Dynamic System performance
Our trend following trading system gives trading signals for the S&P 500 stock index. We use this system to manage funds successfully since 1999.
Trading strategy and objective
Dynamic System signals significant junctures in the market with a combination of momentum analysis and trend patterns. The objective is to follow trends that last weeks to months with limited risk, and secure profits as the trend evolves.
Performance and expense figures
| Risk & Return Ratios | |
|---|---|
| Average annual return: | 49.76% |
| Maximum historical drawdown: | 5.47% (2009) |
| Expenses & Fees | |
|---|---|
| Recurring subscription: | $39 per quarter |
| Management fee: | none |
| Performance/incentive fee: | none |
| Cancellation fee: | none |
No risky investments
We do not trade exotic products such as options, futures, or warrants. With ETFs we have the flexibility to scale according to our account size.
No day trading
Dynamic System generates a dozen or less signals per year to catch only the very big trends in which we stay in for weeks to months.
Monthly performance figures: SPY*
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | 2.35% | 2.58% | -0.04% | 0.00% | 1.63% | 8.81% | 1.55% | 0.00% | 7.80% | 16.52% | -2.45% | 0.00% | 44.41% |
| 2009 | 5.84% | 14.39% | -4.46% | 5.67% | 5.85% | 0.62% | 11.32% | 3.69% | 4.37% | 3.17% | -0.79% | 0.00% | 60.54% |
| 2010 | 5.01% | -1.86% | 5.64% | 1.17% | 5.82% | 7.16% | -2.05% | 3.54% | 3.37% | 3.82% | -0.03% | 6.20% | 44.33% |
| 2011 | 2.28% | 3.46% | 1.14% | -1.68% | -1.62% | -1.40% | -2.41% |
* Performance figures exclude dividend proceeds.
Monthly performance figures: EUR/USD
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | 0.36% | 0.86% | 2.64% | 4.47% | -4.44% | 0.00% | 6.09% |
 |
 |
 |
 |