Interlink Trading
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | (1.8%) | +15.2% | +4.4% | (22.8%) | +6.5% | (17.7%) | (16.8%) | (8.1%) | (2%) | (37.2%) | ||
| 2007 | +11.2% | (19.5%) | (52.7%) | (77%) | (597%) | (121.6%) | +810.7% | +245.5% | (4.3%) | (21.2%) | (34.8%) | +124.6% |
| 2008 | +10.6% | +83.0% | (13.8%) | (10.8%) | (13.9%) | (2.4%) | (16%) | +13.2% | +2.2% | (10.6%) | (4.4%) | +10.4% |
| 2009 | (30.7%) | +46.7% | (10.1%) | (13.8%) | +35.1% | (24%) | (26.2%) | (35.6%) | (36.7%) | (107.9%) | (363.4%) | (635.7%) |
| 2010 | (5.1%) | (79.2%) | (36%) | (26.1%) | (51.3%) | (52.5%) | (122.5%) | +338.7% | +64.0% | +68.5% | +2.3% | +57.2% |
| 2011 | +19.1% | +4.2% | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 3/9/2006 (88 months ago) |
| System developer |
Interlink Trading 
(Last login to C2: 5/21/13 23:21) C2 Score: 963  Vendor has created 1 other system. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 2/9/11 10:33 | BUY | 7 | @CCH1 | COCOA | 3263 | 2/11 11:08 |
3333 | Low | $4,802 |
| 2/10/11 12:37 | BUY | 6 | @BPH1 | BRITISH POUND | 1.6116 | 2/10 20:20 |
1.6080 | Low | ($1,434) |
| 2/6/11 19:28 | BUY | 5 | @WH1 | WHEAT | 862 2/4 | 2/7 12:58 |
855 2/4 | Low | ($1,820) |
| 2/4/11 10:49 | BUY | 3 | QPAH1 | PALLADIUM | 828 | 2/4 11:18 |
816.50 | Normal | ($3,492) |
| 2/2/11 14:23 | BUY | 3 | QNGH1 | Natural Gas | 4.425 | 2/3 6:10 |
4.415 | Low | ($342) |
| 1/31/11 12:23 | BUY | 6 | @ADH1 | AUSTRALIAN DOLLAR | 0.9933 | 2/2 6:26 |
1.0051 | Low | $6,996 |
| 1/28/11 12:55 | BUY | 4 | @USH1 | US T-BOND | 121 9/32 | 1/28 16:44 |
121 10/32 | Low | $68 |
| 1/26/11 11:22 | BUY | 8 | @CDH1 | CANADIAN DOLLAR | 1.0025 | 1/27 3:15 |
1.0007 | Low | ($1,552) |
| 1/21/11 5:08 | BUY | 3 | @KCH1 | COFFEE | 234.70 | 1/24 9:54 |
237.20 | Low | $2,771 |
| 1/18/11 0:16 | BUY | 5 | @ADH1 | AUSTRALIAN DOLLAR | 0.9872 | 1/19 19:14 |
0.9892 | Low | $930 |
| 1/18/11 10:05 | BUY | 10 | @HEG1 | LEAN HOGS | 80.100 | 1/19 13:04 |
79.950 | Low | ($740) |
| 1/19/11 11:08 | BUY | 5 | @SBH1 | Sugar #11 | 31.54 | 1/19 12:00 |
31.04 | Normal | ($2,870) |
| 1/13/11 10:35 | BUY | 8 | @RRH1 | Rough Rice | 13.865 | 1/19 11:07 |
14.665 | Low | $12,688 |
| 1/14/11 11:21 | BUY | 8 | @OJH1 | Orange Juice | 173.55 | 1/14 13:52 |
172.45 | Low | ($1,432) |
| 1/12/11 22:01 | BUY | 3 | QNGH1 | Natural Gas | 4.475 | 1/13 10:33 |
4.412 | Low | ($1,932) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 773 |
| # Profitable | 270 (34.9%) |
| # months tracked | 87 |
| Profitable months | 21 (24.1%) |
| Avg trade duration | 3.0 days |
| Annual return (compounded) | 46.8% |
| Average win | $1,267 |
| Average loss | $412 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 33.25% |
| drawdown period | June 17, 2009 to July 01, 2010 |
| Correlation w/ S&P | 0.048 |
| Sharpe ratio | 1.448 |
| Keep after worst-case slippage | 92.9% |
| 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) | 2.16 |
| Average P/L per unit traded | $133.30 |
Reviews
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System Description
Interlink Trading is a directional only program,(buy-long,sell-short), there are no spreads, no options, no pyramiding of positions and no averaging against oneself. This program is diversified, covering all U.S.domestic futures markets.
The timing model consists of four areas of concentration. Price patterns,tech
studies, moving averages and support/resistance levels.
It's best described as a intermediate term swing program.
The diversification allows the manager to observe how different markets are
interacting with one another, to take advantage of lagging or leading markets.
The liquidation model allows for profit to accumulate should the market develop a strong trend. Obviously,each market situation is unique unto itself and cannot be pre-determined.
But every opportunity is advanced to allow the market to work in your favor.
To summarize, this program is an extremely disciplined approach, but yet not allowing
"trader intuition" to be totally discounted, and allows for the flexibility of putting
funds where the most positive fundamentals can support the most positive technical outlook.
The timing model consists of four areas of concentration. Price patterns,tech
studies, moving averages and support/resistance levels.
It's best described as a intermediate term swing program.
The diversification allows the manager to observe how different markets are
interacting with one another, to take advantage of lagging or leading markets.
The liquidation model allows for profit to accumulate should the market develop a strong trend. Obviously,each market situation is unique unto itself and cannot be pre-determined.
But every opportunity is advanced to allow the market to work in your favor.
To summarize, this program is an extremely disciplined approach, but yet not allowing
"trader intuition" to be totally discounted, and allows for the flexibility of putting
funds where the most positive fundamentals can support the most positive technical outlook.
- 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.
