System 22811602
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 (0.1%) (11%) (21.4%) +11.6% 2007 (37.9%) (18.7%) (28.9%) (3.9%) (8.9%) (10.6%) +48.7% (26.7%) (66.7%) - - - 2008 - - - - (0.2%) - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - +0.1% - - - - 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
day
s X Moving average must be less than age of system, which is 2454 days.
Instruments
Mostly Futures, Forex; (some stocks, options)
Strategies
Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Arbitrage, Spreads
System started
9/29/2006 (82 months ago)
System developer
RationalWealthManagement.com 969 Vendor has created 60 other systems. Show The name of this system has been changed 13 times. Show Original name Changed to When changed Maple (Prudent) Hedge Test Maple (Prudent) Hedge 9/30/06 19:40 Maple (Prudent) Hedge Maple (Conservative) Hedge 10/18/06 22:09 Maple (Conservative) Hedge Maple (Prudent) Hedge 10/20/06 7:10 Maple (Prudent) Hedge Maple (Conservative) Hedge 11/17/06 2:58 Maple (Conservative) Hedge Maple (Conservative) Test 12/21/06 0:00 Maple (Conservative) Test Maple (E. Agg.) Test 2/9/07 8:49 Maple (E. Agg.) Test Sam Cook's (E. Agg.) Test3 2/16/07 22:39 Sam Cook's (E. Agg.) Test3 Z (E. Agg.) Test3 2/26/07 16:10 Z (E. Agg.) Test3 (Extrmely Aggressive) 3/11/07 20:43 (Extrmely Aggressive) (E. Agg.) Test3 3/11/07 20:46 (E. Agg.) Test3 (Extr. Agg.) 3/11/07 20:55 (Extr. Agg.) (E. Agg.) Test3 3/11/07 21:35 (E. Agg.) Test3 System 22811602 5/10/13 0:36
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details System creator requested that closed trades data below be delayed by seven days.
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
8/23/07 10:31
BUY
1
OZ7
Oats 266 2/4
9/27
284 3/4 Normal $899
9/7/07 10:30
SELL
3
SMZ7
SOYBEAN MEAL 2666.7
9/27
2885.0 Extreme ($6,592)
8/31/07 10:20
BUY
3
LHV7
LEAN HOGS 66.50
9/19
63.90 Extreme ($3,162)
8/31/07 10:10
BUY
2
LBX7
LUMBER 253.40
9/19
243.30 Very ($2,250)
8/23/07 8:23
SELL
4
FVZ7
U S T-NOTE 5 YEAR 106 58/64
9/19
107 12/64 Extreme ($1,197)
8/31/07 8:21
SELL
2
TYZ7
U S T-NOTE 10 YEAR 109 33/64
9/19
109 46/64 High ($450)
8/20/07 8:11
BUY
2
SBV7
SUGAR #11 9.38
9/19
9.65 Low $566
8/31/07 10:20
SELL
1
FCV7
FEEDER CATTLE 118.350
9/17
116.550 Normal $886
8/31/07 10:10
BUY
1
OJX7
ORANGE JUICE 118.90
9/17
122.50 Normal $526
8/31/07 8:31
BUY
1
KCZ7
116.80
9/14
119.85 Normal $1,130
8/14/07 8:01
BUY
1
CCZ7
COCOA 1895
9/13
1823 Normal ($734)
9/7/07 10:31
SELL
1
RRX7
RICE 11010.000
9/12
11330.000 Normal ($654)
9/7/07 3:15
SELL
1
LGZ7
GILT LONG 107.16
9/10
107.72 Normal ($1,150)
8/31/07 2:02
SELL
1
BDZ7
EUREX BUND 113.15
9/10
114.38 High ($1,710)
8/28/07 3:00
SELL
1
EZZ7
EUREX SCHATZ 103.50
9/10
103.71 Low ($304)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
8/23/07 10:31
BUY
1
OZ7
Oats
266 2/4
9/27
284 3/4 Normal $899
8/23/07 10:31
BTO
1
OZ7
266 2/4
9/27/07 10:31
STC
1
OZ7
284 3/4
9/7/07 10:30
SELL
3
SMZ7
SOYBEAN MEAL
2666.7
9/27
2885.0 Extreme ($6,592)
9/7/07 10:30
STO
1
SMZ7
2480.0
9/25/07 10:31
STO
2
SMZ7
2760.0
9/27/07 10:30
BTC
3
SMZ7
2885.0
8/31/07 10:20
BUY
3
LHV7
LEAN HOGS
66.50
9/19
63.90 Extreme ($3,162)
8/31/07 10:20
BTO
1
LHV7
67.60
9/11/07 10:10
BTO
1
LHV7
66
9/17/07 10:10
BTO
1
LHV7
65.90
9/19/07 10:10
STC
3
LHV7
63.90
8/31/07 10:10
BUY
2
LBX7
LUMBER
253.40
9/19
243.30 Very ($2,250)
8/31/07 10:10
BTO
1
LBX7
261.90
9/14/07 10:00
BTO
1
LBX7
244.90
9/19/07 10:01
STC
2
LBX7
243.30
8/23/07 8:23
SELL
4
FVZ7
U S T-NOTE 5 YEAR
106 58/64
9/19
107 12/64 Extreme ($1,197)
8/23/07 8:23
STO
1
FVZ7
105 63/64
9/4/07 8:21
STO
1
FVZ7
107 4/64
9/13/07 8:21
STO
2
FVZ7
107 18/64
9/19/07 8:21
BTC
4
FVZ7
107 12/64
8/31/07 8:21
SELL
2
TYZ7
U S T-NOTE 10 YEAR
109 33/64
9/19
109 46/64 High ($450)
8/31/07 8:21
STO
1
TYZ7
109
9/13/07 8:20
STO
1
TYZ7
110 1/64
9/19/07 8:20
BTC
2
TYZ7
109 46/64
8/20/07 8:11
BUY
2
SBV7
SUGAR #11
9.38
9/19
9.65 Low $566
8/20/07 8:11
BTO
1
SBV7
9.45
9/18/07 8:11
BTO
1
SBV7
9.32
9/19/07 8:11
STC
2
SBV7
9.65
8/31/07 10:20
SELL
1
FCV7
FEEDER CATTLE
118.350
9/17
116.550 Normal $886
8/31/07 10:20
STO
1
FCV7
118.350
9/17/07 10:06
BTC
1
FCV7
116.550
8/31/07 10:10
BUY
1
OJX7
ORANGE JUICE
118.90
9/17
122.50 Normal $526
8/31/07 10:10
BTO
1
OJX7
118.90
9/17/07 10:01
STC
1
OJX7
122.50
8/31/07 8:31
BUY
1
KCZ7
116.80
9/14
119.85 Normal $1,130
8/31/07 8:31
BTO
1
KCZ7
116.80
9/14/07 8:31
STC
1
KCZ7
119.85
8/14/07 8:01
BUY
1
CCZ7
COCOA
1895
9/13
1823 Normal ($734)
8/14/07 8:01
BTO
1
CCZ7
1895
9/13/07 8:01
STC
1
CCZ7
1823
9/7/07 10:31
SELL
1
RRX7
RICE
11010.000
9/12
11330.000 Normal ($654)
9/7/07 10:31
STO
1
RRX7
11010.000
9/12/07 10:31
BTC
1
RRX7
11330.000
9/7/07 3:15
SELL
1
LGZ7
GILT LONG
107.16
9/10
107.72 Normal ($1,150)
9/7/07 3:15
STO
1
LGZ7
107.16
9/10/07 3:15
BTC
1
LGZ7
107.72
Margin call (auto-generated).
8/31/07 2:02
SELL
1
BDZ7
EUREX BUND
113.15
9/10
114.38 High ($1,710)
8/31/07 2:02
STO
1
BDZ7
113.15
9/10/07 3:15
BTC
1
BDZ7
114.38
Margin call (auto-generated).
8/28/07 3:00
SELL
1
EZZ7
EUREX SCHATZ
103.50
9/10
103.71 Low ($304)
8/28/07 3:00
STO
1
EZZ7
103.50
9/10/07 3:15
BTC
1
EZZ7
103.71
Margin call (auto-generated).
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 190 # Profitable 92 (48.4%) # months tracked 82 Profitable months 3 (3.7%) Avg trade duration 11.7 days Annual return (compounded) -23.6% Average win $1,052 Average loss $1,841 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 85.36% drawdown period Oct 12, 2006 to Oct 21, 2007 Correlation w/ S&P 0.000 Sharpe ratio -0.576 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) -0.20 Average P/L per unit traded ($107.66)
Reviews No reviews have been written yet.
