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Brix System
Mkt GEARSHIFT System
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Tzar System
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| Alfa |
| Developer
Team
Michael
Barna
CTA Mr. Barna has been a registered Commodities Trading Advisor since
June 1997. From September 1998 to April 2001, Mr. Barna was Vice President
and Director of Systems and Trading for LBG Management, LLC a Commodity
Pool Operator and Commodity Trading Advisor. Mr. Barna has provided custom
trading third-party software packages to traders, analysts, investors,
money management firms, and brokerage houses worldwide. Mr. Barna is an
experienced programmer in a variety of languages, allowing him to continue
researching and developing AI and applying his findings to the financial
markets. Currently, Mr. Barna is President of Aaron Asset Management,
LLC, a money management firm that trades mechanical trading systems. According
to Futures Truth magazine's system ranking methodology, Mr. Barna has
either developed or is involved in the marketing of more top trading systems
than any other developer in the country.
Ziad Chahal
CTA Ziad Chahal, CTA, is a veteran developer of automated trading strategies
for individual investors seeking a disciplined approach to trading. Many
of his systems have been repeatedly ranked in the "Top Ten"
tables of Futures Truth Magazine. His trading systems are renowned for
their unusually high degree of statistical robustness and conservative
risk parameters. Mr. Chahal is guided by the maxim that successful traders
in all markets, and especially foreign exchange, must "prepare for
the future not the past."
Edward Clift
CTA Edward Clift, PhD, CTA, is a private money manager for institutional
and high net-worth clients. He holds a doctorate in communication theory
and has a broad range of expertise in visual information design, financial
risk management, and the philosophy of abstract social systems. His goal
is to help FX investors apply structured systems to their portfolios in
ways that yield higher quality returns than would otherwise be possible.
Trading
Style
The Alfa-MAXX system is a day
trading system where trend-following indicators intertwine with intraday
pivot points and time patterns. Alfa is an intraday trend following system.
Like any intraday system, Alfa needs high market volatility and clear
market direction to produce positive returns. If the market is not volatile
or not trending, Alfa will produce small gains that will not offset transaction
costs and losing trades. The system will lose consistently until market
volatility increases.
Key
Points
- Averaging
43 trades per month
- 5
crosses traded: USDCHF, USDCAD, EURUSD, GBPUSD, EURJPY
- Max
DD: $1295 (100,000 units traded)
- Dramatic
Stop Loss: $80 per trade
- Recommended
investment size: $5,000
- Back
testing done on 113904 periods (5min bars), 1161 trades
- Available
for lease for $100 a month per 100,000 units of currency traded
Backtested
Performance
Returns
are calculated on $5,000 fixed capital (recommended investment size)
| |
2001 |
2002 |
2003 |
2004 |
| Feb |
|
$106 |
$445 |
|
| Mar |
|
$26 |
$50 |
|
| Apr |
|
($7) |
$124 |
|
| May |
|
$303 |
$888 |
|
| Jun |
|
($10) |
$710 |
|
| Jul |
|
$528 |
$592 |
|
| Aug |
|
$592 |
$116 |
|
| Sep |
|
($632) |
$841 |
|
| Oct |
|
$372 |
$708 |
|
| Nov |
$75 |
$254 |
$397 |
|
| Dec |
$527 |
($383) |
$391 |
|
| Total |
$602 |
$608 |
$4,236 |
$1,285 |
| %
Return |
12.04 |
12.16 |
84.71 |
25.70 |
Notional Funding
on Account Size (% Returns)
| %
LW Recommended Acct. Min: 5 |
5 |
10 |
20 |
50 |
100 |
| Annual
Return (%) |
4.99 |
2.49 |
1.25 |
0.50 |
0.25 |
| Average
Drawdown (%) |
12.00 |
6.00 |
3.00 |
1.20 |
0.60 |
| Max.
Drawdown (%) |
25.90 |
12.95 |
6.48 |
2.59 |
1.30 |
Risk
Disclosure
Past performance is
not indicative of future results, as returns may very according to market
conditions. Trading in foreign exchange is speculative and may involve
the loss of principal; therefore, funds placed under management should
be risk capital funds that if lost will not significantly affect one's
personal financial well being. This is not a solicitation to invest and
you should carefully consider your financial situation as to the suitability
to your situation prior to making any investment or entering into any
transaction. |
| Click
to Top |
| Brix
System |
Developer
Team
Michael
Barna
CTA Mr. Barna has been a registered Commodities Trading Advisor since
June 1997. From September 1998 to April 2001, Mr. Barna was Vice President
and Director of Systems and Trading for LBG Management, LLC a Commodity
Pool Operator and Commodity Trading Advisor. Mr. Barna has provided custom
trading third-party software packages to traders, analysts, investors,
money management firms, and brokerage houses worldwide. Mr. Barna is an
experienced programmer in a variety of languages, allowing him to continue
researching and developing AI and applying his findings to the financial
markets. Currently, Mr. Barna is President of Aaron Asset Management,
LLC, a money management firm that trades mechanical trading systems. According
to Futures Truth magazine's system ranking methodology, Mr. Barna has
either developed or is involved in the marketing of more top trading systems
than any other developer in the country.
Ziad Chahal
CTA Ziad Chahal, CTA, is a veteran developer of automated trading strategies
for individual investors seeking a disciplined approach to trading. Many
of his systems have been repeatedly ranked in the "Top Ten"
tables of Futures Truth Magazine. His trading systems are renowned for
their unusually high degree of statistical robustness and conservative
risk parameters. Mr. Chahal is guided by the maxim that successful traders
in all markets, and especially foreign exchange, must "prepare for
the future not the past."
Edward Clift, CTA Edward Clift, PhD
CTA, is a private money manager for institutional and high net-worth clients.
He holds a doctorate in communication theory and has a broad range of
expertise in visual information design, financial risk management, and
the philosophy of abstract social systems. His goal is to help FX investors
apply structured systems to their portfolios in ways that yield higher
quality returns than would otherwise be possible.
Trading
Style
BRIX is a technical
breakout trading system. A technical indicator is used to inform the system's
logic that a breakout has occurred or is likely to occur from a calculated
pre-defined price. Brix will catch major trends and will struggle in more
uncertain range bound markets. If the market trends, Brix will catch most
of the trend and will have large winning trades. In range bound markets
or markets that change direction quickly, Brix will fail to adapt and
will have series of small losing trades. Like any long-term trend following
system, few trades are winners (35%), but winners are generally much bigger
than losers.
Key
Points
- Averaging
21 trades per year
- 5
pairs traded: USDJPY, EURUSD, NZDUSD, USDCHF, EURGBP
- Max
DD: $13,968 (traded in increments of 100,000 units)
- Dramatic
Stop Loss: $1,000 per trade
- Recommended
investment size: $20,000
- Back
testing done on 5,140 periods (daily bars), 293 trades
- Available
for lease for $100 a month per 100,000 traded
Backtested
Performance
Returns
are calculated on $20,000 fixed capital (recommended investment size)
| YEAR |
%
RETURN |
YEAR |
%
RETURN |
| 1990 |
15.70 |
2001 |
1.66 |
| 1991 |
27.45 |
2002 |
31.81 |
| 1992 |
17.56 |
2003 |
19.80 |
| 1993 |
-33.93 |
2004 |
|
| 1994 |
-5.55 |
2005 |
|
| 1995 |
36.73 |
2006 |
|
| 1996 |
29.88 |
2007 |
|
| 1997 |
60.24 |
2008 |
|
| 1998 |
35.99 |
2009 |
|
| 1999 |
6.83 |
2010 |
|
| 2000 |
29.53 |
2011 |
|
Notional Funding
on Account Size (% Returns)
| %
LW Recommended Acct. Min: 5 |
5 |
10 |
20 |
50 |
100 |
| Annual
Return (%) |
39.10 |
19.55 |
7.82 |
5.21 |
3.91 |
| Average
Drawdown (%) |
17.09 |
8.55 |
3.42 |
2.28 |
1.71 |
| Max.
Drawdown (%) |
139.68 |
69.84 |
27.94 |
18.62 |
13.97 |
Risk
Disclosure
Past performance is
not indicative of future results, as returns may very according to market
conditions. Trading in foreign exchange is speculative and may involve
the loss of principal; therefore, funds placed under management should
be risk capital funds that if lost will not significantly affect one's
personal financial well being. This is not a solicitation to invest and
you should carefully consider your financial situation as to the suitability
to your situation prior to making any investment or entering into any
transaction. |
| Click
to Top |
| Mkt
GEARSHIFT System |
Developer
Team
Joe
Krutsinger
CTA Joe Krutsinger began his futures and options career
over twenty-six years ago with ContiCommodity. He has worked in every
facet of the industry, and continues to be a prolific developer of trading
systems. He has developed proprietary trading programs for numerous clients
and brokerage firms and currently works directly with clients and brokerage
firms designing custom systems. Joe has been a trading system design consultant
since 1989 and teaches traders how to develop systems using state of the
art system automation software. Krutsinger was recognized as the Outstanding
Senior in Food Systems, Economics, and Management at Michigan State University
in 1973. A featured speaker and teacher at seminars and meetings worldwide,
Joe co-authored The Commodity Cookbook: Recipes for Success and was a
contributing author to High Performance Futures Trading: Lessons from
the Master . (Acclaimed as the 1990 book of the year in the 1990 Supertrader's
Almanac-Calendar edition). Joe has also been featured in the Future's
Learning Center's three video courses, Trading Systems 101, 102 and 103.
Mr. Krutsinger's book, The Trading Systems ToolKit was Fortune Book Club
Selection, and his book Trading Systems: The Secrets from the Master –
published by McGraw-Hill in 1997 – has been highly rated. His newest
book, Trading Systems Secrets: Selecting a Winning System , is in paperback.
Joe Krutsinger is a Commodity Trading Advisor, registered with the CFTC.
Trading
Style
Gearshift switches
between 2 modes: Range and Trending. The system holds itself in rangebound
markets and produces high returns in trending markets. Gearshift can produce
superior returns in both range bound and trending markets. However, the
volatility based model that switches between the 2 trading modes can fail
to understand the market properly. Consistent losses are then to be expected
until volatility comes back in line with the model assumptions.
Key
Points
-
115 Trades a month in average
- 5
cross traded: EURUSD, EURGBP, GBPUSD, USDJPY, USDCHF
- Max
DD: $3346 (100,000 units traded)
- Dramatic
Stop Loss: $200
- Recommended
investment size $10,000
- Back
testing done on 18,984 periods (60 minutes bars), 3055 trades
- Available
for lease for $150 a month or $300 per quarter per 100,000 units traded
Backtested
Performance
Returns are calculated
on $5,000 fixed capital (recommended investment size)
| |
2001 |
2002 |
2003 |
2004 |
| Feb |
|
($738) |
$821 |
|
| Mar |
|
($502) |
$2,225 |
|
| Apr |
|
($385) |
$2,845 |
|
| May |
|
($360) |
$1,264 |
|
| Jun |
|
($1,106) |
($906) |
|
| Jul |
|
$282 |
$79 |
|
| Aug |
|
$1,195 |
$1,340 |
|
| Sep |
|
($51) |
$1,165 |
|
| Oct |
|
($351) |
$618 |
|
| Nov |
$55 |
$556 |
$2,096 |
|
| Dec |
$195 |
($8) |
($2,023) |
|
| Total |
$250 |
($182) |
$8,146 |
$3,732 |
| %
Return |
2.50 |
-1.82 |
81.46 |
37.32 |
Notional Funding
on Account Size (% Returns)
| %
LW Recommended Acct. Min: 5 |
5 |
10 |
20 |
50 |
100 |
| Annual
Return (%) |
8.85 |
4.42 |
2.21 |
0.88 |
0.44 |
| Average
Drawdown (%) |
7.66 |
3.83 |
1.92 |
0.77 |
0.38 |
| Max.
Drawdown (%) |
66.92 |
33.46 |
16.73 |
6.69 |
3.35 |
Risk
Disclosure
Past performance is
not indicative of future results, as returns may very according to market
conditions. Trading in foreign exchange is speculative and may involve
the loss of principal; therefore, funds placed under management should
be risk capital funds that if lost will not significantly affect one's
personal financial well being. This is not a solicitation to invest and
you should carefully consider your financial situation as to the suitability
to your situation prior to making any investment or entering into any
transaction. |
| Click
to Top |
| Pronet |
Developer
Team
PRONET Independent
Investment Research plc (LSE:IIR) is a publicly-held company based in
London. Its operating subsidiary, Pronet Analytics.com Limited, is regulated
by the Financial Services Authority (FSA) in the UK. In the US the firm
is registered as an Investment Advisor with the SEC.
Focusing on foreign exchange and interest rate derivatives, Pronet provides
investment advice to clients such including Citigroup, Deutsche Bank,
Bank of America, Wells Fargo, CIBC and many others since 2000. No independent
ranking exists for analysts in the forex industry, but Pronet is highly
regarded in the marketplace and has been ranked in the top-5 firms for
the last three years by the industry's benchmark publication, FX Week.
The reputation of the firm stands on unequivocal and high-performing research
recommendations , which are based upon a skilled reading of the technical
condition of the market.
Pronet's unique format combines a live, streaming graphic with proprietary
indicators, overlaid with Graphiti(TM) (abbreviation for Graphics with
Integrated Text Intelligence). Graphiti is authored by Pronet's highly-rated
analysts, beginning at 07h00GMT and ending at 23h00 GMT. The service is
distributed by means of java-enabled browser, so it is available anywhere,
anytime.
Services
Pronet can
provide its services in two ways:
1. If you open
a new account with FXCM and with Pronet and meet a prespecified monthly
trading volume, you will get a discount on your Pronet subscription
costs.
You will pay your normal Pronet quarterly subscription costs at the
start of the quarter. At the end of the quarter, you will get a rebate
from Pronet according to your trading volume with FXCM (a $12,000,000
monthly trading volume (120 lots) will generate roughly a $1200 rebate
– equal to 100% of the monthly subscription cost). Rebates can
only be applied to Pronet subcriptions.
2. You may ask FXCM to execute selected Pronet recommendations on your
behalf. This service builds on Pronet's skilled reading of the technical
condition of the market, by adding a selected trading strategy which
is executed for you by FXCM, so allowing you to take advantage of technical
opportunities when you may not be personally available to trade. Mainly
intraday, this option may be a useful addition to your own longer term
strategies.
Intraday
Signals Key Points (automatic
execution program)
- 30pts
stops per trade
- Trade
size: 100,000 units of currency
- Maximum
of six positions at once
- Currencies
traded: EURUSD, GBPUSD, USDJPY, USDCAD, USDCHF, AUDUSD, EURJPY
- Recommended
minimum investment size: $20,000
|
| Click
to Top |
| Tzar
System |
Developer
Team
Michael
Barna
CTA Mr. Barna has been a registered Commodities Trading Advisor since
June 1997. From September 1998 to April 2001, Mr. Barna was Vice President
and Director of Systems and Trading for LBG Management, LLC a Commodity
Pool Operator and Commodity Trading Advisor. Mr. Barna has provided custom
trading third-party software packages to traders, analysts, investors,
money management firms, and brokerage houses worldwide. Mr. Barna is an
experienced programmer in a variety of languages, allowing him to continue
researching and developing AI and applying his findings to the financial
markets. Currently, Mr. Barna is President of Aaron Asset Management,
LLC, a money management firm that trades mechanical trading systems. According
to Futures Truth magazine's system ranking methodology, Mr. Barna has
either developed or is involved in the marketing of more top trading systems
than any other developer in the country.
Ziad Chahal
CTA Ziad Chahal, CTA, is a veteran developer of automated trading strategies
for individual investors seeking a disciplined approach to trading. Many
of his systems have been repeatedly ranked in the "Top Ten"
tables of Futures Truth Magazine. His trading systems are renowned for
their unusually high degree of statistical robustness and conservative
risk parameters. Mr. Chahal is guided by the maxim that successful traders
in all markets, and especially foreign exchange, must "prepare for
the future not the past."
Edward Clift
CTA Edward Clift, PhD, CTA, is a private money manager for institutional
and high net-worth clients. He holds a doctorate in communication theory
and has a broad range of expertise in visual information design, financial
risk management, and the philosophy of abstract social systems. His goal
is to help FX investors apply structured systems to their portfolios in
ways that yield higher quality returns than would otherwise be possible.
Trading
Style
The TZAR trading system
is a trend/contra-trend trading system using combination logic. The system
has the ability to switch from momentum-based to reversal-based and vice
versa each time it notes a change in the flow of predominant market conditions.
Tzar will typically catch most of the major trends but will get in the
trend later than standard trend following models. The strength of the
model remains in its ability to switch from trending to non-trending.
This allows Tzar to produce superior returns in range bound markets. However,
if the system logic fails to shift from range bound to trending at the
right time, periods of consistent losses are to be expected.
Key
Points
-
110 Trades a year in average
- 5
cross traded: AUDUSD, USDCAD, EURUSD, EURGBP, USDJPY
- Max
DD : $7,049 (100,000 units traded)
- Dramatic
Stop Loss: $900 per trade
- Recommended
investment size $20,000
- Back
testing done on 5,138 periods (daily bars), 1,477 trades
- Lease
$100 a month per 100,000 traded
Backtested
Performance
Returns are calculated
on $20,000 fixed capital (recommended investment size)
| YEAR |
%
RETURN |
| 2003 |
27.85 |
| 2002 |
31.80 |
| 2001 |
-5.80 |
| 2000 |
21.51 |
| 1999 |
24.54 |
| 1998 |
29.85 |
| 1997 |
41.52 |
| 1996 |
-5.52 |
| 1995 |
17.25 |
| 1994 |
19.75 |
| 1993 |
3.16 |
| 1992 |
-10.91 |
| 1991 |
20.93 |
| 1990 |
40.39 |
Notional Funding
on Account Size (% Returns)
| %
LW Recommended Acct. Min: 20 |
5 |
10 |
20 |
50 |
100 |
| Annual
Return (%) |
36.62 |
18.31 |
7.32 |
4.88 |
3.66 |
| Average
Drawdown (%) |
12.05 |
6.03 |
2.41 |
1.61 |
1.21 |
| Max.
Drawdown (%) |
70.49 |
35.25 |
14.10 |
9.40 |
7.05 |
Risk
Disclosure
Past performance is
not indicative of future results, as returns may very according to market
conditions. Trading in foreign exchange is speculative and may involve
the loss of principal; therefore, funds placed under management should
be risk capital funds that if lost will not significantly affect one's
personal financial well being. This is not a solicitation to invest and
you should carefully consider your financial situation as to the suitability
to your situation prior to making any investment or entering into any
transaction. |
Click to
Top
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