Detailed: Performance Report - Hypothetical
Trading System: Aussie Logic
Developer: Advanz Team
Portfolio Size: $14,000
Program Overview:
Aussie Logic was designed exclusively for the forex and currency markets. Impressive results for the active online trader. Our systematic approach was developed by both Wall Street and international currency traders. It is our exclusive proprietary intraday trading system.
Price: Contact Broker (800)894-8194
DIVERSIFIED ASSETS
1 Sectors
Consecutive Profitable Periods
Run-Up Length Start Date End Date
$12,070 6 12/2003 5/2004
$7,375 3 7/2004 9/2004
$2,205 1 11/2004 11/2004
$935 1 8/2005 8/2005
$270 1 5/2005 5/2005
$0 0 8/2005 8/2005
Consecutive Losing Periods
Run-Down Length Start Date End Date
$-1,800 1 4/2005 4/2005
$-1,405 2 9/2005 10/2005
$-880 1 10/2004 10/2004
$-600 1 6/2004 6/2004
$0 0 9/2005 10/2005
DRAWDOWN ANALYSIS
% Depth $ Depth Prior Peak Valley Length Recovery
-31.43% $-4,400 11/2004 10/2005 5 1 +
-6.29% $-880 9/2004 10/2004 1 1
-4.29% $-600 5/2004 6/2004 1 1
Hypothetical Performance Data
2005 (YTD)
-$4,400
Rolling 12 Month
-$4,400
Rolling 24 Month
$15,770
Rolling 36 Month
$15,770
Risk Analysis (Anualized Standard Deviation)
2005 (YTD)
$ 837
Rolling 12 Month
$ 809
Rolling 24 Month
$1,654
Rolling 36 Month
$1,626
Maximum (YTD) Drawdown
-$4,400

Rolling 3

Sharpe Ratio
-2.58
Largest Run Up
$ 0
Largest Drawdown
-$1,405
Correlation to S&P 500
NA
Average Profitable Month
$ 0
Average Unprofitable Month
-$ 702
% of Profitable Months
0.00
% of Unprofitable Months
66.67

Rolling 12

Sharpe Ratio
-5.83
Largest Run Up
$ 935
Largest Drawdown
-$4,400
Correlation to S&P 500
0.0530
Average Profitable Month
$ 602
Average Unprofitable Month
-$1,121
% of Profitable Months
16.67
% of Unprofitable Months
41.67

Rolling 24

Sharpe Ratio
9.28
Largest Run Up
$7,375
Largest Drawdown
-$4,400
Correlation to S&P 500
0.1629
Average Profitable Month
$1,905
Average Unprofitable Month
-$1,012
% of Profitable Months
50.00
% of Unprofitable Months
29.17

Rolling 36

Sharpe Ratio
9.44
Largest Run Up
$12,070
Largest Drawdown
-$4,400
Correlation to S&P 500
0.1724
Average Profitable Month
$1,905
Average Unprofitable Month
-$1,012
% of Profitable Months
48.00
% of Unprofitable Months
28.00

All Data

Sharpe Ratio
9.44
Largest Run Up
$12,070
Largest Drawdown
-$4,400
Correlation to S&P 500
0.1724
Average Profitable Month
$1,905
Average Unprofitable Month
-$1,012
% of Profitable Months
48.00
% of Unprofitable Months
28.00
Click here to view help on the Confidence Band Chart.
Benchmarks Growth of $1000 since 11/2003
Benchmarks Growth of $1000 since 11/2003
Name
Vami
Correlation
Aussie Logic
2,126
3 Month Libor
1,037
0.0294
Barclay Commodity
1,064
0.0603
Barclay Systematic
1,023
0.0036
Barra S&P 500
1,198
0.1724
CSFB Managed Futures
1,128
0.1000
Lehman Aggregate Bonds
1,061
0.0763
ML 90 Day T-Bill
1,030
0.0240
Trading System Results Versus Benchmarks
Time Window Analysis
      1 Month 3 Month 6 Month 12 Month 18 Month 2 Year 3 Year 4 Year 5 Year
  Latest   0.00% -0.82% -3.35% -31.43% 30.71% 108.31% 0.00% 0.00% 0.00%
  Count   25 23 20 14 8 2
  Percent Profitable   48.00% 60.87% 50.00% 71.43% 100.00% 100.00% 0% 0% 0%
  Average   4.51% 13.44% 24.48% 42.94% 69.18% 110.47% 0% 0% 0%
  Average Gain   13.60% 29.13% 61.74% 70.08% 69.18% 110.47% 0% 0% 0%
  Average Loss   -3.89% -10.96% -12.77% -24.92% 0% 0% 0% 0% 0%
  Best Period   35.50% 52.68% 86.21% 144.06% 115.98% 112.63% 0.00% 0.00% 0.00%
  Worst Period   -12.86% -25.72% -28.08% -31.43% 0.00% 0.00% 0.00% 0.00% 0.00%
Click here to view help on Time Window Analysis
Additional Statistics
Avg. Monthly Returns
$ 631
Avg. Yearly Returns
$5,257
Cummulative Returns
$15,770
Max Intra-Mo. DD(loss)
-$4,845
Max Monthly DD(Loss)
-$1,800
Max Yearly DD(Loss)
-$3,800
Maxx DD(Loss) All Periods
-$4,400
YTD Equity Low
-$4,845
Risk Class L/M/H
TBD
Sys Style
Forex
Sys Type
Short Term
Greatest Up Month
$4,970
Greatest Down Month
-$1,800
Asset Class
Forex
Release Date
?
Developer
Advanz Team
System Price
Lease varies on account size
Max MoGain/Max MoDD
1.31
Max YrGain/Max YrDD
?
Max Intra-Mo Gain
TBD
Max Monthly Gain
$4,970
Max Yearly Gain
$19,565
Standard Deviation YTD
$ 837
Standard Deviation(Life)
$1,626
YTD Equity Peak
$ 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.