Quick View: Performance Report - Hypothetical
Trading System: Fusion
Developer: Dean Hoffman
Portfolio Size: $54,000
Program Overview:
Fusion: Strategic Trading Systems (STS) newest trading system. As the name implies, itís a merger & unification of the best system trading ideas STS has ever discovered in over a decade of research. Fusion adds a new time frame and reduced correlation to the other systems that STS offers and can be used as a great "add-on" system or traded individually. Fusion is non optimized and robust according to the developer.

It trades every market with the exact same rules and inputs. The logic is uniquely designed to capture long term trends in a short term manner. In other words, Fusion looks to enter trending markets for the long haul; however, it also has a mechanism to capture trading opportunities quickly. Should the market resume its trend, Fusion will quickly switch back into a mode with a relatively low risk entry levels.
Price: Contact Broker (800)894-8194
Portfolio Diversification
8 SectorsIndecies(1) Interest Rates(3) Currencies(3) Energies(3) Metals(3) Softs(4) Meats(1) Grains(3)
Yearly Hypothetical Performance & Risk Analysis on a $54,000 Investment
 199719981999200020012002200320042005Average
Annual $ Returns$21,141$21,399$33,476$60,039$28,368$34,519$-5,208$29,819$22,735$27,365
Annual % Return39.15%39.63%61.99%111.18%52.53%63.92%-9.65%55.22%42.10%
Max DrawDown$-12,264$-5,569$-6,180$-6,739$-15,489$-1,578$-17,944$-4,599$-5,128$-8,388
Hot Stats
Hypothetical Performance Data
2005 (YTD)
$22,735
Rolling 12 Month
$20,170
Rolling 36 Month
$56,005
Avg. 12 Month $
$29,068
Avg. 36 Month $
$87,674
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   37.64% 42.11% 97.34% 87.70% 204.17%
  Count   134 128 116 104 80
  Percent Profitable   84.33% 91.41% 100.00% 100.00% 100.00%
  Average   26.53% 53.83% 106.72% 162.36% 286.27%
  Average Gain   32.95% 59.94% 106.72% 162.36% 286.27%
  Average Loss   -8.02% -11.16% 0% 0% 0%
  Best Period   73.66% 122.35% 196.88% 252.72% 352.89%
  Worst Period   -22.71% -21.71% 0.00% 0.00% 0.00%
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
Fusion
7,137
Barra S&P 500
2,340
0.7268
CSFB Managed Futures
1,778
0.6343
ML 90 Day T-Bill
1,454
0.5714
Historical Yearly Averages Since 5/1994 (%)
 %Avg GainMax GainAvg RiskMax Risk
Fusion46.12114.04-13.53-33.23
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.