System 26583686
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007 - (18.7%) +17.3% (12.7%) (5.8%) (65%) +3.0% - 2008 - - - - - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - - 2011 - - +8.8% - - - - - - - - - 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 2185 days.
Instruments
Futures
Strategies
Technical analysis, Volatility trading, Market timing
System started
5/31/2007 (73 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 Mozilla (Conservative) Futures Mozilla (Prudent) Futures 6/24/07 17:41 Mozilla (Prudent) Futures Mozilla (Prudent) Test 11/29/07 18:34 Mozilla (Prudent) Test Mozilla (E. Agg.) Test 12/24/07 14:03 Mozilla (E. Agg.) Test Mozilla (V. Agg.) Test 12/24/07 16:53 Mozilla (V. Agg.) Test System 26583686 5/10/13 1:03
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
11/13/07 10:31
SELL
1
OH8
Oats 299 2/4
11/3011:00
281 3/4 Low $874
11/1/07 10:30
BUY
1
RRF8
RICE 12180.000
11/3010:30
12910.000 Low $1,446
11/12/07 8:21
SELL
1
PLF8
PLATINUM 1410.50
11/308:21
1435 Very ($1,239)
11/13/07 10:31
SELL
2
CTH8
COTTON - #2 6790
11/2910:31
6565 Low $2,222
11/21/07 10:10
BUY
1
LBF8
LUMBER 256
11/2910:00
256.10 Low ($3)
11/21/07 2:16
SELL
1
DXH8
U S DOLLAR INDEX 75.05
11/282:01
75.22 Low ($184)
11/21/07 9:03
BUY
1
HOF8
HEATING OIL #2 2.7080
11/279:01
2.6790 Normal ($1,232)
11/1/07 8:11
SELL
2
SBH8
SUGAR #11 10.21
11/278:11
9.73 Low $1,047
11/6/07 10:02
SELL
1
LBF8
LUMBER 246.80
11/2110:03
256 Normal ($1,026)
11/13/07 9:20
SELL
1
HOF8
HEATING OIL #2 2.5970
11/219:03
2.7080 Very ($4,676)
11/13/07 8:25
SELL
1
SIH8
Silver 5000 oz 15.24
11/218:26
14.76 Low $2,386
11/13/07 8:21
SELL
1
GCG8
Gold 100 oz 813.50
11/218:21
808.80 Normal $456
11/13/07 8:01
SELL
2
CCH8
COCOA 1925
11/218:02
1953 Normal ($588)
11/16/07 2:16
BUY
1
DXH8
U S DOLLAR INDEX 76.01
11/212:15
75.05 Normal ($974)
11/7/07 10:31
BUY
1
SMZ7
SOYBEAN MEAL 2850.0
11/2010:31
2885.0 Normal $336
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
11/13/07 10:31
SELL
1
OH8
Oats
299 2/4
11/3011:00
281 3/4 Low $874
11/13/07 10:31
STO
1
OH8
299 2/4
11/30/07 11:00
BTC
1
OH8
281 3/4
11/1/07 10:30
BUY
1
RRF8
RICE
12180.000
11/3010:30
12910.000 Low $1,446
11/1/07 10:30
BTO
1
RRF8
12180.000
11/30/07 10:30
STC
1
RRF8
12910.000
11/12/07 8:21
SELL
1
PLF8
PLATINUM
1410.50
11/308:21
1435 Very ($1,239)
11/12/07 8:21
STO
1
PLF8
1410.50
11/30/07 8:21
BTC
1
PLF8
1435
11/13/07 10:31
SELL
2
CTH8
COTTON - #2
6790
11/2910:31
6565 Low $2,222
11/13/07 10:31
STO
2
CTH8
6790
11/29/07 10:31
BTC
2
CTH8
6565
11/21/07 10:10
BUY
1
LBF8
LUMBER
256
11/2910:00
256.10 Low ($3)
11/21/07 10:10
BTO
1
LBF8
256
11/29/07 10:00
STC
1
LBF8
256.10
11/21/07 2:16
SELL
1
DXH8
U S DOLLAR INDEX
75.05
11/282:01
75.22 Low ($184)
11/21/07 2:16
STO
1
DXH8
75.05
11/28/07 2:01
BTC
1
DXH8
75.22
11/21/07 9:03
BUY
1
HOF8
HEATING OIL #2
2.7080
11/279:01
2.6790 Normal ($1,232)
11/21/07 9:03
BTO
1
HOF8
2.7080
11/27/07 9:01
STC
1
HOF8
2.6790
11/1/07 8:11
SELL
2
SBH8
SUGAR #11
10.21
11/278:11
9.73 Low $1,047
11/1/07 8:11
STO
2
SBH8
10.21
11/27/07 8:11
BTC
2
SBH8
9.73
11/6/07 10:02
SELL
1
LBF8
LUMBER
246.80
11/2110:03
256 Normal ($1,026)
11/6/07 10:02
STO
1
LBF8
246.80
11/21/07 10:03
BTC
1
LBF8
256
11/13/07 9:20
SELL
1
HOF8
HEATING OIL #2
2.5970
11/219:03
2.7080 Very ($4,676)
11/13/07 9:20
STO
1
HOF8
2.5970
11/21/07 9:03
BTC
1
HOF8
2.7080
11/13/07 8:25
SELL
1
SIH8
Silver 5000 oz
15.24
11/218:26
14.76 Low $2,386
11/13/07 8:25
STO
1
SIH8
15.24
11/21/07 8:26
BTC
1
SIH8
14.76
11/13/07 8:21
SELL
1
GCG8
Gold 100 oz
813.50
11/218:21
808.80 Normal $456
11/13/07 8:21
STO
1
GCG8
813.50
11/21/07 8:21
BTC
1
GCG8
808.80
11/13/07 8:01
SELL
2
CCH8
COCOA
1925
11/218:02
1953 Normal ($588)
11/13/07 8:01
STO
2
CCH8
1925
11/21/07 8:02
BTC
2
CCH8
1953
11/16/07 2:16
BUY
1
DXH8
U S DOLLAR INDEX
76.01
11/212:15
75.05 Normal ($974)
11/16/07 2:16
BTO
1
DXH8
76.01
11/21/07 2:15
STC
1
DXH8
75.05
11/7/07 10:31
BUY
1
SMZ7
SOYBEAN MEAL
2850.0
11/2010:31
2885.0 Normal $336
11/7/07 10:31
BTO
1
SMZ7
2850.0
11/20/07 10:31
STC
1
SMZ7
2885.0
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 297 # Profitable 152 (51.2%) # months tracked 73 Profitable months 3 (4.1%) Avg trade duration 11.1 days Annual return (compounded) -14.7% Average win $1,298 Average loss $1,784 Profit factor 0.8:1 Max peak-to-valley drawdown (historical) 69.49% drawdown period Aug 24, 2007 to Nov 01, 2007 Correlation w/ S&P -0.117 Sharpe ratio -0.614 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) -0.13 Average P/L per unit traded ($22.62)
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