MeanSwing II EMD-A Trading System
|***Past performance may not be necessarily indicative of future results.
To learn more about this system,
contact Highground Systems Consultant at 312 604-3040 or E-mail us »
These results are based on 1 contract,
with a starting balance of $15,000.
Monthly subscription $100 per
contract and commission $30/RT
are included in the profit/loss calculation.
Risk per Trade:
Developer Fee per contract:
$100.00 Monthly Subscription
MeanSwing II is a mean-reversion (countertrend) swing trading strategy designed for stock indices, and the exact same code is used for every market. This strategy utilizes twenty high-probability signals and takes a position when a sufficient number of them are long or short. It averages 1 trade per month per market with the average trade lasting 5 trading days. The strategy has a protective trailing stop-loss order (the smaller of a volatility based trailing stop or $5000 fixed money management trailing stop) and uses market or stop market orders to ensure real-time trades will be filled (no partial orders, unfilled limit orders, etc.). Disclaimer: the placement of stop-loss orders will not necessarily limit your losses to the intended amounts, since market conditions may make it impossible to execute such orders.
|MeanSwing II EMD-A
||Tracked Since: January 30, 2014
|Rates of Return:
|Avg Annual Return:
|Total # of Trades:
|Winning # of Trades:
|Max Month-to-Month DrawDown*:
Aug,14 to Oct,14 (55.42%)
*** See Definitions below.
Latest Closed Trades (updated daily after 4pm)
Note: Latest closed trades do not account for commissions or fees. Striker displays latest closed trades to make it easier for clients to compare their statements to reporting.
Actual Performance Data
Life of System
||Net Points ||Profit/Loss
|January 30, 2014
||Net Points ||Profit/Loss
||Net Points ||Profit/Loss
Maximum Draw Down
The biggest deciline of equity over a specific period of time. Peak to valley
is the difference between a high point of equity and the next lowest point of
equity over a number of trades on the monthly basis.
Purpose: This indicator is used to help analyze the risk of an account.
How to use: The Maximum Draw Down is a tool for the portfolio selection process. It is used as a risk measure and allows individuals to get an indication about how an account might react to a trend of falling prices.
Measures the return earned in excess of the risk-free rate on a portfolio to the portfolio's total risk. The prior month's 90 Day T-Bill Rate is used as risk-free rate.
Purpose: Like other risk-adjusted ratios, the Sharpe Ratio compares the returns to a specific measure of risk. Here, the standard deviation is used. The Sharpe Ratio helps evaluate the potential returns in light of the underlying risk.
How to use: The Sharpe Ratio is used to evaluate the quality rather than the quantity of the returns of a security or a portfolio of securities. The higher the value of the indicator, the better the quality of the returns on a risk/reward basis.
A risk-adjusted ratio given by dividing the returns on a security by the Maximum Draw Down (the biggest consecutive loss) for the same period.
Purpose: Like other risk-adjusted ratios, the Sterling Ratio compares the returns to a specific measure of risk. Here, the Maximum Draw Down is used. The Sterling Ratio helps evaluate the potential returns on a security in light of the underlying risk.
How to use: The Sterling Ratio is used to evaluate the quality rather than the quantity of the returns on a security or a portfolio of securities. The higher the value of the indicator, the better the quality of the returns on a risk/reward basis.
System Performance Disclosure:
"System Description" is based upon information obtained from specific
system marketing documents, system developers and/or system vendors themselves.
While the information is believed to be reliable, we cannot guarantee its completeness
Actual Monthly Performance
The table and charts represent the monthly/quarterly/annual summation of actual
trades based on system-specified contract(s) executed through Striker Securities,
Inc. using the referenced trading system or system vendor for the stated time
period. Commissions and monthly vendor fees are deducted from the tabulation.
This table is presented for information purposes only and is not a solicitation
for the referenced system or vendor. Striker Securities, Inc. as a matter
of policy has no financial relationship with the referenced system or vendor
or any other trading system or vendor. PAST PERFORMANCE IS NOT INDICATIVE OF
FUTURE RESULTS. The results indicated here may or may not be typical of the performance
of this system and, ALTHOUGH WE BELIEVE THIS INFORMATION TO BE ACCURATE, HIGHGROUND TRADING MAKES
NO ENDORSEMENT OF THIS OR ANY SYSTEM NOR WARRANTS ITS PERFORMANCE. This is not
the only trading system that Striker Securities,
Inc. executes for its clients. Potential traders should carefully investigate,
evaluate and compare trading systems before investing capital. Some or all trading
systems may involve an inappropriate level of risk for potential traders. It
is the nature of commodity trading that where there is the opportunity
for profit, there is also the risk of loss. In opening an account with Highground Trading,
Customer acknowledges and agrees that he/she will rely solely upon the information
that Highground Trading provides to you. Thus, all prior third-party materials
provided are superseded by the information and disclosures provided by Highground Trading.
Important Information About this Trading System Analysis
Statistics, tables, charts and other information on trading system monthly performance
are based on actual trading unless otherwise specified. Actual dollar and percentage
gains/losses experienced by investors would depend on many factors not accounted
for in these statistics, including, but not limited to, starting account balances,
market behavior, developer fees, incidence of split fills and other variations
in order execution, and the duration and extent of individual investor participation
in the specified system. Other expenses such as exchange fees, nfa fees, transaction
fees, software or system costs are not accounted for herein, and will affect
investors net results in actual trading. While the information and statistics
given are believed to be complete and accurate we cannot guarantee their completeness
or accuracy. Performance information is not the performance of a single account,
but a compilation of several accounts over time, and is based on the physical
trading ticket. THIS INFORMATION IS PROVIDED FOR EDUCATIONAL/ INFORMATIONAL PURPOSES
ONLY. These results are not indicative of, and have no bearing on, any individual
results that may be attained by the trading system in the future.
This trading system, like any other, may involve an inappropriate level of risk for prospective investors. THE RISK OF LOSS IN TRADING COMMODITY FUTURES AND OPTIONS CAN BE SUBSTANTIAL AND MAY NOT BE SUITABLE FOR ALL INVESTORS. Prior to purchasing or leasing a trading system from this or any other system vendor or investing in a trading system with a registered commodity trading representative, investors need to carefully consider whether such trading is suitable for them in light of their own specific financial condition. In some cases, futures accounts are subject to substantial charges for commission, management, incentive or advisory fees. It may be necessary for accounts subject to these charges to make substantial trading profits to avoid depletion or exhaustion of their assets. In addition, one should carefully study the accompanying prospectus, account forms, disclosure documents and/or risk disclosure statements required by the CFTC or NFA, which are provided directly by the system vendor and/or CTA's.
The information contained in this report is provided with the objective of "standardizing" trading
systems performance measurements, and it is intended for educational /informational
purposes only. All information is offered with the understanding that an investor
considering purchasing or leasing a system must carry out his/her own research
and due diligence in deciding whether to purchase or lease any trading system
noted within or without this report. This report does not constitute a solicitation
to purchase or invest in any trading system which may be mentioned herein. HIGHGROUND TRADING AND STRIKER SECURITIES,INC. MAKES NO ENDORSEMENT OF THIS OR ANY OTHER TRADING
SYSTEM NOR WARRANTS ITS PERFORMANCE. THIS IS NOT A SOLICITATION TO PURCHASE OR
TO ANY TRADING SYSTEM.
Copyright © 2011 - 2018 Striker Securities, Inc. All rights reserved.
Disclaimer The risk of trading can be substantial and each investor and/or trader must consider whether this is a suitable investment. Past performance is not necessarily indicative of future results.
Futures Trading Disclaimer:
Transactions in securities futures, commodity and index futures and options on
futures carry a high degree of risk. The amount of initial margin is small relative
to the value of the futures contract, meaning that transactions are heavily "leveraged".
A relatively small market movement will have a proportionately larger impact
on the funds you have deposited or will have to deposit: this may work against
you as well as for you. You may sustain a total loss of initial margin funds
and any additional funds deposited with the clearing firm to maintain your position.
If the market moves against your position or margin levels are increased, you
may be called upon to pay substantial additional funds on short notice to maintain
your position. If you fail to comply with a request for additional funds within
the time prescribed, your position may be liquidated at a loss and you will be
liable for any resulting deficit.