1. Daily Equity and Leverage Curves (Back Testing)
1.1. January 1999 - December 2012 (back testing - hypothetical)
2. Daily Position Size Graphs (Back Testing)
2.1. NZDUSD, USDCAD and GBPUSD Position Size Graphs (September 2006 - August 2011)
2.2. EURUSD, USDCHF and USDNOK Position Size Graphs
2.3. EURSEK, AUDUSD and USDSGD Position Size Grpahs
1.1. Daily Equity Curve - Jan 1999 - Dec 2012 (back testing - hypothetical)
Below is given the hypothetical growth of $1,000 - Value Added Monthly Index (VAMI), from 01/1999 to 12/2012 (back testing 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 OF 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 WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
2.1. NZDUSD, USDCAD and GBPUSD Position Size Graphs (Back Testing)
In the graphs below you can see how the system adjusts position sizes in different currency pairs. All positions are in base currency units (NZD for the NZDUSD pair, USD for the USDCAD pair etc.), normalized for a $50,000 account NAV and a standard drawdown risk of 11%. We scale up position sizes proportionally to net asset value (NAV), but do resist the temptation to over leverage our trading, which is a recipe for a disaster.
2.2. EURUSD, USDCHF and USDNOK Position Size Graphs (Back Testing)
2.3. EURSEK, AUDUSD and USDSGD Position Size Graphs (Back Testing)
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FOREX TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS. 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. Please see the complete Risk Disclosure. |
