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Test System. Now Closed.




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                                                      +140.1%(23.8%)
2008(155.3%)  -  (16.8%)  -  (4.1%)  -    -    -    -    -    -    -  
2009  -    -    -    -    -    -    -    -    -    -    -    -  
2010  -    -    -    -    -    -    -    -    -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Options
Strategies Technical analysis, Volatility trading, Market timing
System started 11/6/2007 (68 months ago)
System developer Market Timing
(Last login to C2: 1/16/11 22:39)
C2 Score: 844

Vendor has created 1 other system. Show
The name of this system has been changed 9 times. Show
StatusThis system is no longer supported.



Recently Closed Trades

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System creator requested that closed trades data below be delayed by seven days.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
3/27/08 14:06 SELL 2 JXDOR SPX Mar08 1375 put 41.80 3/28
9:00
49.24 n/a ($1,492)
3/24/08 11:47 BUY 2 JXDOE SPX Mar08 1350 put 12.60 3/28
9:00
24.24 Very $2,324
3/25/08 14:52 BUY 18 JXDCE SPX Mar08 1350 call 2.26 3/28
9:00
0.00 Extreme ($4,082)
3/12/08 15:05 BUY 3 JXBOV SPX Mar08 1325 put 14.30 3/13
11:23
19.57 n/a $1,574
3/12/08 14:17 BUY 3 JXBCV SPX Mar08 1325 call 6.50 3/12
14:48
6.90 Low $114
3/12/08 13:40 BUY 2 JXBOV SPX Mar08 1325 put 12.60 3/12
14:34
10.80 n/a ($364)
3/12/08 11:34 BUY 20 JXBOZ SPX Mar08 1300 put 2.18 3/12
12:13
2.32 Normal $262
1/7/08 11:39 BUY 30 JXBAJ SPX Jan08 1450 call 3.02 1/8
15:00
0.30 Extreme ($8,207)
1/7/08 11:38 BUY 10 JXBAM SPX Jan08 1465 call 1.15 1/8
15:00
0.70 Very ($469)
1/7/08 11:41 BUY 14 SXZAJ SPX Jan08 1450 call 9.80 1/7
12:16
8.00 Extreme ($2,547)
1/7/08 10:01 BUY 20 JXBMS SPX Jan08 1395 put 6.80 1/7
11:33
5.40 High ($2,838)
1/7/08 9:45 BUY 85 JXBAR SPX Jan08 1490 call 0.82 1/7
10:17
0.50 High ($2,862)
1/7/08 9:50 BUY 10 JXBAM SPX Jan08 1465 call 2.00 1/7
10:02
1.00 n/a ($1,019)
1/7/08 9:57 BUY 10 SXZAJ SPX Jan08 1450 call 11.40 1/7
10:01
10.00 Normal ($1,419)
1/4/08 11:54 BUY 300 SFBAO SPY Jan08 145 call 1.27 1/7
9:54
1.11 Extreme ($5,470)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades90
# Profitable38 (42.2%)
# months tracked67
Profitable months1 (1.5%)
Avg trade duration20.8 hours
Annual return (compounded)-22.9%
Average win$1,822
Average loss$1,479
Profit factor0.9:1
Max peak-to-valley drawdown (historical)94.91%
drawdown periodNov 26, 2007 to May 24, 2008
Correlation w/ S&P-0.074
Sharpe ratio-0.455
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss1.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.03
Average P/L per unit traded($21.00)


Reviews


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System Description





THIS IS A TEST SYSTEM. Subscriptions to this system will NOT be offered.

The goal of this system is to test the viability of trading the extremely risky and volatile Weekly Options in addition to using other short-dated options.

********
Please take a look at the new trading system that we offer, which as you can see utilizes a lot less risky strategy and is much more effective over the long run.

- 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. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.

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Overview

THIS IS A TEST SYSTEM. Subscriptions to this system will NOT be offered. The goal of this system was to test the viability of trading the extremely risky and volatile Weekly Options in addition to using other short-dated options.
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 the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.

Model Account Status

Started$10,000
Buy Power$2,360
Cash$1
Equity$1
Cumulative $($7,640)
Total System Equity$2,360
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


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