RevNaz
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | (13%) | (0.3%) | (0.3%) | (0.3%) | ||||||||
| 2006 | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.3%) | (0.4%) |
| 2007 | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) |
| 2008 | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.8%) | (0.4%) | (0.4%) |
| 2009 | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) |
| 2010 | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) |
| 2011 | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) |
| 2012 | (0.4%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) |
| 2013 | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Market timing |
| System started | 9/16/2005 (93 months ago) |
| System developer |
OTI Capital 
(Last login to C2: 12/30/09 15:08) C2 Score: 247  Vendor has created 2 other systems. Show |
| Status | This system is no longer supported. |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 9/16/05 18:53 | BUY | 20 | @NQZ5 | E-MINI NASDAQ 100 | 1612.00 | 9/22 14:05 |
1580.00 | n/a | ($13,079) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 1 |
| # Profitable | 0 (0.0%) |
| # months tracked | 93 |
| Profitable months | |
| Avg trade duration | 5.8 days |
| Annual return (compounded) | -1.8% |
| Average win | $0.00 |
| Average loss | $12,800.00 |
| Profit factor | 0.0:1 |
| Max peak-to-valley drawdown (historical) | 15.8% |
| drawdown period | Sept 16, 2005 to Sept 21, 2005 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | -0.951 |
| 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 | ($640.00) |
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