LS Trader Results

Important Facts About The LS Trader System Results

1. The system has been online and available to subscribers since 2007.

 

2. In 2008, we had our biggest year to date making a massive 1504.1% profit, which was proofed by independent testers and several review websites as well as our subscribers

 

3. The system has produced a CAGR (compound annual growth rate) of 125.61%* over the last 4 years of real results, as per the trades sheet sent out to members. We are not aware of any trading system or service that has come close to that performance.

 

4. The system has produced a 186.48%* CAGR in back testing for the 24 years prior to 2007, which is slightly ahead of the results achieved in actual trading over the past 4 years. These figures are based on actual market prices and do not include the spread. Actual results would therefore be lower due to spread costs. Since the system is a trend following system and is not a high frequency trading system, profits are not eroded much by spread costs.

 

5. Including the back tested results from 1983 to 2010 the system has had only 1 losing year and 27 winning years*. This is a 96.4%* annual success rate.

 

* Results are the outcome of backtesting and are hypothetical since not all trades were taken. Future results may be higher or lower than past results.

 

 

Important Notes About The LS Trader System:

 

All results prior to 2007 have been generated by running our system rules over real market data as reported by the relevant exchanges for each market. This has not been curve fitted but is none the less backtesting and all and any results shown prior to 2007 are back tested results. Results from 2007 onwards are results in accordance with the weekly trades sheet that has been sent out to members each week or published on the site in the member's area. These results are an exact replica of the weekly trades sheet with the following exceptions:

1. The entry price for each trade is based on the closing prices from the previous Friday, as reported by the relevant exchanges. We use Friday’s close as this is a weekly system and is the only price we can go by when we generate the trades for the following Monday as the market is closed at the weekends.
   
   
2. On some occasions there will be differences between the previous Friday's close and the opening price obtained on the Monday at the time of opening the trade. Sometimes this will result in getting better price fills than indicated and sometimes the fills will be worse. Over time our research shows this roughly evens itself out.
   
   
3. Different prices will be obtained depending on the actual time that each trade is opened as well as which spread betting platform is used, as well as the market spreads quoted by that company.
   
   
4. All prices are exactly as per official market prices as quoted by the relevant exchange. When contracts are rolled over, the official closing price of the contract being rolled out of is used to close the prior trade and the official closing price of the new contract is used as the opening price for the contract that is rolled into. Actual results may vary depending on the platform used and the exact time of rollover.