(4)
Yearly Hypothetical Performance & Risk Analysis on a $19,000 Investment
 20012002200320042005Average
Annual $ Returns$5,825$26,073$32,568$25,283$8,658$19,681
Annual % Return30.66%137.22%171.41%133.07%45.57%
Max DrawDown$-2,888$-5,703$-6,008$-4,958$-4,415$-4,794
Hot Stats
Hypothetical Performance Data
2005 (YTD)
$8,658
Rolling 12 Month
$10,965
Rolling 36 Month
$60,805
Avg. 12 Month $
$22,836
Avg. 36 Month $
$74,737
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   46.00% 45.55% 178.62% 350.03% 0.00%
  Count   53 47 35 23
  Percent Profitable   94.34% 100.00% 100.00% 100.00% 0%
  Average   55.55% 120.19% 263.32% 393.35% 0%
  Average Gain   59.23% 120.19% 263.32% 393.35% 0%
  Average Loss   -5.71% 0% 0% 0% 0%
  Best Period   163.28% 257.95% 392.60% 441.71% 0.00%
  Worst Period   -14.17% 0.00% 0.00% 0.00% 0.00%
Benchmarks Growth of $1000 since 2/2001
Benchmarks Growth of $1000 since 2/2001
Name
Vami
Correlation
Axiom - Index
6,179
Barra S&P 500
1,027
-0.0395
CSFB Managed Futures
1,417
0.4431
ML 90 Day T-Bill
1,095
0.1113
Historical Yearly Averages Since 2/2001 (%)
 %Avg GainMax GainAvg RiskMax Risk
Axiom - Index92.57143.24-25.23-31.62
Barra S&P 5009.7429.87-9.90-31.93
CSFB Managed Futures6.5519.19-7.68-18.72
ML 90 Day T-Bill3.535.590.00-0.00
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
The above trading system uses $75 RT for commssion and slippage on a round turn basis. The cost or lease of the system is NOT factored into the perfomance values.

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.