System 14747274
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | (24.8%) | +38.9% | +4.0% | +11.7% | +72.3% | (36.9%) | +61.8% | |||||
| 2006 | (42.6%) | (47.8%) | +99.3% | +41.5% | +26.7% | (11.4%) | (56.8%) | +29.5% | (37.4%) | (95.1%) | +256.7% | (78.2%) |
| 2007 | (238.5%) | (255.7%) | (71.1%) | (3%) | (10.6%) | - | - | - | - | - | - | - |
| 2008 | - | - | - | - | (118%) | - | - | - | - | - | - | - |
| 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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| Instruments | Mostly Futures, Forex; (some stocks) |
|---|---|
| Strategies | Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Spreads |
| System started | 6/14/2005 (97 months ago) |
| System developer |
RationalWealthManagement.com 
(Last login to C2: 5/19/13 11:51) C2 Score: 988  Vendor has created 60 other systems. Show The name of this system has been changed 35 times. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by seven days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/10/07 19:26 | SELL | 4 | GBP/JPY | 237.770 | 5/14 23:21 |
238.270 | Low | ($170) | |
| 5/10/07 19:23 | SELL | 4 | GBP/CHF | 2.41430 | 5/14 23:21 |
2.41220 | Low | $65 | |
| 5/10/07 19:21 | SELL | 2 | GBP/AUD | 2.39720 | 5/14 23:21 |
2.37870 | Low | $306 | |
| 5/10/07 19:13 | SELL | 6 | EUR/JPY | 162.125 | 5/14 23:21 |
163.010 | Normal | ($447) | |
| 5/10/07 19:09 | BUY | 4 | EUR/GBP | 0.68130 | 5/14 23:21 |
0.68410 | Low | $218 | |
| 5/8/07 20:24 | SELL | 1 | EUR/AUD | 1.63600 | 5/14 23:21 |
1.62750 | Low | $70 | |
| 5/8/07 20:20 | BUY | 2 | AUD/JPY | 99.200 | 5/14 23:21 |
100.160 | Low | $158 | |
| 5/7/07 20:01 | BUY | 2 | NZD/USD | 0.73625 | 5/14 23:21 |
0.73700 | Low | $13 | |
| 5/1/07 22:04 | BUY | 2 | USD/CHF | 1.21480 | 5/14 23:21 |
1.21800 | Low | $51 | |
| 4/4/07 21:01 | BUY | 15 | GBP/NZD | 2.71297 | 5/14 23:17 |
2.68370 | Extreme | ($3,253) | |
| 4/4/07 21:00 | SELL | 8 | AUD/USD | 0.81950 | 5/9 20:46 |
0.82800 | High | ($688) | |
| 5/6/07 17:31 | SELL | 2 | GBP/CHF | 2.41350 | 5/8 20:16 |
2.42380 | Low | ($171) | |
| 4/24/07 19:32 | BUY | 3 | GBP/AUD | 2.41550 | 5/8 20:14 |
2.40320 | n/a | ($308) | |
| 4/24/07 19:17 | BUY | 3 | EUR/AUD | 1.64280 | 5/8 20:06 |
1.63610 | Low | ($169) | |
| 4/24/07 19:28 | BUY | 6 | EUR/GBP | 0.68130 | 5/8 20:00 |
0.68227 | Low | $110 | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 365 |
| # Profitable | 222 (60.8%) |
| # months tracked | 96 |
| Profitable months | 10 (10.4%) |
| Avg trade duration | 11.0 days |
| Annual return (compounded) | 0.0% |
| Average win | $3,900 |
| Average loss | $6,830 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 100% |
| drawdown period | Dec 08, 2005 to June 04, 2006 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | -0.195 |
| 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) | -0.06 |
| Average P/L per unit traded | $143.22 |
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