The ULTRA Signal File Optimizer (SFO)

The SFO is an optional part of ULTRA that allows you to automate the process of developing ULTRA Composite Strategies. It was developed to save enormous amounts of time when developing strategies. One client told us that the SFO gave him more value in one weekend than $100,000 in custom programming/testing he had purchased over the years.

The best way to demonstrate the power of the SFO is through an example.

Assume you are looking for the time during which the XAU (Gold) appreciates at a very high annualized rate. The ULTRA gold systems that you are considering are:

DUALB
GXR
TRIAG
GBT
MRC (using Gold and Silver COT data set up as indicated here)

While ULTRA has very powerful capability for testing these five systems in combination there is still quite a bit of time consuming trial-and-error involved.

The SFO gives you the power to test thousands of system combination in just minutes.

On our Pentium 4 Notebook Computer it took:

• 2.5 minutes to test 3,645 different combinations of the five systems above.
• Five seconds to sort the results by CARWI.

With the SFO you can sort results on:

• Winners (W)
• Compounded Annual Return (CAR)
• Percent Invested (PI)
• CAR While Invested (CARWI)
• Maximum Drawdown (MDD)
• Trades per year (TPY)

In just a couple of minutes we were able to find the following Composite Strategy:

@sys
dualb,1 *ND
gxr,2 *ND
gbt,1, *ND
seasg,2
mrc,1 *ND
@ALL
0,0
1,0
2,0
3,0
4,0
5,100
6,100
7,100
@end

It has generated 73% winning trades and total gain of 1,049% trading the XAU which only gained 7.5% over the same period. Our strategy only suffered a -14.8% maximum drawdown while the XAU suffered a maximum drawdown of -73% over the same period.

Since the goal of this example was to isolate the time when the XAU appreciates at a very high annual rate, this strategy is very selective. While invested, this strategy appreciates at a 237% annual rate.

Whatever type of strategy you are seeking, the SFO will identify it for you quickly and easily.

How the SFO Works...

The SFO tests combination of system weights and displays the results in a sortable table. In our example above the SFO tested:

dualb.sig,0 to 2 by 1 *ND
gxr.sig,0 to 2 by 1 *ND
gbt.sig,0 to 2 by 1, *ND
seasg.sig,0 to 2 by 1
mrc.sig,0 to 2 by 1 *ND

For each system the SFO tested the weights 0,1,2. Systems with the *ND flage were tested on a NEXT-DAY basis.

Since each system has three possible weights, there are 3 x 3 x 3 x 3 x 3 = 243 combinations.

We also tested 15 different allocation sets such as:

50,0 70,50 100,100

which means:
Total points 0% to 50% of total possible then go 0% long
Total points 51% to 70% of total possible then go 50% long
Total points 71% to 100% of total possible then go 100% long

Remember:
Total Points = sum of the weights for all systems that are on buy signals.

Therefore, the total number of combinations tested were 243 x 15 = 3,645 which took just 2 1/2 minutes of SFO processing time to test.

It seems a little complicated when written out but you'll quickly get the idea down and then strategy development becomes extremely quick and simple.

NEW
Ever wonder if a Stop Loss would improve your strategy's results? The SFO can now test Trailing Stop Loss Sell Signals via a line such as:

@TSS = 1.0 to 15.0 by 1.0

The line above will test stops of 1% to 15% on every combination of system weights and allocation sets. The 15 stop loss levels would increase the total combinations tested by the SFO to 54,675 .

Click here for the SFO online documentation

Specifics

This product is only available for existing users of ULTRA.

Price:

$495

Upgrades:

FREE upgrades for life.

Guarantee:

Because of the tremendous potential this product offers in a very short period of time, We cannot offer a money back guarantee. In thirty days you can literally test nearly every possible combination of every system in existence. Please make sure that the SFO is something that will save you time and make you money before your purchase.

Usage Limits:

There are limits to the way this product can be used. Strategies developed with the SFO must remain confidential. They can be used for managing client capital and/or for advisory services. The systems included, weightings, and allocations cannot be revealed without written permission from ULTRA Financial Systems Inc. Please feel free to ask us about specific circumstances.

Order the SFO by clicking here