Overview

Baseline
Performance


Stand-Alone

Trading with
Aberration

     Starter
     Mid-Size
     Full-Size
     Global

Trading with
IMASTER

Trading with
Both

System Disclosures

Disclaimer


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TRADING B-MASTER WITH ABERRATION
THE GLOBAL PORTFOLIO


The Aberration Global Portfolio is suitable for accounts greater than $100,000. The portfolio is traded with two money-manager strategies: a fixed percent of equity is risked on each trade (for this example, 2 percent is used) and profit-taking is used on the multiple lot trades to smooth the equity return. The Global Portfolio contains the following commodities: Corn, Kansas City Wheat, Bean Oil, Live Cattle, Cotton, Sugar, Lumber, Coffee, Palladium, London Aluminum Alloy, London Copper, London Nickel, Crude Oil, Natural Gas, Propane, Heating Oil, Unleaded Gas, the Dollar Index, Japanese Yen, Swiss Franc, British Pound, Euro-Currency, Mexican Peso, Canadian Dollar, T-Notes, the Euro-Bund, Five Year Notes, Two Year Notes, Eurodollar, the Australian Bond, British Long Gilt, Muni-Bond, and the Nikkei stock index. The following breakout compares the Aberration Global Portfolio performance with a 2 percent risk per trade, and Aberration, less the five US interest rate futures, and B-Master trading the 10-year note, Muni-bond, 30-year bond, five-year note and two-year note with a 2 percent risk per trade. Note that return and drawdown are expressed in percentage terms.

Mid-Size Portfolio Mid-Size Plus B-Master
YearMax
Profit
Max
Drawdown
Max
Profit
Max
Drawdown
198043.36.442.86.0
198171.76.067.95.8
198255.714.046.412.3
198324.216.524.414.4
198452.114.847.115.7
198599.613.5123.011.0
198643.814.749.915.1
1987132.118.0172.711.2
198843.610.169.813.2
198921.318.334.415.7
1990155.09.5156.86.8
199198.617.0113.016.0
199241.427.635.625.9
199376.012.0100.713.3
1994149.911.5104.711.6
1995108.513.588.216.4
199642.321.5103.215.4
199744.916.896.212.5
1998104.821.3124.016.3
1999100.720.6160.214.0
200057.224.2100.213.1
200123.020.329.718.3
200237.821.116.920.3
2003-36.460.04.643.4
 
Global Port. Profit Per Year:66.7 %
Global Port. Avg. Max Drawdown Per Year:18.0 %
Global + B-Master Profit Per Year:80.2 %
Global + B-Master Avg. Max Drawdown Per Year:   15.3 %

These results show that by trading B-Master system in conjunction with the Aberration Global Portfolio, profitability is increased from 66.7 to 80.2 percent per year, (more than a 20 percent increase), with a 15 percent decrease in average drawdown (from 18.0 percent to 15.3).