System 25286922
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007 +19.4% +132.6% (32.2%) +38.3% (22.9%) +11.6% (7.8%) +0.9% (34.1%) +36.3% +91.7% 2008 (72.9%) (226%) (69.6%) (14.6%) - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - (11967%) - - - - 2011 - - +0.4% - - - - - - - - - 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 2282 days.
Instruments
Futures
Strategies
Technical analysis, Volatility trading, Market timing
System started
2/19/2007 (76 months ago)
System developer
RationalWealthManagement.com 988 Vendor has created 60 other systems. Show The name of this system has been changed 5 times. Show Original name Changed to When changed Magnum (Conservative) Futures Magnum (Prudent) Futures 6/2/07 19:02 Magnum (Prudent) Futures Magnum (V. Agg.) Futures 1/5/08 18:18 Magnum (V. Agg.) Futures Magnum (V. Aggressive) Futures 1/14/08 2:54 Magnum (V. Aggressive) Futures Magnum (V. Aggressive) Test 2/4/08 15:02 Magnum (V. Aggressive) Test System 25286922 5/10/13 0:55
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV 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
1/21/08 8:35
SELL
10
PLJ8
PLATINUM 1564
4/28
2004 Extreme ($220,140)
12/28/07 10:05
BUY
24
LCG8
LIVE CATTLE 96.28
2/7/08 10:06
92.10 Extreme ($40,415)
1/2/08 22:31
BUY
32
OJH8
ORANGE JUICE 143.65
2/4
136.50 High ($34,767)
1/24/08 10:31
SELL
12
BOH8
SOYBEAN OIL 5164
1/30
5330 High ($12,120)
1/23/08 8:21
SELL
2
GCJ8
Gold 100 oz 888.20
1/30
928.50 Normal ($8,088)
1/21/08 8:15
SELL
14
CCH8
COCOA 2142
1/29
2226 High ($11,955)
1/17/08 10:30
SELL
14
RRH8
RICE 14200.000
1/28
14540.000 Normal ($9,715)
1/23/08 9:01
SELL
2
NGH8
NATURAL GAS 7.645
1/28
7.990 Normal ($6,928)
1/18/08 2:04
BUY
22
DXH8
U S DOLLAR INDEX 76.41
1/28
75.69 High ($16,147)
1/23/08 10:01
SELL
1
CIJ8
CONTINUOUS CRB INDEX 485.75
1/28
499.75 Normal ($7,014)
1/24/08 10:30
SELL
7
CH8
CORN 480 2/4
1/28
500 1/4 Normal ($7,011)
1/18/08 8:11
SELL
6
HGH8
Copper - Pit Traded 315.82
1/28
315.50 Low $404
1/23/08 10:30
SELL
3
SH8
SOYBEANS 1239 2/4
1/25
1248 3/4 Low ($1,417)
1/17/08 10:31
SELL
6
OH8
Oats 327
1/25
318 1/4 Low $2,579
1/23/08 10:31
SELL
12
CTH8
COTTON - #2 6920
1/25
6872 Low $2,682
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
1/21/08 8:35
SELL
10
PLJ8
PLATINUM
1564
4/28
2004 Extreme ($220,140)
1/21/08 8:35
STO
10
PLJ8
1564
4/28/08 9:05
exp
10
PLJ8
2004
12/28/07 10:05
BUY
24
LCG8
LIVE CATTLE
96.28
2/7/08 10:06
92.10 Extreme ($40,415)
12/28/07 10:05
BTO
12
LCG8
96.55
12/31/07 10:05
BTO
12
LCG8
96
2/7/08 10:06
STC
24
LCG8
92.10
1/2/08 22:31
BUY
32
OJH8
ORANGE JUICE
143.65
2/4
136.50 High ($34,767)
1/2/08 22:31
BTO
16
OJH8
148.90
1/28/08 10:01
BTO
16
OJH8
138.40
2/4/08 10:00
STC
32
OJH8
136.50
1/24/08 10:31
SELL
12
BOH8
SOYBEAN OIL
5164
1/30
5330 High ($12,120)
1/24/08 10:31
STO
6
BOH8
5048
1/29/08 11:15
STO
6
BOH8
5280
1/30/08 10:31
BTC
12
BOH8
5330
1/23/08 8:21
SELL
2
GCJ8
Gold 100 oz
888.20
1/30
928.50 Normal ($8,088)
1/23/08 8:21
STO
2
GCJ8
888.20
1/30/08 8:21
BTC
2
GCJ8
928.50
1/21/08 8:15
SELL
14
CCH8
COCOA
2142
1/29
2226 High ($11,955)
1/21/08 8:15
STO
14
CCH8
2142
1/29/08 8:02
BTC
14
CCH8
2226
1/17/08 10:30
SELL
14
RRH8
RICE
14200.000
1/28
14540.000 Normal ($9,715)
1/17/08 10:30
STO
7
RRH8
14150.000
1/21/08 10:30
STO
7
RRH8
14250.000
1/28/08 13:30
BTC
14
RRH8
14540.000
1/23/08 9:01
SELL
2
NGH8
NATURAL GAS
7.645
1/28
7.990 Normal ($6,928)
1/23/08 9:01
STO
2
NGH8
7.645
1/28/08 13:29
BTC
2
NGH8
7.990
1/18/08 2:04
BUY
22
DXH8
U S DOLLAR INDEX
76.41
1/28
75.69 High ($16,147)
1/18/08 2:04
BTO
22
DXH8
76.41
1/28/08 13:28
STC
22
DXH8
75.69
1/23/08 10:01
SELL
1
CIJ8
CONTINUOUS CRB INDEX
485.75
1/28
499.75 Normal ($7,014)
1/23/08 10:01
STO
1
CIJ8
485.75
1/28/08 13:27
BTC
1
CIJ8
499.75
1/24/08 10:30
SELL
7
CH8
CORN
480 2/4
1/28
500 1/4 Normal ($7,011)
1/24/08 10:30
STO
7
CH8
480 2/4
1/28/08 13:26
BTC
7
CH8
500 1/4
1/18/08 8:11
SELL
6
HGH8
Copper - Pit Traded
315.82
1/28
315.50 Low $404
1/18/08 8:11
STO
3
HGH8
319.40
1/23/08 8:11
STO
3
HGH8
312.25
1/28/08 10:06
BTC
6
HGH8
315.50
1/23/08 10:30
SELL
3
SH8
SOYBEANS
1239 2/4
1/25
1248 3/4 Low ($1,417)
1/23/08 10:30
STO
3
SH8
1239 2/4
1/25/08 10:30
BTC
2
SH8
1250
1/25/08 10:33
BTC
1
SH8
1246
1/17/08 10:31
SELL
6
OH8
Oats
327
1/25
318 1/4 Low $2,579
1/17/08 10:31
STO
6
OH8
327
1/25/08 10:31
BTC
3
OH8
318
1/25/08 10:32
BTC
3
OH8
318 1/4
1/23/08 10:31
SELL
12
CTH8
COTTON - #2
6920
1/25
6872 Low $2,682
1/23/08 10:31
STO
12
CTH8
6920
1/25/08 10:31
BTC
6
CTH8
6875
1/25/08 10:31
BTC
6
CTH8
6870
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 943 # Profitable 479 (50.8%) # months tracked 76 Profitable months 8 (10.5%) Avg trade duration 9.9 days Annual return (compounded) 79.1% Average win $11,539 Average loss $3,848 Profit factor 3.1:1 Max peak-to-valley drawdown (historical) 100% drawdown period Feb 15, 2008 to March 19, 2011 Correlation w/ S&P 0.048 Sharpe ratio 0.094 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) -0.02 Average P/L per unit traded $473.64
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