Loading historical trade record for Spectre Short Nikkei/S & P 500 Futures...


Spectre Short Nikkei/S & P 500 Futures




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2006                                                        (29.2%)(12.9%)+8.4%(5.3%)
2007(0.3%)+0.3%  -  (0.2%)(0.2%)(0.1%)+0.4%+0.3%+0.1%  -  +0.4%(0.1%)
2008+0.7%+0.2%+0.6%(0.6%)(1.4%)  -    -    -    -    -    -    -  
2009  -    -    -    -    -    -    -    -    -    -    -    -  
2010  -    -    -    -    -    -    -    -    -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

Loading Chart...
Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Mostly Forex; (some futures)
Strategies Market timing
System started 9/15/2006 (81 months ago)
System developer Spectre Capital Management LLC
(Last login to C2: 10/21/12 16:28)
C2 Score: 201

Vendor has created 10 other systems. Show
The name of this system has been changed 11 times. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/29/06 13:58 SELL 5 NKZ6 Nikkei 225 USD 16105 12/79:00 16385 Extreme ($7,070)
9/29/06 13:51 SELL 5 SPZ6 S&P 500 STOCK INDEX 1347.60 10/29:30 1345.70 Low $2,305
9/29/06 12:47 SELL 225 USD/JPY 118.080 9/2913:05 117.990 Low $1,491
9/27/06 8:39 SELL 250 USD/JPY 117.250 9/295:15 118.120 Extreme ($18,667)
9/27/06 7:47 BUY 250 USD/JPY 117.360 9/278:39 117.270 Normal ($2,169)
9/27/06 5:43 SELL 250 USD/JPY 117.285 9/277:46 117.360 Normal ($1,848)
9/27/06 2:10 BUY 250 USD/JPY 117.110 9/275:37 117.220 Normal $2,098
9/26/06 22:07 BUY 250 USD/JPY 116.950 9/2622:22 116.990 Low $605
9/26/06 10:10 BUY 250 USD/JPY 116.700 9/2610:15 116.830 Normal $2,532
9/26/06 9:45 BUY 200 USD/JPY 116.540 9/269:56 116.570 n/a $315
9/25/06 21:34 BUY 260 USD/JPY 116.360 9/262:45 116.390 Low $410
9/24/06 22:41 BUY 250 USD/JPY 116.420 9/255:17 116.600 High $3,614
9/24/06 22:02 BUY 250 USD/JPY 116.390 9/2422:21 116.410 Low $180
9/24/06 19:40 SELL 250 USD/JPY 116.500 9/2421:56 116.455 Normal $716
9/22/06 3:12 BUY 250 USD/JPY 116.470 9/2210:19 116.500 High $394

<< More recent
Less  |  More


Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades29
# Profitable22 (75.9%)
# months tracked81
Profitable months9 (11.1%)
Avg trade duration2.8 days
Annual return (compounded)-5.5%
Average win$1,640
Average loss$9,671
Profit factor0.5:1
Max peak-to-valley drawdown (historical)90.82%
drawdown periodDec 22, 2006 to June 25, 2007
Correlation w/ S&P0.000
Sharpe ratio-0.091
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.22
Average P/L per unit traded($462.50)


Reviews


No reviews have been written yet.

System Description

This system just keeps track of SP Nikkei, nothing else. Currently Short SPZ6 5 contracts. Nikkei 5 contracts.

- 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.

Find System by Name

Wait

Advanced


This system is not currently accepting new subscribers.


 

Overview

SP Nikkei
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$68,379
Cash$68,379
Equity$0
Cumulative $($31,621)
Total System Equity$68,379
Margined$0
Open P/L$0


Crowd Opinion

Viewed 99 times
System Notebooks 0 people
System Notebook Comments 0