Introducing Rhythm

With predetermined hotzones, we can precisely pinpoint where a market could turn around. This is how we trade the rhythm of the trends.


How it Works

* Average risk per trade (difference between entry price and initial stop-loss)
** Average return per trade based on the entry and exit price
*** Industry performance is based on the Altegris 40™ Index.

The objective is to grow capital as aggressively as we protect it.

Rhythm detects significant junctures of the S&P 500 and enters a position at the beginning of an ensuing long-term trend. We protect capital with an initial stop-loss order and adjust it as the trend evolves.


Win to loss ratio

Year Win/Loss Risk* Return**
2008 2 / 0 1.43% 17.66%
2009 5 / 2 2.00% 7.25%
2010 10 / 2 1.37% 3.41%
2011 6 / 5 1.53% 1.29%
2012 1 / 2 1.34% 8.34%
2013 0 / 0 0.00% 0.00%
2014 2 / 0 1.19% 4.64%
2015 2 / 3 1.53% 0.45%

Monthly performance figures

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
20082.35%2.58%-0.04%0.00%1.63%8.81%0.90%-1.55%9.94%16.52%-2.45%0.00% 44.06%
20095.84%14.26%0.66%0.79%5.85%0.17%11.32%3.69%4.37%5.03%-2.76%0.00% 60.06%
20105.02%-5.05%5.65%1.17%6.08%7.24%-0.19%3.17%3.37%3.82%0.00%6.13% 42.21%
20112.33%3.47%1.25%-1.70%0.00%0.02%0.61%3.58%0.00%2.80%-3.14%-1.79% 7.41%
20124.64%4.34%2.77%-1.99%1.55%-2.08%2.34%2.51%1.99%-0.78%1.26%-0.79% 16.63%
20135.12%1.28%3.34%1.92%2.36%-1.85%5.17%-3.00%2.66%4.63%2.96%2.04% 29.69%
2014-2.00%0.00%0.00%2.49%2.32%1.58%-0.21%4.31%-1.28%0.00%0.00%0.00% 7.27%
2015-0.86%4.13%-2.01%0.98%1.29%-1.63%0.00%3.42%3.06%-2.53%1.25%-3.17% 3.67%

Performance figures exclude dividend proceeds.