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Market Mood Oscillator

What it trades: Futures Strategies: Technical analysis, Market timing, Unclassified

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2008+76.1%+67.4%(0.5%)+37.3%(20.4%)+95.0%+0.9%+16.2%(55.5%)(49.9%)+237.6%+22.7%
2009+11.3%  -    -  (0.4%)  -    -    -    -    -    -    -    -  
2010  -    -    -    -    -    -    -    -    -                    

 
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Subscription Terms

$189 per month (Details)

Subscriptions cost $189 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



Strategy Description 


Our model converts the oscillations in global psychology and the interactions with specific markets into future trend and volatility indicators. Deactivated 1/3/09. Conclusion: forecasts great, money mangement poor. We are not traders.
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

System creator requested that closed trades data below be delayed by 2 hours.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
1/2/09 10:59 SELL 11 @EUH9 EUROFX 1.3908 1/2 14:40 1.3815 Normal $12,787
1/2/09 9:58 BUY 3 QHOG9 Heating Oil 1.4250 1/2 12:34 1.4860 n/a $7,686
1/2/09 10:55 SELL 22 @USH9 US T-BOND 137 29/32 1/2 11:17 138 6/32 Normal ($6,204)
1/2/09 10:32 SELL 11 @EUH9 EUROFX 1.3930 1/2 10:49 1.3929 Low $138
12/31/08 13:52 SELL 11 @EUH9 EUROFX 1.3887 1/2/09 10:02 1.3910 Normal ($3,163)
12/30/08 11:04 SELL 11 @EUH9 EUROFX 1.4090 12/30 18:00 1.4060 Low $4,125
12/30/08 12:36 SELL 22 @ESH9 E-MINI S&P 500 879.00 12/30 15:44 883.00 Normal ($4,400)
12/30/08 10:01 SELL 22 @ESH9 E-MINI S&P 500 872.38 12/30 11:43 881.00 Normal ($9,488)
12/30/08 9:38 SELL 11 @EUH9 EUROFX 1.4090 12/30 9:50 1.4120 Normal ($4,125)
12/29/08 1:25 SELL 22 @ESH9 E-MINI S&P 500 863.12 12/29 15:07 862.50 Normal $688
12/24/08 12:58 SELL 22 @ESH9 E-MINI S&P 500 866.00 12/29 0:38 865.75 Normal $275
12/23/08 8:45 SELL 22 @USH9 US T-BOND 140 11/32 12/26 15:58 141 6/32 Very ($18,233)
12/26/08 9:28 SELL 11 @EUH9 EUROFX 1.4043 12/26 12:04 1.4042 Low $138
12/23/08 18:01 SELL 11 @EUH9 EUROFX 1.3903 12/26 6:00 1.4000 High ($13,337)
12/22/08 15:53 BUY 3 QNGF9 Natural Gas 5.349 12/24 8:50 5.600 Low $7,530

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Reviews


 
Aug 12, 2008 from Subscriber

Disregard the other review. This system based on flawed logic (clothing color and moods). Add to that a huge drawdown, which is likely in the future. Banning of others on forum is also a warning sign. This system is based on comparing clothing color and mood of CNBC staff to the market for a month. HEE HEE HEE lol From Cari’s paper (logic of system) “The collective mood of the CNBC staff before the market opening each day for 29 trading days was determined through scoring the clothing color and the mood of the commentary. They were scored using the One Wheel system… Probably a roulette wheel ROTFLMAO

Rebuttal, posted on Aug 26, 2008 by system developer:

The reviewer here (Ross of futures-systems.com, a competitor) is mistaken. The CNBC study was a preliminary study to test whether it was possible to find correlation between a small group (subset of society) and the stock market. The MMO system is based on 8 oscillating social mood factors which have been found to correlate well with stock market movement. Similarly the changes in perception of the U.S. government correlates with the dollar, and the changes in perception of the non-U.S. world by U.S. society correlates with crude oil. For more information on philosophy and methology, see:
http://anewstory.org/documents/methodology.pdf
 
April 10, 2008 from Subscriber

There are a lot of things that MMO is not good for me: 1) Orders always at market or @stop that has already been crossed when you check, means you have to check mail every 10 minutes (no autotrade here). 2) NO STOP LOSS with orders. 3) Too much fluctuation allowed. Look at the chart. Cut the losses please.... 4) Comments on email are fun but "moody". Example: A)"In case the dollar goes up, we want to be ready" selling 11 contracts before it happens or "If it goes as we think, stock market rally and dollar recovery, the Yen should sell-off as well" And it sell 11 contracts again..... TOO RISKY 5) Orders are given anytime during the day, not before opening with a stop order. 6) Only before market opening, stop entry with stop orders systems should have anything above 60% imho.

 
April 9, 2008 from Subscriber

MMO appears to be a truly novel approach to trading. Based upon mood oscillations in the major market-affecting components of society, market moves are inferred from these trends. In other words, MMO is based upon the premise that people move the markets, and not the reverse. All of this is explained in considerable detail in the vendor's monthly newsletter, along with (get this!) predicted trends for the entire month. The system, while still quite new, has racked up some amazing statistics, and returns thus far have been great. MMO is utterly fascinating, and certainly bears watching closely over the coming months.



Statistics

Analytics  
System has been audited since1/3/2008 (32 months ago)
Trades542
# Profitable307 (56.6%)
# months tracked33
Profitable months9 (27.3%)
Avg trade duration22.5 hours
Annual return (compounded)108.1%
Average win$4,642
Average loss$5,346
Profit factor1.1:1
Max peak-to-valley drawdown (historical)94.6%
drawdown periodAug 29, 2008 to Oct 06, 2008
Correlation w/ S&P-0.075
Sharpe ratio0.65
C2Realism Factor 0%
Keep after worst-case slippage 67.0%
Probabilities of future account loss  
Chance of 10% account loss81.2%
Chance of 20% account loss82.4%
Chance of 30% account loss66.7%
Chance of 50% account loss0.6%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.09
Average P/L per unit traded$64.99


System Description

Deactivated 1/3/09. Conclusion: forecasts great, money mangement poor. We are not traders.

Using a systems approach, our interdisciplinary research team gathers information on global psychology, socioeconomic trends, and geopolitics. Our model takes these inputs, overlays them on an oscillator of 8 components of societal emotion and behavior, and outputs future trends and trend changes in the S&P, the U.S. Dollar, and the price of Crude oil. Our indicator has been used to track periods of increased vulnerability to geopolitical events, as well as high-risk economic windows and periods of probable social instability. Funds received will assist us in furthering our research in creating sustainable society as well as tracking precursors to socioeconomic disruptions.

Forum: Sundays we post the outlook on Global Social Mood for the next week (the supporting global context for our trades). The monthly report MoodCompass is for subscribers only and presents our week by week outlook for the following month.

A summary of our philosophy and methodology Market is available at:
http://anewstory.org/documents/methodology.pdf

- 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.