Rule-Based Trading Systems

[positiontrader]

Strategy/Model Performance
231 % average annual returns (2X)

TimerTrac has verified that the strategies below are actual.


Chart from 6/17/2008 2:00:00 PM to 9/17/2008 2:00:00 PM


Note: One or more of the strategies have specified a "delay" in
the number of days before the strategy is shown to the public.
The chart's end date has been adjusted to accommodate the largest delay
(1 days, specified by TMG Merlin).
Strategy Tracked Date Range:
TMG Merlin: 6/4/2007 - Present

Risk Table
Period 6/17/2008 through 9/17/2008
NDX10 'TMG
Std Dev 27.41 53.02
Down Std Dev 19.59 34.10
Ulcer Index 14.88 0.59
MaxDD Peaks -17.66 -15.75
MaxDD Entry -17.25 -4.59
Beta (NDX100) 1.00 -0.08




Performance Table
Period 6/17/2008 through 9/17/2008
(
NDX10 'TMG
AR/Std Dev -1.93 4.37
AR/Down SD -2.70 6.80
AR/MaxDD Pk -2.99 14.71
Alpha 1.00 1.29
Sharpe Ratio 0 4.35


Correlation Table
Period 6/17/2008 through 9/17/2008
NDX10 'TMG
NDX10 1.00 -0.23
'TMG -0.23 1.00

Period 6/17/2008 through 9/17/2008

NDX10 'TMG
Monthly Returns
Jun 2008 -6.88 -1.89
Jul 2008 0.66 27.38
Aug 2008 1.27 -4.56
Sep 2008 -12.82 13.43
Average -4.44 8.59
Best Month 1.27 27.38
Worst Month -12.82 -4.56
Quarterly Return
2nd Q 2008 -6.88 -1.89
3rd Q 2008 -11.14 37.90
Average -9.01 18.00
Best Quarter -6.88 37.90
Worst Quarter -11.14 -1.89
Annual Returns
Part Year 2008 -17.25 35.29
Total Returns
Total Return -17.25 35.29
Ann Return -52.82 231.73