Quick View: Performance Report - Hypothetical
Trading System: FX-Daily Euro
Developer: Advanz
Portfolio Size: $40,000
Program Overview:
FX-Daily is designed to capture trends that last an average of one to ten
weeks. Works for the EURO/USDdollar Forex spot market or for Euro contract
in the futures market. Works best in rising and falling markets.
Price: Contact Broker (800)894-8194
Portfolio Diversification
| 1 Sectors | Forex(1) |
Yearly Hypothetical Performance & Risk Analysis on a $40,000 Investment
| 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | Average | |
| Annual $ Returns | $-55 | $12,590 | $-1,645 | $11,575 | $16,070 | $380 | $-5,620 | $4,756 |
| Annual % Return | -0.14% | 31.48% | -4.11% | 28.94% | 40.18% | 0.95% | -14.05% | |
| Max DrawDown | $-1,500 | $-3,825 | $-4,385 | $-2,725 | $-3,340 | $-13,130 | $-7,605 | $-5,216 |
Hot Stats
Hypothetical Performance Data
2005 (YTD)
-$5,620
Rolling 12 Month
-$4,400
Rolling 36 Month
$14,710
Avg. 12 Month $
$5,320
Avg. 36 Month $
$20,740
Time Window Analysis
| 6 Month | 12 Month | 24 Month | 36 Month | 5 Years | |||
| Latest | -6.37% | -14.04% | -13.09% | 27.09% | 51.91% | ||
| Count | 69 | 63 | 51 | 39 | 15 | ||
| Percent Profitable | 69.57% | 80.95% | 88.24% | 100.00% | 100.00% | ||
| Average | 6.92% | 13.30% | 29.85% | 51.85% | 68.66% | ||
| Average Gain | 13.23% | 19.51% | 34.66% | 51.85% | 68.66% | ||
| Average Loss | -7.50% | -13.07% | -6.23% | 0% | 0% | ||
| Best Period | 39.76% | 45.75% | 69.11% | 76.21% | 97.44% | ||
| Worst Period | -23.22% | -31.15% | -13.09% | 0.00% | 0.00% |
Benchmarks Growth of $1000 since 10/1999
Benchmarks Growth of $1000 since 10/1999
Name
Vami
Correlation
FX-Daily Euro
1,832
Barra S&P 500
1,123
-0.1930
CSFB Managed Futures
1,435
0.5271
ML 90 Day T-Bill
1,174
0.2641
Historical Yearly Averages Since 10/1999 (%)
| % | Avg Gain | Max Gain | Avg Risk | Max Risk | |
| FX-Daily Euro | 12.35 | 29.23 | -13.04 | -32.83 | |
| 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