G O L D
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 (73%) - - - - - - - 2007 - - - - - - - - - - - - 2008 - - - - - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - - 2011 - - - - - - - - - - - - 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 2566 days.
Instruments
Futures
Strategies
System started
5/9/2006 (86 months ago)
System developer
the litlle pink pig
(Last login to C2: 9/21/12 14:33)
C2 Score: 885
Vendor has created 9 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Collective2 rates every trading system creator in its database and assigns a score between 100 and 1000. In general, a rating above 500 is good. A rating above 700 is excellent.
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary, but there are several key variables that go into the Collective2 Rating.
One of the most important factors is the length of time we have been able to observe the performance of the trader.
Another key factor is the amount by which the trader over-performs or under-performs the S&P 500 index.
Finally, the choppiness of the trader's results is taken into account. Certainly a more consistent system creator will be rated more highly than a system creator with erratic results.
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/22/06 19:17
BUY
13
@ZGM6
Gold 100 oz NYSE Liffe
656.50
5/24 12:15
641.80
High
($19,291)
5/19/06 8:53
BUY
20
@ZGM6
Gold 100 oz NYSE Liffe
667
5/21 20:30
658.20
Extreme
($17,879)
5/12/06 12:28
BUY
50
@ZGM6
Gold 100 oz NYSE Liffe
712.50
5/16 0:45
688
Extreme
($123,198)
5/9/06 14:58
BUY
35
@ZGM6
Gold 100 oz NYSE Liffe
701.40
5/11 9:20
726.60
Extreme
$87,711
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/22/06 19:17
BUY
13
@ZGM6
Gold 100 oz NYSE Liffe
656.50
5/24 12:15
641.80
High
($19,291)
5/22/06 19:17
BTO
13
@ZGM6
656.50
5/24/06 12:15
STC
13
@ZGM6
641.80
Margin call (auto-generated).
5/19/06 8:53
BUY
20
@ZGM6
Gold 100 oz NYSE Liffe
667
5/21 20:30
658.20
Extreme
($17,879)
5/19/06 8:53
BTO
20
@ZGM6
667
5/21/06 20:30
STC
20
@ZGM6
658.20
Margin call (auto-generated).
5/12/06 12:28
BUY
50
@ZGM6
Gold 100 oz NYSE Liffe
712.50
5/16 0:45
688
Extreme
($123,198)
5/12/06 12:28
BTO
50
@ZGM6
712.50
5/16/06 0:45
STC
50
@ZGM6
688
Margin call (auto-generated).
5/9/06 14:58
BUY
35
@ZGM6
Gold 100 oz NYSE Liffe
701.40
5/11 9:20
726.60
Extreme
$87,711
5/9/06 14:58
BTO
35
@ZGM6
701.40
5/11/06 9:20
STC
35
@ZGM6
726.60
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Statistics Analytics All Statistics Based on Hypothetical Results Trades 4 # Profitable 1 (25.0%) # months tracked 85 Profitable months Avg trade duration 2.4 days Annual return (compounded) -16.1% Average win $88,199 Average loss $53,070 Profit factor 0.6:1 Max peak-to-valley drawdown (historical) 87.01% drawdown period May 14, 2006 to May 24, 2006 Correlation w/ S&P 0.000 Sharpe ratio -0.434 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) -0.31 Average P/L per unit traded ($570.00)
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