Quick View: Performance Report - Hypothetical
Trading System: Cougar Alt
Developer: Gary Hart
Portfolio Size: $10,000
Program Overview:
Cougar Alt is the same strategy as Cougar except placed on a chart that is offset by 1 minute to not coincide with orders being sent by the original strategy. It is a mechanical day-trading strategy designed specifically for the Russell 2000 mini. It attempts to capture large intraday price moves. This strategy uses price patterns and market internals in its decision making process. It only trades on days shown statistically to be robust and may make up to two trades per day. No trades are held overnight. All orders are market or stop market to ensure real-time trades will be filled (no partial orders, unfilled limit orders, etc.).
Price: Contact Broker (800)894-8194
Portfolio Diversification
1 SectorsIndices(1)
Yearly Hypothetical Performance & Risk Analysis on a $10,000 Investment
 2008200920102011Average
Annual $ Returns$23,940$3,820$430$-4,210$5,995
Annual % Return239.40%38.20%4.30%-42.10%
Max DrawDown$-370$-2,190$-3,610$-3,010$-2,295
Hot Stats
Hypothetical Performance Data
2011 (YTD)
-$4,210
Rolling 12 Month
-$7,410
Rolling 36 Month
$22,400
Avg. 12 Month $
$3,497
Avg. 36 Month $
$22,585
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   -29.50% -60.30% -6.50% 227.70% 0.00%
  Count   32 26 14 2
  Percent Profitable   68.75% 69.23% 71.43% 100.00% 0%
  Average   22.91% 34.97% 73.49% 225.85% 0%
  Average Gain   46.57% 64.79% 106.83% 225.85% 0%
  Average Loss   -29.15% -32.13% -9.85% 0% 0%
  Best Period   243.30% 234.20% 298.10% 227.70% 0.00%
  Worst Period   -44.00% -74.10% -17.70% 0.00% 0.00%
Benchmarks Growth of $1000 since 7/2008
Benchmarks Growth of $1000 since 7/2008
Name
Vami
Correlation
Cougar Alt
3,398
Barra S&P 500
1,074
-0.1127
CSFB Managed Futures
994
0.0016
ML 90 Day T-Bill
1,022
0.0236
Historical Yearly Averages Since 7/2008 (%)
 %Avg GainMax GainAvg RiskMax Risk
Cougar Alt55.90223.60-22.95-36.10
Barra S&P 5008.6834.44-10.82-33.53
CSFB Managed Futures6.0319.19-7.37-18.72
ML 90 Day T-Bill3.305.590.00-0.00
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Trading Systems Explained
Additional Risk Disclosures
The above trading system uses $40 RT for commission and slippage on a round turn basis. The cost or lease of the system is NOT factored into the performance values. All trades are based on 1 contract with profits NOT being reinvested. No management or incentive fees are charged. The method used to determine purchase and sale prices for each trade is established by a mathematical computation that is proprietary to the individual system developer.

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.