Aberration Mid-Size Portfolio & ASCENDX

The Aberration Mid-Size Portfolio is suitable for accounts in the $30,000 to $50,000 range. It contains the following commodities: Corn, Rough Rice, Live Cattle, Cotton, Sugar, Lumber, Palladium, London Aluminum Alloy, Crude Oil, Natural Gas, the Dollar Index, Japanese Yen, T-Notes, and the Euro-Notionnel Bond. The following graph shows two equity curves: the Aberration Mid-Size Portfolio performance with a risk level of $3,000, and Aberration trading the Mid-Size Portfolio with a risk level of $3,000 and ASCENDX trading one E-Mini contract of both the daily-bar and hourly-bar systems.

Mid-Size Aberration Portfolio & Mid-Size ASCENDX

The following breakout shows the year-by-year performance:

These results show that by trading one E-Mini contract on both the daily-bar and hourly-bar ASCENDX systems in conjunction with the Aberration Mid-Size Portfolio, profitability is increased from $23,986 to $32,826 per year (more than 37 percent increase) with no increase in average drawdown ($12,424 versus $12,242).

Aberration Full-Size Portfolio & ASCENDX

The Aberration Full-Size Portfolio is suitable for accounts in the $50,000 to $100,000 range. It contains the following commodities: Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee, Palladium, London Aluminum Alloy, London Copper, Crude Oil, Natural Gas, Propane, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, the Euro-Notionnel Bond, the Euro-Bund, and the Nikkei stock index. The following graph shows two equity curves: the Aberration Full-Size Portfolio performance with a max risk level of $3,000 per trade, and Aberration trading the Full-Size Portfolio with a risk level of $3,000 and ASCENDX trading two E-Mini contracts of both the daily-bar and hourly-bar systems.

Full-Size Aberration Portfolio & Full-Size ASCENDX

The following breakout shows the year-by-year performance:

These results show that by trading two Mini contracts of both the daily-bar and hourly-bar ASCENDX systems in conjunction with the Aberration Full-Size Portfolio, profitability is increased from $38,610 to $53,291 per year, or 38 percent, without an average drawdown increase.

Aberration Global Portfolio & ASCENDX

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, Rough Rice, 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-Notionnel Bond, the Euro-Bund, Five Year Notes, Two Year Notes, Australian Bond, Canadian Bond, Muni-Bond, Spanish Bond, and the Nikkei stock index. The following graph shows two equity curves: the Aberration Global Portfolio performance with a 2 percent risk per trade, and Aberration and ASCENDX with a 2 percent risk per trade. Note that return and drawdown are expressed in percentage terms.

Global Aberration Portfolio & Global ASCENDX

The following breakout shows the year-by-year performance:

These results show that by trading both the daily-bar and hourly-bar ASCENDX systems in conjunction with the Aberration Global Portfolio, profitability is increased from 77.00 to 99.69 percent per year, or 29 percent, with a slight average drawdown decrease (from 14.99 percent to 14.12).

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.”