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TRADING B-MASTER WITH ABERRATION THE MID-SIZE PORTFOLIO
The Aberration Mid-Size Portfolio is suitable for accounts in the
$30,000 to $50,000 range. It contains the following commodities: Corn, Kansas
City Wheat, Live Cattle, Cotton, Sugar, Lumber, Palladium, London Copper,
Crude Oil, Natural Gas, the Dollar Index, Japanese Yen, T-Notes, and the
Euro-Bund. The following breakout compares the Aberration Mid-Size
Portfolio performance versus Aberration trading the Mid-Size Portfolio,
minus it's interest rate members, and B-Master trading one
10-year note and one Muni-bond contract.
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Mid-Size Portfolio |
Mid-Size Plus B-Master |
| Year | Max Profit | Max Drawdown | Max Profit | Max Drawdown |
| 1980 | 7043 | 6381 | 7043 | 6381 |
| 1981 | 35450 | 5467 | 35450 | 5467 |
| 1982 | 2620 | 12611 | 2746 | 12902 |
| 1983 | 12510 | 13269 | 9185 | 10963 |
| 1984 | 22757 | 5861 | 24389 | 5568 |
| 1985 | 24925 | 9919 | 44417 | 8385 |
| 1986 | 32030 | 12840 | 35042 | 19300 |
| 1987 | 22911 | 12161 | 61059 | 12533 |
| 1988 | 4553 | 16088 | 23816 | 15494 |
| 1989 | -2430 | 11845 | 12755 | 10276 |
| 1990 | 46342 | 12379 | 47912 | 10806 |
| 1991 | 32622 | 15666 | 43947 | 11653 |
| 1992 | 12618 | 16012 | 9193 | 17100 |
| 1993 | 36587 | 14062 | 41129 | 12404 |
| 1994 | 60317 | 5528 | 53253 | 7250 |
| 1995 | 42355 | 10432 | 39361 | 17286 |
| 1996 | 22011 | 15304 | 45242 | 14418 |
| 1997 | 18380 | 20096 | 38032 | 12670 |
| 1998 | 19282 | 16101 | 26351 | 12224 |
| 1999 | 22279 | 12526 | 19100 | 15692 |
| 2000 | 27260 | 35416 | 55503 | 26408 |
| 2001 | 15265 | 16843 | 31119 | 13160 |
| 2002 | 26830 | 11510 | 11495 | 14041 |
| 2003 | -10398 | 25566 | 26275 | 11335 |
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| Mid-Size Port. Profit Per Year: | $22,398 |
| Mid-Size Port. Avg. Max Drawdown Per Year: | $14,001 |
| Mid-Size + B-Master Profit Per Year: | $31,129 |
| Mid-Size + B-Master Avg. Max Drawdown Per Year: | $12,736 |
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These results show that by trading one B-Master contract of the
10-year note and Muni-bond, in conjunction with the Aberration Mid-Size
Portfolio, minus it's two interest rate instruments, profitability is increased
from $22,325 to $31,129 per year (more than a 38 percent increase) with a decrease
in average drawdown ($14,001 versus $12,736).
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