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System Description

The Crossbow System is a highly accurate trend following system designed to enter long on dips and sell short on rallies. We have also designed a simple set of exits that are able to let profits run without giving back too much of the open profits. This quick to enter and quick to exit system should be able to trade the intermediate swings extremely well. The system testing results have clearly demonstrated that this system is capable of achieving a high percentage of winning trades with relatively low drawdowns. These characteristics make the equity curve very steep and unusually smooth. The simple logic behind the entries and exits is easily understood and the strategy should prove very easy to trade in real time.

The Swiss Franc remains one of the worlds most tradable currencies and an excellent market for traders and particularly trend followers. The Strategic Swiss System is an excellent trend following system designed to follow breakouts. In our historical testing it has proven to be highly profitable and has many outstanding characteristics, especially in terms of the high percentage of winning trades and the large size of those winning trades. The Strategic Swiss System is the first system we have published that uses the Commodity Channel Index for entries. We have also designed a new exit for this system that employs some of our most promising research in using the ADX. We think this exciting new exit will be getting us out of many trades surprisingly near their peak.

Katsu Yen Trading System 

"KATSU" is the Japanese word for VICTORY. We consider the Katsu Yen system to be a victory in our search for a counter-trend system that will make money while our trend-following systems may be temporarily losing money or out of the market. The Katsu system does not require trends to trade profitably. It has been designed to trade back and forth within a broad trading range by selling near the top of the range and buying near the lows. This highly adaptable system is also capable of being an excellent trend-following system that buys dips in an uptrend and sells rallies in a downtrend. The Katsu Yen system is strong enough to be used as a stand alone system or it can be used in conjunction with the 7-11 and First Sword Yen systems as part of a multiple system strategy.

First Sword Yen Trading System  

We have developed a fondness for systems like this one that buy on dips and sell on rallies. Many of you will recognize "First Sword" as code words from The Art of War. First Sword refers to the ability to sense an incipient move on the part of an opponent. Trading one contract from 1/4/88 to 12/17/98 would have resulted in a hypothetical gain of $116,587.00 with a maximum drawdown of $7,962.50. The system is reasonably accurate with 55 percent winning trades (47 winners out of 85 trades), and the winning trades were larger than losing trades by a factor of 2.98. If we combine 50% winning trades with winners that are almost three times greater than the losers it should be no surprise that all of the system statistics are excellent.

7 / 11 Yen Trading System 

This is a solid and well tested trend following system that is very similar to the ADX strategy we have used in actual trading for many years. The strategy has been applied to the Yen which has proven to be a good trending market with a long history of unusually profitable price swings in both directions. Based on the simple entry logic and the creative exit strategies that are an integral part of the system, we expect that the "7 - 11" System should work very well on a real time basis.

Portfolio Description

The Swiss Franc remains one of the worlds most tradeable currencies and an excellent market for traders and particularly trend followers. The Crossbow System identifies the direction of the primary trend in the Swiss Francs and then enters only on dips or sells short only on rallies and was carefully designed to complement our Strategic Swiss System which is an excellent trend following system designed to follow breakouts. 

Yen Trading Systems Combined Portfolio

The trending characteristics of the Yen market make it an excellent vehicle for our second portfolio of systems. We continue our practice of using multiple tailored systems to enhance the overall profit potential in this dynamic market.