S&P500 Insider™

Murrray Ruggiero, one of the worlds top system developers, who currently has three systems in the Top Ten Multi-Market since release list, as reported by Futures Truth® magazine. He is proud to annouce Two New Systems:

S&P 500 Insider, which can be used to trade the S&P500, the E-Minis or even ETF's.

Inter-Market Bond Model 2008™, this trades the 30-Year Treasury Bond, and can also be used for Bond Funds ETF's.  

For a limited time, both of these new systems are available in one package for an introductory price of $1499.00, regular price is $1999.

Details:

The S&P500 insider system combines market internals with Commitment of Trader’s data to create a reliable S&P500 market timing model. This model produces both low drawdown combined with steady outstanding returns.

Let’s look at the results of S&P500 Insider using the full size S&P500 contract from 1/1/1983 to 8/22/2008; using $75.00 slippage and $25.00 commissions, and Pinnacle back adjusted data.

Following is the results using the S&P500 Insider system:

Let's look at the annual results for this system since 1983.

You can see that the system has not had a losing year since 1985! Moreover, it was very profitable during the great bear market.
Besides that, these results are on a big contract and if you were trading a e-mini S&P500 you need to divide by 5 (Profit /5) so that your maximum drawdown on a e-mini S&P500 would be less then $12,000 and profits of over $142,000!

Inter-Market Bond Model 2008™

This system uses Intermarket analysis to find the turning points in the Thirty Year Treasury. The Inter-Market Bond Model 2008 is based on this relationship plus new technology, some of which is only available in TradersStudio^® to greatly improve the systems performance.

Let us look at the results of Inter-Market Bond Model 2008 from 9/22/1987 to 8/22/2008; using $100.00 for both slippage and commissions.

Following is the results using Inter-Market Bond Model 2008:

NOTICE: "HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS