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Catscan 4
System Description
The original Catscan was released in 1994. It has now
been out for 13 years.. It used the same rules to trade 23 different commodity
markets. It is a very unique, dual nature trading system. 99% of the current commodity
trading systems are Trend Following systems. There is absolutely nothing wrong with that
except for the fact that 70% of the time markets are not trending. Instead, they are in a
Choppy mode. Trend following systems tend to get whipsawed to death in these Choppy time
periods.
Catscan is very unique because it is actually two trading system in one. It has a Choppy Market
mode and a Trending Market mode. Its proprietary Choppiness Index continually monitors the
market. Based on the Choppiness Index reading, it automatically switches back and forth
between the Choppy Market and Trending Market systems. Like a Chameleon Catscan adapts to
the current market condition. This may explain why it has done so well compared with most
other commodity trading systems.
In December 2006, after nearly 13 years, we finally came up with a
big improvement to the original CatScan. Initially it was privately released only to my current
customers. Now for the first time we are releasing it to the general public.
Historically it has performed very well. (Following are TradersStudio test
results
(1/83-10/06) trading
just 1 contract)
Net Profit
$2,684,282
% Time In Market
89%
% Winning Trades
39%
Win/Loss Ratio
2.6 to 1
Avg Winning Trade
$2,555
Avg Losing Trade
$973
Avg # Trades/Commodity/Yr 12
Catscan 4 generates its final stop order
each evening for placement with your broker the next morning. The system also has two exit stops. Initially there is a simple protective
Money Management Stop Loss in effect. Then as the trade
progresses, the new Profit Protector exit stop kicks in. This signal
tends to tighten up the stop to protect open trade profits.

Real Time Performance
Soon after Catscan's release, it started to out-perform other commodity trading systems.
Its High Performance has now continued for over 13 straight years:
1994: #1 T BOND SYSTEM IN NATION
1994-1998, Futures Truth, Co., the "Consumers Report" of commodity trading
systems, reported that it was the #1 T Bond system in the Nation. This broke all
records for systems tracked by Futures Truth.
ABSOLUTELY NO SYSTEM HAS EVER HAD A
COMMODITY REMAIN AT THE TOP FOR SO LONG.
1997: TOP 10 SYSTEMS OF ALL TIME
July, 1997 issue of Futures Magazine, named one of the Top 10 Systems Of All
Time.
1998: TOP 10 SYSTEMS SINCE RELEASE
June,1998, Futures Truth reported it is one of the Top 10 Systems Since
Release.
2003: NEW CATSCAN III OFFICIALLY RELEASED
"As good as the original CatScan was, I think the new Catscan
III will prove to be even better." (THIS WAS PROPHETIC)
2005 CATSCAN III RATED TOP 10 MULTI-COMMODITY
SYSTEM IN NATION
SEPTEMBER, 2005 CATSCAN 3 PLUS RELEASED. "My one big blunder.
You
just read about it on the home page."
DECEMBER, 2006 NEW CATSCAN 4 RELEASED. "I
believe it will prove to be better than Catscan III."

Equity Curve Graph
The following graph shows system profits from 1983 to present.
 
Catscan
4, (1/83-10/06)
Individual Commodity Performance
Summary
|
|
Net Profit |
Max Intraday DrawDown |
Number of Trades |
Annual PL/Max DD |
% Wins |
W/L Ratio |
Profit Factor |
Sharpe Ratio |
Summation Rating |
Testing Years |
|
Natural Gas |
291,485 |
(29,045) |
195 |
1.58 |
39 |
3.53 |
2.26 |
0.68 |
282 |
6.36 |
|
Russell 2000 |
459,150 |
(32,625) |
155 |
1.04 |
37 |
4.08 |
2.37 |
0.80 |
244 |
13.5 |
|
Euro FX |
264,138 |
(18,613) |
348 |
0.60 |
43 |
2.48 |
1.90 |
0.76 |
184 |
23.6 |
|
Coffee |
205,519 |
(15,488) |
334 |
0.56 |
41 |
2.53 |
1.73 |
0.51 |
150 |
23.6 |
|
US $ Index |
105,705 |
(11,820) |
226 |
0.43 |
40 |
2.60 |
1.75 |
0.56 |
143 |
20.6 |
|
Euro $ |
48,750 |
(5,688) |
285 |
0.36 |
38 |
3.30 |
2.04 |
0.52 |
139 |
23.6 |
|
Palladium |
134,605 |
(11,615) |
236 |
0.49 |
33 |
4.23 |
2.09 |
0.34 |
135 |
23.6 |
|
10 Yr TNotes |
75,750 |
(7,556) |
289 |
0.42 |
43 |
2.12 |
1.61 |
0.50 |
133 |
23.6 |
|
5 Yr TNotes |
40,738 |
(5,128) |
189 |
0.44 |
39 |
2.46 |
1.58 |
0.44 |
127 |
18.2 |
|
Cotton |
89,825 |
(13,835) |
314 |
0.28 |
39 |
2.57 |
1.63 |
0.48 |
117 |
23.6 |
|
30 Yr TBonds |
96,450 |
(13,488) |
212 |
0.30 |
41 |
2.31 |
1.61 |
0.42 |
112 |
23.6 |
|
Lumbar |
106,710 |
(22,323) |
234 |
0.20 |
42 |
2.42 |
1.74 |
0.38 |
102 |
23.6 |
|
Swiss Franc |
118,715 |
(24,625) |
255 |
0.20 |
39 |
2.41 |
1.55 |
0.43 |
102 |
23.6 |
|
Orange Juice |
41,543 |
(6,855) |
431 |
0.26 |
39 |
2.09 |
1.36 |
0.33 |
93 |
23.6 |
|
Lean Hogs |
53,066 |
(11,055) |
264 |
0.20 |
39 |
2.22 |
1.45 |
0.33 |
89 |
23.6 |
|
Rough Rice |
36,145 |
(10,280) |
237 |
0.18 |
34 |
2.91 |
1.51 |
0.31 |
87 |
19.7 |
|
British Lb |
100,600 |
(27,581) |
313 |
0.15 |
38 |
2.42 |
1.45 |
0.32 |
84 |
23.6 |
|
Japanese Yen |
113,763 |
(30,713) |
252 |
0.16 |
36 |
2.60 |
1.47 |
0.32 |
84 |
23.6 |
|
Unleaded Gas |
97,098 |
(35,023) |
477 |
0.13 |
39 |
2.21 |
1.38 |
0.32 |
79 |
21.6 |
|
Soybeans |
48,263 |
(17,900) |
325 |
0.11 |
39 |
2.08 |
1.33 |
0.20 |
65 |
23.6 |
|
Crude Oil |
70,350 |
(21,850) |
318 |
0.14 |
39 |
1.89 |
1.27 |
0.11 |
57 |
23.3 |
|
Copper |
44,188 |
(34,875) |
308 |
0.05 |
37 |
2.28 |
1.32 |
0.10 |
48 |
23.6 |
|
Corn |
11,188 |
(8,113) |
304 |
0.06 |
34 |
2.23 |
1.17 |
0.04 |
40 |
23.6 |
|
Pork Bellies |
31,082 |
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