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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. 2012 Year To Date (System): +10.00% (Version 6.0)
2011 Year To Date (Actual): 0%
2011 S&P: 4.6%
BladeTrader 4.4 Performance Against S&P: +5.40% 2011: +7% (System) +.4%(Actual) 2010: +42% (Actual) 2009: +49% (System) 2008: +5% (System) 2007: +20% (System)
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| Market Action | |
A fresh and calm start to the new year gave the market reason to simply float higher. With a quick jump at the open to the year, the market is being ignored and that is a good thing.
Volume has been relatively light, but the COT broke down on Friday of last week (1/27) and an "out" position for the long was called for prior to open of the 30th.
Look for some consolidation over the next two weeks as we have a Non-Farm payrolls report and EU issues come to light,especially related to Greece.
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| Commentary
Closing the 2011 Year | |
It took a while but the results were very great, but I put in the pessimistic result of the 2011 returns rather than what the model actually reported which was +10.00%, but since this was not an actual result (which was .4%) we went with an assumption that if we take out some of the best positive days if we still beat the S&P then they system will perform well throughout 2012.
The results of 2010 were good, and 2011 saw a shift to options and a modification to the algorithm; however, this algorithm did not prove fruitful and as such all the algorithms have been updated with the 2001-2010 algorithmic items. In other words, we returned to the original algorithm and will move forward with that (thought it has been updated to handle accounts and other items necessary to offer it to clients).
Look to a great 2012!
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| 2012
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 Great results again. I want to apologize for the delay, it was very difficult tracking down the issue related to the porting of the software to other systems, but once it was identified, 2011 looked much better.
We will start trading again, once we get a "Green light" because we have hit a neutral sign on the 27th, and therefore we will have to wait until we get either a SELL or LONG before we commit our first trade. Its been over 6 months of testing, options testing, and algorithmic testing and I am anxious to simply get back to regular trading. All development will stop at this point and we will let it run for the rest of the year. We are currently at 10% and above the S&P by nearly 6%.
I will communicate another email this weekend for what we can do next for everyone and again I apologize for the long delay, it was a difficult 2011 not so much for the markets, but for the development and introduction of additional features to the system.
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Sincerely,
Edward Zaremba
Trizen Systems, Inc.
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| | | BladeTrader Version 6.0 | | Version 6.0 has been releasted |
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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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