Futures trading involves substantial risk, and is not suitable for all investors.
Shown Below is how our Futures Trading system has performed in the past drawn from the Trade Station Platform
Because these charts are the results of trading signals generated in the Trade Station Platform rather than orders placed in an actual account, the data and charts are to be deemed hypothetical in nature.
Please Click Here to Read This Important Disclaimer Regarding Hypothetical Results
The first charts below is drawn from a simulated account trading all 42 markets we generate signals for with position sizing and risk always calculated from a hypothetical constant One Million Dollar trading account. This hypothetical account is the baseline account from which we generate our nightly orders.
They are a composite of the daily equity gain or loss of each markets assuming each trade was executed at the exact prices we sent in our nightly orders.
Futures Equity 2010
Now these results based on the constant $1,000,000 account are fine and dandy you may say, but what about smaller accounts who cannot trade all 42 markets based with position sizing and risk based on a simulated account. Also what about accounts who's equity has run ups and drawdowns?
With the largest accounts they can still follow the one million dollar base and position size appropriate to their changing equity fluctuations, but for the smaller accounts we have the following recommended portfolios.
Recommended Portfolios for Turtle Trading System Revised 2010
$10k to $19k Account Size (5 Markets)
Note: On 11/25/2010 we added Five Year Notes and removed EuroDollar from this portfolio. (last ED results were the exit on 11/8, first FV results were from the 12/2 entry)
Corn
Eurodollars
Five Year Notes
Lean Hogs
Lumber
Sugar |
$20k to $29k Account Size (8 Markets)
Note: On 11/25/2010 we added Five Year Notes and removed EuroDollar from this portfolio. (last ED results were the exit on 11/8, first FV results were from the 12/2 entry)
Corn
Dow Jones (mini)
Eurocurrency (mini)
Eurodollars
Five Year Notes
Lean Hogs
Lumber
Orange Juice
Sugar
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$30k to $39k Account Size (12 Markets)
Bean Oil
Canadian Dollar
Corn
Crude Oil (mini)
Euro Currency (mini)
Feeder Cattle
Five Year 2otes
Live Hogs
Lumber
Orange Juice
Sugar
S&P (mini) |
$40k to $49k Account Size (15 Markets)
Canadian Dollar
Corn
Crude Oil (mini)
Eurodollar
Feeder Cattle
Gold
Japanese Yen (mini)
Lean Hogs
Lumber
Orange Juice
Soybeans
Sugar
Swiss Franc
Ten Year Notes
S&P (mini) |
Note: The smaller accounts under $50,000 should always trade just one contract in each of the markets listed. Once the account balance is above $50,000 in equity, it becomes more efficient to begin trading multiple contracts in certain markets according to the money management formulas outlined in the course materials.
This is done by calculating position sizes using appropriate “N” for each market.
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Shown Below are how some of these hypothetical model portfolios performed in 2010
A system's performance during other time periods not shown may be more or less profitable, or even unprofitable. Because these charts are the results of trading signals generated in the Trade Station Platform rather than orders placed in an actual account, the data and charts are to be deemed hypothetical in nature.
Please Click Here to Read This Important Disclaimer Regarding Hypothetical Results
These results are drawn from a simulated account trading one contract per market based on the above listed portfolios
2010 10k - 19k Portfolio
2010 20k - 29k Portfolio
2010 30k - 39k Portfolio
2010 40k - 49k Portfolio
Past performance, whether actual or indicated by simulated historical tests of strategies, is not indicative of future results.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
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recommended, and neither does or will review, certify, endorse, approve,
disapprove or recommend, any trading software tool that is designed to be
compatible with the TradeStation Open Platform." |
