We have painstakingly searched for a software product that will significantly enhance the performance of the Dual Thrust trading system. RINA Systems has met our criteria in developing the highest quality software for the analysis and improvement of trading performance. Several of their staff hold doctorates in the areas of modeling, optimization, probability, and statistics. They are truly a talented development team with the unique goal to achieve peak performance.

The Dual Thrust trading software package now produces a series of output files that can be directly imported into RINA Systems Money Manager, Portfolio Maximizer and 3-D SmartView.

As an example we have 2 1/2 of years of actual fax recommendations for the Nasdaq 100 Index (July 1996 December 1998), whose files can be imported into Portfolio Maximizer. We included $100 for slippage and commission per trade. Click here to download the self inflatable system files. When the files are inflated, you must move them to C:\Omega\Prog. You will then be ready to run the Portfolio Maximizer as if TradeStation just generated these files. (Please make sure that you have the latest version of the Portfolio Maximizer).

Professional traders know that money management is the key to successful trading. The correct amount of capital to risk on each trade can now be more fully defined.

By combining the Dual Thrust Trading system with RINA Systems, we are continually putting our client's personal satisfaction at the forefront of our business.

The following letter was written by the President of RINA Systems to Michael Chalek describing the effects of the Portfolio Maximizer for the S&P market.

Mr. Michael Chalek
6503 North Military Trail, Suite 905
Boca Raton FL 33496


June 16, 1998

Dear Michael,

Enclosed are the reports from Portfolio Maximizer after testing the performance of your system (Original report) and your system with different money and risk management strategies.

As you know, the concept of money management implies that there will be an increase in exposure as to the number of contracts traded. That is why the application of Money Manager generated great increase in Net Profit (over 200% and in some cases 300%) with some modest increase (from 40% to 100%) in drawdown. This leads to a substantial increase in the ratio of Reward/Risk which is what people may be interested in. The reports 4 and 5 address this scenario. We can make this ratio much larger but the drawdown would grow as well.

You asked to minimize the drawdown. For that we had to decrease the system profitability. The ratio Reward/Risk decreased in this case but the drawdown became smaller. The reports 1,2, and 3 show that.

As you can also see from the reports the trading efficiency has increased in every case and we can make it better using money management but the drawdown would go up.

Please let me know which case seems best for your clients.

Do not hesitate to call with any questions you may have.

Sincerely,

Leo Zamansky, Ph.D.
President