This website is an outgrowth of my personal efforts to analyze trading system results, and my frustration at trying to compare results from different sources. But let me start at the beginning.
After the stock market tech bubble burst in 2000, I became interested in trading systems, because they could make money whether the stock markets (or commodities or currencies etc.) were going up or down. There were lots of systems available, and there was lots of data available - from system developers' websites, from system-assist brokers' websites, and of course from Futures Truth. System developers' websites typically gave hypothetical results, which sometimes had been adjusted for slippage and commissions, but not always. System-assist brokers' websites gave real-trade results, but these may or may not have been adjusted for commissions. Futures Truth, which is considered to be the "gold standard" by many, gives results for many trading systems, and their results are consistently adjusted for slippage and commissions, but all their data is hypothetical, and I wanted to compare it with real-trade results.
On top of all this, most S&P daytrade data was for the big S&P contract, but many smaller investors like myself could only afford to trade minis, and I found out (the hard way) that the results for minis were different, and might not be as good as for the big contract.
So it was not easy to compare data from different sources. Being both cautious and analytical, I spent countless hours transferring results from various websites into a spreadsheet on my PC, and adjusting them to achieve a (hopefully) consistent net profit. Then I used the spreadsheet features to calculate statistics from the data and - what I most wanted - to generate graphs of the results from several trading systems at once. This worked fine when I was tracking only a dozen or so systems, but quickly became unmanageable when I tried to track more. Also, I really wanted to be able to combine systems into a weighted basket - particularly for multi-commodity systems - so I could compare the basket total with the individual components, and compare the totals from different baskets. I felt that using a database instead of a spreadsheet would facilitate doing this. And I thought - if I go to all this trouble to compare results, then why not make this data available to others who were looking for the same type of information? Thus the concept of Futures Examiner was born.
I had seen one or two financial websites that I particularly liked, so it was easy for me to come up with the overall design for Futures Examiner. My background is in computer software development, so designing and writing the code for this website has been both a pleasure and a challenge. I hope that you will find the data and presentation both informative and helpful. If you like what you see, please tell a friend. If you see things that you don't like, please tell me!
Ken Morin