Tango
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | +1.1% | +5.0% | +2.5% | +4.2% | +3.9% | |||||||
| 2006 | +14.4% | +7.4% | +5.5% | +8.7% | (1.8%) | +8.5% | (3.3%) | +4.3% | (5.5%) | +6.7% | +1.9% | +0.9% |
| 2007 | +2.7% | +5.5% | +4.1% | +3.0% | +6.4% | +0.8% | (5.8%) | +2.3% | (0.2%) | (2.3%) | (2.2%) | +3.3% |
| 2008 | (2.8%) | +2.3% | +3.5% | +2.5% | +6.9% | (7.1%) | (2.6%) | +3.5% | (15.6%) | (6.1%) | +3.8% | +2.7% |
| 2009 | +4.4% | +3.4% | (3.3%) | +0.9% | +4.6% | +6.7% | +2.0% | +2.4% | +1.9% | +1.6% | +7.6% | +9.4% |
| 2010 | (13.3%) | +12.0% | +2.9% | +0.7% | - | (0.3%) | - | (0.1%) | - | - | - | +2.4% |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - | (0.1%) | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - |
Loading Chart...
| Instruments | Stocks |
|---|---|
| Strategies | Unclassified |
| System started | 8/25/2005 (94 months ago) |
| System developer |
Eu New 
(Last login to C2: 7/22/11 19:18) C2 Score: 965  Vendor has created 4 other systems. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/14/10 9:30 | BUY | 1,400 | MOS | MOSAIC CO THE | 54.76 | 4/30 9:30 |
53.35 | Low | ($2,009) |
| 4/19/10 9:36 | BUY | 2,400 | CHBT | CHINA-BIOTICS INC | 16.93 | 4/21 10:45 |
17.20 | Low | $600 |
| 4/16/10 11:13 | BUY | 1,700 | ARST | ARCSIGHT INC | 23.84 | 4/19 9:59 |
24.25 | Low | $663 |
| 3/31/10 14:54 | BUY | 1,300 | PAYX | PAYCHEX INC | 30.74 | 4/9 9:30 |
30.90 | Low | $182 |
| 3/25/10 15:50 | BUY | 900 | OSG | OVERSEAS SHIPHOLDING GRP | 40.60 | 4/1 15:55 |
41.29 | Low | $603 |
| 3/25/10 15:40 | BUY | 2,900 | SWSI | SUPERIOR WELL SERVICES | 13.68 | 4/1 15:23 |
13.91 | Low | $609 |
| 3/25/10 14:28 | BUY | 2,700 | CDE | COEUR D'ALENE MINES | 14.69 | 3/31 10:00 |
14.94 | Low | $621 |
| 3/25/10 15:35 | BUY | 2,300 | FCG | FIRST TR ISE REV NAT GAS | 16.96 | 3/30 15:32 |
17.25 | Low | $621 |
| 3/25/10 15:46 | BUY | 700 | XLE | SPDR ENERGY SECTOR ETF | 56.02 | 3/29 10:11 |
56.97 | Low | $651 |
| 3/25/10 15:30 | BUY | 1,700 | CHK | CHESAPEAKE ENERGY CORP | 22.61 | 3/29 9:55 |
23.08 | Low | $765 |
| 3/25/10 15:45 | BUY | 1,300 | XES | SPDR S&P OILGAS EQUP ETF | 28.72 | 3/29 9:54 |
29.23 | Low | $637 |
| 3/25/10 15:38 | BUY | 1,000 | ERX | DIREXION SHRS ENRGY BULL | 36.47 | 3/29 9:53 |
37.64 | Low | $1,150 |
| 3/23/10 10:15 | BUY | 500 | SSG | PROSHARES ULSHT SMCONDCT | 79.35 | 3/24 13:49 |
80.70 | Low | $665 |
| 3/17/10 13:45 | BUY | 8,400 | CYTX | CYTORI THERAPEUTICS INC | 4.74 | 3/18 9:30 |
4.86 | Low | $840 |
| 3/12/10 12:31 | BUY | 1,400 | ANW | AEGEAN MARINE PETROLEUM | 26.94 | 3/16 15:46 |
27.50 | Low | $756 |
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 2,008 |
| # Profitable | 1,675 (83.4%) |
| # months tracked | 94 |
| Profitable months | 44 (46.8%) |
| Avg trade duration | 5.9 days |
| Annual return (compounded) | 17.8% |
| Average win | $411 |
| Average loss | $1,344 |
| Profit factor | 1.6:1 |
| Max peak-to-valley drawdown (historical) | 33.94% |
| drawdown period | June 05, 2008 to Nov 21, 2008 |
| Correlation w/ S&P | 0.320 |
| Sharpe ratio | 1.113 |
| Keep after worst-case slippage | 99.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.13 |
| Average P/L per unit traded | $0.41 |
| Sum of dividends and cash expir. in model account | $13,170 |
Reviews
I am quite disappointed in this system. After trading it for more than 3 months (90 positions) my account is up by a mere 0.4%. Take out C2's subscription costs and I'm not even break even. During this same period the S&P 500 was up by 7.7%.
100% at moment of publishing the review. I hope the person enjoy return from SP500. And it's DDs ;) Greed.
This system better in C2 then in real life. System has complicated position managment. Impossible to stay synch with it. Typically when you in Drawdown and you portfolio is full system makes 1-3 profitable trades. In result C2 curve growing but not real account . Sometimes Limit orders doesn't fill. After following for 4 month I lost ~10% of trading capital. I aggre with 70-75 realizm factor.. but must to say thanks for good support.
It's classical jump of of window. I cannot blame the person, because I calculated 30% DD partial liquidation. at the time. Fear.
The fills shown in the closed trades are accurate, even conservative. My fills are typically better than those shown. I've looked at hundreds of systems. I've developed dozens of systems. I've been extremely pleased with Tango. I'm trading it exclusively right now.
It's not 100% true, because the person traded the system a little bit different than my recommendations. Knowledge.
System Description
c2.tango@gmail.com If you have any questions.
- 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.
