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Hello and Welcome,
Welcome to the new Trizen Systems newsletter. This will be the new format for discussing our algorithmic trading systems and other information. Bi-weekly updates will include Actual Profits/Losses, Commitment of Traders, Articles and Actual Trading screen shots. Pass this along to anyone that you feel would like to understand more about the financial markets, derivatives, and how to trade them successfully.
2011 Year To Date (System): -3.00% (Version 3.3)
2011 Year To Date (System): +7.00% (Version 4.4)
2011 Year To Date (Actual): +0.40% 2011 Year To Date Options (Actual): +0.00%
2011 S&P: 0%
BladeTrader 4.4 Performance Against S&P: +4.00%
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| Market Action | |
Lets review our last comment:
"Overall, we still feel 1250 is the target for the year as Black Friday appeared to be very positive with shoppers buying exactly what they wanted versus "boom" years in which shoppers went blindly into stores buying anything at a discount. This is good news for America as we get back to normal spending patterns along with saving."
Our 1250 target was right on for 2011. We should see similar performance in 2012 with a test of 1375 potentially and another difficult summer bringing the S&P to to finish out at 1300 for 2012.
Update 1/16/2012: No change to our target mark in the S&P.
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| Commentary
Closing the 2011 Year | |
It was a really long week and a lot of late nights and the number crunching continues. The servers are going night and day recalculating all of our projections from 2001 to today. There was an issue in porting code from one server to another and 2011 was in fact using an outdate library. In April of 2011 something wasn't right, but it was not identified until this past month. At the time, in the second year of the system running, I was curious as to why the numbers weren't better. Regardless, the issue has been found and I am ensuring that the port (moving code from version to version and box to box) will be successul this time.
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| 2012
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 I am still not done with 2011! Largely because of the porting issues mentioned above. I want to make sure we start everything off great in 2012. The numbers for 2011 are roughly the 7% above but the porting issue makes the 2008 numbers really bad, and this needs to be reviewed and reconsiled with prior code bases. We will start trading again Feb 1 and will report against the S&P normally.
On another note, shorting is really, really, difficult. I do not recommend this for anyone that wants to get a good nights sleep. To that effect, we will have our normal Actual and System reporting (if they're out of synch) but will also offer a Long Only reporting. Shorting provides extra yield in a given year, but is very difficult for many to suffer through those times when a market is going straight up--so, for those that may only be interested in being Long, there will be a seperate accounting for that.
Look to another email this next weekend as I sort everything out to make sure the code bases are checked and numbers are accurate.
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Sincerely,
Edward Zaremba
Trizen Systems, Inc.
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| | | BladeTrader Version 4.0 | | Version 4.0 is now fully automated requiring now daily Close of Business intervention. |
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U.S. Government Required Disclaimer - Commodity Futures Trading Commission Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures, stocks or options on the same. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.
CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT 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 PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE, SUPPORT AND TEXTS. OUR COURSE(S), PRODUCTS AND SERVICES SHOULD BE USED AS LEARNING AIDS ONLY AND SHOULD NOT BE USED TO INVEST REAL MONEY. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS SHOULD BE YOUR OWN. ALL INVESTMENT RECOMMENDATIONS ARE BEING MADE REGARDLESS OF PERSONAL PORTFOLIO CONSIDERATIONS. ALL RECOMMENDATIONS ARE DERIVED FROM A SYSTEM OF TRADING VIA AUTOMATION AND OPERATIONAL RULES AND NO PREFERENCE IS GIVEN TO ANY INDIVIDUAL'S PORTFOLIO REQUIREMENTS.
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