Bund PRO |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | (12%) | +4.5% | +15.4% | |||||||||
| 2006 | (3.5%) | +0.9% | - | - | - | - | - | - | - | - | - | - |
| 2007 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2008 | - | - | - | - | (1.8%) | - | - | +0.1% | - | +0.2% | - | (0.1%) |
| 2009 | +0.1% | - | (0.1%) | - | (0.1%) | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | +0.2% | - | (0.1%) | - | - |
Subscription Terms
| $199 per month, only if profitable (Details) |
This is a pay-for-performance system. Subscriptions cost $199 at the end of each month, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end of a calendar month; you'll still get 30 days' worth of trades.)
Strategy Description
read more...
- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 2/27/06 3:10 | BUY | 20 | BDH6 | EUREX BUND | 120.18 | 2/27 3:11 | 120.18 | Low | $0 |
| 2/24/06 4:01 | BUY | 15 | BDH6 | EUREX BUND | 120.38 | 2/24 12:47 | 120.32 | n/a | ($1,010) |
| 2/22/06 5:23 | BUY | 5 | BDH6 | EUREX BUND | 120.62 | 2/22 12:46 | 121.01 | n/a | $2,324 |
| 2/15/06 2:09 | BUY | 5 | BDH6 | EUREX BUND | 120.23 | 2/15 11:25 | 120.21 | n/a | ($119) |
| 2/13/06 3:25 | BUY | 5 | BDH6 | EUREX BUND | 120.30 | 2/13 3:26 | 120.29 | Low | ($60) |
| 2/10/06 9:35 | SELL | 5 | BDH6 | EUREX BUND | 120.76 | 2/10 9:48 | 120.83 | Low | ($421) |
| 1/26/06 2:11 | BUY | 5 | BDH6 | EUREX BUND | 120.70 | 1/26 11:01 | 120.28 | Normal | ($2,572) |
| 1/23/06 5:41 | BUY | 10 | BDH6 | EUREX BUND | 121.53 | 1/23 8:06 | 121.20 | Normal | ($4,054) |
| 1/12/06 2:47 | BUY | 15 | BDH6 | EUREX BUND | 121.90 | 1/12 9:49 | 122.27 | Low | $6,683 |
| 1/10/06 2:52 | BUY | 10 | BDH6 | EUREX BUND | 122.26 | 1/10 11:47 | 122.07 | Low | ($1,186) |
| 1/9/06 6:44 | BUY | 5 | BDH6 | EUREX BUND | 122.38 | 1/9 12:02 | 122.34 | Low | ($241) |
| 1/3/06 4:28 | BUY | 5 | BDH6 | EUREX BUND | 121.50 | 1/3 11:48 | 121.68 | Low | $1,078 |
| 12/28/05 4:17 | BUY | 5 | BDH6 | EUREX BUND | 121.55 | 12/28 11:53 | 121.97 | Low | $2,496 |
| 12/21/05 3:21 | BUY | 5 | BDH6 | EUREX BUND | 121.25 | 12/21 4:24 | 121.10 | Low | ($892) |
| 12/20/05 3:36 | BUY | 10 | BDH6 | EUREX BUND | 121.48 | 12/20 5:30 | 121.44 | Low | ($224) |
Statistics
Analytics| System has been audited since | 10/21/2005 (59 months ago) |
|---|---|
| Trades | 55 |
| # Profitable | 19 (34.5%) |
| # months tracked | 60 |
| Profitable months | 7 (11.7%) |
| Avg trade duration | 4.3 hours |
| Annual return (compounded) | 0.4% |
| Average win | $1,847 |
| Average loss | $923 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 14.83% |
| drawdown period | Oct 21, 2005 to Nov 04, 2005 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | -0.095 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.43 |
| Average P/L per unit traded | $3.81 |
System Description
17 Subsystems generating Trades for each Situation.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description.
