THE PSS RECORD SPEAKS FOR ITSELF
Results comprise realized Profit & Loss (no unrealized P&L). Since its inception in 1990 the Prolific Swiss System has had a consistently high reward to risk ratio ( Sharpe ratio on realized P&L approx. 3 to 5 ( min. 2.98) ). The largest monthly realized drawdown has been 9.52 % and the longest period of consecutive realized drawdowns has been six months totaling 13.4 %, Monthly average standard deviation (volatility) has been 3.03 % (max. 5.48). There has been no losing years and only 24 losing months over the entire period. All figures based upon realized Profit and Losses (Open trade equity not included). Adequate capitalization and strong genuine portfolio diversification being fully integrated is of paramount importance. Full details of PSS results including record of each trade is available upon request.
Results of the Prolific Swiss System compared with S&P 500
For a notional 100$ initial investment :
