At 20% Annually, a $10,000 Account Grows
into $107,000 in just 13 years?

Keep in mind that the best investors in the world earn 30-40% annually. Your odds of being this talented are about as good as you being a pro baseball player. If you can perform this well, you should be running a hedge fund making millions a year like George Soros.

Unrealistic expectations are the investors worst enemy. Advisory websites advertising 50-100% annual returns are ridiculous. Here is a report we wrote on the subject a few years ago.

Two rules that all investors should realize are:

1. The higher the annual return that you are seeking, the less likely it will be that you'll achieve that return.
2. Whatever annual return you are seeking, it's very likely that you'll experience a drawdown of equal size fairly often.

Therefore, if you are trading an extremely high risk strategy seeking 100% returns, you have almost a zero chance of success and you'll almost certainly experience a 100% drawdown in the future. In other words, you'll run your account to zero.

Having said that, it's very possible using mechanical systems to achieve 15-20% annual returns while keeping drawdowns around 15%. For most investors, that should be their goal.

As you know, with ULTRA you have the power to combine timing systems into powerful Composite Strategies that are virtually unlimited in their modeling ability. You define Composite Strategies in the format of the example below which ships with ULTRA in the file c_seasp.txt.

@sys
HDAY,2
SEAS2,2
PERIOD,2
YROC,1
PENT,1
@ALL
0,0
1,0
2,100
3,100
@end

The definition above contains five systems: HDAY, SEAS2, PERIOD which are seasonal based. And YROC, PENT. We've been using all of these systems in real time for over a decade and in the c_seasp.txt combination for many years.

If you had followed this Strategy against a model of the Rydex Nova mutual fund (which seeks to return 1.5 times the SP500) you would have returned 23.4% annually since 1982. This strategy is ahead by 137% (without trading short) since 1/2/2000 (as of 08/15/07) while the SP500 is DOWN -3%.

Simply change the line:

0,0 to 0,-100

which makes the strategy go 100% short if none of the systems are on buy signals and you'd be ahead by 205% since 1/2/2000.

This is another simple example of an ULTRA Composite Strategy. There are basically no limits to the complexity of your model. You can also include your own personal systems in ULTRA Composite Strategies.

If you'd like information on how to order ULTRA click HERE.