Spectre Composite (S-Eq/S-Cr/S-Fx/L-Co)
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | (10.2%) | (28.8%) | (8.5%) | |||||||||
| 2007 | +5.2% | (7.9%) | (10.6%) | (9.6%) | +15.3% | (9.8%) | (16.9%) | +3.3% | (14.3%) | (12.6%) | (42.5%) | +56.0% |
| 2008 | (45.8%) | (36.5%) | (207.1%) | (74.6%) | (97.7%) | (20636.3%) | (25.8%) | (271.2%) | +67.5% | +48.2% | +36.7% | (38.9%) |
| 2009 | +65.1% | (1.5%) | (21.1%) | (3.6%) | (57.8%) | (47.2%) | +41.5% | (46.7%) | (35.9%) | (267.7%) | (38.2%) | (119.3%) |
| 2010 | +116.5% | +326.4% | +17.2% | +3.3% | +94.2% | (36.7%) | (70.4%) | (6.5%) | (229.1%) | (42.8%) | (74.3%) | (276.3%) |
| 2011 | (55.7%) | (31.4%) | (16.4%) | (51.3%) | (14.8%) | (3.2%) | (18.3%) | (4.8%) | (33.4%) | (25.2%) | (24.1%) | (13.9%) |
| 2012 | (21%) | (18.1%) | (3.5%) | (1.4%) | (31.3%) | (17.5%) | (9.9%) | (19.5%) | (21.8%) | (8.7%) | (2.4%) | (13.3%) |
| 2013 | (4.2%) | (18.1%) | (2.6%) | (6.2%) | (8.6%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures, Forex |
|---|---|
| Strategies | Market timing |
| System started | 10/1/2006 (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 3 times. Show |
| Status | This system is no longer supported. |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 10/5/06 12:32 | SELL | 4 | TYZ6 | U S T-NOTE 10 YEAR | 108 14/64 | 12/19 9:08 |
108 22/64 | High | ($556) |
| 10/1/06 20:00 | SELL | 1 | @TYZ6 | US T-NOTE 10 YR | 108 | 12/19 9:06 |
108 16/64 | Normal | ($264) |
| 10/1/06 18:00 | SELL | 1 | @SPZ6 | S&P 500 - GLOBEX | 1345.50 | 12/14 9:26 |
1417.70 | Extreme | ($18,064) |
| 10/1/06 17:31 | SELL | 10 | USD/JPY | 118.050 | 11/22 9:12 |
116.810 | Normal | $1,041 | |
| 10/2/06 10:00 | BUY | 1 | CLZ6 | CRUDE OIL | 64.15 | 11/17 9:01 |
56.30 | High | ($7,864) |
| 10/1/06 17:31 | SELL | 10 | USD/CHF | 1.24940 | 11/3 9:32 |
1.25560 | Normal | ($507) | |
| 10/1/06 17:30 | BUY | 10 | USD/CAD | 1.11800 | 11/3 9:31 |
1.13080 | Low | $1,123 | |
| 10/1/06 17:31 | BUY | 10 | GBP/USD | 1.87500 | 11/3 9:31 |
1.89910 | Normal | $2,400 | |
| 10/1/06 17:31 | BUY | 10 | EUR/USD | 1.26860 | 11/3 9:30 |
1.26960 | Normal | $90 | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 13 |
| # Profitable | 6 (46.2%) |
| # months tracked | 80 |
| Profitable months | 14 (17.5%) |
| Avg trade duration | 768.9 days |
| Annual return (compounded) | -0.7% |
| Average win | $8,862 |
| Average loss | $8,285 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 80.19% |
| drawdown period | Oct 03, 2006 to March 27, 2008 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | -0.065 |
| 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) | -0.04 |
| Average P/L per unit traded | ($6,568.75) |
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System Description
The composite will be a amalgamation of derivatives from the other systems based on elucidated trends.
Equity Proxy: SPZ6 (S & P 500 Futures /CME)
Credit Proxy: TYZ6 (Ten Year Note Futures /CBOT)
Forex Proxy: USDJPY (US dollar vs Japanese Yen /IDEALPRO)
USDCHF/EURUSD/GBPUSD/USDCAD 10 units in each with short dollar bias.
Commodity Proxy: CLZ6 (Crude Oil /NYM)
Initially the lowest unit/contract will be used to enter a directional trade for each proxy. Then the unit values are increased with reversal or reinforcement of trends respectively.
This system is only white labeled, and not offered to retail clients.
Equity Proxy: SPZ6 (S & P 500 Futures /CME)
Credit Proxy: TYZ6 (Ten Year Note Futures /CBOT)
Forex Proxy: USDJPY (US dollar vs Japanese Yen /IDEALPRO)
USDCHF/EURUSD/GBPUSD/USDCAD 10 units in each with short dollar bias.
Commodity Proxy: CLZ6 (Crude Oil /NYM)
Initially the lowest unit/contract will be used to enter a directional trade for each proxy. Then the unit values are increased with reversal or reinforcement of trends respectively.
This system is only white labeled, and not offered to retail clients.
- 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.
