The information contained within this website is provided with the objective of “standardizing” our trading system performance, and is intended for informational purposes only. It should not be viewed as a solicitation for the referenced system . As past performance does not guarantee future results, these results may have no bearing on, and may not be indicative of, any individual returns realized through participation in this or any other investment. No part of this website should be considered apart from the Disclosure Documents and disclaimers contained herein.
Every effort has been made to ensure that the information on this website is accurate and complete, but neither TradingSystem.org, nor our officers, principals, employees or agents shall be liable to any person for any losses, damages, costs or expenses (including, but not limited to, loss of profits, loss of use, direct, indirect, incidental or consequential damages) resulting from any errors in, omissions of or alterations to the information. The foregoing shall apply regardless of whether a claim arises in contract, tort, negligence, strict liability otherwise.
In instances where qualitative judgments are issued, the opinions expressed are that of the author, and may not necessarily reflect those of TradingSystem.org, their respective subsidiaries, affiliates, officers or employees. You are urged to draw your own conclusions from the data and analysis presented here and elsewhere.
Alternative Investment Risk Statements
The risk of loss in trading commodity futures contracts and options, whether on one’s own or through a letter of direction, can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. You may sustain a total loss of the initial margin funds and any additional funds that you deposit with your broker to establish or maintain a position in the commodity futures market.
Any specific investment or investment service contained or referred to in this website may not be suitable for all investors. You should not rely on any of the information as a substitute for the exercise of your own skill and judgment in making such a decision on the appropriateness of such investments.
Finally, the ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect investor performance.
We recommend investors visit the Commodity Futures Trading Commission (“CFTC”) website at the following address before trading: http://www.cftc.gov/cftc/cftcbeforetrade.htm
3rd Party Trading System Developer
Trading Systems are automated computer programs which issue buy and sell signals for customer accounts, and as such; may not react to changes in market conditions as a human manager might. Trading systems can be subject to substantial commission charges and costs for the purchase or lease of the system. While commissions charged by the brokers is included in all reports, the license fee which TradingSystem.org collects is not included.
Use of our trading system is at the investors own risk and you acknowledge and agree that TradingSystem.org is not responsible for any shortcomings, errors in charging or billing, misrepresentations, or any other wrongdoing on the part of the TradingSystem.org. TradingSystem.org recommends investors review our policies regarding privacy, billing, errors and omissions, etc. before deciding to lease one of our trading systems.
When evaluating the information found on our site and in any promotional material, please keep a few things in mind. As a third party developer, TradingSystem.org is not required to register with the CFTC, claiming the self-executing exclusion from registration granted by the CFTC, rule 4.14(a)(10). Posted returns, advertising material to include the website have not been audited by any government agency. Results posted may not be representative of the experience of other clients.
The mention of a trading systems performance (i.e. P20K Trading System did well) is based on TradingSystem.org’s direct experience in trading this system and reflects all available information as of the time and date of the publication
CTAs and Managed Forex
The performance data for the various Trading Systems listed throughout this website are compiled from various sources, including Tradestation Performance Reports, Walk-Forward Analysis, Live Returns and estimates based on projected premiums using the VIX as a look up table. Unless otherwise noted, the performance numbers are from back-testing and/or walk-forward. When mentioning hypothetical returns, this is in reference to back-tested models which have significant limitations. Walk-Forward refers to a “Post Optimization” results and Live refers to actual returns seen in our tracked live accounts.
While the information and statistics given are believed to be complete and accurate, we cannot guarantee their completeness or accuracy. As a term and condition of your use of this website, you expressly hold harmless and waive any claim you have or may have as a result of any of the information and statistics provided by third parties contained on this website being incomplete or inaccurate.
The trading system performance on this website is calculated via trades generated on three data sets: 1. Backtested, 2. Real-Time, and where available 3. Live Fills.
Backtested Trades are generated by running a trading system backwards in time, and seeing what trades would have been done in the past when applied to backadjusted data. Real-Time Trades are generated by running the trading system forwards on data each and every day, and logging the trades as they happen in real time day after day. Client Fill Trades are generated by tracking the actual buy and sell prices we received in our Live account.
Client fill results are used to calculate monthly returns for any month in which clients were trading for the entire month, real time fills for those months in which there are no client fills for the entire month, and computer generated fills for those months occurring before we loaded the system onto our trade servers. The results are hypothetical in that they represent returns in a model account. The model account rises or falls by the single contract profit and loss achieved by the system in whichever data set is available. The hypothetical model account begins with the initial capital level listed, and is reset to that amount each month. The percentage returns reflect inclusion of commissions, slippage, fees, and but not the cost of the system which can fluctuate from time to time. The monthly cost deduction = number of monthly trades * listed commission + listed slippage value.
The trading system performance data on this website may change at any time without warning due to several circumstances, including but not limited to refreshes of market data used to calculate system signals, upgrades or changes to the system code by its developer, changes to the minimum investment amount, commissions, or slippage estimates, and more.
The actual percentage gains/losses experienced by investors will vary depending on many factors, including, but not limited to: starting account balances, market behavior, the duration and extent of investor participation (whether or not all signals are taken) in the specified system, and money management techniques.
Please note that the method of resetting the model account to the initial value at the start of each month creates a track record which is representative of the simple returns for each time period, but that it does not, by definition, show how returns would compound over time. Should an investor following said program trade a single contract indefinitely without also resetting their account to the initial capital amount each month, their performance will differ from the performance detailed herein.
Please read carefully the CFTC required disclaimer regarding hypothetical results below.
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.