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Aberration-24-Full-Jan-15 100%

Stepped Parameter Summary Performance Test 1 Annual Ending Balance CAGR% MAR Modified Sharpe Sharpe 2,117,509.88 31.99% 0.81 1.10 0.91 Max Total Equity DD 39.3% Longest Drawdown # Trades 22.7 666 Yearly Performance Summary Year Days 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 Closed Balance 366 365 365 365 366 365 365 365 366 365 365 End Total Equity Total Equity Gain Gain % # Trades 140,645.13 148,220.48 240,105.87 339,769.92 706,756.80 719,392.29 1,113,447.87 1,418,083.21 1,778,151.98 1,352,374.91 2,117,509.88 142,641.30 162,609.78 257,526.32 367,125.04 739,489.34 722,351.82 1,158,828.75 1,448,288.66 1,804,017.07 1,546,036.51 2,117,509.88 42,641.30 42.6% 19,968.48 14.0% 94,916.54 58.4% 109,598.72 42.6% 372,364.30 101.4% -17,137.52 -2.3% 436,476.94 60.4% 289,459.91 25.0% 355,728.42 24.6% -257,980.56 -14.3% 571,473.37 37.0% 52 63 57 63 59 54 58 65 63 56 76 Instrument Performance Summary Symbol AD ALS BAX BL2 CGB CON COX DA2 EBL EBM ED ES FEI FV GC2 HG2 JA2 KPO LGO MAW MAY MFX NBB NE PA2 PL2 RS RY Wins 9 9 5 0 10 8 9 14 9 10 5 6 3 5 6 9 5 7 7 8 10 3 5 8 8 6 9 5 % Losses 52.9% 37.5% 33.3% 0.0% 52.6% 42.1% 45.0% 63.6% 50.0% 47.6% 35.7% 28.6% 21.4% 29.4% 66.7% 75.0% 62.5% 43.8% 53.8% 36.4% 62.5% 50.0% 62.5% 30.8% 50.0% 35.3% 52.9% 45.5% % Trades Win Months 8 47.1% 15 62.5% 10 66.7% 2 100.0% 9 47.4% 11 57.9% 11 55.0% 8 36.4% 9 50.0% 11 52.4% 9 64.3% 15 71.4% 11 78.6% 12 70.6% 3 33.3% 3 25.0% 3 37.5% 9 56.3% 6 46.2% 14 63.6% 6 37.5% 3 50.0% 3 37.5% 18 69.2% 8 50.0% 11 64.7% 8 47.1% 6 54.5% 17 24 15 2 19 19 20 22 18 21 14 21 14 17 9 12 8 16 13 22 16 6 8 26 16 17 17 11 113 94 105 130 103 96 89 107 114 98 105 101 102 108 125 127 120 108 124 97 105 128 114 92 114 111 99 121 % Loss Months 85.6% 71.2% 79.5% 98.5% 78.0% 72.7% 67.4% 81.1% 86.4% 74.2% 79.5% 76.5% 77.3% 81.8% 94.7% 96.2% 90.9% 81.8% 93.9% 73.5% 79.5% 97.0% 86.4% 69.7% 86.4% 84.1% 75.0% 91.7% 19 38 27 2 29 36 43 25 18 34 27 31 30 24 7 5 12 24 8 35 27 4 18 40 18 21 33 11 % Avg.

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