Aztec Commodity Trading System

All the material in this section is based on hypothetical performance. The following disclaimer should be carefully reviewed. Additionally, prospective clients should be aware that futures trading involves considerable risk, and you can lose money.
NOTICE: "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 IN 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 OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

Aztec is a multi-commodity, shorter-term trading system. In contrast, Aberration which is another TradeSystem, Inc. multi-commodity system is longer-term than Aztec. Aztec uses trend and volatility cues in the market to make trading decisions, and is really two systems in one. In Mode 1, the system is almost always in the market, alternating between long and short positions. In Mode 2, the system uses a similar entry logic, but only takes trades in the direction of the longer-term trend. Mode 1 enters on a stop, while Mode 2 enters and exits on the open (like Aberration does). Both modes use a volatility-based protective stop.

Performance Overview

The following is a breakout of Mode 1 and Mode 2 performance in the groups:

GroupMode 1Mode 2
ProfitProfit Per TradeProfitProfit Per Trade
Grains$84,850$44$169,954$191
Meats$70,348$51-$67,686-$127
Softs$679,337$242$202,720$261
Metals$472,733$321$219,242$214
Energies$362,781$321$275,575$603
Currencies$409,746$141$499,602$646
US Financials$293,399$269$239,493$461
Foreign Financials$156,867$108$178,612$336
Stock Indices$221,068$245$42,063$122
Total$2,751,136$166$1,759,579$300



Commodity Tradeables

Grains
 ProfitProfit/TradeMode
Corn28,7502902
Soybeans48,5981211
Soymeal16,0241242
Wheat15,3501232
KC Wheat30,5252782
Rough Rice43,0207172
 
Total GroupProfit182,267
PPT197
 
 
Currencies
ProfitProfit/TradeMode
Yen146,7823381
Swiss Franc135,3131,1762
British Pound157,1173141
Dollar Index67,5156962
Mex. Peso11,3502982
Australian $18,3992092
EuroCurrency36,6401601
 
Total GroupProfit573,116
PPT382
 
 
Foreign Financials
ProfitProfit/TradeMode
Australian Bond28,7852822
Euro-Notionnel Bond41,0675782
Canadian Govt. Bond7,2581052
Euro-Bund23,0104182
Long Gilt23,2362172
Spanish Bond27,8092172
Swiss Bond14,3673502
Simex Japan. Bond13,0693042
 
Total GroupProfit178,601
PPT336
 
 
Energy
ProfitProfit Per
Trade		Mode
Crude Oil68,0157242
Natural Gas133,7707771
Heating Oil52,5231431
Unleaded Gas77,9373081
Propane53,9829312
 
Total GroupProfit386,227
PPT409
  
Metals
 ProfitProfit/TradeMode
Copper44,6061251
Silver113,7162571
Palladium25,7202182
London Al. Alloy11,4552342
Lond. Nickel168,2371,4132
 
Total GroupProfit363,734
PPT335
 
 
Softs
ProfitProfit/TradeMode
Coffee362,2255201
Cotton76,3862571
Sugar46,8401081
 
Total GroupProfit485,451
PPT336
 
 
US Financials
ProfitProfit/TradeMode
Bonds87,0023521
10-Yr Note87,4183831
5-Yr Note37,1716192
2-Yr Note34,8006112
EuroDollar36,2623732
Muni-Bond65,4007972
 
Total GroupProfit348,053
PPT451
 
 
Meats
ProfitProfit/TradeMode
Live Hogs36,9361021
Pork Bellies70,0952111
 
Total GroupProfit107,031
PPT154
 
 
Stock Indices
ProfitProfit/TradeMode
Nikkei111,9001,8652
 
Total GroupProfit111,900
PPT1,865


Hypothetical Disclaimer

All performance figures in this Aztec performance piece are based on hypothetical trades. For Mode 1 performance, $100 per trade was deducted for slippage and commission, while $75 per trade was deducted for Mode 2 trades. The CFTC notice concerning hypothetical performance should be noted.

NOTICE: "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 IN 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 OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.



System Disclosure

The Aberration system is a fully disclosed system, and we at TradeSystem, Inc. fully understand the desirability of releasing disclosed systems. However, the widespread software piracy of trading systems that is taking place on the internet has caused us to take precautions. It is unfortunate that the same people who pay for trading software diminish its effectiveness by freely distributing it. Aztec is being distributed as a "black box" system, the rules are not fully disclosed. A non-disclosure agreement will have to be signed for purchase. The purchaser will have to agree that he won't transfer, distribute, or disclose the rules, manual, or software. This step is distasteful to us, but any purchaser who intends to trade it for his account alone should have no problem with the disclosure agreement.

What You Get

With Aztec purchase, you will receive the following:
  • A manual that details the past performances of each mode o include trade summaries for each, and shows how to trade the system with a small, medium or large account, or in conjunction with the Aberration portfolios.
  • A standalone, Windows-based program that allows backtest and signal generation for the daily-bar system.
  • A standalone, Windows-based program that allows backtest of Aztec, Aberration, and Aberration Plus. Integrated portfolios can be tested as was done for this promotional piece.
  • TradeStation code for Aztec.
  • Full support.