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HAAN CAPITAL INVESTMENTS   "Black Box Systems"

 

This site is for "Accredited Investors", for informational and educational purposes ;

.......  to monitor the trading and net results of several automatic trading systems.

  

HAAN CAPITAL INVESTMENTS  implements its own, unique "Black Box" trading systems that automatically trade (long or short) either the Dow or the S&P E-Mini futures.

 

 

Systems for sale!     November was another excellent month!



Below results are from trading a hypothetical $100K per system with a $200K reserve ....................... $1.5M Total investment: (17 contracts of the S&P and 20 contracts of the Dow E-mini)

 

Margin requirements: CME and the CBOT change the margins based on volatility.

$5K per contract Dow E-mini @YM     $6K per contract S&P E-mini @ES       (Changed twice in 6 weeks)

 

We will adjust the number of contracts as the Margin changes (up Or Down) so we are constantly trading a 100K simulation. The Dow margin was as low as $2.5K (now $5K) and the S&P was $4K (now $6K)

 

 

      This "Fave Five" entity (Below) has weathered the tough trading envirnoment of the last 12 months.
 

 

"Fave Five" Simulation Results       One year net $3,980,364  = 265% 1 year return

S&P is down 45% in the last 12 months!

 

         (Five systems trading $100K each with $200K reserve each, simulation only! Total investmernt...1.5M)

 

Monthly updates.....Track record!         

 

Entry:  11/30/08                                          Next update:  12/31/08

 

 

Below are the un-optimized trading results for the last 4 months of new data:

 

 

SYSTEM:   NET :        Year to date      JULY        August        Sept.            Oct.    Nov

  

 

1.  10 MIN       DOW    $593,900      (38.4K)        61k          96K           (4K)    11K

 

2.  30 MIN       DOW    $1,084,888   (18.6K)       64K         74K            188K    31K

 

3.  120 MIN     Dow     $469,168       59K             67K         (33K)         (5K)    128K

 

These unprecedented times and extreme market fluctuations present a great opportunity to study new data and write strategies that will pick up these wild fluctuations in the future. These are not ordinary times but we have an extraordinarily unique Black Box system! With the addition of newly developed strategies our confidence to literally trade any market has increased and will be evident when we post October's results. Again, we always maintain 12 months of fresh data or an "out sample" that was not used when optimizing or testing the systems. Newly improved S&P 10 minute system.

 

4. 10 MIN    S&P    $ 765,280             36.7K         45.3        42K           253K   242K

 

5. 30 MIN   S&P     $ 888,123              10K            109K      158K           118K   8k

 

                      Total  Net    YTD     3.949M          July $48.7K___    AUG. $346K __ Sept. $337K__  OCT. $550K Nov.$420K

 

We closed down Tradestation for 12 months to ensure unaltered and un-optimized raw data results for this website.

 

The Tradestation Account  re-opened 5/1/08 and we started posting the results. The shut down can be audited.

 

We were pleased to find that the above systems continued to perform well on an on-going basis on new raw data.

 

With the newly improved systems there are no monthly losses in the last 13 months.  We recently did a three year monthly study that showed a 91% win rate and demonstrated the importance of diversification and trading the above 5 combination.  

 

Sept. and Oct. were great months for the "Fave Five" bringing in a positive $883K. The new strategies pick up the volatility quite well.

 

"Our systems were profitable in October by being short on the down days. Speaking of down days, on October 10, 2008, 3128 stocks traded on the NYSE, of those 3128, an unbelievable 2900 (or 92.7%) of them made new yearly lows".

 

As a further hedge, when all systems are long or short an opposing option position in the OEX will be taken and held overnight so we can sleep.

 

Year to date, total net profits are $3.801M or 253% for the above 5 systems  compared to a dismal -45% for the S&P. 

 

 

 

 

      The colored box above contains the past  year's profit/loss results for five systems. Trading results for a hypothetical $100K for the S&P and Dow  E-mini will be posted each month. In reality, trading $100K requires an additional $200K for drawdown reserve. The  "Margin" for the S&P is now $6K per contract and margin for the Dow is $5K per contract. Trading $100K is now 20 contracts for the Dow and 17 for the S&P E-mini. These contract sizes and changes in margin are reflected in the September and October results.

(EXAMPLE: 20 Dow contracts  X $5K Margin = $100K and 17 S&P contracts X $6K Margin = $102K).

The CME and CBOT price the contracts according to volatility along with a number of other calculations.

 

 

Below is the monthly report for each of the "Fave Five" systems: Hypothetical $100K Simulation for each of five systems:

Three Year Monthly Study: 87.5% win rate! No monthly losses in 13 consecutive months.

 

 

 

1.5MInvestmentTrading 100K on each system with a 200K Drawdown Reserve
#contracts#contracts
      32,2532,2520,1720,17   
NET PROFIT 2008JANFEBMARCHAPRILMAYJUNEJULYAUGSEPTOCTNOVDECTOTAL
DOW 10 MIN181,120 106,560 (1,600)22,720 113,760 45,120 (38,400)61,120 96,000 (4,000)11,500 593,900
DOW 30 MIN154,784 160,032 184,128 190,272 (66,560)122,880 (18,688)64,640 74,000 188,000 31,400 1,084,888
DOW 120 MIN(50,240)67,360 71,648 80,480 99,200 (15,552)59,456 66,816 (33,000)(5,000)128,000 469,168
S&P 10 MIN(6,500)100,500 680 26,600 (56,600)81,700 36,700 45,300 42,000 253,000 241,900 765,280
S&p 30 MIN104,562 159,250 60,687 77,375 (25,125)108,750 10,062 108,562 158,000 118,000 8,000 888,123
TOTAL MONTHLY NET383,726 593,702 315,543 397,447 64,675 342,898 49,130 346,438 337,000 550,000 420,800 0 3,801,359
YTD 2008
Net profit$3,801,359 YTD 253%
            
NET PROFIT 2007JANFEBMARAPRILMAYJUNEJULYAUGSEPTOCTNOVDECTOTAL
DOW 10 MIN62,080 42,560 (7,680)(2,240)56,480 17,120 32,640 117,280 51,200 17,440 125,280 (5,200)506,960
DOW 30 MIN77,248 (13,370)19,744 (28,896)(58,336)75,328 277,072 18,048 16,672 1,824 (97,088)67,104 355,350
DOW 120 MIN1,552 90,048 16,832 (41,728)(10,800)24,176 121,136 206,192 4,576 71,920 149,392 92,888 726,184
S&P 10 MIN25,700 50,700 3,800 (28,400)(36,700)53,700 46,700 128,100 9,700 (14,400)38,400 25,400 302,700
S&P 30 MIN9,875 18,562 (37,625)(72,187)(54,062)31,312 109,062 160,250 89,375 101,062 253,437 (1,187)607,874
TOTAL MONTLY NET176,455 188,500 (4,929)(173,451)(103,418)201,636 586,610 629,870 171,523 177,846 469,421 179,005 2,499,068
NET PROFIT$2,499,068
For 2007
            
NET PROFIT 2006JANFEBMARAPRILMAYJUNEJULYAUGSEPTOCTNOVDECTOTAL
DOW 10 MIN(2,080)40,960 (7,200)49,280 (2,080)36,000 103,360 59,520 (9,920)35,520 24,640 27,480 355,480
DOW 30 MIN36,392 35,080 11,072 11,840 131,392 91,712 63,904 (2,144)5,824 (51,424)24,576 70,560 428,784
DOW 120 MIN59,104 (29,792)30,368 16,224 74,656 (20,128)(3,040)29,184 21,888 12,576 44,928 (14,096)221,872
S&P 10 MIN(5,300)(7,600)(12,600)5,100 (27,800)(4,100)(425)(18,700)(25,200)(31,200)(276)10,500 (117,601)
S&P 30 MIN34,562 37,375 125 23,000 28,062 66,125 77,250 3,937 7,687 (18,562)9,000 (593)267,968
TOTAL MONTHLY NET122,678 76,023 21,765 105,444 204,230 169,609 241,049 71,797 279 (53,090)102,868 93,851 1,156,503
NET PROFIT$1,156,503
For 2006
Total 3 yr Net Profit$7,456,920 Re-ivest the yearly profits

for  $15M

in three years

 

 

 

 

Below is the Tradestation net performance report for trading an average $100K

(plus $200K reserve) on the S&P 30 Min S&P System.

Chart created on Tradestation, the Flagship product of Tradestation Technologies.

 

 

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     Profits are generated using buy, sell and sell short strategies that have been rigourously back-tested to produce the highest net profits over the past eight years for the S&P and five years for the Dow. Each of the above five systems have a minimum of twelve different strategies wthin each system.

 

     We now have over one year of un-optimized raw data trading results under our belt. From past experience, optimized data cannot be depended on to produce consistant results going forward. Computer optimzation finds the best possible numbers to fit the historical data. This is only the first test of a system's success. The most important test of any system is how well it performs on new data. The fact that the "Fave Five" did not have one losing month in the last twelve (October, 2008)trading raw data gives us the confidence to start live trading our systems with real capital. When we start trading real money, access to this site will be through a password and by accredited investors only.

 

    If this were an audited return, the past twelve months of results would have put us on the top ten list of the most profitable hedge funds in the country.

 

     Last 12 months return........265% 

 

    The top Hedge Fund in 2007 returned 219% according to Barons.

 

    Since our sytems trade S&P and Dow futures, we technically would be considerd a "commodity pool", not a hedge fund, and governed by the CFTC.

 

 ____________________________________________________________________________________________________

 

 

 

 

Accredited Investors,

 

This is an opportunity to monitor the monthly net performance of a "Black Box" system. The algorithms were written and developed by Ken Haan using TradeStation's "Easy Language". They were then back-tested using TradeStation's data feeds for the S&P and Dow. The "Fave Five" are the proprietary property of Quickstand Corp. The strategies are real and the simulation results are accurately posted on this website using TradeStation's platform. Slippage and commissions are accounted for within the net results. We always maintain 12 months of fresh data  or an "out sample" when optimizing and back-testing the systems. If the strategies continue to work on the fresh data you have a solid system.

 

Once you have monitored this website for a month or two and feel comfortable with the performance risks of trading automatic systems and futures, please contact us with your accredited investor information. Please send us an email 

if you have any questions. We are very eager to trade these systems with real capital so we can post an audited return rather than a hypothetical return for your future perusal. At that time you will be required to have a password to access the website.

 

Our goal is to be live trading this system by January 1, 2009. We are currently working on our executive summary and business plan. When we have the business plan in place we will attempt to raise start up capital from either a private equity firm or an angel investor. For the time being these systems are available for tracking purposes only. In the near future we will be developing strategies to trade other products such as gold, the banking index, the dollar and other ETF's to further diversify and hedge the portfolio. The current malaise in the hedge fund industry is caused by the fact that they have lost sight of the meaning of the word "hedge".

 

A “Black Box” trading system is simply one that trades automatically by triggering set buy and sell orders based on technical indicators.  Many professional traders working for the larger hedge funds use this type of technology. A rough guess by a trader on CNBC last week was "about 40% of all trades are now "Black Box" trades".  A 2002 survey conducted by the SEC estimated that there was over $600 billion distributed among 6-7,000 hedge funds. HFR recently reported 1,700 billion (2008) was under management by over 10,000 hedge funds. Most are un-regulated funds using legal exemptions from the SEC. By remaining small (15 investors) and marketing only to accredited investors, a hedge fund can by-pass most regulatory requirements. For commodity pools, the NFA says you are exempt if the money invested or at risk is less than 10% of the total portfolio or if you have 15 or less accredited investors.

 

Our systems are based solely on technical indicators and do not trade on the whims of individual brokers, nor are they made up of  questionable stocks pushed by brokers working for the underwriters. By trading the indexes, we are trading a large pool of stocks more influenced by overall market trends than individual moves within a specific industry.  

 

One of our trading platforms trades the S&P 500 index and utilizes a combination of different “Strategies” that automatically trigger trades during the day, (

 

 

  

 

 Transparency..... Trust...... Simplicty!

                                                                                   

 

HAAN CAPITAL INVESTMENTS
1232 SEMINOLE DRIVE
FORT LAUDERDALE , FL 33304

 

954-563-9999

 

kenhaan@comcast.net 

 

Domain names:                                                                          

blackboxdow.com

blackboxhedgefund.com

haancapitalinvestments.com

                         

                                                                                                                                                   

 


What we will do for you! 

 

We will assist you with setting up a trading acount with Tradestation Securities.  The account will be in your name only. 

 

We will act as your agent and implement our Black Box trading system and make sure all electronic trades go off as

 

the strategies dictate. 

 

 We will ensure a smooth, no learning curve experience.  Our quarterly leasing fee will be analogous to a management fee and a percentage of profit  incentive fee that is standard within the industry.

 

You will receive a montly statement from Tradestation as well as from R.J. O'Brien, the futures clearing house.

 

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SEC Disclosure:

 

Past performance does not guarantee future results.  We do not promote any stocks or options of any kind on this site.  'H.C.I.' leases Black Box trading system signals and is not investment advice.  There is substantial risk of loss trading futures. You need to determine your own suitability to trade futures and there may be tax consequences for short term profits/loss on trades. Consult your tax advisor for details if applicable.

 

The Haan Capital Investment Disclaimer:

 

     Hypothetical performance results (back tested strategies) have many inherent limitations, some of which are described below. No representation is being made that any account will 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 prepared with the benefit of hindsight and pre-existing data. 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, such as, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses or drawdown. Strict rules of money management are a must to survive large drawdowns. There are numerous other factors related to the markets in general and to the implementation of any specific trading program which cannot be fully accounted for in a trading simulation and  can adversely affect actual trading results. The internet connection itself can cause problems with signal delivery. The CBOT occasionally has problems with trading certain markets. Heavy storms in Florida often knock out the internet connection for short periods of time.

 

      HCI takes into account slippage and interest charges within the net results of any strategy. As a strict rule, HCI maintains a two to one ratio of reserve cash to trading capital to cover daily and monthly draw-downs. Example: To trade 17 contracts of the S&P E-mini’s costs roughly 100K. HCI requires an additional 200K in drawdown reserve to implement its trading system. (It is now $6K per ES contrac and $5K per YM contract)  We are in positions overnight. (That price is $6,199 and $5,625 currently with Tradestion)

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      The material contained in this website is for your private information and we are not soliciting any action based upon it. The material is based upon information which we consider reliable, but we do not represent that it is accurate or complete, and should not be relied upon as such.  That said, we will continue to post the monthly Tradestation net performance numbers for a mutual  learning experience. We have no affiliation with Tradestation other than we use their very dependable trading software to implement and test our proprietary systems. Tradestation has been in business for over 15 years and their clearing house, R.J. O'Brien for over 35 years.