Performance Trading All Automated Programs Jan 2007-Dec 2016

Start Balance $750,000.00
Cumulative Net Profit $2,909,965
Largest Drawdown ($22,993.75)
Best Year 2008   +76.08% $570,608
Worst Year 2007  +17.34% $130,071
2007-2016 Average   +38.85% $290,996
30 December 2016   +47.17% $353,798

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This portfolio trades 16 trend following and 16 range trade systems. Cumulative net gain is calculated trading 1 contract per system, no compounding of positions and withdrawing all net profits annually. Greatest net drawdown is calculated from highest high to lowest low marked to the market daily prior to recovery and a new high.

Below are links to full disclosure of all 32 trading systems. The spreadsheets include all supporting historical price data, every order generated 2007-2016, every trade entry, offset, gain or loss enabling you to verify past performance and monitor trades moving forward.

Systems & Spreadsheets Average Annual Largest Drawdown Cumulative Net Gain Net Profit 2007-2016
Gold $51,731 ($26,538) $517,315 $57,611
gc01t $14,946 ($16,313) $149,456 $25,167
gc02t $19,047 ($21,466) $190,472 $9,608
gc01r $8,658 ($16,939) $86,576 $12,153
gc02r $9,081 ($22,835) $90,811 $12,583
S&P 500 $33,413 ($14,363) $334,125 $38,863
es01t $6,959 ($14,750) $69,588 $6,538
es02t $6,065 ($18,538) $60,650 ($8,513)
es01r $10,309 ($11,438) $103,088 $33,900
es02r  $10,080 ($14,913) $100,800 $6,938
Eurodollar $21,448 ($10,469) $214,479 ($2,434)
eur01t $7,322 ($8,469) $73,218 ($4,089)
eur02t $7,709 ($10,313) $77,093 ($1,970)
eur01r  $3,160 ($8,663) $31,600 $1,800
eur02r $3,257 ($8,019) $32,569 $1,825
Swiss Franc $19,529 ($7,080) $195,289 $19,215
chf01t $6,786 ($12,274) $67,857 $11,782
chf02t  $3,820 ($7,207) $38,199 ($2,268)
chf01r $3,521 ($7,864) $35,213 $738
chf02r  $5,402 ($7,277) $54,020 $8,964
Japanese Yen $21,811 ($7,474) $216,292 $16,773
jpy01t $6,269 ($5,596) $62,166 $6,811
jpy02t $6,923 ($6,514) $68,649 $10,480
jpy01r $4,859 ($8,387) $48,190 $129
jpy02r $3,760 ($9,213) $37,287 ($648)
Apple $55,349 ($12,686) $553,495 $76,865
aapl01t $20,959 ($11,395) $209,586 $48,635
aapl02t $12,530 ($9,640) $125,301 $18,160
aapl01r $11,897 ($12,060) $118,972 $8,750
aapl02r $9,964 ($7,576) $99,637 $1,320
Google A $43,859 ($9,526) $438,589 $93,898
googl01t  $16,373 ($8,423) $163,729 $22,595
googl02t $14,283 ($5,689) $142,834 $19,919
googl01r $6,752 ($7,017) $67,517 $33,791
googl02r  $6,451 ($8,356) $64,509 $17,593
JP Morgan $43,656 ($11,250) $436,555 $47,290
jpm01t $9,248 ($14,070) $92,480 $23,730
jpm02t $10,602 ($12,350) $106,020 $1,850
jpm01r $9,946 ($15,120) $99,460 $6,050
jpm02r $13,860 ($16,190) $138,595 $14,280

You can set your account up to automatically trade any possible combinations of the 32 systems in this portfolio.

The study below takes the daily “out of sample” performance for the 32 systems traded in this portfolio then ranks the combinations by life of program reward on risk.

Click here for the spreadsheet. (Reward on risk = life of program total net profit divided by maximum life of program drawdown)

Contact us  if you would the 2007-2016 monthly/daily performance statements for any set number (vertical column G on the spreadsheet)

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Cumulative net gain is calculated trading 1 contract per system, no compounding of positions and withdrawing all net profits annually. Greatest net drawdown is calculated from highest equity high to lowest low marked to the market daily prior to recovery and new equity high.

Provide your email here to receive a daily report disclosing current positions, mark-to-market performance, entries, protective stops and profit objectives, an example of the orders report is linked here.

Risk control

Should any trading program’s drawdown increase by 50% the program is shut down. Example if the previous worst case drawdown between 2007-2017 is $15,000 and the drawdown increases to $22,500 the program is shutdown, clients are notified and given the choice to change strategy/managers or liquidate.

Clients can also establish a “maintenance balance” for their account at any time. Should the account fall below the maintenance balance as of the settlement of any day my team will automatically liquidate all positions on or before the next close and report back to the client, more on maintenance balances.

Schedule an online review and we’ll answers your questions and provide you supporting links for verification.

Peter Knight Asset Investment Management
All funds are held in segregated accounts
Financial Safeguard System
Brokerage firms

Accounts can be funded and maintained in any major currency
Orders for your account can be placed and monitored automatically by my team
Allocations can be modified at any time (adding or subtracting strategies/markets)
Maintenance balances can be modified at any time
Mark-to-market valuation are online
A report of positions and balance is emailed daily
Liquidity in portion or all is 2 to 48 hours

Opening instructions for accounts $10,000 to $500,000 USD.

Opening instructions  for accounts $500,000 or more USD.

Regards,
Peter Knight Advisor
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Asset Investment Management

Family Office, Advisors

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