Maxim Overview

 

Maxim utilizes a simple, single piece of logic.  The details of this trading rule are proprietary.  We have never seen any similar logic traded or mentioned in any book, interview, or article; thus Maxim should have a very low correlation to other systems.

 

As with all of our systems, both the Buy and Sell signal are mirror images of each other.  Maxim is not optimized for a buy or sell bias.  Similarly, exits are exactly the same for both long and short trades.

 

Maxim trades on average six times per month.  Maxim does hold positions overnight, and is subject to overnight risk. 

 

Our view is that a robust Stock Market Index trading system should trade well across multiple indices without any modification.  Although future success is never guaranteed, we feel this additional level of robustness provides the best likelihood of future success.  While designed strictly on SP500 Index data, Maxim meets this stringent requirement.

 

All hypothetical results below include a thirty dollar per trade slippage and broker fee allowance.

 

Bold figures represent hypothetical results achieved with live client signals.

 

 

 

EMini Hypothetical Periodical Returns: Monthly

 

SP500

DJIA

Russell

Nasdaq

MidCap

 

 

 

 

 

 

2007

$8,107.00

$7,515.00

$14,605.00

$5,260.00

$12,745.00

 

 

 

 

 

 

Aug 07

$2,407.50

$1,775.00

$3,335.00

$1,440.00

$3,005.00

Jul 07

$522.00

$1,410.00

$1,710.00

$140.00

$2,030.00

Jun 07

$1,722.50

$1,300.00

$3,700.00

$1,060.00

$3,800.00

May 07

$290.00

$1,220.00

($70.00)

$565.00

$1,140.00

Apr 07

$1,052.50

$230.00

$940.00

$450.00

$90.00

Mar 07

$612.50

$385.00

$2,040.00

$700.00

$440.00

Feb 07

$332.50

$295.00

$580.00

$35.00

$600.00

Jan 07

$1,167.50

$900.00

$2,370.00

$870.00

$1,640.00

Dec 06

$1,117.50

$840.00

$1,750.00

$1,210.00

$850.00

Nov 06

$1,777.50

$1,465.00

$4,490.00

$995.00

$2,810.00

Oct 06

($620.00)

$70.00

($120.00)

$450.00

($980.00)

Sep 06

($860.00)

($875.00)

($1,800.00)

($570.00)

($1,510.00)

Aug 06

$1,242.50

$950.00

$3,710.00

$1,000.00

$3,310.00

Jul 06

$997.50

$725.00

$2,550.00

$310.00

$1,970.00

Jun 06

$535.00

$555.00

$920.00

$1,205.00

$1,660.00

May 06

$845.00

$680.00

$1,850.00

$610.00

$1,050.00

Apr 06

$492.50

$345.00

($1,400.00)

($195.00)

$860.00

Mar 06

$675.00

$130.00

$2,530.00

$470.00

$1,710.00

Feb 06

($302.50)

($875.00)

($830.00)

($5.00)

($1,010.00)

Jan 06

($195.00)

($20.00)

($460.00)

($490.00)

($90.00)

 

 

 

 

 

 

 

EMini Hypothetical Periodical Returns: Annual

 

SP500

DJIA

Russell

Nasdaq

MidCap

2006

$5,717.50

$3,990.00

$13,190.00

$4,990.00

$10,630.00

2005

$7,067.50

$4,165.00

$10,270.00

$2,570.00

$5,190.00

2004

$8,720.00

$8,980.00

$9,945.00

$5,165.00

$4,245.00

2003

$7,997.50

$7,805.00

$9,185.00

$8,630.00

$7,115.00

2002

$15,465.00

$6,455.00

$13,680.00

$8,875.00

$11,700.00

2001

$9,447.50

 

 

$12,920.00

 

 

 

 

 

 

Emini Hypothetical Maximum Drawdown

(Intra-day Peak to Valley)

SP 500

DJIA

Russell

Nasdaq

MidCap

($3,272.50)

($2,755.00)

($4,310.00)

($4,350.00)

($4,030.00)

 

 

Markets constantly change, and as such Maxim will be updated periodically to take into account evolving conditions.  Such updates will happen on average once per year. 

 

As of September, 2007 we have a full year of actual results.  As such, hypothetical results will not be updated moving forward.  To view actual results click on the ‘Results’ link on the site menu.

 

 

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Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication:

THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.  UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.  ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY.  SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

 

 

 

Last updated August 31st, 2007.

 

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