Quick View: Performance Report - Hypothetical

Trading System: Titan-DS-GC

Developer: Jonathan McClaren

Portfolio Size: $28,000

Program Overview:

Titan-DS is a counter-trend swing trading system that uses a combination of indicators and a proprietary trade signal filtering method that seeks to take advantage of short-term extremes in price action for trade placement and follows multiple proprietary methods to exit trades using profit/loss thresholds that have historically performed well. The system may either reverse, or may go flat for periods of time between trades.

Price: Contact Broker (800)894-8194

Portfolio Diversification

1 Sectors

Metals(1)

Yearly Hypothetical Performance & Risk Analysis on a $28,000 Investment

	2008	2009	2010	2011	Average
Annual $ Returns	$41,280	$16,630	$23,830	$470	$20,553
Annual % Return	147.43%	59.39%	85.11%	1.68%
Max DrawDown	$-11,880	$-13,840	$-10,900	$-7,130	$-10,938

Hot Stats

Hypothetical Performance Data

2011 (YTD)

$ 470

Rolling 12 Month

-$3,680

Rolling 36 Month

$66,820

Avg. 12 Month $

$17,097

Avg. 36 Month $

$65,470

Time Window Analysis

	6 Month	12 Month	24 Month	36 Month	5 Years
Latest	4.18%	-12.29%	100.19%	229.01%	0.00%
Count	32	26	14	2
Percent Profitable	71.88%	88.46%	100.00%	100.00%	0%
Average	31.47%	61.06%	128.53%	233.82%	0%
Average Gain	51.63%	70.23%	128.53%	233.82%	0%
Average Loss	-20.05%	-9.19%	0%	0%	0%
Best Period	103.18%	152.47%	251.77%	238.62%	0.00%
Worst Period	-43.65%	-13.15%	0.00%	0.00%	0.00%

Benchmarks Growth of $1000 since 7/2008

Name

Vami

Correlation

Titan-DS-GC

3,936

Barra S&P 500

1,074

-0.1116

CSFB Managed Futures

994

0.0056

ML 90 Day T-Bill

1,022

0.0361

Historical Yearly Averages Since 7/2008 (%)

	%	Avg Gain	Max Gain	Avg Risk	Max Risk
Titan-DS-GC		57.07	92.46	-39.06	-49.43
Barra S&P 500		8.68	34.44	-10.82	-33.53
CSFB Managed Futures		6.03	19.19	-7.37	-18.72
ML 90 Day T-Bill		3.30	5.59	0.00	-0.00

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Additional Risk Disclosures

Before You Get Started

The above trading system uses $80 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.