Short-Term Stock Index Program
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 +12.1% +0.1% +0.8% (1.5%) +4.7% +10.9% +4.1% 2007 +4.5% +7.0% - - - - - +3.0% (1.4%) - - - 2008 - - - - (1.6%) - - - - - - - 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 2529 days.
Instruments
Futures
Strategies
Unclassified
System started
6/14/2006 (84 months ago)
System developer
Bundle Trader 967 Vendor has created 9 other systems. Show The name of this system has been changed 1 time. Show Original name Changed to When changed CTA Program Short-Term Stock Index Program 6/18/06 1:43
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
9/10/07 10:58
BUY
1
@ESU7
E-MINI S&P 500 1447.00
9/10
1444.25 Low ($152)
9/10/07 10:53
SELL
1
@ESU7
E-MINI S&P 500 1447.75
9/10
1447.25 Low $11
9/10/07 10:40
BUY
3
@ESU7
E-MINI S&P 500 1450.75
9/10
1447.08 Low ($592)
9/6/07 16:05
BUY
2
@ESU7
E-MINI S&P 500 1472.00
9/10
1463.88 Low ($841)
9/6/07 9:46
SELL
1
@ESU7
E-MINI S&P 500 1476.50
9/6
1480.00 Low ($189)
9/5/07 16:05
BUY
1
@ESU7
E-MINI S&P 500 1473.50
9/6
1476.75 Low $149
9/5/07 14:25
SELL
1
@ESU7
E-MINI S&P 500 1469.25
9/5
1473.50 Low ($227)
9/5/07 10:05
BUY
1
@ESU7
E-MINI S&P 500 1476.25
9/5
1469.25 Low ($364)
8/31/07 9:45
SELL
1
@ESU7
E-MINI S&P 500 1474.00
8/31
1483.25 Low ($477)
8/30/07 11:55
BUY
4
@ESU7
E-MINI S&P 500 1468.50
8/31
1463.56 Low ($1,044)
8/30/07 9:55
SELL
2
@ESU7
E-MINI S&P 500 1461.25
8/30
1464.50 Low ($353)
8/29/07 14:40
BUY
1
@ESU7
E-MINI S&P 500 1456.25
8/29
1466.50 Low $499
8/29/07 9:45
BUY
1
@ESU7
E-MINI S&P 500 1444.75
8/29
1446.75 Low $86
8/28/07 11:16
SELL
3
@ESU7
E-MINI S&P 500 1451.92
8/28
1441.58 Low $1,508
8/27/07 9:45
SELL
1
@ESU7
E-MINI S&P 500 1477.50
8/27
1469.00 Low $411
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
9/10/07 10:58
BUY
1
@ESU7
E-MINI S&P 500
1447.00
9/10
1444.25 Low ($152)
9/10/07 10:58
BTO
1
@ESU7
1447.00
9/10/07 11:14
STC
1
@ESU7
1444.25
9/10/07 10:53
SELL
1
@ESU7
E-MINI S&P 500
1447.75
9/10
1447.25 Low $11
9/10/07 10:53
STO
1
@ESU7
1447.75
9/10/07 10:58
BTC
1
@ESU7
1447.25
9/10/07 10:40
BUY
3
@ESU7
E-MINI S&P 500
1450.75
9/10
1447.08 Low ($592)
9/10/07 10:40
BTO
3
@ESU7
1450.75
9/10/07 10:50
STC
2
@ESU7
1446.75
9/10/07 10:52
STC
1
@ESU7
1447.75
9/6/07 16:05
BUY
2
@ESU7
E-MINI S&P 500
1472.00
9/10
1463.88 Low ($841)
9/6/07 16:05
BTO
1
@ESU7
1480.00
9/7/07 9:45
BTO
1
@ESU7
1464.00
9/7/07 13:15
STC
1
@ESU7
1465.25
9/10/07 9:35
STC
1
@ESU7
1462.50
9/6/07 9:46
SELL
1
@ESU7
E-MINI S&P 500
1476.50
9/6
1480.00 Low ($189)
9/6/07 9:46
STO
1
@ESU7
1476.50
9/6/07 16:05
BTC
1
@ESU7
1480.00
9/5/07 16:05
BUY
1
@ESU7
E-MINI S&P 500
1473.50
9/6
1476.75 Low $149
9/5/07 16:05
BTO
1
@ESU7
1473.50
9/6/07 9:45
STC
1
@ESU7
1476.75
9/5/07 14:25
SELL
1
@ESU7
E-MINI S&P 500
1469.25
9/5
1473.50 Low ($227)
9/5/07 14:25
STO
1
@ESU7
1469.25
9/5/07 16:05
BTC
1
@ESU7
1473.50
9/5/07 10:05
BUY
1
@ESU7
E-MINI S&P 500
1476.25
9/5
1469.25 Low ($364)
9/5/07 10:05
BTO
1
@ESU7
1476.25
9/5/07 14:25
STC
1
@ESU7
1469.25
8/31/07 9:45
SELL
1
@ESU7
E-MINI S&P 500
1474.00
8/31
1483.25 Low ($477)
8/31/07 9:45
STO
1
@ESU7
1474.00
8/31/07 15:42
BTC
1
@ESU7
1483.25
8/30/07 11:55
BUY
4
@ESU7
E-MINI S&P 500
1468.50
8/31
1463.56 Low ($1,044)
8/30/07 11:55
BTO
4
@ESU7
1468.50
8/30/07 15:52
STC
2
@ESU7
1459.75
8/30/07 16:05
STC
1
@ESU7
1459.50
8/31/07 9:40
STC
1
@ESU7
1475.25
8/30/07 9:55
SELL
2
@ESU7
E-MINI S&P 500
1461.25
8/30
1464.50 Low ($353)
8/30/07 9:55
STO
2
@ESU7
1461.25
8/30/07 11:05
BTC
2
@ESU7
1464.50
8/29/07 14:40
BUY
1
@ESU7
E-MINI S&P 500
1456.25
8/29
1466.50 Low $499
8/29/07 14:40
BTO
1
@ESU7
1456.25
8/29/07 16:05
STC
1
@ESU7
1466.50
8/29/07 9:45
BUY
1
@ESU7
E-MINI S&P 500
1444.75
8/29
1446.75 Low $86
8/29/07 9:45
BTO
1
@ESU7
1444.75
8/29/07 11:00
STC
1
@ESU7
1446.75
8/28/07 11:16
SELL
3
@ESU7
E-MINI S&P 500
1451.92
8/28
1441.58 Low $1,508
8/28/07 11:16
STO
2
@ESU7
1453.00
8/28/07 11:50
STO
1
@ESU7
1449.75
8/28/07 14:25
BTC
1
@ESU7
1450.25
8/28/07 16:05
BTC
2
@ESU7
1437.25
8/27/07 9:45
SELL
1
@ESU7
E-MINI S&P 500
1477.50
8/27
1469.00 Low $411
8/27/07 9:45
STO
1
@ESU7
1477.50
8/27/07 16:05
BTC
1
@ESU7
1469.00
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 207 # Profitable 113 (54.6%) # months tracked 84 Profitable months 9 (10.7%) Avg trade duration 17.9 hours Annual return (compounded) 7.3% Average win $903 Average loss $421 Profit factor 2.6:1 Max peak-to-valley drawdown (historical) 4.3% drawdown period Aug 18, 2006 to Sept 21, 2006 Correlation w/ S&P 0.236 Sharpe ratio 1.359 Keep after worst-case slippage 99.8% 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) 0.58 Average P/L per unit traded $43.57
Reviews
July 31, 2006 from AutoTrader
Nice guy, he responds to messages, and his system is pretty cool too.
System Description
- 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.
Subscribe to System Subscriptions to this system are free.
Short-Term Stock Index Program (CTA)
read more... - This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.
Model Account Status Started $100,000 Buy Power $162,530 Cash $162,530 Equity $0 Cumulative $ $62,529 Total System Equity $162,529 Margined $0 Open P/L $0
managed accounts? Pal Anand at 8/20/07 12:59ET >You are using a hypothetical (C2) track record to solicit customers to trade real money.
I agree, but all track record (whether it i...
managed accounts? Bundle Trader at 8/20/07 1:38ET Very interesting, outside-the-box thinking. Thanks.
No matter how I slice it, there's simply no way C2 fees are going to add up to what I...
managed accounts? Lew Payne at 8/20/07 0:55ET "Unfortunately, financially, it doesn't make sense for me to participate at C2 for profit."
Have you considered trading your ow...
managed accounts? Science Trader at 8/19/07 20:45ET Dustin,
Why not offer 3 versions of your system, one that only sends 1/3 of the signals for $100/month, one that sends 2/3 of the signals f...
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