System 30091398
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2008 (54.2%) (61%) (10.7%) - - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - - 2011 - - - - - - - - - - - - 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 1981 days.
Instruments
Futures
Strategies
Technical analysis, Volatility trading, Market timing
System started
1/14/2008 (66 months ago)
System developer
RationalWealthManagement.com 969 Vendor has created 60 other systems. Show The name of this system has been changed 7 times. Show Original name Changed to When changed Titan (Conservative) Futures Titan (Conservative) Test 1/20/08 3:42 Titan (Conservative) Test Titan (Conservative) Futures 1/24/08 10:08 Titan (Conservative) Futures Titan (Conservative) Test 1/29/08 11:48 Titan (Conservative) Test Titan (Prudent) Test 1/29/08 22:22 Titan (Prudent) Test Titan (V. Aggressive) Test 3/12/08 21:57 Titan (V. Aggressive) Test Titan (E. Aggressive) Test 3/13/08 11:06 Titan (E. Aggressive) Test System 30091398 5/10/13 0:29
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names 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
3/17/08 10:31
SELL
1
CK8
CORN 550
3/20
508 n/a $2,086
2/29/08 13:08
BUY
2
FVM8
U S T-NOTE 5 YEAR 114 2/64
3/20
114 30/64 Extreme $855
2/29/08 13:09
BUY
1
TYM8
U S T-NOTE 10 YEAR 116 51/64
3/20
119 32/64 Normal $2,689
3/18/08 8:21
SELL
1
ADM8
AUSTRALIAN DOLLAR 0.9152
3/20
0.8926 Normal $2,246
3/17/08 8:11
BUY
1
HGK8
Copper - Pit Traded 375
3/20
351 Extreme ($6,014)
2/29/08 13:07
BUY
4
EDM8
EURODOLLAR - 3 MONTH 97.57
3/20
97.85 High $2,769
3/16/08 21:19
BUY
2
@SBK8
Sugar #11 12.67
3/20
11.69 Very ($2,223)
2/29/08 13:08
BUY
2
@TUM8
US T-NOTE 2 YR 107 34/128
3/19
107 59/128 High $752
3/17/08 8:21
BUY
1
ADM8
AUSTRALIAN DOLLAR 0.9110
3/18
0.9152 Normal $406
3/6/08 8:36
SELL
1
USH8
US T- BOND 117 15/32
3/10
118 16/32 Very ($1,030)
2/29/08 13:09
BUY
1
USH8
US T- BOND 119 10/32
3/6
117 16/32 Very ($1,842)
2/26/08 10:33
BUY
1
@YMH8
MINI DOW 12540
2/29
12421 Normal ($1,204)
2/26/08 10:34
BUY
1
SPH8
S&P 500 STOCK INDEX 1368.20
2/29
1350.00 Extreme ($4,564)
2/26/08 10:41
BUY
1
CDH8
CANADIAN DOLLAR 1.0115
2/29
1.0214 Low $976
2/26/08 10:40
BUY
1
@BPH8
BRITISH POUND 1.9695
2/28
1.9850 Low $955
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
3/17/08 10:31
SELL
1
CK8
CORN
550
3/20
508 n/a $2,086
3/17/08 10:31
STO
1
CK8
550
3/20/08 10:30
BTC
1
CK8
508
2/29/08 13:08
BUY
2
FVM8
U S T-NOTE 5 YEAR
114 2/64
3/20
114 30/64 Extreme $855
2/29/08 13:08
BTO
2
FVM8
114 2/64
3/19/08 8:21
STC
1
FVM8
114 33/64
3/20/08 8:21
STC
1
FVM8
114 28/64
2/29/08 13:09
BUY
1
TYM8
U S T-NOTE 10 YEAR
116 51/64
3/20
119 32/64 Normal $2,689
2/29/08 13:09
BTO
1
TYM8
116 51/64
3/20/08 8:21
STC
1
TYM8
119 32/64
3/18/08 8:21
SELL
1
ADM8
AUSTRALIAN DOLLAR
0.9152
3/20
0.8926 Normal $2,246
3/18/08 8:21
STO
1
ADM8
0.9152
3/20/08 8:20
BTC
1
ADM8
0.8926
3/17/08 8:11
BUY
1
HGK8
Copper - Pit Traded
375
3/20
351 Extreme ($6,014)
3/17/08 8:11
BTO
1
HGK8
375
3/20/08 8:11
STC
1
HGK8
351
2/29/08 13:07
BUY
4
EDM8
EURODOLLAR - 3 MONTH
97.57
3/20
97.85 High $2,769
2/29/08 13:07
BTO
4
EDM8
97.56
3/19/08 7:35
STC
2
EDM8
97.84
3/20/08 7:35
STC
2
EDM8
97.86
3/16/08 21:19
BUY
2
@SBK8
Sugar #11
12.67
3/20
11.69 Very ($2,223)
3/16/08 21:19
BTO
1
@SBK8
13.27
3/18/08 1:45
BTO
1
@SBK8
12.07
3/20/08 1:45
STC
2
@SBK8
11.69
2/29/08 13:08
BUY
2
@TUM8
US T-NOTE 2 YR
107 34/128
3/19
107 59/128 High $752
2/29/08 13:08
BTO
2
@TUM8
107 34/128
3/19/08 22:57
STC
2
@TUM8
107 59/128
3/17/08 8:21
BUY
1
ADM8
AUSTRALIAN DOLLAR
0.9110
3/18
0.9152 Normal $406
3/17/08 8:21
BTO
1
ADM8
0.9110
3/18/08 8:21
STC
1
ADM8
0.9152
3/6/08 8:36
SELL
1
USH8
US T- BOND
117 15/32
3/10
118 16/32 Very ($1,030)
3/6/08 8:36
STO
1
USH8
117 15/32
3/10/08 8:35
BTC
1
USH8
118 16/32
2/29/08 13:09
BUY
1
USH8
US T- BOND
119 10/32
3/6
117 16/32 Very ($1,842)
2/29/08 13:09
BTO
1
USH8
119 10/32
3/6/08 8:36
STC
1
USH8
117 15/32
2/26/08 10:33
BUY
1
@YMH8
MINI DOW
12540
2/29
12421 Normal ($1,204)
2/26/08 10:33
BTO
1
@YMH8
12540
2/29/08 10:07
STC
1
@YMH8
12421
2/26/08 10:34
BUY
1
SPH8
S&P 500 STOCK INDEX
1368.20
2/29
1350.00 Extreme ($4,564)
2/26/08 10:34
BTO
1
SPH8
1368.20
2/29/08 10:05
STC
1
SPH8
1350.00
Auto Close: 2/29/08 (10:05)
2/26/08 10:41
BUY
1
CDH8
CANADIAN DOLLAR
1.0115
2/29
1.0214 Low $976
2/26/08 10:41
BTO
1
CDH8
1.0115
2/29/08 8:21
STC
1
CDH8
1.0214
2/26/08 10:40
BUY
1
@BPH8
BRITISH POUND
1.9695
2/28
1.9850 Low $955
2/26/08 10:40
BTO
1
@BPH8
1.9695
2/28/08 19:59
STC
1
@BPH8
1.9850
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 95 # Profitable 36 (37.9%) # months tracked 66 Profitable months Avg trade duration 5.6 days Annual return (compounded) -27.0% Average win $1,776 Average loss $2,471 Profit factor 0.4:1 Max peak-to-valley drawdown (historical) 88.57% drawdown period Jan 23, 2008 to Feb 20, 2008 Correlation w/ S&P -0.215 Sharpe ratio -0.856 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) -0.27 Average P/L per unit traded ($594.19)
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