System 30092309
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2008 (2.4%) (58.1%) (77.1%) - - - - - - - - - 2009 - - - - - - - - - +0.1% - - 2010 - - - - - (0.1%) +0.1% (0.1%) - - - - 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 1952 days.
Instruments
Mostly Futures, Options; (some stocks)
Strategies
Technical analysis, Volatility trading, Market timing
System started
1/14/2008 (65 months ago)
System developer
RationalWealthManagement.com 988 Vendor has created 60 other systems. Show The name of this system has been changed 4 times. Show Original name Changed to When changed Titan (Conservative) Stock/ETF/Options Titan (Conservative) Test 3/10/08 8:11 Titan (Conservative) Test Titan (V. Agressive) Test 3/12/08 21:55 Titan (V. Agressive) Test Titan (Agressive) Test 3/12/08 21:56 Titan (Agressive) Test System 30092309 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
3/14/08 10:36
BUY
3
OK8
Oats 385 1/4
3/20
338 Extreme ($7,130)
3/14/08 10:31
BUY
1
BOK8
SOYBEAN OIL 6240
3/20
5440 Extreme ($4,814)
3/12/08 10:31
BUY
2
SK8
SOYBEANS 1407 2/4
3/20
1207 Extreme ($20,078)
2/29/08 13:06
BUY
9
EDM8
EURODOLLAR - 3 MONTH 97.57
3/20
97.83 High $5,911
3/4/08 3:15
BUY
1
LGM8
GILT LONG 110.39
3/20
112.10 Low $3,378
3/17/08 8:11
BUY
1
HGK8
Copper - Pit Traded 375
3/19
364 Very ($2,764)
2/29/08 13:08
BUY
2
TYM8
U S T-NOTE 10 YEAR 116 51/64
3/19
119 15/64 Normal $4,847
3/17/08 10:31
SELL
1
CK8
CORN 550
3/19
527 1/4 n/a $1,124
3/14/08 8:26
BUY
1
SIK8
Silver 5000 oz 20.43
3/19
19.32 Extreme ($5,564)
2/29/08 13:07
BUY
3
FVM8
U S T-NOTE 5 YEAR 114 2/64
3/19
114 33/64 Normal $1,389
3/18/08 8:22
SELL
1
ADM8
AUSTRALIAN DOLLAR 0.9152
3/19
0.9211 Normal ($604)
3/17/08 3:02
BUY
2
EZM8
EUREX SCHATZ 105.44
3/19
105.01 Normal ($1,355)
3/18/08 8:21
SELL
1
CDM8
CANADIAN DOLLAR 1.0013
3/19
0.9995 Low $166
2/29/08 13:06
BUY
5
@TUM8
US T-NOTE 2 YR 107 34/128
3/19
107 50/128 High $1,194
3/17/08 8:21
BUY
1
ADM8
AUSTRALIAN DOLLAR 0.9110
3/18
0.9152 Normal $406
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
3/14/08 10:36
BUY
3
OK8
Oats
385 1/4
3/20
338 Extreme ($7,130)
3/14/08 10:36
BTO
1
OK8
400 2/4
3/17/08 10:31
BTO
1
OK8
388 1/4
3/18/08 10:31
BTO
1
OK8
367
3/20/08 10:31
STC
3
OK8
338
3/14/08 10:31
BUY
1
BOK8
SOYBEAN OIL
6240
3/20
5440 Extreme ($4,814)
3/14/08 10:31
BTO
1
BOK8
6240
3/20/08 10:30
STC
1
BOK8
5440
3/12/08 10:31
BUY
2
SK8
SOYBEANS
1407 2/4
3/20
1207 Extreme ($20,078)
3/12/08 10:31
BTO
1
SK8
1403
3/14/08 10:31
BTO
1
SK8
1412
3/20/08 10:30
STC
2
SK8
1207
2/29/08 13:06
BUY
9
EDM8
EURODOLLAR - 3 MONTH
97.57
3/20
97.83 High $5,911
2/29/08 13:06
BTO
9
EDM8
97.56
3/19/08 7:35
STC
5
EDM8
97.84
3/19/08 10:51
STC
3
EDM8
97.81
3/20/08 7:35
STC
1
EDM8
97.86
3/4/08 3:15
BUY
1
LGM8
GILT LONG
110.39
3/20
112.10 Low $3,378
3/4/08 3:15
BTO
1
LGM8
110.39
3/20/08 3:15
STC
1
LGM8
112.10
3/17/08 8:11
BUY
1
HGK8
Copper - Pit Traded
375
3/19
364 Very ($2,764)
3/17/08 8:11
BTO
1
HGK8
375
3/19/08 12:16
STC
1
HGK8
364
Margin call (auto-generated).
2/29/08 13:08
BUY
2
TYM8
U S T-NOTE 10 YEAR
116 51/64
3/19
119 15/64 Normal $4,847
2/29/08 13:08
BTO
2
TYM8
116 51/64
3/19/08 8:22
STC
1
TYM8
119 16/64
3/19/08 12:16
STC
1
TYM8
119 14/64
Margin call (auto-generated).
3/17/08 10:31
SELL
1
CK8
CORN
550
3/19
527 1/4 n/a $1,124
3/17/08 10:31
STO
1
CK8
550
3/19/08 12:16
BTC
1
CK8
527 1/4
Margin call (auto-generated).
3/14/08 8:26
BUY
1
SIK8
Silver 5000 oz
20.43
3/19
19.32 Extreme ($5,564)
3/14/08 8:26
BTO
1
SIK8
20.43
3/19/08 9:01
STC
1
SIK8
19.32
Margin call (auto-generated).
2/29/08 13:07
BUY
3
FVM8
U S T-NOTE 5 YEAR
114 2/64
3/19
114 33/64 Normal $1,389
2/29/08 13:07
BTO
3
FVM8
114 2/64
3/19/08 8:21
STC
2
FVM8
114 33/64
3/19/08 9:01
STC
1
FVM8
114 33/64
Margin call (auto-generated).
3/18/08 8:22
SELL
1
ADM8
AUSTRALIAN DOLLAR
0.9152
3/19
0.9211 Normal ($604)
3/18/08 8:22
STO
1
ADM8
0.9152
3/19/08 9:01
BTC
1
ADM8
0.9211
Margin call (auto-generated).
3/17/08 3:02
BUY
2
EZM8
EUREX SCHATZ
105.44
3/19
105.01 Normal ($1,355)
3/17/08 3:02
BTO
1
EZM8
105.45
3/18/08 3:02
BTO
1
EZM8
105.42
3/19/08 9:01
STC
2
EZM8
105.02
Margin call (auto-generated).
3/18/08 8:21
SELL
1
CDM8
CANADIAN DOLLAR
1.0013
3/19
0.9995 Low $166
3/18/08 8:21
STO
1
CDM8
1.0013
3/19/08 9:00
BTC
1
CDM8
0.9995
Margin call (auto-generated).
2/29/08 13:06
BUY
5
@TUM8
US T-NOTE 2 YR
107 34/128
3/19
107 50/128 High $1,194
2/29/08 13:06
BTO
5
@TUM8
107 34/128
3/18/08 23:35
STC
3
@TUM8
107 45/128
3/19/08 1:00
STC
2
@TUM8
107 58/128
Margin call (auto-generated).
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
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 88 # Profitable 24 (27.3%) # months tracked 65 Profitable months 2 (3.1%) Avg trade duration 4.0 days Annual return (compounded) -33.6% Average win $1,731 Average loss $2,037 Profit factor 0.3:1 Max peak-to-valley drawdown (historical) 88.83% drawdown period Jan 14, 2008 to Aug 25, 2010 Correlation w/ S&P 0.038 Sharpe ratio -1.07 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) -0.49 Average P/L per unit traded ($689.68)
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