Top Gainers and Smoothies for Actual results
The system components shown below made a profit in the time-frames listed,
but may have had losses in other time-frames. And many systems have suffered
significant losses. Be careful interpreting numeric results, because they do not
show the shape of the equity curve. Please see the *All_Results_Actual basket
for details, where you can also view multi-charts showing the equity curves
for up to 10 components at once.
Top Gainers
for Actual results to the end of 2005-Jul
| Top Gainers, Long-term (rev) |
| System, Contract | Average annual Profit |
| AdaptiveSP-miniSP-Actual | 25% |
| Compass-SP-Actual | 23% |
| RMesa5-SP-Actual | 9% |
| Impetus-miniRL-Actual | 6% |
| Tzar-miniND-Actual | 3% |
|
| Top Gainers, Short-term (12 months) (rev) |
| System, Contract | Mos | 12-month Profit |
| AxiomIndex-miniMD-Actual | 12 | 65% |
| Builder-miniRL-Actual | 10 | 48% |
| ShockWave-miniRL-Actual | 10 | 44% |
| Compass-SP-Actual | 67 | 33% |
| FreqTrdStd-miniRL-Actual | 7/m3 | 31% |
| FreqTrdVarB-miniRL-Actual | 5 | 26% |
| SeasonalST-miniSP-Actual | 7 | 19% |
| FreqTrdStd-miniMD-Actual | 7 | 14% |
| BounceMDRL-2miniRL-Actual | 9 | 12% |
| Tzar-miniND-Actual | 19 | 12% |
| AdaptiveSP-miniSP-Actual | 23 | 6% |
|
| Top Gainers, One-month (rev) |
| System, Contract | 1-month Profit |
| KnockKnockP-EuroC-Actual | 30% |
| FreqTrdVarB-miniRL-Actual | 28% |
| FreqTrdStd-miniRL-Actual | 27% |
| Shockwave-miniRL-Actual | 23% |
| AxiomIndx-miniND-Actual | 12% |
| Builder-miniRL-Actual | 9% |
| FreqTrdStd-miniMD-Actual | 9% |
| BWT.Zones-SP-Actual | 6% |
| RC.Success-miniSP-Actual | 5% |
| BWT.Apex-SP-Actual | 4% |
| Compass-SP-Actual | 4% |
|
|
Top Gainers have
the highest percentage gains:
average
annual gain over the long-term (all our data, minimum 18 months) or
short-term (last 12 months, NOT annualized; Mos = number of months data
we have); or one-month gain (most recent month). Percentages are
based on Conservative account size, typically 5 * margin, and take
commissions & cost of system into account. Components with no data
for the most recent 3 months are excluded.
|
Top Smoothies
for Actual results to the end of 2005-Jul
| Top Smoothies, Long-term |
| System, Contract | Figure of Merit |
| Compass-SP-Actual | 19 |
| RMesa5-SP-Actual | 5 |
|
| Top Smoothies, Short-term |
| System, Contract | Figure of Merit |
| Compass-SP-Actual | 36 |
|
|
|
Top Smoothies have posted the highest
Figure of Merit,
which is a measure of percentage gain, consistency (based on the Sharpe ratio),
and drawdown (based on the Sterling ratio). The higher the number the better.
We need at least 24 months data to calculate the Figure of Merit, but the
short-term numbers emphasize the most recent 12 months.
|
Note: Ratings from these tables may be quoted by System Developers, etc.
providing that the system-contract and date of the results are
included. E.g. "System-Contract was ranked in Futures Examiner's Top Short-Term
Gainers for (results to the end of) 2005-Feb."
Top Gainers and Smoothies tables are based on
Actual results: i.e. trades that were actually executed, taking into
account real-world factors and anomalies in trade execution. Actual results
may be taken from a system-assist broker's website or a client's account
statements, or supplied to us privately by a system developer or system-assist
broker. Percentages are based on conservative account size, typically 5 *
margin. We apply realistic (we believe) allowances for commission & fees,
and cost of system. Actual results do not allow for financial risk, or
trader's (emotional) behaviour such as deciding when to start trading a
system, changing the number of contracts, omitting some trades, or quitting in the
face of a large drawdown. Therefore even Actual results are to a large extent
Hypothetical.
Caution: Commodity trading involves substantial risk of LOSS, and is
not appropriate for everyone. Do not trade with funds you can not afford to LOSE!!
ACTUAL results should be viewed with caution, because
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
