Performance

Trading performance summarised as percentage return on closed trade equity.  Traded Triple Screen until November 2009, then “System One” mechanical trendfollowing methodology.  Break from trading from November 2010 until October 2011.

Maximum drawdown was 36.91% in May 2012.  This was during a period of trading seven instruments with a risk per trade of 4%.  Trading portfolio reassessed in line with risk and volatility in July 2012.  Natural Gas, Live Cattle and Gold were added, and Lean Hogs were removed.  The instruments traded are:

Financials

Eurodollar

US 10 Year Treasury Note

Grains

Corn

Energy

US Light Sweet Crude

Natural Gas

Livestock

Live Cattle

Metals

Gold

Currencies

USD/JPY

EUR/USD

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