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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

Bender's S&P Emini crossover
(17409990)

Created by: CraigBender2 CraigBender2
Started: 12/2005
Futures
Last trade: 7,328 days ago
Subscriptions not currently available.

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $250.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

-5.8%

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(44.4%)
Max Drawdown
146
Num Trades
87.0%
Win Trades
1.1 : 1
Profit Factor
1.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2005                                                                             +17.3%+17.3%
2006+26.9%(11.2%)+1.8%+9.3%(55.5%)  -    -    -    -    -    -    -  (44.3%)
2007  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2008  -    -    -    -  (1.4%)  -    -    -    -    -    -    -  (1.4%)
2009  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2010  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -    -                                      0.0

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

This strategy has placed 257 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 7383 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/17/06 11:38 @ESM6 E-MINI S&P 500 LONG 80 1276.56 5/17 16:13 1275.28 9.58%
Trade id #20860090
Max drawdown($12,468)
Time5/17/06 16:13
Quant open30
Worst price1268.25
Drawdown as % of equity-9.58%
($5,765)
Includes Typical Broker Commissions trade costs of $640.00
5/11/06 19:24 @ESM6 E-MINI S&P 500 LONG 100 1308.00 5/12 16:13 1294.25 37.03%
Trade id #20642089
Max drawdown($72,500)
Time5/12/06 16:13
Quant open100
Worst price1293.50
Drawdown as % of equity-37.03%
($69,550)
Includes Typical Broker Commissions trade costs of $800.00
5/11/06 11:30 @ESM6 E-MINI S&P 500 LONG 50 1315.75 5/11 16:13 1312.40 8.56%
Trade id #20629519
Max drawdown($17,000)
Time5/11/06 15:45
Quant open40
Worst price1307.25
Drawdown as % of equity-8.56%
($8,775)
Includes Typical Broker Commissions trade costs of $400.00
5/10/06 15:01 @ESM6 E-MINI S&P 500 SHORT 30 1328.50 5/10 15:14 1327.00 1.13%
Trade id #20586505
Max drawdown($2,250)
Time5/10/06 15:14
Quant open-30
Worst price1330.00
Drawdown as % of equity-1.13%
$2,010
Includes Typical Broker Commissions trade costs of $240.00
5/10/06 14:24 @ESM6 E-MINI S&P 500 SHORT 40 1324.75 5/10 14:30 1322.75 3.51%
Trade id #20584972
Max drawdown($7,000)
Time5/10/06 14:30
Quant open-40
Worst price1328.25
Drawdown as % of equity-3.51%
$3,680
Includes Typical Broker Commissions trade costs of $320.00
5/9/06 20:40 @ESM6 E-MINI S&P 500 LONG 15 1328.00 5/10 8:11 1328.83 0.19%
Trade id #20552737
Max drawdown($375)
Time5/10/06 4:30
Quant open10
Worst price1327.25
Drawdown as % of equity-0.19%
$505
Includes Typical Broker Commissions trade costs of $120.00
5/8/06 20:11 @ESM6 E-MINI S&P 500 LONG 40 1327.00 5/9 11:13 1329.19 0.26%
Trade id #20511177
Max drawdown($500)
Time5/9/06 0:00
Quant open40
Worst price1326.75
Drawdown as % of equity-0.26%
$4,055
Includes Typical Broker Commissions trade costs of $320.00
5/8/06 11:25 @ESM6 E-MINI S&P 500 SHORT 50 1328.75 5/8 15:50 1328.35 2.6%
Trade id #20500297
Max drawdown($5,000)
Time5/8/06 14:45
Quant open-50
Worst price1330.75
Drawdown as % of equity-2.60%
$600
Includes Typical Broker Commissions trade costs of $400.00
5/7/06 20:24 @ESM6 E-MINI S&P 500 SHORT 30 1329.25 5/8 9:21 1328.75 0%
Trade id #20468708
Max drawdown$0
Time5/8/06 0:00
Quant open-30
Worst price1329.25
Drawdown as % of equity0.00%
$510
Includes Typical Broker Commissions trade costs of $240.00
5/5/06 2:16 @ESM6 E-MINI S&P 500 SHORT 40 1321.12 5/5 16:13 1329.00 9.7%
Trade id #20337918
Max drawdown($20,250)
Time5/5/06 14:49
Quant open-40
Worst price1331.25
Drawdown as % of equity-9.70%
($16,070)
Includes Typical Broker Commissions trade costs of $320.00
5/4/06 11:06 @ESM6 E-MINI S&P 500 SHORT 30 1317.25 5/4 12:31 1314.88 1.28%
Trade id #20327058
Max drawdown($2,625)
Time5/4/06 12:00
Quant open-30
Worst price1319.00
Drawdown as % of equity-1.28%
$3,323
Includes Typical Broker Commissions trade costs of $240.00
5/3/06 23:23 @ESM6 E-MINI S&P 500 LONG 40 1311.75 5/4 3:37 1313.25 0.25%
Trade id #20301689
Max drawdown($500)
Time5/3/06 23:30
Quant open40
Worst price1311.50
Drawdown as % of equity-0.25%
$2,680
Includes Typical Broker Commissions trade costs of $320.00
5/3/06 12:45 @ESM6 E-MINI S&P 500 LONG 30 1311.75 5/3 13:51 1309.00 2.09%
Trade id #20291961
Max drawdown($4,125)
Time5/3/06 12:45
Quant open0
Worst price1310.75
Drawdown as % of equity-2.09%
($4,365)
Includes Typical Broker Commissions trade costs of $240.00
5/2/06 18:49 @ESM6 E-MINI S&P 500 SHORT 40 1317.25 5/3 5:49 1315.75 1.27%
Trade id #20275342
Max drawdown($2,500)
Time5/3/06 2:30
Quant open-40
Worst price1318.50
Drawdown as % of equity-1.27%
$2,680
Includes Typical Broker Commissions trade costs of $320.00
5/1/06 18:28 @ESM6 E-MINI S&P 500 LONG 50 1309.75 5/2 3:10 1311.75 0.32%
Trade id #20243225
Max drawdown($625)
Time5/2/06 0:00
Quant open50
Worst price1309.50
Drawdown as % of equity-0.32%
$4,600
Includes Typical Broker Commissions trade costs of $400.00
5/1/06 0:13 @ESM6 E-MINI S&P 500 SHORT 25 1318.75 5/1 8:31 1317.00 0.96%
Trade id #20205589
Max drawdown($1,875)
Time5/1/06 2:45
Quant open-25
Worst price1320.25
Drawdown as % of equity-0.96%
$1,988
Includes Typical Broker Commissions trade costs of $200.00
4/28/06 11:04 @ESM6 E-MINI S&P 500 SHORT 20 1317.00 4/28 15:06 1315.50 1.28%
Trade id #20109269
Max drawdown($2,500)
Time4/28/06 11:16
Quant open-20
Worst price1319.50
Drawdown as % of equity-1.28%
$1,340
Includes Typical Broker Commissions trade costs of $160.00
4/27/06 13:28 @ESM6 E-MINI S&P 500 SHORT 20 1318.00 4/27 14:20 1314.25 0.29%
Trade id #20068827
Max drawdown($500)
Time4/27/06 13:30
Quant open-20
Worst price1318.50
Drawdown as % of equity-0.29%
$3,590
Includes Typical Broker Commissions trade costs of $160.00
4/26/06 19:23 @ESM6 E-MINI S&P 500 LONG 60 1307.67 4/27 11:25 1314.08 0%
Trade id #20028787
Max drawdown$0
Time4/27/06 0:00
Quant open40
Worst price1310.00
Drawdown as % of equity0.00%
$18,770
Includes Typical Broker Commissions trade costs of $480.00
4/26/06 10:50 @ESM6 E-MINI S&P 500 SHORT 30 1313.00 4/26 15:15 1310.00 0.61%
Trade id #20014775
Max drawdown($1,000)
Time4/26/06 11:15
Quant open-20
Worst price1314.50
Drawdown as % of equity-0.61%
$4,260
Includes Typical Broker Commissions trade costs of $240.00
4/25/06 18:36 @ESM6 E-MINI S&P 500 LONG 30 1309.25 4/26 5:35 1311.00 0%
Trade id #19984113
Max drawdown$0
Time4/26/06 0:00
Quant open30
Worst price1309.25
Drawdown as % of equity0.00%
$2,385
Includes Typical Broker Commissions trade costs of $240.00
4/25/06 11:04 @ESM6 E-MINI S&P 500 LONG 50 1308.55 4/25 16:12 1309.00 5.81%
Trade id #19971991
Max drawdown($9,500)
Time4/25/06 13:30
Quant open40
Worst price1304.25
Drawdown as % of equity-5.81%
$725
Includes Typical Broker Commissions trade costs of $400.00
4/24/06 19:40 @ESM6 E-MINI S&P 500 SHORT 30 1315.00 4/25 10:01 1314.00 0.92%
Trade id #19953432
Max drawdown($1,500)
Time4/25/06 0:00
Quant open-30
Worst price1314.00
Drawdown as % of equity-0.92%
$1,260
Includes Typical Broker Commissions trade costs of $240.00
4/23/06 23:00 @ESM6 E-MINI S&P 500 LONG 50 1314.10 4/24 19:18 1315.30 0.28%
Trade id #19906296
Max drawdown($437)
Time4/24/06 0:00
Quant open35
Worst price1314.75
Drawdown as % of equity-0.28%
$2,600
Includes Typical Broker Commissions trade costs of $400.00
4/19/06 9:09 @ESM6 E-MINI S&P 500 LONG 10 1313.25 4/19 9:36 1314.25 0.15%
Trade id #19785440
Max drawdown($250)
Time4/19/06 9:30
Quant open10
Worst price1312.75
Drawdown as % of equity-0.15%
$420
Includes Typical Broker Commissions trade costs of $80.00
4/18/06 10:34 @ESM6 E-MINI S&P 500 SHORT 140 1307.18 4/19 9:09 1316.12 28.31%
Trade id #19764562
Max drawdown($62,563)
Time4/19/06 0:00
Quant open-75
Worst price1314.25
Drawdown as % of equity-28.31%
($63,683)
Includes Typical Broker Commissions trade costs of $1,120.00
4/17/06 11:21 @ESM6 E-MINI S&P 500 SHORT 30 1296.50 4/17 12:30 1295.00 0.86%
Trade id #19739725
Max drawdown($1,875)
Time4/17/06 12:00
Quant open-30
Worst price1297.75
Drawdown as % of equity-0.86%
$2,010
Includes Typical Broker Commissions trade costs of $240.00
4/16/06 21:53 @ESM6 E-MINI S&P 500 LONG 15 1295.75 4/17 9:32 1296.50 0.06%
Trade id #19720566
Max drawdown($125)
Time4/17/06 0:00
Quant open5
Worst price1296.25
Drawdown as % of equity-0.06%
$443
Includes Typical Broker Commissions trade costs of $120.00
4/13/06 11:51 @ESM6 E-MINI S&P 500 SHORT 15 1297.00 4/13 12:53 1295.33 0.35%
Trade id #19640968
Max drawdown($750)
Time4/13/06 12:00
Quant open-15
Worst price1298.00
Drawdown as % of equity-0.35%
$1,130
Includes Typical Broker Commissions trade costs of $120.00
4/13/06 10:24 @ESM6 E-MINI S&P 500 LONG 30 1293.75 4/13 10:50 1295.75 1.23%
Trade id #19639163
Max drawdown($2,625)
Time4/13/06 10:30
Quant open30
Worst price1292.00
Drawdown as % of equity-1.23%
$2,760
Includes Typical Broker Commissions trade costs of $240.00

Statistics

  • Strategy began
    12/15/2005
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    7476.1
  • Age
    249 months ago
  • What it trades
    Futures
  • # Trades
    146
  • # Profitable
    127
  • % Profitable
    87.00%
  • Avg trade duration
    3.4 hours
  • Max peak-to-valley drawdown
    44.4%
  • drawdown period
    April 17, 2006 - Sept 20, 2009
  • Annual return (compounded)
    1.0%
  • Avg win
    $1,879
  • Avg loss
    $11,358
  • Model Account Values (Raw)
  • Cash
    $122,888
  • Margin Used
    $0
  • Buying Power
    $122,888
  • Ratios
  • W:L ratio
    1.11:1
  • Sharpe Ratio
    -0.18
  • Sortino Ratio
    -0.2
  • Calmar Ratio
    -0.002
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.00100
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -9.93%
  • Return Percent SP500 (cumu) during strategy life
    482.70%
  • Return Statistics
  • Ann Return (w trading costs)
    -5.8%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    176.30%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.0%
  • Automation
  • Percentage Signals Automated
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,880
  • Avg Loss
    $11,359
  • Sum Trade PL (losers)
    $215,815.000
  • Sum Trade PL (winners)
    $238,718.000
  • # Winners
    127
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    6
  • Age
  • Num Months filled monthly returns table
    247
  • Win / Loss
  • # Losers
    19
  • % Winners
    87.0%
  • Frequency
  • Avg Position Time (mins)
    206.05
  • Avg Position Time (hrs)
    3.43
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    7323
  • Regression
  • Alpha
    -0.01
  • Beta
    0.00
  • Treynor Index
    -11.18
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.81
  • MAE:Equity, average, all trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    23.755
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    54.56
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    36.07
  • MAE:Equity, 95th Percentile Value for this strat
    0.52
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.10
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.946
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.283
  • Hold-and-Hope Ratio
    0.042
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.01800
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02600
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    1252
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Same as the overview, but some trades are made just after 1830 EST. Trades will be quick, anywhere from 5 minutes to a couple of hours so a quick response is necessary. I like to lock in profits with a partial close and let the rest ride for a bit more. It is very consistent as you can see by my win percentage.

I will keep the max contracts open to 50 so that someone can trade the same amounts as I do with a 25K account assuming $500 margins. If you have 25,000 or 12,500 then you can scale your acount accordingly. 50 or less will be open at one time. Fewer mulitple leg trades will be done, with most being only 2 legs. Also I always trade in multiples of 5, so that is a trading factor that can be used.

Max draw down will be 8-10% with the goal of 5-8%. Only one time every two weeks you may see this happen with the goal being once a month at most. Average gains are 30% before any larger size draw down.

Feel free to ask me any other questions you may have. Ive been trading this system for approximately 11 months, but I do not have the back data on digits. I apologize for this inconvenience.

In the past I have let trades ride too long. 15K will be the approx max drawdown assuming 50 contracts, so with 25 contracts 5K, and so on. Im looking to make the curve less bumpy.

Summary Statistics

Strategy began
2005-12-15
Suggested Minimum Capital
$100,000
# Trades
146
# Profitable
127
% Profitable
87.0%
Correlation S&P500
0.001
Sharpe Ratio
-0.18
Sortino Ratio
-0.20
Beta
0.00
Alpha
-0.01

Latest Activity

subscribed on started simulation

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

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Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.