Vertical Solutions

Trading Systems & Strategies

Vertical Solutions S&P Trading Strategy

A low-leverage automated trading strategy for the S&P futures with low drawdowns and consistent returns from January 1997 through November 2009. The strategy is down 2.0% year to date in 2009.

Average Annual Return since January 1997: 25.9%

Sharpe Ratio: 1.03

Leverage: Max 2.0, Average: 1.1, see notes

Max Peak-to-Trough Drawdown: -7.4%

This strategy is available to managed accounts through Pacific Futures & Capital - Contact Bryan Thurston (800.640.3372).

This strategy is available for licensing by funds, partnerships and money managers. Contact Henry Carstens (503-701-5741) for more information.

This strategy's signals are available to individuals via a monthly subscription...

More strategy information...

THERE IS A RISK OF LOSS IN FUTURES TRADING. ADDITIONALLY, 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 OF 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 WHICH CAN ADVERSELY AFFECT TRADING RESULTS.