TT Day Trader EMD |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | (3.6%) | +12.1% | +10.0% | - | - | |||||||
| 2009 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | - | - | - | - | - |
Subscription Terms
| Ten-day free trial, then $149 per month (Details) |
There is a free trial period of 10 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $149 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
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 10/27/08 13:01 | BUY | 1 | @EMDZ8 | Mini Midcap 400 | 500.70 | 10/27 15:40 | 490 | Low | ($1,070) |
| 10/24/08 11:30 | BUY | 1 | @EMDZ8 | Mini Midcap 400 | 506.40 | 10/24 16:02 | 490.10 | Low | ($1,630) |
| 10/21/08 14:23 | BUY | 1 | @EMDZ8 | Mini Midcap 400 | 573.60 | 10/21 16:03 | 563.10 | Low | ($1,050) |
| 10/20/08 13:30 | BUY | 1 | @EMDZ8 | Mini Midcap 400 | 568.80 | 10/20 16:03 | 578.50 | Low | $970 |
| 10/17/08 10:54 | BUY | 1 | @EMDZ8 | Mini Midcap 400 | 559.30 | 10/17 16:03 | 549.20 | Low | ($1,010) |
| 10/13/08 10:38 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 580.10 | 10/13 16:03 | 615 | Low | $6,980 |
| 10/6/08 10:35 | SELL | 2 | @EMDZ8 | Mini Midcap 400 | 615.50 | 10/6 15:10 | 612.60 | Low | $580 |
| 10/3/08 10:35 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 693.30 | 10/3 13:28 | 688.90 | Low | ($880) |
| 10/2/08 10:31 | SELL | 2 | @EMDZ8 | Mini Midcap 400 | 696.10 | 10/2 16:03 | 677.40 | Low | $3,740 |
| 10/1/08 12:34 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 718 | 10/1 16:03 | 721.80 | Low | $760 |
| 9/30/08 11:56 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 711 | 9/30 16:03 | 728 | Low | $3,400 |
| 9/29/08 12:13 | SELL | 2 | @EMDZ8 | Mini Midcap 400 | 719.30 | 9/29 16:05 | 696.80 | Low | $4,500 |
| 9/26/08 13:12 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 750.30 | 9/26 16:03 | 753.20 | Low | $580 |
| 9/25/08 12:33 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 759.50 | 9/25 16:03 | 759.70 | Low | $40 |
| 9/24/08 13:37 | BUY | 2 | @EMDZ8 | Mini Midcap 400 | 758 | 9/24 16:03 | 752.80 | Normal | ($1,040) |
Statistics
Analytics| System has been audited since | 8/13/2008 (25 months ago) |
|---|---|
| Trades | 32 |
| # Profitable | 19 (59.4%) |
| # months tracked | 26 |
| Profitable months | 2 (7.7%) |
| Avg trade duration | 3.1 hours |
| Annual return (compounded) | 8.5% |
| Average win | $2,279 |
| Average loss | $1,882 |
| Profit factor | 1.8:1 |
| Max peak-to-valley drawdown (historical) | 10.9% |
| drawdown period | Oct 02, 2008 to Oct 10, 2008 |
| Correlation w/ S&P | 0.020 |
| Sharpe ratio | 0.596 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 25.0% |
| 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) | 0.40 |
| Average P/L per unit traded | $225.94 |
System Description
An intra-day channel breakout system with a high probability filter and volatility adjusted profit target and protective stop. This is a robust system tested over several years of data, several related markets, and hundreds of trades.
Trading rules are completely mechanical and signals are automatically generated from TradeStation and sent directly to Collective2. Entry setups are calculated after the the day session opens and all positions are closed at the end of the day. Stops are adjusted throughout the day depending on market movement.
Recommended minimum of $15,000 per contract traded for maximum risk adjusted return. Follow the recommended trade size and scale proportionally to your account size.
Limited number of subscriptions available.
For additional information please visit: http://tradingtechnician.com
This system is no longer available to the public. No subscribers accepted.
- 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.
