FuturesExaminer.com Newsletter for 2006-Jun
Our Mission:
to promote understanding of Trading Systems
for Commodities & Forex by (1) tracking net results for many systems;
(2) providing unbiased descriptive material; and (3) providing
INTERACTIVE tools to compare systems & design portfolios.
And it's free!
Results for 2006-May are now available on
Futures Examiner.
May Summary
During May the S&P 500 index (miniSP) dropped about 3.5%, and it was a
mixed month for the systems that we track, with eight systems making
a profit (compared with over 10 last month). In the one-month Top
Gainers table (actual results, including commissions and cost of
system), the
average one-month profit was 12% of conservative
account size (8% last month). Bear in mind that these gains are for
the TOP-performing systems that we track.
Axiom Index and
Impetus took the top three spots, with over 20% gain. These
systems were both developed by Lincoln Fiske of Trading Visions. The
other top gainers were
RC Success, Venus, Delphi, and
Compass.
Promising New System
This month we began tracking
Daily Fuel Matrix, a swing
trader developed by Joey Autry, that trades Crude Oil, Heating Oil,
and Unleaded Gas. This is a simplified version of the earlier Fuel
Matrix system that did well about a year ago. Our results are
obtained from
Collective2.com, which simulates trading results
based on buy and sell signals sent by the system developer in real
time. These results are hypothetical, but they are generated in real
time rather than by backtesting. Collective2 components are identified
on Futures Examiner as "HypC2" to distinguish them from regular
hypothetical components.
Chart of the Month
The new Daily Fuel Matrix trading system was mentioned above,
and we tracked the original system until about a year ago. Results for the
original version are still available in our "*All OutOfDate Actuals &
Hypotheticals" basket, so we thought it might be interesting to show
both on the same chart. To accomplish this, we used the "Basket Design"
page to create a new basket that contained both the old and new
systems, and then launched a multichart with the desired components.
The resulting chart is shown below. If you cannot see the chart, please
paste the following link into your browser:
www.futuresexaminer.com/newsletters/n200606a.png .
Data for the original system is
on the left, with long horizontal plots for the most recent 13 months
where there is no data. Data for the new system is on the right, and
although there are only 4 months of results at present, the plots
look (to me) fairly similar. We would be interested in your comments on
this chart!
Note to Developers
We have recently added a
Notices from Developers
section to our Home page. If you have any notices that you would
like to include here, please send them to us. These could include
new systems, new versions of existing systems, recommendations
regarding your systems, etc.
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!
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