Grains Swing Soybeans Tradestation
Hypothetical Performance Summary * Selective Entry, Hold Overnight, Hold Over Weekend, $ 400 Profit Target No Slippage or Commission * Electronic market 08/01/2006 - 09/30/2016
THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CAN NOT BE FULLY ACCOUNTED FOR IN THE PREPARATION
OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS
One Million Dollar
Portfolio Hypothetical Performance Summary For trading starting on November 9, 2016 Performance through February 28, 2017 $ 25 Round Turn Slippage and Commission
IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES
BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
NinjaTrader 7 SR CounterTrend
Silver Hypothetical Performance Summary * Data settings 12/05/2006 — 03/27/2017 * First trade signal is on 07/25/2007 * No Slippage and Commission has been added Price is not required to trade through the limit order
To put these numbers into perspective, I created two
hypothetical performance measures and placed 100 teachers into one of four equally - sized performance categories, «A» being high and «D» being low.
For the avoidance of doubt, any
backtested hypothetical performance chart assumes the portfolio is adjusted and rebalanced only monthly and does not consider slippage or transaction costs.
Stock Index Swing
Trade Hypothetical Performance Summary E-mini S&P (ES) Base System, Exits on Friday afternoon, traded on day session RTH bars only (not 24 hour session), no stop loss or profit target overnight.
Tradestation Hypothetical Performance Summary VIX Swing E-mini S&P, Money Management Algorithm Version * Data settings 11/01/1997 — 03/27/2017 No Slippage and Commission has been added Price is not required to trade through the limit order
THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CAN NOT BE FULLY ACCOUNTED FOR IN THE PREPARATION
OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN
One Million Dollar
Portfolio Hypothetical Performance Summary For trading starting on March 1, 2017 Performance through March 31, 2017 $ 25 Round Turn Slippage and Commission
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.
Tradestation 9.5 SR CounterTrend
Silver Hypothetical Performance Summary * Data settings 12/05/2006 — 03/27/2017 * First trade signal is on 02/27/2007 * No Slippage and Commission has been added Price is not required to trade through the limit order
Grains Swing Soybeans Tradestation
Hypothetical Performance Summary * Aggressive Entry, Hold Overnight, Hold Over Weekend, No Profit Target No Slippage or Commission * Electronic market 08/01/2006 - 09/30/2016
Despite the limitations of
hypothetical performance, these hypothetical performance results may allow clients and Financial Advisors to obtain a sense of the risk / return trade - off of different asset allocation constructs.
General:
Hypothetical performance should not be considered a guarantee of future performance or a guarantee of achieving overall financial objectives.
Hypothetical performance results have inherent limitations.
Hypothetical performance should not be considered a guarantee of future performance or a guarantee of achieving overall financial objectives.
For more information about the risks to
hypothetical performance, please see the Risk Considerations below.
NinjaTrader 7
Hypothetical Performance Summary 1/1/2006 - 12/27/2017 No Slippage or Commission, Fill Limit Orders When Price Trades Through
SR CounterTrend II Nine Market Portfolio
Hypothetical Performance Summary $ 25 Round Turn Slippage and Commission
NinjaTrader 7
Hypothetical Performance Summary 1/1/2006 - 12/27/2017 No Slippage or Commission, Fill Limit Orders When Touched
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.
Tradestation
Hypothetical Performance Summary VIX Swing E-mini S&P * Data settings 11/01/1997 — 03/27/2017 No Slippage and Commission has been added Price is not required to trade through the limit order
One Million Dollar Portfolio
Hypothetical Performance Summary through September 27, 2016 $ 25 Round Turn Slippage and Commission For trading between September 28, 2016 - November 8, 2016
NinjaTrader 8
Hypothetical Performance Summary VIX Swing E-mini S&P, Money Management Algorithm Version * Data settings 1/1/2006 — 12/26/2017 No Slippage and Commission has been added Price is not required to trade through the limit order
MultiCharts 10
Hypothetical Performance Summary 12/05/2006 - 05/19/2017 No Slippage or Commission, Price is not required to trade through the limit order
NinjaTrader 8
Hypothetical Performance Summary VIX Swing E-mini S&P * Data settings 1/1/2006 — 12/26/2017 No Slippage and Commission has been added Price is not required to trade through the limit order
Grains Swing Soybeans Tradestation
Hypothetical Performance Summary * Aggressive Entry, Hold Overnight, Hold Over Weekend, No Profit Target No Slippage or Commission * Pit market 08/17/1984 — 07/31/2006
Grains Swing Soybeans Tradestation
Hypothetical Performance Summary * Selective Entry, Hold Overnight, Hold Over Weekend, No Profit Target No Slippage or Commission * Pit market 8/17/1984 — 7/31/2006
Grains Swing Soybeans Tradestation
Hypothetical Performance Summary * Selective Entry, Hold Overnight, Hold Over Weekend, $ 400 Profit Target No Slippage or Commission * Pit market 8/17/1984 — 7/31/2006
Soybeans DayTrader III NinjaTrader 8
Hypothetical Performance Summary 08/01/2006 - 12/26/2017 No Slippage or Commission
25K Portfolio
Hypothetical Performance Summary For Start of Trade on March 25, 2018.
Tradestation
Hypothetical Performance Summary 5/13/2001 - 05/04/2017 No Slippage or Commission, Fill Limit Orders When Touched