Back Testing Results


DISCLAIMER: See CFTC rule 4.41 below. Past results are no indication or guarantee of future results.


PARAMETERS:
Time period tested: 6/09/10 - 6/08/11, Profits do not include commissions, Daily contracts traded: 8, Starting account funding: $10K, Type of data used: tick data, slippage: 1 tick.

Using Tick data for 6/9/10 - 6/8/11

Current Strategy:

Total Net Profit = $2,375
Profits Going Long = $1,425
Profits Going Short = $950
Max Draw Down = 66%
Total trading days = 155
% Profitable or Breakeven = 77%
# winning trades = 91
# losing trades = 35
# Breakeven = 29
Average Time in Market = 45 mins
Investment Return = 24%
Using Tick Data for 6/9/10 - 6/8/11

Optimized1 Strategy:

Total Net Profit = $54,900
Profits Going Long = $20,400
Profits Going Short = $34,500
Max Draw Down = 17%
Total Trading Days 109
% Profitable or Breakeven = 64%
# winning trades = 70
# losing trades = 39
# Breakeven = 0
Average Time in Market = 124 mins
Investment Return = 549%

1 A word about procedure: Optimization was performed using a computer optimization program using tick data for one year 6/9/10 - 6/8/11 (which was the most recent tick data available at the time of testing).

The parameters optimized were timing of bracket creation, market entry times, types of time bars, levels of profit targets, market stop times, and stop loss targets. Automated results were then manually checked and tweaked to optimize the maximum drawdown to the lowest levels that still delivered maximum profits.

The precise SETTINGS for the optimized strategy from this testing is available Exclusively to ALL paid members and included in the standard purchase of the Bracket Trade eCourse.

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To Your Success,
Ray