Silver Bullet Report

www.AutoSystemTrader.com

HYPOTHETICAL PERFORMANCE DISCLAIMER

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 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.

FUTURES RISK DISCLOSURE STATEMENT

The risk of loss in trading commodity futures contracts can be substantial. You should, therefore,

carefully consider whether such trading is suitable for you in light of your circumstances and financial

resources. You should be aware of the following points:

(1) You may sustain a total loss of the funds that you deposit with your broker to establish or maintain a

position in the commodity futures market, and you may incur losses beyond these amounts. If the

market moves against your position, you may be called upon by your broker to deposit a substantial

amount of additional margin funds, on short notice, in order to maintain your position. If you do not

provide the required funds within the time required by your broker, your position may be liquidated at a

loss, and you will be liable for any resulting deficit in your account.

(2) Under certain market conditions, you may find it difficult or impossible to liquidate a position. This

can occur, for example, when the market reaches a daily price fluctuation limit (“limit move”).

(3) Placing contingent orders, such as “stop-loss” or “stop-limit” orders, will not necessarily limit your

losses to the intended amounts, since market conditions on the exchange where the order is placed may

make it impossible to execute such orders.

(4) All futures positions involve risk, and a “spread” position may not be less risky than an outright

“long” or “short” position.

(5) The high degree of leverage (gearing) that is often obtainable in futures trading because of the small

margin requirements can work against you as well as for you. Leverage (gearing) can lead to large losses

as well as gains.

(6) You should consult your broker concerning the nature of the protections available to safeguard funds

or property deposited for your account.

ALL OF THE POINTS NOTED ABOVE APPLY TO ALL FUTURES TRADING WHETHER FOREIGN OR DOMESTIC.

IN ADDITION, IF YOU ARE CONTEMPLATING TRADING FOREIGN FUTURES OR OPTIONS CONTRACTS, YOU

SHOULD BE AWARE OF THE FOLLOWING ADDITIONAL RISKS:

(7) Foreign futures transactions involve executing and clearing trades on a foreign exchange. This is the

case even if the foreign exchange is formally “linked” to a domestic exchange, whereby a trade executed

on one exchange liquidates or establishes a position on the other exchange. No domestic organization

regulates the activities of a foreign exchange, including the execution, delivery, and clearing of

transactions on such an exchange, and no domestic regulator has the power to compel enforcement of

the rules of the foreign exchange or the laws of the foreign country. Moreover, such laws or regulations

will vary depending on the foreign country in which the transaction occurs. For these reasons,

customers who trade on foreign exchanges may not be afforded certain of the protections which apply

to domestic transactions, including the right to use domestic alternative dispute resolution procedures.

In particular, funds received from customers to margin foreign futures transactions may not be provided

the same protections as funds received to margin futures transactions on domestic exchanges. Before

you trade, you should familiarize yourself with the foreign rules which will apply to your particular

transaction.

(8) Finally, you should be aware that the price of any foreign futures or option contract and, therefore,

the potential profit and loss resulting there from, may be affected by any fluctuation in the foreign

exchange rate between the time the order is placed and the foreign futures contract is liquidated or the

foreign option contract is liquidated or exercised.

THIS BRIEF STATEMENT CANNOT, OF COURSE, DISCLOSE ALL THE RISKS AND OTHER ASPECTS OF THE

COMMODITY MARKETS

Silver Bullet is an aggressive strategy that trades the SI.C(D) on the 20 minute time

frame. Silver Bullet attempts to capture large profits in a trending market. Profits are

protected with a wide $1600 fixed stop loss/contract. This system performs best in

trending markets and should be combined with a trading strategy that is conservative

with consistent trade results regardless of market conditions. Silver Bullet is not a good

choice to trade alone but rather should be incorporated together with a collection of

other more conservative systems.

Performance Summary

Total Net Profit:

Gross Profit:

Gross Loss:

Profit Factor:

Pessimistic RR:

Total Trades:

Winning Trades:

Losing Trades:

Even Trades:

% Profitable:

Avg. Trade Net Profit:

Avg. Winning Trade:

Avg. Losing Trade:

Payoff Ratio:

Largest Win:

Largest Loss:

Max Cons. Winners:

Max Cons. Losers:

Trading Period:

Longest Flat Period:

Max Shares/Contracts:

Max Drawdown:

Max Drawdown %:

Max Drawdown Date:

Longest Drawdown:

Recovery Factor:

Max Runup:

Max Runup %:

Max Runup Date:

Longest Runup:

Equity Peak:

Return on Initial Capital:

Annual Rate of Return:

Avg. Monthly Return:

Monthly Std. Dev.:

% Profitable Months:

Sharpe Ratio:

Sortino Ratio:

Sterling Ratio:

MAR Ratio:

Total Commission:

Total Slippage:

$405,475.00

$1,159,830.00

($754,355.00)

1.538

1.427

1714

483

1231

0

28.18%

$236.57

$2,401.30

($612.80)

3.919

$43,195.00, 3.72%

($2,205.00), 0.29%

5

14

7.98 years

10/8/2003-9/30/2011

5 days

1

($26,770.00)

133.85%

8/12/2011

1.16 years

15.15

$41,565.00

207.83%

9/27/2011

161 days

$422,045.00

2027.38%

254.12%

$4,235.29, 21.18%

$7,240.53

70.83%

2.01

4.30

2.47

1.90

$8,570.00

$42,850.00

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Closed Trade Equity Curve

Accumulative Monthly Net Profit

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Monthly Net Profit

Monthly Profit Distribution

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Drawdown Analysis

Largest Drawdowns

$ Amount Length

-$26,770.00 47 days

-$19,190.00 2 days

-$15,805.00 51 days

-$15,490.00 47 days

-$15,225.00 42 days

Total Drawdowns:

Average Amount:

Average Length:

111

-$4,170.14

23 days

Closed Trade Drawdowns

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Drawdown Depth Distribution

Drawdown Length Distribution

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Periodical Returns

Annual Returns

Year Net Profit % Return Profit Factor # Trades % Profitable

2011 $101,120.00 505.60% 1.53 192 26.04%

2010 $69,540.00 347.70% 1.62 216 26.85%

2009 $69,205.00 346.02% 1.75 218 31.65%

2008 $102,870.00 514.35% 1.91 220 35.45%

2007 $15,505.00 77.53% 1.24 217 29.95%

2006 $20,065.00 100.33% 1.18 278 20.86%

2005 $5,320.00 26.60% 1.17 174 25.86%

2004 $22,525.00 112.62% 1.65 159 32.08%

2003 ($675.00) -3.38% 0.88 40 22.50%

Monthly Returns

Year Net Profit % Return Profit Factor # Trades % Profitable

9/2011 $17,775.00 88.88% 1.44 34 20.59%

8/2011 $15,565.00 77.83% 1.52 24 20.83%

7/2011 ($5,715.00) -28.57% 0.74 20 25.00%

6/2011 $6,720.00 33.60% 1.39 25 32.00%

5/2011 $11,595.00 57.98% 1.46 21 19.05%

4/2011 $27,810.00 139.05% 2.53 22 36.36%

3/2011 ($5,915.00) -29.58% 0.74 24 16.67%

2/2011 $12,735.00 63.68% 2.15 14 35.71%

1/2011 $20,550.00 102.75% 5.15 8 50.00%

12/2010 $5,365.00 26.82% 1.27 24 16.67%

11/2010 $22,765.00 113.83% 2.09 25 28.00%

10/2010 $2,985.00 14.92% 1.38 17 29.41%

9/2010 $5,040.00 25.20% 1.72 17 29.41%

8/2010 $430.00 2.15% 1.08 12 33.33%

7/2010 $4,370.00 21.85% 1.63 17 29.41%

6/2010 ($7,290.00) -36.45% 0.14 16 18.75%

5/2010 $22,815.00 114.07% 6.36 12 41.67%

4/2010 $1,870.00 9.35% 1.24 26 26.92%

3/2010 $855.00 4.28% 1.10 22 27.27%

2/2010 $14,830.00 74.15% 2.55 19 31.58%

1/2010 ($4,495.00) -22.48% 0.09 9 11.11%

12/2009 $13,470.00 67.35% 5.02 11 54.55%

11/2009 ($3,050.00) -15.25% 0.80 28 25.00%

10/2009 $1,820.00 9.10% 1.12 27 22.22%

9/2009 $13,660.00 68.30% 3.99 12 33.33%

8/2009 $1,390.00 6.95% 1.20 13 23.08%

7/2009 $4,150.00 20.75% 1.92 14 42.86%

6/2009 $4,765.00 23.82% 1.48 25 24.00%

5/2009 $3,610.00 18.05% 1.66 15 33.33%

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4/2009 $2,140.00 10.70% 1.27 18 27.78%

3/2009 $21,955.00 109.78% 6.74 14 64.29%

2/2009 $1,005.00 5.03% 1.12 19 21.05%

1/2009 $4,290.00 21.45% 1.64 22 36.36%

12/2008 $13,165.00 65.83% 3.24 17 35.29%

11/2008 $2,295.00 11.47% 1.22 21 33.33%

10/2008 $3,625.00 18.12% 1.16 33 39.39%

9/2008 $535.00 2.67% 1.03 25 20.00%

8/2008 $17,110.00 85.55% 2.94 15 40.00%

7/2008 $17,775.00 88.88% 9.80 10 60.00%

6/2008 $795.00 3.98% 1.06 22 18.18%

5/2008 $7,770.00 38.85% 2.67 16 43.75%

4/2008 $12,105.00 60.52% 4.12 14 50.00%

3/2008 $20,665.00 103.33% 3.42 13 46.15%

2/2008 $3,305.00 16.53% 1.75 14 35.71%

1/2008 $3,725.00 18.62% 1.44 20 30.00%

12/2007 $1,470.00 7.35% 1.25 21 33.33%

11/2007 $1,630.00 8.15% 1.14 21 33.33%

10/2007 $655.00 3.28% 1.17 14 35.71%

9/2007 $2,615.00 13.08% 1.76 12 25.00%

8/2007 $2,615.00 13.08% 1.45 27 22.22%

7/2007 $5,130.00 25.65% 4.04 14 42.86%

6/2007 $6,475.00 32.38% 5.39 9 44.44%

5/2007 ($490.00) -2.45% 0.89 13 23.08%

4/2007 ($1,435.00) -7.17% 0.74 23 26.09%

3/2007 ($1,450.00) -7.25% 0.86 25 20.00%

2/2007 $5,120.00 25.60% 3.51 17 52.94%

1/2007 ($6,830.00) -34.15% 0.28 21 19.05%

12/2006 $8,855.00 44.27% 5.01 14 50.00%

11/2006 ($1,590.00) -7.95% 0.79 26 15.38%

10/2006 ($3,755.00) -18.77% 0.59 23 21.74%

9/2006 $9,970.00 49.85% 2.60 21 19.05%

8/2006 ($55.00) -0.27% 0.99 26 23.08%

7/2006 ($1,135.00) -5.67% 0.90 19 21.05%

6/2006 $10,500.00 52.50% 2.56 21 23.81%

5/2006 ($2,860.00) -14.30% 0.87 27 22.22%

4/2006 $8,935.00 44.67% 1.53 27 14.81%

3/2006 ($1,695.00) -8.48% 0.70 24 25.00%

2/2006 ($4,585.00) -22.93% 0.45 26 7.69%

1/2006 ($2,520.00) -12.60% 0.64 24 20.83%

12/2005 $2,465.00 12.32% 1.93 9 33.33%

11/2005 $610.00 3.05% 1.26 13 38.46%

10/2005 $455.00 2.27% 1.14 19 26.32%

9/2005 $455.00 2.27% 1.22 14 28.57%

8/2005 ($3,260.00) -16.30% 0.33 21 14.29%

7/2005 ($65.00) -0.33% 0.97 18 27.78%

6/2005 ($500.00) -2.50% 0.85 19 15.79%

5/2005 $1,435.00 7.17% 2.06 13 46.15%

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4/2005 ($960.00) -4.80% 0.64 12 16.67%

3/2005 ($765.00) -3.82% 0.65 13 15.38%

2/2005 $2,215.00 11.07% 1.81 15 26.67%

1/2005 $3,235.00 16.18% 6.18 8 37.50%

12/2004 $3,325.00 16.62% 2.04 15 20.00%

11/2004 ($5,475.00) -27.38% 0.15 28 17.86%

10/2004 $3,745.00 18.73% 2.33 16 37.50%

9/2004 $1,490.00 7.45% 1.96 12 41.67%

8/2004 ($465.00) -2.33% 0.87 12 33.33%

7/2004 $4,860.00 24.30% 100.00 3 100.00%

6/2004 $985.00 4.92% 1.45 13 30.77%

5/2004 ($1,200.00) -6.00% 0.73 20 30.00%

4/2004 $12,125.00 60.62% 5.99 12 50.00%

3/2004 $5.00 0.03% 1.00 9 22.22%

2/2004 ($240.00) -1.20% 0.92 8 37.50%

1/2004 $3,370.00 16.85% 2.74 11 36.36%

12/2003 ($1,165.00) -5.83% 0.58 18 22.22%

11/2003 $495.00 2.48% 1.29 11 18.18%

10/2003 ($5.00) -0.03% 0.99 11 27.27%

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Market Analysis

Total Markets in Portfolio:

% Profitable Markets:

Most Profitable Market

as % of Total Net Profit:

Avg. Profit per Market:

Avg. Profit Factor:

Avg. Trades per Market:

Avg. % Profitable Trades:

1

100.00%

100.00%

$405,475.00

1.54

1714

28.18%

Market System Net Profit % Return Profit Factor # Trades % Profitable

@SI.C SS_hilo_entry, SS_... $405,475.00 2027.38% 1.54 1714 28.18%

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Trades

# Type Date/Time Signal Price Size Profit Symbol Strategy

1 Buy 10/08/2003 11:20 Buy 7.505 1 @SI.C SS_hilo_entry, SS_... Sell 10/08/2003 13:20 Short 7.505 1 ($30.00)

2 Short 10/08/2003 13:20 Short 7.505 1 @SI.C SS_hilo_entry, SS_... Cover 10/08/2003 21:20 Buy 7.525 1 ($130.00)


4 Short 10/09/2003 05:20 Short 7.515 1 @SI.C SS_hilo_entry, SS_... Cover 10/10/2003 04:00 Buy 7.495 1 $70.00

5 Buy 10/10/2003 04:00 Buy 7.495 1 @SI.C SS_hilo_entry, SS_... Sell 10/13/2003 10:00 Short 7.505 1 $20.00














19 Buy 11/07/2003 10:20 Buy 7.625 1 @SI.C SS_hilo_entry, SS_... Sell 11/19/2003 12:00 Short 7.93 1 $1,495.00









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46 Short 01/14/2004 03:40 Short 9.165 1 @SI.C SS_hilo_entry, SS_... Cover 01/23/2004 10:20 Buy 8.94 1 $1,095.00





51 Buy 01/27/2004 09:20 Buy 8.935 1 @SI.C SS_hilo_entry, SS_... Sell 01/29/2004 09:00 SHORT 9.01 1 $345.00

52 Short 01/29/2004 09:00 SHORT 9.01 1 @SI.C SS_hilo_entry, SS_... Cover 02/04/2004 11:40 Buy 8.77 1 $1,170.00


54 Short 02/05/2004 13:20 Short 8.73 1 @SI.C SS_hilo_entry, SS_... Cover 02/06/2004 09:00 Stop Loss 9.05 1 ($1,630.00)



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60 Short 02/18/2004 12:00 Short 9.31 1 @SI.C SS_hilo_entry, SS_... Cover 03/01/2004 09:20 Stop Loss 9.63 1 ($1,630.00)









69 Buy 03/30/2004 09:20 Buy 10.311 1 @SI.C SS_hilo_entry, SS_... Sell 04/02/2004 09:00 SHORT 10.791 1 $2,370.00

70 Short 04/02/2004 09:00 SHORT 10.791 1 @SI.C SS_hilo_entry, SS_... Cover 04/06/2004 08:20 Buy 10.866 1 ($405.00)






76 Short 04/08/2004 06:00 Short 10.781 1 @SI.C SS_hilo_entry, SS_... Cover 04/15/2004 09:00 BUY 9.596 1 $5,895.00

77 Buy 04/15/2004 09:00 BUY 9.596 1 @SI.C SS_hilo_entry, SS_... Sell 04/19/2004 22:40 Short 9.751 1 $745.00



80 Short 04/28/2004 07:20 Short 8.829 1 @SI.C SS_hilo_entry, SS_... Cover 04/30/2004 11:20 BUY 8.674 1 $745.00

81 Buy 04/30/2004 11:20 BUY 8.674 1 @SI.C SS_hilo_entry, SS_... Sell 05/03/2004 09:40 SHORT 8.509 1 ($855.00)

82 Short 05/03/2004 09:40 SHORT 8.509 1 @SI.C SS_hilo_entry, SS_... Cover 05/03/2004 15:40 Buy 8.639 1 ($680.00)




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Silver Bullet Report

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