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Turquoise IXFN M




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                            -  +28.2%+8.1%(23%)(15.4%)+6.9%
2008(0.6%)+28.1%(3.9%)+27.9%(0.5%)(18%)+9.5%(0.4%)(0.2%)(0.2%)(0.2%)(0.2%)
2009(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.4%)(0.2%)(0.2%)
2010(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.1%)(0.4%)(0.1%)(0.2%)(0.2%)(0.2%)(0.3%)
2011(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)
2012(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.3%)(0.2%)(0.2%)(0.2%)(0.3%)(0.3%)
2013(0.3%)(0.3%)(0.3%)(0.3%)(0.3%)                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Unclassified
System started 7/26/2007 (71 months ago)
System developer www.finantic.de, Dr. Rene' Koch
(Last login to C2: 5/21/13 1:25)
C2 Score: 1000

Vendor has created 8 other systems. Show
The name of this system has been changed 1 time. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVDetails


System creator requested that closed trades data below be delayed by one day.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
7/14/08 15:51 BUY 1,978 MRLN MARLIN BUSINESS SERVICES 6.73 7/25
10:00
6.51 Low ($475)
7/11/08 13:01 BUY 12,135 TARR 1.12 7/23
11:56
1.16 Normal $242
7/10/08 11:32 BUY 12,947 CALC 3.13 7/23
9:45
3.20 Low $707
7/10/08 9:41 BUY 2,019 BGCP BGC PARTNERS INC CL A 6.62 7/23
9:30
6.68 Low $81
7/14/08 13:47 BUY 2,094 AMPH 19.33 7/22
15:39
20.04 Low $1,437
7/9/08 15:42 BUY 3,211 TPGI THOMAS PROPERTIES GP INC 8.46 7/22
9:30
8.17 Low ($997)
6/27/08 9:46 BUY 1,707 IRET INVESTORS REAL ESTATE 9.71 7/21
9:40
9.98 Low $427
7/7/08 9:35 BUY 889 GOOD GLADSTONE COMMERCIAL 16.14 7/18
10:00
15.60 Low ($498)
7/14/08 11:14 BUY 1,418 SCHW CHARLES SCHWAB CORP THE 18.76 7/17
9:40
21.25 Low $3,494
6/26/08 10:18 BUY 9,779 SPPR 4.82 7/17
9:31
4.64 Normal ($1,924)
7/11/08 10:27 BUY 2,047 ACAS AMERICAN CAPITAL LTD 19.54 7/17
9:30
20.11 Normal $1,111
7/16/08 9:37 BUY 416 EMITF 31.06 7/17
9:30
32.58 Low $624
7/10/08 9:30 BUY 9,881 ETFC E*TRADE FINANCIAL CORP 2.72 7/16
14:57
2.80 Low $586
7/15/08 9:30 BUY 2,031 CDS 6.55 7/16
10:45
6.75 Low $365
7/15/08 9:32 BUY 910 CLMS CALAMOS A 14.58 7/16
9:58
15.05 Low $410

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades627
# Profitable481 (76.7%)
# months tracked71
Profitable months6 (8.5%)
Avg trade duration4.9 days
Annual return (compounded)9.5%
Average win$621
Average loss$1,583
Profit factor1.3:1
Max peak-to-valley drawdown (historical)42.54%
drawdown periodOct 12, 2007 to Nov 09, 2007
Correlation w/ S&P0.375
Sharpe ratio0.519
Keep after worst-case slippage 99.4%
Probabilities of future account loss  
Chance of 10% account loss42.5%
Chance of 20% account loss27.5%
Chance of 30% account loss10.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.10
Average P/L per unit traded$0.29
Sum of dividends and cash expir. in model account$1,751


Reviews


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System Description

Turquoise IXFN M

Turquoise is rare and valuable in finer grades and has been prized as a gem and ornamental stone for thousands of years owing to its unique hue. It was among the first gems to be mined ... Mines are all small-scale, often seasonal operations, owing to the limited scope and remoteness of the deposits. Most are worked by hand with little or no mechanization. (from Wikipedia)

The Name
Turquoise: a gemstone
IXFN: it trades components of the NASDAQ OTHER FINANCE index.
M: it is designed for manual trading

What to expect
Turquoise generates between 2 and 40 limit orders once a day. Positions are held at least one night and a maximum of 12 days.
While trades will be filled during the day it is possible to trade it with a one time effort per day.

- 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.

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Overview

Turquoise IXFN M is a long only system that trades the highly volatile components of the "NASDAQ OTHER FINANCE" (IXFN) index. It is designed for manual trading.
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- 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$169,596
Cash$1
Equity$1
Cumulative $*$69,595
Dividends Itemized
Total System Equity$169,595
Margined$1
Open P/L$0
System vendor has delayed data by 1 day for non-subs.


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