ULTRA Financial Systems

The 10% of the time that the Nasdaq 100 (NDX)
Appreciates at a 150% Annual Rate.

CVR

The CVR system identifies periods when the NDX appreciates at 152% annual rate.

Starting Date: 03/17/88
Ending Date: 04/17/03
Winning Trades: 57.79% ( 13.2 per year)
Max. Drawdown:: -19.90% on 06/11/02 (NDX -82.9% on 10/07/02)
Total Gain: +719.52% (NDX +497.86%)
CAR: +14.96% (a)
Percent Invested: 9.85% (b)
CAR While Invested: +151.99% (c)
Ulcer Index: 4.29 (NDX 29.1)

As you can see, this system is only invested 9.85% (b) of the time but during that time the NDX appreciates at a +151.99% annual rate (c). Being invested that 9.85% and in cash the rest of the time, CVR easily outperforms the NDX's 12.58% annual return.

VIXBP

The VIXBP system also uses the VIX indicator to identify periods when the NDX is very likely to appreciate.

Starting Date: 01/17/86
Ending Date: 04/17/03
Winning Trades: 66.67% (6.8 per year)
Maximum Drawdown: -25.31% on 05/24/00
Total Gain: +724.89% (NDX +716.12%)
CAR: +13.01% (a)
Percent Invested: 7.40% (b)
CAR While Invested: +172.24% (c)
Ulcer Index: 5.28%

As you can see, this system is only invested 7.4% (b) of the time but during that time the NDX appreciates at a +172.24% annual rate (c). Being invested that 7.40% and in cash the rest of the time, VIXBP outperforms the NDX's 12.94% annual return over the same period.

ULTRA Financial Systems Inc.
P.O. Box 3938, Breckenridge CO 80424
Phone: 970-453-4956 Fax: 970-453-2467