Detailed: Performance Report - Hypothetical
Trading System: Ready-Set-Go
Developer: Alan Pryor
Portfolio Size: $92,000
Program Overview:
The Ready-Set-Go system is so named because it requires a very specific 3-part price action to enter the markets (1-Ready, 2-Set, 3-Go). Ready-Set-Go is a long-term breakout system that identifies and trades off of significant failure swing pivot points for entry signals.
Price: Contact Broker (800)894-8194
DIVERSIFIED ASSETS
7 Sectors
Consecutive Profitable Periods
Run-Up Length Start Date End Date
$62,135 5 1/1995 5/1995
$30,741 3 10/2000 12/2000
$30,699 3 1/1997 3/1997
$29,160 3 5/2002 7/2002
$23,900 2 10/2004 11/2004
$21,392 2 4/2003 5/2003
Consecutive Losing Periods
Run-Down Length Start Date End Date
$-22,212 4 7/2005 10/2005
$-18,936 2 10/2002 11/2002
$-17,290 1 10/1999 10/1999
$-16,256 4 1/2002 4/2002
$-15,222 2 12/2004 1/2005
$-13,936 1 3/2003 3/2003
DRAWDOWN ANALYSIS
% Depth $ Depth Prior Peak Valley Length Recovery
-33.02% $-30,379 9/1999 4/2000 4 8
-32.74% $-30,125 11/2004 10/2005 6 1 +
-23.32% $-21,452 7/2002 11/2002 3 3
-22.32% $-20,534 8/2001 4/2002 5 2
-21.09% $-19,406 3/1997 7/1998 5 7
-15.15% $-13,936 2/2003 3/2003 1 2
Hypothetical Performance Data
2005 (YTD)
-$18,810
Rolling 12 Month
-$25,073
Rolling 24 Month
$13,905
Rolling 36 Month
$49,127
Risk Analysis (Anualized Standard Deviation)
2005 (YTD)
$5,973
Rolling 12 Month
$5,856
Rolling 24 Month
$7,475
Rolling 36 Month
$8,216
Maximum (YTD) Drawdown
-$23,862

Rolling 3

Sharpe Ratio
-1.14
Largest Run Up
$5,051
Largest Drawdown
-$11,246
Correlation to S&P 500
NA
Average Profitable Month
$5,051
Average Unprofitable Month
-$5,623
% of Profitable Months
33.33
% of Unprofitable Months
66.67

Rolling 12

Sharpe Ratio
-4.63
Largest Run Up
$14,794
Largest Drawdown
-$30,125
Correlation to S&P 500
0.0795
Average Profitable Month
$4,964
Average Unprofitable Month
-$5,616
% of Profitable Months
33.33
% of Unprofitable Months
66.67

Rolling 24

Sharpe Ratio
1.46
Largest Run Up
$23,900
Largest Drawdown
-$30,125
Correlation to S&P 500
0.3641
Average Profitable Month
$7,099
Average Unprofitable Month
-$4,937
% of Profitable Months
45.83
% of Unprofitable Months
54.17

Rolling 36

Sharpe Ratio
5.45
Largest Run Up
$23,900
Largest Drawdown
-$30,125
Correlation to S&P 500
0.4258
Average Profitable Month
$8,168
Average Unprofitable Month
-$5,439
% of Profitable Months
50.00
% of Unprofitable Months
50.00

All Data

Sharpe Ratio
19.45
Largest Run Up
$62,135
Largest Drawdown
-$30,379
Correlation to S&P 500
0.7544
Average Profitable Month
$6,928
Average Unprofitable Month
-$5,155
% of Profitable Months
53.24
% of Unprofitable Months
43.88
Click here to view help on the Confidence Band Chart.
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Ready-Set-Go
3,154
3 Month Libor
1,475
0.5745
Barclay Commodity
1,769
0.6871
Barclay Systematic
1,804
0.7182
Barra S&P 500
2,340
0.7544
CSFB Managed Futures
1,778
0.6351
Lehman Aggregate Bonds
1,766
0.7043
ML 90 Day T-Bill
1,454
0.5662
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   5.49% 3.71% -18.65% -20.45% 0.77% -1.69% 39.19% 44.11% 60.01%
  Count   139 137 134 128 122 116 104 92 80
  Percent Profitable   53.24% 62.77% 67.16% 75.78% 88.52% 98.28% 96.15% 100.00% 100.00%
  Average   1.55% 4.68% 9.69% 20.06% 28.87% 37.35% 51.88% 64.98% 81.18%
  Average Gain   7.53% 12.09% 18.73% 29.76% 33.74% 38.02% 54.18% 64.98% 81.18%
  Average Loss   -5.26% -7.83% -8.79% -10.26% -8.76% -1.22% -5.74% 0% 0%
  Best Period   34.16% 51.54% 69.43% 90.12% 111.09% 119.14% 134.68% 130.79% 147.75%
  Worst Period   -18.79% -22.36% -25.48% -27.26% -17.09% -1.69% -8.59% 0.00% 0.00%
Click here to view help on Time Window Analysis
Additional Statistics
Avg. Monthly Returns
$1,426
Avg. Yearly Returns
$16,515
Cummulative Returns
$198,184
Max Intra-Mo. DD(loss)
-$35,686
Max Monthly DD(Loss)
-$17,290
Max Yearly DD(Loss)
-$22,212
Maxx DD(Loss) All Periods
-$30,379
YTD Equity Low
-$26,600
Risk Class L/M/H
TBD
Sys Style
Diversified
Sys Type
Long Term
Greatest Up Month
$31,424
Greatest Down Month
-$17,290
Asset Class
Futures
Release Date
?
Developer
Alan Pryor
System Price
$995
Max MoGain/Max MoDD
1.41
Max YrGain/Max YrDD
?
Max Intra-Mo Gain
TBD
Max Monthly Gain
$31,424
Max Yearly Gain
$80,668
Standard Deviation YTD
$5,973
Standard Deviation(Life)
$8,042
YTD Equity Peak
$1,882
Assumptions
Commissions / Slippage
$75 RT
Data
CSI (End of 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.