UP!
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007 +4.1% 2008 (6.4%) (9.8%) +4.2% (9.7%) +2.1% (1%) (0.2%) (0.2%) (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%) (0.3%) (0.2%) (0.2%) 2010 (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.2%) (0.3%) (0.2%) (0.3%) (0.3%) (0.3%) (0.3%) 2011 (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) 2012 (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) 2013 (0.3%) (0.3%) (0.3%) (0.3%) -
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 1992 days.
Instruments
Futures
Strategies
Technical analysis, Market timing, Unclassified
System started
12/3/2007 (66 months ago)
System developer
Mindaugas Bene 225 Vendor has created 2 other systems. Show
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
6/10/08 9:29
BUY
10
@NQM8
E-MINI NASDAQ 100 1963.20
6/10
1976.45 Low $2,510
6/6/08 16:14
BUY
1
@ESM8
E-MINI S&P 500 1360.00
6/9
1367.25 Low $349
6/9/08 9:29
SELL
14
@NQM8
E-MINI NASDAQ 100 1997.36
6/9
1992.54 Low $1,155
6/6/08 9:29
BUY
10
@NQM8
E-MINI NASDAQ 100 2038.00
6/6
2005.35 High ($6,670)
6/5/08 16:00
SELL
4
@ESM8
E-MINI S&P 500 1404.44
6/6
1392.38 Low $2,357
6/5/08 4:51
SELL
1
@ESM8
E-MINI S&P 500 1381.25
6/5
1393.00 Low ($602)
6/5/08 9:29
SELL
14
@NQM8
E-MINI NASDAQ 100 2027.21
6/5
2023.75 Low $775
6/3/08 16:14
BUY
1
@ESM8
E-MINI S&P 500 1378.50
6/4
1377.25 Low ($77)
6/4/08 9:29
BUY
14
@NQM8
E-MINI NASDAQ 100 1991.89
6/4
1997.23 Low $1,300
6/3/08 9:29
SELL
8
@NQM8
E-MINI NASDAQ 100 2016.56
6/3
2014.25 Low $258
6/2/08 16:14
BUY
1
@ESM8
E-MINI S&P 500 1386.00
6/3
1389.75 Low $174
6/2/08 9:29
BUY
10
@NQM8
E-MINI NASDAQ 100 2030.10
6/2
2019.85 Normal ($2,190)
5/29/08 16:14
SELL
1
@ESM8
E-MINI S&P 500 1397.75
6/2
1395.75 Low $86
5/30/08 9:29
SELL
10
@NQM8
E-MINI NASDAQ 100 2027.75
5/30
2025.38 Low $335
5/28/08 16:14
SELL
1
@ESM8
E-MINI S&P 500 1392.75
5/29
1389.25 Low $161
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
6/10/08 9:29
BUY
10
@NQM8
E-MINI NASDAQ 100
1963.20
6/10
1976.45 Low $2,510
6/10/08 9:29
BTO
2
@NQM8
1963.00
6/10/08 9:29
BTO
2
@NQM8
1963.25
6/10/08 9:29
BTO
2
@NQM8
1963.00
6/10/08 9:30
BTO
2
@NQM8
1963.50
6/10/08 9:30
BTO
2
@NQM8
1963.25
6/10/08 10:17
STC
2
@NQM8
1973.50
6/10/08 10:19
STC
2
@NQM8
1974.25
6/10/08 12:18
STC
2
@NQM8
1977.75
6/10/08 12:23
STC
1
@NQM8
1978.25
6/10/08 12:23
STC
1
@NQM8
1978.25
6/10/08 12:23
STC
2
@NQM8
1978.50
6/6/08 16:14
BUY
1
@ESM8
E-MINI S&P 500
1360.00
6/9
1367.25 Low $349
6/6/08 16:14
BTO
1
@ESM8
1360.00
6/9/08 10:00
STC
1
@ESM8
1367.25
6/9/08 9:29
SELL
14
@NQM8
E-MINI NASDAQ 100
1997.36
6/9
1992.54 Low $1,155
6/9/08 9:29
STO
2
@NQM8
1997.25
6/9/08 9:29
STO
2
@NQM8
1997.00
6/9/08 9:29
STO
2
@NQM8
1997.25
6/9/08 9:30
STO
2
@NQM8
1996.00
6/9/08 9:30
STO
2
@NQM8
1997.00
6/9/08 9:30
STO
2
@NQM8
1997.75
6/9/08 9:31
STO
2
@NQM8
1999.25
6/9/08 9:33
BTC
2
@NQM8
1995.75
6/9/08 9:33
BTC
2
@NQM8
1992.00
6/9/08 9:33
BTC
2
@NQM8
1992.25
6/9/08 9:33
BTC
1
@NQM8
1992.50
6/9/08 9:33
BTC
1
@NQM8
1992.50
6/9/08 9:34
BTC
2
@NQM8
1991.50
6/9/08 9:34
BTC
2
@NQM8
1992.00
6/9/08 9:34
BTC
2
@NQM8
1991.75
6/6/08 9:29
BUY
10
@NQM8
E-MINI NASDAQ 100
2038.00
6/6
2005.35 High ($6,670)
6/6/08 9:29
BTO
2
@NQM8
2038.50
6/6/08 9:29
BTO
2
@NQM8
2038.00
6/6/08 9:29
BTO
2
@NQM8
2037.50
6/6/08 9:30
BTO
2
@NQM8
2037.50
6/6/08 9:30
BTO
2
@NQM8
2038.50
6/6/08 11:13
STC
2
@NQM8
2017.25
6/6/08 13:09
STC
2
@NQM8
2013.00
6/6/08 14:13
STC
2
@NQM8
2004.00
6/6/08 14:14
STC
2
@NQM8
2002.25
6/6/08 16:14
STC
2
@NQM8
1990.25
6/5/08 16:00
SELL
4
@ESM8
E-MINI S&P 500
1404.44
6/6
1392.38 Low $2,357
6/5/08 16:00
STO
2
@ESM8
1403.50
6/5/08 16:14
STO
1
@ESM8
1405.50
6/5/08 16:14
STO
1
@ESM8
1405.25
6/6/08 9:31
BTC
1
@ESM8
1393.00
6/6/08 9:31
BTC
1
@ESM8
1392.00
6/6/08 9:31
BTC
1
@ESM8
1391.50
6/6/08 9:50
BTC
1
@ESM8
1393.00
6/5/08 4:51
SELL
1
@ESM8
E-MINI S&P 500
1381.25
6/5
1393.00 Low ($602)
6/5/08 4:51
STO
1
@ESM8
1381.25
6/5/08 10:31
BTC
1
@ESM8
1393.00
6/5/08 9:29
SELL
14
@NQM8
E-MINI NASDAQ 100
2027.21
6/5
2023.75 Low $775
6/5/08 9:29
STO
2
@NQM8
2027.25
6/5/08 9:29
STO
2
@NQM8
2027.75
6/5/08 9:29
STO
2
@NQM8
2027.50
6/5/08 9:30
STO
2
@NQM8
2027.50
6/5/08 9:30
STO
2
@NQM8
2027.00
6/5/08 9:31
STO
2
@NQM8
2027.00
6/5/08 9:31
STO
2
@NQM8
2026.50
6/5/08 9:32
BTC
2
@NQM8
2025.00
6/5/08 9:32
BTC
2
@NQM8
2025.75
6/5/08 9:34
BTC
2
@NQM8
2023.00
6/5/08 9:34
BTC
2
@NQM8
2022.75
6/5/08 9:35
BTC
1
@NQM8
2021.25
6/5/08 9:35
BTC
1
@NQM8
2022.25
6/5/08 9:35
BTC
1
@NQM8
2023.00
6/5/08 9:35
BTC
1
@NQM8
2023.25
6/5/08 9:36
BTC
1
@NQM8
2024.50
6/5/08 9:36
BTC
1
@NQM8
2025.25
6/3/08 16:14
BUY
1
@ESM8
E-MINI S&P 500
1378.50
6/4
1377.25 Low ($77)
6/3/08 16:14
BTO
1
@ESM8
1378.50
6/4/08 9:43
STC
1
@ESM8
1377.25
6/4/08 9:29
BUY
14
@NQM8
E-MINI NASDAQ 100
1991.89
6/4
1997.23 Low $1,300
6/4/08 9:29
BTO
2
@NQM8
1991.25
6/4/08 9:29
BTO
2
@NQM8
1991.25
6/4/08 9:30
BTO
2
@NQM8
1991.25
6/4/08 9:30
BTO
2
@NQM8
1992.00
6/4/08 9:31
BTO
2
@NQM8
1993.00
6/4/08 9:31
BTO
2
@NQM8
1993.25
6/4/08 9:32
BTO
2
@NQM8
1991.25
6/4/08 9:35
STC
2
@NQM8
1994.75
6/4/08 9:36
STC
1
@NQM8
1997.25
6/4/08 9:36
STC
2
@NQM8
1997.25
6/4/08 9:36
STC
1
@NQM8
1997.50
6/4/08 9:36
STC
1
@NQM8
1997.25
6/4/08 9:37
STC
1
@NQM8
1997.25
6/4/08 9:37
STC
1
@NQM8
1997.75
6/4/08 9:37
STC
1
@NQM8
1997.75
6/4/08 9:37
STC
1
@NQM8
1997.75
6/4/08 9:37
STC
1
@NQM8
1997.25
6/4/08 9:37
STC
1
@NQM8
1998.75
6/4/08 9:38
STC
1
@NQM8
1998.75
6/3/08 9:29
SELL
8
@NQM8
E-MINI NASDAQ 100
2016.56
6/3
2014.25 Low $258
6/3/08 9:29
STO
2
@NQM8
2016.75
6/3/08 9:29
STO
2
@NQM8
2016.50
6/3/08 9:30
STO
2
@NQM8
2016.50
6/3/08 9:30
STO
2
@NQM8
2016.50
6/3/08 9:34
BTC
2
@NQM8
2015.75
6/3/08 9:34
BTC
2
@NQM8
2015.25
6/3/08 9:39
BTC
2
@NQM8
2013.00
6/3/08 9:39
BTC
2
@NQM8
2013.00
6/2/08 16:14
BUY
1
@ESM8
E-MINI S&P 500
1386.00
6/3
1389.75 Low $174
6/2/08 16:14
BTO
1
@ESM8
1386.00
6/3/08 9:30
STC
1
@ESM8
1389.75
6/2/08 9:29
BUY
10
@NQM8
E-MINI NASDAQ 100
2030.10
6/2
2019.85 Normal ($2,190)
6/2/08 9:29
BTO
2
@NQM8
2030.00
6/2/08 9:29
BTO
2
@NQM8
2030.25
6/2/08 9:30
BTO
2
@NQM8
2030.25
6/2/08 9:30
BTO
2
@NQM8
2030.25
6/2/08 9:30
BTO
2
@NQM8
2029.75
6/2/08 9:46
STC
2
@NQM8
2023.25
6/2/08 9:52
STC
2
@NQM8
2020.25
6/2/08 9:53
STC
2
@NQM8
2020.25
6/2/08 10:13
STC
2
@NQM8
2017.75
6/2/08 10:14
STC
2
@NQM8
2017.75
5/29/08 16:14
SELL
1
@ESM8
E-MINI S&P 500
1397.75
6/2
1395.75 Low $86
5/29/08 16:14
STO
1
@ESM8
1397.75
6/2/08 9:31
BTC
1
@ESM8
1395.75
5/30/08 9:29
SELL
10
@NQM8
E-MINI NASDAQ 100
2027.75
5/30
2025.38 Low $335
5/30/08 9:29
STO
2
@NQM8
2028.00
5/30/08 9:29
STO
2
@NQM8
2028.25
5/30/08 9:30
STO
2
@NQM8
2028.50
5/30/08 9:30
STO
2
@NQM8
2028.00
5/30/08 9:30
STO
2
@NQM8
2026.00
5/30/08 9:32
BTC
2
@NQM8
2026.50
5/30/08 9:34
BTC
2
@NQM8
2026.00
5/30/08 9:37
BTC
1
@NQM8
2024.50
5/30/08 9:37
BTC
1
@NQM8
2024.25
5/30/08 9:37
BTC
1
@NQM8
2024.75
5/30/08 9:37
BTC
1
@NQM8
2025.25
5/30/08 9:37
BTC
1
@NQM8
2024.75
5/30/08 9:38
BTC
1
@NQM8
2025.25
5/28/08 16:14
SELL
1
@ESM8
E-MINI S&P 500
1392.75
5/29
1389.25 Low $161
5/28/08 16:14
STO
1
@ESM8
1392.75
5/29/08 9:30
BTC
1
@ESM8
1389.25
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 165 # Profitable 113 (68.5%) # months tracked 66 Profitable months 3 (4.5%) Avg trade duration 10.1 hours Annual return (compounded) 0.7% Average win $1,002 Average loss $2,109 Profit factor 1.0:1 Max peak-to-valley drawdown (historical) 16.89% drawdown period Jan 03, 2008 to Feb 19, 2008 Correlation w/ S&P 0.166 Sharpe ratio -0.006 Keep after worst-case slippage 94.2% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 20.0% Chance of 30% account loss 6.7%
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 $43.79
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System Description
Futures system test. Dont subcribe plz.
- 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.
Subscribe to System Subscriptions cost $200 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Futures system test. Dont subcribe plz.
read more... - 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 $103,652 Cash $103,652 Equity $0 Cumulative $ $3,652 Total System Equity $103,652 Margined $0 Open P/L $0
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