Ready-Set-Go Introduction

Note: Click on buttons under <Ready-Set-Go System> on left side bar to view individual commodity P&L details, the equity curve, and suggested portfolios.

The Ready-Set-Go system is so named because it requires a very specific 3-part market action to enter the markets (1-Ready, 2-Set, 3-Go). Ready-Set-Go is a long term breakout system that identifies and trades off of significant failure swing pivot points for entry signals. It has a trailing stop based on a volatility-filtered channel, a percent profit retention stop, and a money management stop.

The significant pivot points for the entry points and the channel size and volatility filter for the exit are all adaptive and change based on the strength of the underlying trend. Ready-Set-Go position lengths extend from a week or two if you are quickly stopped out to up to 6 months or a year in a few cases. It averages about 3-4 trades per year per commodity trading weekly data and is only in the market 50 - 60% of the time.

The following table displays the track record summary obtained by applying the Ready-Set-Go system to the standard 21-commodity portfolio from 1/1/1970 - 6/30/2008 and includes $100 per trade for commissions and slippage.

Total Net Profit          1,665,100.00  
Gross Profit              3,983,742.00  Gross Loss               -2,318,642.00
 
Total # of Trades             2,766.00  Percent Profitable              44.03%
Number Winning Trades         1,218.00  Number Losing Trades          1,548.00
Largest Winning Trade        80,440.00  Largest Losing Trade         -4,660.00
Average Winning Trade         3,270.72  Average Losing Trade         -1,497.83
Ratio AvgWin/AvgLoss              2.18  Average Trade                   601.99
 
Avg Days Winning Trade           10.90  Avg Days Losing Trade             4.90
Avg Days (win + loss)             7.50  
 
Max Drawdown                 43,506.00