TMD:Trader |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | (16.8%) | +66.9% | +2.2% | +4.7% | (12.5%) | +87.5% | +52.5% | +8.2% | (23.1%) | +11.1% | ||
| 2009 | +10.7% | +20.6% | +7.8% | +2.6% | +10.7% | +1.4% | (13%) | +11.9% | (5.8%) | +5.1% | (15.4%) | (16.5%) |
| 2010 | +25.4% | (13.6%) | (26.5%) | (18.1%) | +98.0% | +6.1% | (8.7%) | +15.8% | (9.7%) |
Subscription Terms
| $89 per month (Details) |
Subscriptions cost $89 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
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- 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
DetailsSystem creator requested that closed trades data below be delayed by one day.
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 6/11/10 12:40 | SELL | 40 | @NQU0 | E-MINI NASDAQ 100 | 1867.56 | 6/30 19:05 | 1789.88 | Very | $62,150 |
| 3/12/10 14:45 | SELL | 140 | @NQM0 | E-MINI NASDAQ 100 | 1910.64 | 6/18 9:38 | 1864.04 | Extreme | $130,500 |
| 12/10/09 12:06 | SELL | 40 | @NQH0 | E-MINI NASDAQ 100 | 1802.75 | 3/12/10 14:45 | 1924.50 | Extreme | ($97,400) |
| 10/6/09 9:56 | SELL | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1698.50 | 12/10 12:07 | 1805.00 | Extreme | ($85,200) |
| 10/5/09 10:22 | SELL | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1665.00 | 10/6 5:21 | 1686.75 | Normal | ($17,400) |
| 10/5/09 10:06 | SELL | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1666.58 | 10/5 10:20 | 1666.08 | n/a | $400 |
| 10/5/09 9:23 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1669.75 | 10/5 10:03 | 1669.42 | Low | ($267) |
| 10/2/09 14:10 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1667.83 | 10/2 14:34 | 1669.50 | Low | $1,333 |
| 10/2/09 12:50 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1666.50 | 10/2 13:52 | 1668.00 | Low | $1,200 |
| 10/2/09 12:27 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1668.00 | 10/2 12:30 | 1668.50 | Low | $400 |
| 10/2/09 10:38 | SELL | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1672.75 | 10/2 10:52 | 1667.75 | Low | $4,000 |
| 10/2/09 10:02 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1668.00 | 10/2 10:26 | 1672.00 | Low | $3,200 |
| 10/2/09 9:52 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1666.92 | 10/2 9:58 | 1666.00 | Low | ($733) |
| 10/2/09 8:42 | BUY | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1654.83 | 10/2 8:54 | 1650.17 | Low | ($3,733) |
| 10/1/09 15:58 | SELL | 40 | @NQZ9 | E-MINI NASDAQ 100 | 1665.75 | 10/1 20:22 | 1665.92 | Low | ($133) |
Reviews
Previously good system has fallen on hard times - was an active trading system (hourly/daily) but has stayed short for almost 2 months - the trade has gone from a loser to winner and back to a large loser. Frustrating it didn't get out as a winner (with the market very oversold). I'm willing to ride out drawdowns but 2 month holds are not what I signed up for with this system. Wondering if the vendor has completely abandoned this system as it appears there has been on C2 logon in almost a month
Twitter feed from system owner says it all "I'm short, I'm underwater, I'm fielding margin calls. I'm sticking with it." System has been short for a 7 day 6% rally and with INTC easily beating expectations, tomorrow will probably extend streak in the wrong direction.
The market always has the last word. I just listen better than most.
Statistics
Analytics| System has been audited since | 3/20/2008 (30 months ago) |
|---|---|
| Trades | 582 |
| # Profitable | 361 (62.0%) |
| # months tracked | 31 |
| Profitable months | 19 (61.3%) |
| Avg trade duration | 19.1 hours |
| Annual return (compounded) | 89.2% |
| Average win | $5,440 |
| Average loss | $7,042 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 78.48% |
| drawdown period | June 02, 2010 to June 21, 2010 |
| Correlation w/ S&P | 0.016 |
| Sharpe ratio | 0.635 |
C2Realism Factor  | 98% |
| Keep after worst-case slippage | 98.5% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 90.2% |
| Chance of 20% account loss | 76.2% |
| Chance of 30% account loss | 60.5% |
| Chance of 50% account loss | 0.6% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.11 |
| Average P/L per unit traded | $24.18 |
System Description
Twitter commentary and analysis is available @marketdetective
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This is a combination of a discretionary and a nondiscretionary system. The nondiscretionary component is entries and exits based on Fibonacci ratios measured from either the beginning or end of Elliott wave counts. The discretionary component is identifying the beginning and end of wave counts.
- 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.
