Master Mini S&P
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 +22.6% (3.4%) (14.7%) (33.4%) (31.7%) +83.3% (7.3%) - - - 2007 - - - - - - - - - - - - 2008 - - - - - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - (11.8%) 2011 - +13.4% (40%) - - - - - - - - - 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 2621 days.
Instruments
Futures
Strategies
Technical analysis
System started
3/19/2006 (87 months ago)
System developer
KJ Trading Systems 1000 Vendor has created 17 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV 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
9/19/06 12:28
BUY
10
@ESU6
E-MINI S&P 500 1326.75
9/19
1326.75 n/a ($140)
9/19/06 4:38
BUY
10
@ESU6
E-MINI S&P 500 1326.75
9/19
1326.75 n/a ($140)
9/18/06 9:50
BUY
10
@ESU6
E-MINI S&P 500 1326.75
9/18
1326.75 n/a ($140)
9/14/06 8:58
BUY
10
@ESU6
E-MINI S&P 500 1315.25
9/15
1324.50 Low $4,485
9/13/06 11:34
SELL
10
@ESU6
E-MINI S&P 500 1315.00
9/14
1315.25 Normal ($265)
9/12/06 9:50
SELL
10
@ESU6
E-MINI S&P 500 1303.25
9/13
1312.50 High ($4,765)
9/11/06 2:54
BUY
10
@ESU6
E-MINI S&P 500 1294.50
9/11
1300.00 Low $2,610
9/6/06 7:14
BUY
10
@ESU6
E-MINI S&P 500 1310.75
9/6
1301.50 Normal ($4,765)
9/5/06 3:46
BUY
10
@ESU6
E-MINI S&P 500 1313.75
9/5
1315.00 Normal $485
9/1/06 6:22
SELL
10
@ESU6
E-MINI S&P 500 1307.00
9/5
1313.75 Normal ($3,515)
8/31/06 5:30
BUY
10
@ESU6
E-MINI S&P 500 1303.75
8/31
1307.00 Low $1,485
8/30/06 10:42
SELL
10
@ESU6
E-MINI S&P 500 1308.25
8/31
1303.75 Low $2,110
8/29/06 9:50
BUY
10
@ESU6
E-MINI S&P 500 1303.25
8/29
1307.00 Normal $1,735
8/23/06 14:10
BUY
30
@ESU6
E-MINI S&P 500 1295.50
8/28
1300.92 Low $7,706
8/22/06 8:06
BUY
10
@ESU6
E-MINI S&P 500 1299.50
8/23
1303.00 Low $1,610
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
9/19/06 12:28
BUY
10
@ESU6
E-MINI S&P 500
1326.75
9/19
1326.75 n/a ($140)
9/19/06 12:28
BTO
10
@ESU6
1326.75
9/19/06 18:21
exp
10
@ESU6
1326.75
9/19/06 4:38
BUY
10
@ESU6
E-MINI S&P 500
1326.75
9/19
1326.75 n/a ($140)
9/19/06 4:38
BTO
10
@ESU6
1326.75
9/19/06 8:58
STC
10
@ESU6
1326.75
9/18/06 9:50
BUY
10
@ESU6
E-MINI S&P 500
1326.75
9/18
1326.75 n/a ($140)
9/18/06 9:50
BTO
10
@ESU6
1326.75
9/18/06 13:18
STC
10
@ESU6
1326.75
9/14/06 8:58
BUY
10
@ESU6
E-MINI S&P 500
1315.25
9/15
1324.50 Low $4,485
9/14/06 8:58
BTO
10
@ESU6
1315.25
9/15/06 8:58
STC
10
@ESU6
1324.50
9/13/06 11:34
SELL
10
@ESU6
E-MINI S&P 500
1315.00
9/14
1315.25 Normal ($265)
9/13/06 11:34
STO
10
@ESU6
1315.00
9/14/06 8:58
BTC
10
@ESU6
1315.25
9/12/06 9:50
SELL
10
@ESU6
E-MINI S&P 500
1303.25
9/13
1312.50 High ($4,765)
9/12/06 9:50
STO
10
@ESU6
1303.25
9/13/06 7:14
BTC
10
@ESU6
1312.50
9/11/06 2:54
BUY
10
@ESU6
E-MINI S&P 500
1294.50
9/11
1300.00 Low $2,610
9/11/06 2:54
BTO
10
@ESU6
1294.50
9/11/06 13:18
STC
10
@ESU6
1300.00
9/6/06 7:14
BUY
10
@ESU6
E-MINI S&P 500
1310.75
9/6
1301.50 Normal ($4,765)
9/6/06 7:14
BTO
10
@ESU6
1310.75
9/6/06 17:22
STC
10
@ESU6
1301.50
9/5/06 3:46
BUY
10
@ESU6
E-MINI S&P 500
1313.75
9/5
1315.00 Normal $485
9/5/06 3:46
BTO
10
@ESU6
1313.75
9/5/06 12:26
STC
10
@ESU6
1315.00
9/1/06 6:22
SELL
10
@ESU6
E-MINI S&P 500
1307.00
9/5
1313.75 Normal ($3,515)
9/1/06 6:22
STO
10
@ESU6
1307.00
9/5/06 3:46
BTC
10
@ESU6
1313.75
8/31/06 5:30
BUY
10
@ESU6
E-MINI S&P 500
1303.75
8/31
1307.00 Low $1,485
8/31/06 5:30
BTO
10
@ESU6
1303.75
8/31/06 15:02
STC
10
@ESU6
1307.00
8/30/06 10:42
SELL
10
@ESU6
E-MINI S&P 500
1308.25
8/31
1303.75 Low $2,110
8/30/06 10:42
STO
10
@ESU6
1308.25
8/31/06 5:30
BTC
10
@ESU6
1303.75
8/29/06 9:50
BUY
10
@ESU6
E-MINI S&P 500
1303.25
8/29
1307.00 Normal $1,735
8/29/06 9:50
BTO
10
@ESU6
1303.25
8/29/06 15:54
STC
10
@ESU6
1307.00
8/23/06 14:10
BUY
30
@ESU6
E-MINI S&P 500
1295.50
8/28
1300.92 Low $7,706
8/23/06 14:10
BTO
10
@ESU6
1293.75
8/25/06 11:34
BTO
10
@ESU6
1296.50
8/25/06 15:02
STC
10
@ESU6
1298.50
8/28/06 4:38
BTO
10
@ESU6
1296.25
8/28/06 9:50
STC
10
@ESU6
1298.00
8/28/06 14:11
STC
10
@ESU6
1306.25
8/22/06 8:06
BUY
10
@ESU6
E-MINI S&P 500
1299.50
8/23
1303.00 Low $1,610
8/22/06 8:06
BTO
10
@ESU6
1299.50
8/23/06 9:50
STC
10
@ESU6
1303.00
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 113 # Profitable 64 (56.6%) # months tracked 87 Profitable months 3 (3.4%) Avg trade duration 1.2 days Annual return (compounded) -6.1% Average win $2,535 Average loss $4,053 Profit factor 0.8:1 Max peak-to-valley drawdown (historical) 57.14% drawdown period April 05, 2006 to Aug 01, 2006 Correlation w/ S&P -0.058 Sharpe ratio -0.196 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) -0.10 Average P/L per unit traded ($39.58)
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