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Dear RT's,
Here are 2 more of the top 10:
3.DCS ll-Available since 1990.Max drawdown of $20,000 with an average profit of $22,000 per year.Don't like the win loss ratios but there has been only one year,1996, where it did not make a profit.1996 appears to be about break-even.It is no Holy Grail but certainly acceptable at $995.
4.Dollar Trader-Available since 1991.Maximum drawdown is$6670 with $4644 average annual profit.Trades by appointment.It lost money in 1993 and 1996.I think it is good for adding to an existing portfolio but I am not in favor of it as a stand alone system.
That's it for now .More to come.
Mechanically yours,
John
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Originally From: John Cappello <jvc689@xxxxxxx>
Subject: Futures Top 10 Mechanical Trading Systems
Date: 01/23/98 03:46pm
Rear RT's,
Many of you have asked for my input re. the Top 10.Here goes:
1. Time Trend lll-An S&P sytem available in 1988 withaverage per year gain of $19,593.Based upon amax. drawdown of$25,073, I believe it will require margin plus that or about $50,000 onthe data as presented to safely trade.A 40% av. return on such ahigh risk market is unacceptable.
2.Culler Currency System-Released in 1989 it trades SF &JY.
Average per year gain is$7529 and max. drawdown is$16,000 est.The system had what appears to be a losing year in 1992 and a no win year in 1994 and 1996.Not my idea of a winner.Margin plus drawdown also makes the rate of return unattractive.
These are the top 2.I'll do more if there is interest in the rest of the "Top 10 Trading Systems OF all Time".
Mechanically yours,
John
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