Quick View: Performance Report - Hypothetical
Trading System: Tzar
Developer: Alfaranda CTA
Portfolio Size: $334,000
Program Overview:
TZAR combines aspects of both a technical trend and contra-trend trading
system into one platform.
Technical indicators are used to inform the system-logic as to how it
should various market conditions. This unique process evaluates market
data to determine the potential life-cycle of a trend or consolidation
pattern and generates trading instructions based on that evaluation. TZAR
is also suited to trade both long and short with no predetermined bias in
either direction.
On average, TZAR takes some 20/22 trades per market per year ( excluding
rollovers ) and is in the market around 94% of the trading time.
Price: Contact Broker (800)894-8194
Portfolio Diversification
| 1 Sectors | Indecies(4) |
Yearly Hypothetical Performance & Risk Analysis on a $334,000 Investment
| 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | Average | |
| Annual $ Returns | $259,365 | $70,015 | $426,187 | $586,790 | $193,575 | $273,990 | $157,680 | $47,450 | $-53,075 | $217,997 |
| Annual % Return | 77.65% | 20.96% | 127.60% | 175.69% | 57.96% | 82.03% | 47.21% | 14.21% | -15.89% | |
| Max DrawDown | $-1 | $-56,685 | $-770 | $-108,825 | $-45,180 | $-840 | $-11,925 | $-39,455 | $-111,260 | $-41,660 |
Hot Stats
Hypothetical Performance Data
2005 (YTD)
-$53,075
Rolling 12 Month
-$47,120
Rolling 36 Month
$157,035
Avg. 12 Month $
$187,775
Avg. 36 Month $
$681,761
Time Window Analysis
| 6 Month | 12 Month | 24 Month | 36 Month | 5 Years | |||
| Latest | -16.48% | -15.87% | -1.66% | 45.54% | 185.54% | ||
| Count | 134 | 128 | 116 | 104 | 80 | ||
| Percent Profitable | 77.61% | 85.16% | 93.10% | 100.00% | 100.00% | ||
| Average | 26.32% | 56.22% | 123.92% | 204.12% | 382.17% | ||
| Average Gain | 35.96% | 66.90% | 133.37% | 204.12% | 382.17% | ||
| Average Loss | -7.12% | -5.03% | -3.73% | 0% | 0% | ||
| Best Period | 173.85% | 206.86% | 318.78% | 381.56% | 503.85% | ||
| Worst Period | -33.30% | -22.55% | -12.40% | 0.00% | 0.00% |
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Tzar
6,851
Barra S&P 500
2,340
0.6565
CSFB Managed Futures
1,778
0.6270
ML 90 Day T-Bill
1,454
0.5451
Historical Yearly Averages Since 5/1994 (%)
| % | Avg Gain | Max Gain | Avg Risk | Max Risk | |
| Tzar | 44.35 | 147.12 | -11.15 | -33.31 | |
| 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