Quick View: Performance Report - Hypothetical
Trading System: Mesa Bonds
Developer: John Ehlers & Mike Barna
Portfolio Size: $41,000
Program Overview:
MESA Bonds V7 is a mechanical trading system for the trading of 30 Year Treasury Bond Futures contracts. The system was developed specifically for the Treasury Bonds Futures markets because the Bonds are still among the most liquid contracts. MESA Bonds V7 offers traders a option to diversify their portfolio using a modest amount of margin. MESA Bonds V7 features an exceptionally high reward-to-risk ratio measured as the ratio of net profit to maximum drawdown.MESA Bonds V7 is always in the market, both long and short, to enable capturing of significant moves. The system concept is that short term prices trade within a channel, and when the edge of the channel is reached the prices will revert to the channel mean or swing to the other channel edge. MESA Bonds V7 senses when the channel edge is reached to issue its trading signals. MESA Bonds V7 does not overtrade trading about every two weeks on the average.
Price: Contact Broker (800)894-8194
Portfolio Diversification
1 SectorsInterest Rates(1)
Yearly Hypothetical Performance & Risk Analysis on a $41,000 Investment
 199719981999200020012002200320042005Average
Annual $ Returns$6,394$19,075$-9,931$5,469$12,669$28,938$24,538$5,081$-813$10,158
Annual % Return15.59%46.52%-24.22%13.34%30.90%70.58%59.85%12.39%-1.98%
Max DrawDown$-3,694$-1,788$-9,700$-4,650$-4,181$-7,369$-8,444$-6,644$-6,356$-5,869
Hot Stats
Hypothetical Performance Data
2005 (YTD)
-$ 812
Rolling 12 Month
-$2,038
Rolling 36 Month
$35,019
Avg. 12 Month $
$9,865
Avg. 36 Month $
$31,607
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   -14.23% -1.97% 10.42% 70.27% 171.75%
  Count   134 128 116 104 80
  Percent Profitable   73.88% 79.69% 93.10% 99.04% 100.00%
  Average   11.67% 24.06% 50.19% 77.09% 116.88%
  Average Gain   18.53% 32.67% 54.87% 77.86% 116.88%
  Average Loss   -7.71% -9.68% -12.94% -2.50% 0%
  Best Period   64.72% 92.64% 145.86% 170.55% 203.44%
  Worst Period   -22.25% -24.69% -20.04% -2.50% 0.00%
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Mesa Bonds
3,573
Barra S&P 500
2,340
0.6158
CSFB Managed Futures
1,778
0.6797
ML 90 Day T-Bill
1,454
0.5356
Historical Yearly Averages Since 5/1994 (%)
 %Avg GainMax GainAvg RiskMax Risk
Mesa Bonds18.5763.17-12.91-23.66
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.