With ULTRA 10 you can Combine Timing Strategies into a Portfolio with each Strategy Trading a Different Asset

Using a Portfolio of strategies each trading a different asset you'll likely get Lower Drawdowns and Lower Account Volatility. With multiple strategies trading uncorrelated assets, chances are that they will suffer drawdowns at different times which offset each other lowering overall account volatility.

ULTRA gives you the power to see exactly how multiple strategies trading different assets compliment each other.

For example...

Assume three strategies,

• SMAY trading the Russell 2000 (RUT)
• SEASP trading the S&P 500 (SPX)
• COT1 trading Exxon (XOM).

With ULTRA 10, you can combine these three strategies into a single portfolio via the file CA_EASY.TXT which contains:

c_smay,1
c_seasp,1
c_cot1,1

In this example, each strategy has a weight of one and therefore control 1/3 or 33% of the overall portfolio. (If the first line were changed to c_smay,2 then c_smay would control 2/4=50%, while the other two strategies would contol 1/4=25%.)

With just a few keystrokes ULTRA can test this portfolio over any period since 1942 and generate a results file such as:

The results file generates the year-by-year results of the portfolio listing:

• GAIN (Gain of the portfolio)
• YMDD (Maximum drawdown during the year)
• MDD (Maximum drawdown from the start of the test)
• IGAIN (Index gain for comparison)

Year-to-date in 2007 this portfolio is up 10.42% while the Comparison Index (SPX) is up 1.02%.

The second section is the overall stats for the Comparision Index (SPX).

The third section is the overall results for the portfolio (ca_easy.txt). In this particular example, ca_easy.txt has had 95.24% winning years averaging +15.05% gain each year. The maximum drawdown has only been -12.8%.

ULTRA Financial Systems LLC
P.O. Box 3938, Breckenridge CO 80424
Phone: 970-453-4956 Fax: 970-453-2467
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