FuturesExaminer.com Newsletter for 2005-Dec
Our Mission:
to promote understanding of Futures
Trading Systems by providing (1) Unbiased descriptive material,
(2) Results net of all costs, and (3) INTERACTIVE tools to compare
systems and to design portfolios.
And it's free!
Results for 2005-Nov are now available on
Futures Examiner.
November summary: During November the S&P 500 index (miniSP) rose
about 3.9%, but unlike the previous month, fewer of the systems that we
track made profits. In the one-month Top Gainers table (actual results,
including commissions and cost of system), the average one-month profit
was 9% of conservative account size, with only 8 components producing
profit this month.
Axiom Index took two spots, including the top
spot with 26%. And the new
Delphi system by the same developer
took another 2 spots, with only two months of results. The
KnockKnock system, which has had losses in the previous two
months, rebounded with a profit of 12%.
SeasonalST,
Compass, and
Builder rounded out the table.
We interviewed Mr. Index Trader, a trading system developer whose
systems have frequently appeared in the Top Gainers tables on Futures
Examiner. His systems include Frequent Trader, Flash, and the newly
released Turbo Trader. In this interview he shares some of his insights
about trading systems, and some of his future plans. Please
visit our website
to read the interview.
Chart of the month:
The following multi-chart shows the equity curves for some of the
systems in our Top Gainers and Smoothies tables. These curves are
based on
actual results:
(i.e. trades that were actually executed, but
not allowing for
financial risk, or trader's emotional behavior).
AdaptiveSP-miniSP is currently the top long-term smoothie, and
Compass-SP is the top one-year smoothie. KnockKnockP-EuroC is currently
the top long-term gainer. AxiomIndx-miniMD tops both the one-year and
one-month top gainers, and FreqTrdEbird-miniMD is another top one-year
gainer. With so many components on one chart, it may require some
concentration to distinguish one from the other. But this chart should
demonstrate the usefulness of the Multi-chart feature of Futures
Examiner. (If you cannot see the chart, please paste the following link
into your browser: www.futuresexaminer.com/images/n200512a.png .)
Note that these are some of the best-performing systems that we
track, but
many systems have suffered significant losses.
Commodity trading involves substantial risk of LOSS.
Do not trade
with funds that you cannot afford to LOSE! PAST PERFORMANCE IS NOT
NECESSARILY INDICATIVE OF FUTURE RESULTS.
Helpful Hints: This column provides suggestions intended to
familiarize users with some of the features of Futures Examiner.
(1) Question: I'm new to futures trading systems. Where can I
get some background information to help me get started?
Answer: One excellent source is the "About Trading
Systems" page on Futures Examiner. It is available in the "Trading
Systems" drop-down menu.
(2) Question: I'm interested in a particular system that I
heard about. How can I find out if you track it? And where on your
website can I find results and other information about it?
Answer: You can see what systems we track on the "Trading
Systems /Systems We Track" page. There you will see that we do
indeed track many of today's popular systems, and some basic
information about each system is also given there.
To see results for a particular system, go to the Results
page (click the "Results" link near the top of the page, read
the disclaimer, and if you understand and agree then click the link,
which will take you to the Results Control Panel. Here are some
suggestions to help you get the most out of this page:
- Since you are looking for results for a particular system, you may
wish to choose the "Alphabetic" sort order, so that results
will be listed alphabetically by system name. Then click "Show"
to display the Summary Results page, which summarizes all the
current results that are available. (The "*All_Current_Act_&Hyp"
basket is preselected.)
- You may wish to look at the "Help /Summary Results Display"
page to better understand the information on this page.
- You can click on a component name, e.g. Delphi-miniMD-Actual,
to see some detailed information about this component. And you can
click on the "View" link on the right to see a chart of the
equity curve for any component.
- You can click on the "Monthly" or "Statistics" links
near the top, to generate displays of additional information for all
the components being displayed.
- You can generate a multi-chart of up to 10 components. Just
click the checkboxes in the blue MultiChart column for each component
that you want on the chart, and then click the MultiChart link on the
Links bar near the top.
- You can create your own baskets, which contain specific
components that you are interested in tracking as a group.
We hope that you found this newsletter interesting and
informative. If you liked it, please forward it to a friend! And
please send us your
comments,
along with suggestions for any other topics that you would like
us to address!
Member of NFA
