System 18570303
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | +47.9% | +51.8% | +29.3% | (57.2%) | +167.0% | (23.1%) | +57.8% | +0.5% | (34%) | +77.0% | (28.8%) | |
| 2007 | (39.6%) | (15.5%) | +81.7% | (36.6%) | +35.0% | (30.8%) | +48.0% | (20.2%) | (7.4%) | (46.5%) | +48.4% | +138.8% |
| 2008 | (77.1%) | (296.7%) | (59%) | (9.3%) | (0.2%) | - | - | - | - | - | - | - |
| 2009 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | - | - | - | (2876.4%) | - | - | - | - |
| 2011 | - | - | (0.1%) | - | - | - | - | - | - | - | - | - |
| 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; (some stocks, forex) |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing |
| System started | 2/19/2006 (88 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 49 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 | |
| 1/21/08 8:35 | SELL | 12 | PLJ8 | PLATINUM | 1564 | 4/28 9:05 |
2004 | Extreme | ($264,168) |
| 12/28/07 10:05 | BUY | 38 | LCG8 | LIVE CATTLE | 96.28 | 2/7/08 10:06 | 92.10 | Extreme | ($63,990) |
| 1/2/08 22:31 | BUY | 48 | OJH8 | ORANGE JUICE | 143.65 | 2/4 10:00 |
136.50 | High | ($52,150) |
| 1/24/08 10:31 | SELL | 16 | BOH8 | SOYBEAN OIL | 5164 | 1/30 10:31 |
5330 | High | ($16,159) |
| 1/23/08 8:21 | SELL | 3 | GCJ8 | Gold 100 oz | 888.20 | 1/30 8:21 |
928.50 | Normal | ($12,132) |
| 1/21/08 8:15 | SELL | 15 | CCH8 | COCOA | 2142 | 1/29 8:02 |
2226 | High | ($12,809) |
| 1/17/08 10:30 | SELL | 14 | RRH8 | RICE | 14200.000 | 1/28 13:30 |
14540.000 | Normal | ($9,715) |
| 1/23/08 9:01 | SELL | 3 | NGH8 | NATURAL GAS | 7.645 | 1/28 13:29 |
7.990 | Normal | ($10,392) |
| 1/18/08 8:20 | SELL | 6 | EUH8 | EURO FX | 1.4665 | 1/28 13:28 |
1.4771 | Normal | ($8,034) |
| 1/18/08 2:04 | BUY | 24 | DXH8 | U S DOLLAR INDEX | 76.41 | 1/28 13:27 |
75.69 | High | ($17,615) |
| 1/23/08 10:01 | SELL | 2 | CIJ8 | CONTINUOUS CRB INDEX | 485.75 | 1/28 13:27 |
499.75 | High | ($14,028) |
| 1/24/08 10:30 | SELL | 9 | CH8 | CORN | 480 2/4 | 1/28 13:26 |
501 | Normal | ($9,351) |
| 1/18/08 8:11 | SELL | 6 | HGH8 | Copper - Pit Traded | 315.82 | 1/28 10:06 |
315.50 | Low | $404 |
| 1/23/08 10:31 | SELL | 19 | CTH8 | COTTON - #2 | 6920 | 1/25 10:31 |
6875 | Low | $4,010 |
| 1/23/08 10:31 | SELL | 13 | SMH8 | SOYBEAN MEAL | 3365.0 | 1/25 10:31 |
3370.0 | Low | ($831) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 1,353 |
| # Profitable | 705 (52.1%) |
| # months tracked | 88 |
| Profitable months | 12 (13.6%) |
| Avg trade duration | 9.9 days |
| Annual return (compounded) | 49.9% |
| Average win | $7,163 |
| Average loss | $5,031 |
| Profit factor | 1.5:1 |
| Max peak-to-valley drawdown (historical) | 100% |
| drawdown period | March 15, 2008 to Aug 30, 2010 |
| Correlation w/ S&P | 0.091 |
| Sharpe ratio | 0.061 |
| Keep after worst-case slippage | 96.2% |
| 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) | -0.01 |
| Average P/L per unit traded | $390.33 |
| Sum of dividends and cash expir. in model account | $21 |
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