xUpgraded and replaced w MMO2.0

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2008		+36.7%	(28.3%)	+18.8%	(21.2%)	+163.6%	+2.8%	+2.7%	-	-	-	(0.7%)
2009	-	-	-	-	-	-	-	-	-	-	-	-
2010	-	-	-	-	-	-	-	-	-	-	-	-
2011	-	-	-	-	-	-	-	-	-	-	-	-
2012	-	-	-	-	-	-	-	-	-	-	-	-
2013	-	-	-	-	-

There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart: Standard | Monte Carlo
Technical Analysis: Moving Average daysX

Instruments

Futures

Strategies

Technical analysis, Market timing, Unclassified

System started

2/9/2008 (64 months ago)

System developer

ANSF

(Last login to C2: 3/20/12 15:53)
C2 Score: 805

Vendor has created 9 other systems. Show
The name of this system has been changed 1 time. Show

Status

This system is no longer supported.

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
8/1/08 11:12	BUY	9	@ADU8	AUSTRALIAN DOLLAR	0.9279	8/1 14:48	0.9256	Low	($2,196)
8/1/08 9:00	BUY	1	QSIU8	Silver 5000 oz	17.53	8/1 13:23	17.54	Low	$36
7/31/08 12:11	BUY	3	QCLU8	CRUDE OIL	124.77	8/1 11:00	126.50	Normal	$5,148
8/1/08 9:24	SELL	11	@ESU8	E-MINI S&P 500	1270.00	8/1 10:49	1262.00	Low	$4,246
8/1/08 8:41	BUY	9	@EUU8	EUROFX	1.5510	8/1 10:28	1.5520	Low	$999
8/1/08 8:41	BUY	9	@JYU8	JAPANESE YEN	0.932700	8/1 10:27	0.932800	Low	($13)
7/31/08 18:47	BUY	9	@EUU8	EUROFX	1.5562	8/1 8:30	1.5529	Normal	($3,839)
7/31/08 12:15	BUY	9	@JYU8	JAPANESE YEN	0.928300	8/1 8:30	0.929900	Low	$1,674
7/31/08 12:29	SELL	22	@ESU8	E-MINI S&P 500	1272.50	8/1 6:09	1271.00	Normal	$1,343
7/31/08 13:23	BUY	9	@USU8	US T-BOND	115 22/32	7/31 20:11	115 23/32	n/a	$18
7/31/08 10:21	SELL	11	@USU8	US T-BOND	115 27/32	7/31 11:55	115 25/32	Low	$869
7/31/08 10:23	SELL	11	@EUU8	EUROFX	1.5596	7/31 11:54	1.5558	Low	$5,071
7/30/08 10:35	BUY	9	@USU8	US T-BOND	114 8/32	7/31 9:53	115 22/32	Low	$12,951
7/31/08 8:30	SELL	22	@ESU8	E-MINI S&P 500	1280.00	7/31 9:50	1279.00	Low	$793
7/31/08 8:33	BUY	9	@SFU8	SWISS FRANC	0.9584	7/31 9:34	0.9585	Low	($13)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
8/1/08 11:12	BUY	9	@ADU8	AUSTRALIAN DOLLAR	0.9279	8/1 14:48	0.9256	Low	($2,196)
8/1/08 11:12	BTO	9	@ADU8		0.9279
8/1/08 14:48	STC	9	@ADU8		0.9256
8/1/08 9:00	BUY	1	QSIU8	Silver 5000 oz	17.53	8/1 13:23	17.54	Low	$36
8/1/08 9:00	BTO	1	QSIU8		17.53
8/1/08 13:23	STC	1	QSIU8		17.54
7/31/08 12:11	BUY	3	QCLU8	CRUDE OIL	124.77	8/1 11:00	126.50	Normal	$5,148
7/31/08 12:11	BTO	3	QCLU8		124.77
8/1/08 11:00	STC	3	QCLU8		126.50
8/1/08 9:24	SELL	11	@ESU8	E-MINI S&P 500	1270.00	8/1 10:49	1262.00	Low	$4,246
8/1/08 9:24	STO	11	@ESU8		1270.00
8/1/08 10:49	BTC	11	@ESU8		1262.00
8/1/08 8:41	BUY	9	@EUU8	EUROFX	1.5510	8/1 10:28	1.5520	Low	$999
8/1/08 8:41	BTO	9	@EUU8		1.5510
8/1/08 10:28	STC	9	@EUU8		1.5520
8/1/08 8:41	BUY	9	@JYU8	JAPANESE YEN	0.932700	8/1 10:27	0.932800	Low	($13)
8/1/08 8:41	BTO	9	@JYU8		0.932700
8/1/08 10:27	STC	9	@JYU8		0.932800
7/31/08 18:47	BUY	9	@EUU8	EUROFX	1.5562	8/1 8:30	1.5529	Normal	($3,839)
7/31/08 18:47	BTO	9	@EUU8		1.5562
8/1/08 8:30	STC	9	@EUU8		1.5529
7/31/08 12:15	BUY	9	@JYU8	JAPANESE YEN	0.928300	8/1 8:30	0.929900	Low	$1,674
7/31/08 12:15	BTO	9	@JYU8		0.928300
8/1/08 8:30	STC	9	@JYU8		0.929900
7/31/08 12:29	SELL	22	@ESU8	E-MINI S&P 500	1272.50	8/1 6:09	1271.00	Normal	$1,343
7/31/08 12:29	STO	22	@ESU8		1272.50
8/1/08 6:09	BTC	22	@ESU8		1271.00
7/31/08 13:23	BUY	9	@USU8	US T-BOND	115 22/32	7/31 20:11	115 23/32	n/a	$18
7/31/08 13:23	BTO	9	@USU8		115 22/32
7/31/08 20:11	STC	9	@USU8		115 23/32
7/31/08 10:21	SELL	11	@USU8	US T-BOND	115 27/32	7/31 11:55	115 25/32	Low	$869
7/31/08 10:21	STO	11	@USU8		115 27/32
7/31/08 11:55	BTC	11	@USU8		115 25/32
7/31/08 10:23	SELL	11	@EUU8	EUROFX	1.5596	7/31 11:54	1.5558	Low	$5,071
7/31/08 10:23	STO	11	@EUU8		1.5596
7/31/08 11:54	BTC	11	@EUU8		1.5558
7/30/08 10:35	BUY	9	@USU8	US T-BOND	114 8/32	7/31 9:53	115 22/32	Low	$12,951
7/30/08 10:35	BTO	9	@USU8		114 8/32
7/31/08 9:53	STC	9	@USU8		115 22/32
7/31/08 8:30	SELL	22	@ESU8	E-MINI S&P 500	1280.00	7/31 9:50	1279.00	Low	$793
7/31/08 8:30	STO	22	@ESU8		1280.00
7/31/08 9:50	BTC	22	@ESU8		1279.00
7/31/08 8:33	BUY	9	@SFU8	SWISS FRANC	0.9584	7/31 9:34	0.9585	Low	($13)
7/31/08 8:33	BTO	9	@SFU8		0.9584
7/31/08 9:34	STC	9	@SFU8		0.9585

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	194
# Profitable	115 (59.3%)
# months tracked	64
Profitable months	5 (7.8%)
Avg trade duration	1.7 days
Annual return (compounded)	20.8%
Average win	$4,954
Average loss	$5,035
Profit factor	1.4:1
Max peak-to-valley drawdown (historical)	53.89%
drawdown period	March 10, 2008 to March 25, 2008
Correlation w/ S&P	-0.186
Sharpe ratio	0.601
Keep after worst-case slippage	92.6%
Probabilities of future account loss
Chance of 10% account loss	90.0%
Chance of 20% account loss	70.0%
Chance of 30% account loss	42.5%

Chance of 50% account loss	0.2%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.22
Average P/L per unit traded	$209.74

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Started	$100,000
Buy Power	$271,929
Cash	$271,929
Equity	$0
Cumulative $	$171,929
Total System Equity	$271,929
Margined	$0
Open P/L	$0

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