KJ Test 1 (closed)
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2005 +5.7% +0.6% +24.9% (6.3%) 2006 (18.8%) +2.9% (6.5%) +8.1% - - - (11.7%) - - - - 2007 - - - - - - - - - - - - 2008 - - - - - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - - 2011 - - - - - - - - - - - - 2012 - - - - - - - - - - - - 2013 - - - - - -
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 2842 days.
Instruments
Futures
Strategies
Technical analysis
System started
9/6/2005 (95 months ago)
System developer
KJ Trading Systems 1000 Vendor has created 17 other systems. Show The name of this system has been changed 1 time. Show Original name Changed to When changed KJ Test 1 KJ Test 1 (closed) 3/30/06 17:34
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details System creator requested that closed trades data below be delayed by one day.
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
1/25/06 10:13
BUY
4
LHJ6
LEAN HOGS 62.25
4/13
54.55 Extreme ($12,376)
1/22/06 21:09
BUY
10
@ESH6
E-MINI S&P 500 1265.50
2/1
1286.50 Extreme $10,360
1/24/06 8:45
BUY
2
SFH6
SWISS FRANC 0.7965
1/31
0.7839 n/a ($3,178)
11/16/05 9:17
SELL
5
KCH6
100.60
1/30/06 12:17
121.50 n/a ($39,258)
9/27/05 8:30
BUY
5
CDZ5
CANADIAN DOLLAR 0.8535
12/12
0.8692 n/a $7,780
10/31/05 12:54
SELL
5
FVZ5
U S T-NOTE 5 YEAR 105 62/64
12/12
106 1/64 n/a ($303)
12/6/05 19:27
BUY
10
@ESZ5
E-MINI S&P 500 1265.75
12/11
1261.50 Normal ($2,265)
12/4/05 22:48
BUY
10
@ESZ5
E-MINI S&P 500 1266.00
12/6
1268.75 Normal $1,235
11/15/05 20:01
BUY
10
@ESZ5
E-MINI S&P 500 1232.50
11/17
1238.50 Low $2,860
9/21/05 12:27
SELL
5
KCZ5
90.80
11/16
96.80 n/a ($11,320)
11/8/05 8:22
BUY
10
TYZ5
U S T-NOTE 10 YEAR 108 9/64
11/16
108 26/64 n/a $2,516
9/27/05 8:30
SELL
5
JYZ5
JAPANESE YEN 0.890300
11/11
0.849600 n/a $25,367
11/3/05 10:02
SELL
5
CLF6
CRUDE OIL 61.10
11/8
60.50 n/a $2,930
10/5/05 10:19
BUY
5
@ESZ5
E-MINI S&P 500 1212.75
11/3
1223.00 n/a $2,493
9/29/05 10:38
BUY
5
CTZ5
COTTON - #2 5390
10/31
5260 n/a ($3,320)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
1/25/06 10:13
BUY
4
LHJ6
LEAN HOGS
62.25
4/13
54.55 Extreme ($12,376)
1/25/06 10:13
BTO
4
LHJ6
62.25
4/13/06 10:17
exp
4
LHJ6
54.55
1/22/06 21:09
BUY
10
@ESH6
E-MINI S&P 500
1265.50
2/1
1286.50 Extreme $10,360
1/22/06 21:09
BTO
10
@ESH6
1265.50
2/1/06 20:41
STC
10
@ESH6
1286.50
1/24/06 8:45
BUY
2
SFH6
SWISS FRANC
0.7965
1/31
0.7839 n/a ($3,178)
1/24/06 8:45
BTO
2
SFH6
0.7965
1/31/06 11:26
STC
2
SFH6
0.7839
11/16/05 9:17
SELL
5
KCH6
100.60
1/30/06 12:17
121.50 n/a ($39,258)
11/16/05 9:17
STO
5
KCH6
100.60
1/30/06 12:17
BTC
5
KCH6
121.50
9/27/05 8:30
BUY
5
CDZ5
CANADIAN DOLLAR
0.8535
12/12
0.8692 n/a $7,780
9/27/05 8:30
BTO
5
CDZ5
0.8535
12/12/05 8:23
STC
5
CDZ5
0.8692
10/31/05 12:54
SELL
5
FVZ5
U S T-NOTE 5 YEAR
105 62/64
12/12
106 1/64 n/a ($303)
10/31/05 12:54
STO
5
FVZ5
105 62/64
12/12/05 8:22
BTC
5
FVZ5
106 1/64
12/6/05 19:27
BUY
10
@ESZ5
E-MINI S&P 500
1265.75
12/11
1261.50 Normal ($2,265)
12/6/05 19:27
BTO
10
@ESZ5
1265.75
12/11/05 19:50
STC
10
@ESZ5
1261.50
12/4/05 22:48
BUY
10
@ESZ5
E-MINI S&P 500
1266.00
12/6
1268.75 Normal $1,235
12/4/05 22:48
BTO
10
@ESZ5
1266.00
12/6/05 11:28
STC
10
@ESZ5
1268.75
11/15/05 20:01
BUY
10
@ESZ5
E-MINI S&P 500
1232.50
11/17
1238.50 Low $2,860
11/15/05 20:01
BTO
10
@ESZ5
1232.50
11/17/05 7:44
STC
10
@ESZ5
1238.50
9/21/05 12:27
SELL
5
KCZ5
90.80
11/16
96.80 n/a ($11,320)
9/21/05 12:27
STO
5
KCZ5
90.80
11/16/05 9:17
BTC
5
KCZ5
96.80
11/8/05 8:22
BUY
10
TYZ5
U S T-NOTE 10 YEAR
108 9/64
11/16
108 26/64 n/a $2,516
11/8/05 8:22
BTO
10
TYZ5
108 9/64
11/16/05 8:22
STC
10
TYZ5
108 26/64
9/27/05 8:30
SELL
5
JYZ5
JAPANESE YEN
0.890300
11/11
0.849600 n/a $25,367
9/27/05 8:30
STO
5
JYZ5
0.890300
11/11/05 8:22
BTC
5
JYZ5
0.849600
11/3/05 10:02
SELL
5
CLF6
CRUDE OIL
61.10
11/8
60.50 n/a $2,930
11/3/05 10:02
STO
5
CLF6
61.10
11/8/05 10:02
BTC
5
CLF6
60.50
10/5/05 10:19
BUY
5
@ESZ5
E-MINI S&P 500
1212.75
11/3
1223.00 n/a $2,493
10/5/05 10:19
BTO
5
@ESZ5
1212.75
11/3/05 9:32
STC
5
@ESZ5
1223.00
9/29/05 10:38
BUY
5
CTZ5
COTTON - #2
5390
10/31
5260 n/a ($3,320)
9/29/05 10:38
BTO
5
CTZ5
5390
10/31/05 10:32
STC
5
CTZ5
5260
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 24 # Profitable 14 (58.3%) # months tracked 94 Profitable months 5 (5.3%) Avg trade duration 22.6 days Annual return (compounded) -0.5% Average win $6,074 Average loss $8,917 Profit factor 1.0:1 Max peak-to-valley drawdown (historical) 36.39% drawdown period Dec 12, 2005 to April 17, 2006 Correlation w/ S&P 0.000 Sharpe ratio -0.11 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) 0.00 Average P/L per unit traded ($103.35)
Reviews No reviews have been written yet.
Subscribe to System $149 per month, only if profitable
This is a pay-for-performance system. Subscriptions cost $149 at the end of each
month, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do
we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track
record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if
the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end
of a calendar month; you'll still get 30 days' worth of trades.)
Model Account Status Started $100,000 Buy Power $95,871 Cash $1 Equity $1 Cumulative $ ($4,128) Total System Equity $95,871 Margined $1 Open P/L $0 System vendor has delayed data by 1 day for non-subs.
Welcome Kevin Davey at 11/28/05 17:44ET Welcome to KJ Trend Follower. The system I am using on Collective2 has similar results to a system that I am trading in a year long worldwi...
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