Quick View: Performance Report - Hypothetical
Trading System: Viper III ES
Developer: David Bean
Portfolio Size: $16,000
Program Overview:
Viper III trades on 5 minute charts and is a more "selective" version than Viper (designed in 2005) and Viper II (added in 2008 and is Viper with a profit target and a trade limitation of one trade per day) and takes the "conservative" approach of Viper II by limiting entries to one trade per day and also uses a profit target. It also uses market internals on the New York Stock Exchange to gauge the trend of the broader market. The Viper strategy works to get into trends before they accelerate and without buying breakouts. This strategy is also in the Low Frequency Portfolio.
Price: Contact Broker (800)894-8194
Portfolio Diversification
1 SectorsIndices(1)
Yearly Hypothetical Performance & Risk Analysis on a $16,000 Investment
 2008200920102011Average
Annual $ Returns$6,263$513$-3,538$-2,838$100
Annual % Return39.14%3.20%-22.11%-17.73%
Max DrawDown$-925$-2,450$-3,338$-2,038$-2,188
Hot Stats
Hypothetical Performance Data
2011 (YTD)
-$2,838
Rolling 12 Month
-$5,438
Rolling 36 Month
$ 175
Avg. 12 Month $
-$1,478
Avg. 36 Month $
$ 125
Time Window Analysis
      6 Month 12 Month 24 Month 36 Month 5 Years
  Latest   -9.38% -28.92% -33.53% 0.46% 0.00%
  Count   32 26 14 2
  Percent Profitable   28.13% 19.23% 28.57% 100.00% 0%
  Average   -2.46% -9.24% -18.27% 0.78% 0%
  Average Gain   20.78% 28.43% 24.05% 0.78% 0%
  Average Loss   -11.56% -18.21% -35.19% 0% 0%
  Best Period   50.40% 45.95% 35.09% 1.09% 0.00%
  Worst Period   -22.28% -34.00% -48.14% 0.00% 0.00%
Benchmarks Growth of $1000 since 7/2008
Benchmarks Growth of $1000 since 7/2008
Name
Vami
Correlation
Viper III ES
1,025
Barra S&P 500
1,074
-0.2951
CSFB Managed Futures
994
-0.0018
ML 90 Day T-Bill
1,022
0.0396
Historical Yearly Averages Since 7/2008 (%)
 %Avg GainMax GainAvg RiskMax Risk
Viper III ES2.3637.73-13.67-20.86
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
How to Get Stated
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Why Trade Futures
Trading Systems Explained
Additional Risk Disclosures
The above trading system uses $37.50 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.