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Overview Baseline Performance Stand-Alone Trading with Aberration Starter Mid-Size Full-Size Global Trading with IMASTER Trading with Both System Disclosures Disclaimer TradeSystem Home |
These results show that by trading one E-Mini S&P contract with I-Master in conjunction with B-Master on a 10-year note, profitability is increased from $16,577 to $25,989 per year (more than a 50 percent increase) with a only a small increase in average max drawdown ($6,343 to $6,675). I-Master Trading One Each S&P and NASDAQ E-Mini, and | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| I-Master: S&P & NASDAQ E-MINI Portfolio | I-Master & B-Master | |||||||||||||
| Year | Max Profit | Max Drawdown | Max Profit | Max Drawdown | ||||||||||
| 1996 | 17158 | 4223 | 40495 | 4433 | ||||||||||
| 1997 | 24748 | 10081 | 47238 | 7839 | ||||||||||
| 1998 | 21215 | 10840 | 35718 | 8295 | ||||||||||
| 1999 | 17458 | 10591 | 22074 | 12512 | ||||||||||
| 2000 | 187231 | 13209 | 215844 | 12724 | ||||||||||
| 2001 | 54286 | 10396 | 71125 | 12225 | ||||||||||
| 2002 | 35766 | 5544 | 30820 | 13182 | ||||||||||
| 2003 | -2299 | 13320 | 26915 | 13664 | ||||||||||
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These results show that by trading one S&P and one NASDAQ contract with I-Master in conjunction with B-Master on a 10-year note and Muni-bond, profitability is increased from $44,445 to $61,279 per year (more than a 37 percent increase) with a only a small increase in average max drawdown ($9,776 to $10,609).
For accounts greater than $100,000, Large Account Money Management rules are recommended. 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 recommended I-Master/B-Master portfolio is: the S&P, NASDAQ, Russell 2000 and Madcap 400 contracts with I-Master, and the 10-year note, Muni-bond, and 30-year bond contracts with B-Master. The following breakout compares I-Master alone on it's traceable with the I-Master/B-Masterportfolio. Note that return and drawdown are expressed in percentage terms.
| I-Master Portfolio | I-Master & B-Master | |||||||||||||
| Year | Max Profit | Max Drawdown | Max Profit | Max Drawdown | ||||||||||
| 1996 | 7.0 | 8.5 | 41.4 | 9.9 | ||||||||||
| 1997 | 59.3 | 6.4 | 112.7 | 6.1 | ||||||||||
| 1998 | 23.0 | 12.6 | 51.1 | 18.4 | ||||||||||
| 1999 | 36.1 | 7.1 | 58.8 | 10.6 | ||||||||||
| 2000 | 100.5 | 5.9 | 175.8 | 7.5 | ||||||||||
| 2001 | 75.3 | 10.0 | 108.8 | 10.0 | ||||||||||
| 2002 | 77.9 | 5.9 | 71.2 | 9.0 | ||||||||||
| 2003 | 19.4 | 20.9 | 53.0 | 19.2 | ||||||||||
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These results show that by trading B-Master system in conjunction with the I-Master, profitability is increased from 49.8 to 84.1 percent per year, (a 69 percent increase in profitability), with an increase in average drawdown from 8.7 percent to 11.3 percent, a 30 percent increase.