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Z-2




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2008         -  +2.2%(2.8%)+8.9%(6%)+4.5%(0.5%)(0.5%)+2.4%+7.9%(3.5%)
2009(7.1%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)
2010(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.6%)
2011(1.1%)  -  (1.1%)  -  (0.6%)(1.1%)(0.6%)(0.6%)(0.6%)  -  (1.1%)(0.6%)
2012(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)
2013(0.6%)(0.6%)(0.6%)(0.6%)  -                                            
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 Mostly Futures; (some stocks)
Strategies Technical analysis, Volatility trading
System started 2/24/2008 (64 months ago)
System developer Bigapple
(Last login to C2: 10/26/10 12:54)
C2 Score: 785

Vendor has created 6 other systems. Show
The name of this system has been changed 4 times. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVHide NamesDetails


System creator requested that closed trades data below be delayed by seven days.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/28/09 10:50 BUY 1 @ESH9 E-MINI S&P 500 863.50 1/28
15:50		 870.50 Low $336
1/20/09 12:30 SELL 1 @ESH9 E-MINI S&P 500 817.75 1/20
15:50		 806.75 Low $536
1/19/09 10:30 SELL 1 @ESH9 E-MINI S&P 500 835.75 1/19
18:10		 839.75 Low ($214)
1/16/09 10:20 SELL 1 @ESH9 E-MINI S&P 500 846.50 1/16
15:50		 848.25 Low ($102)
1/15/09 14:50 BUY 1 @ESH9 E-MINI S&P 500 847.50 1/15
15:50		 832.50 Normal ($764)
1/15/09 10:20 SELL 1 @ESH9 E-MINI S&P 500 820.00 1/15
14:50		 847.00 Normal ($1,364)
1/14/09 10:20 SELL 1 @ESH9 E-MINI S&P 500 841.25 1/14
15:50		 839.00 Low $99
1/13/09 12:00 BUY 1 @ESH9 E-MINI S&P 500 873.25 1/13
15:50		 870.50 Normal ($152)
1/8/09 10:50 BUY 1 @ESH9 E-MINI S&P 500 902.00 1/8
15:50		 904.75 Low $124
12/17/08 12:10 BUY 1 @ESZ8 E-MINI S&P 500 907.75 12/17
15:50		 913.25 Low $261
12/16/08 10:10 BUY 1 @ESZ8 E-MINI S&P 500 885.50 12/16
15:50		 905.25 Low $974
12/15/08 10:10 SELL 1 @ESZ8 E-MINI S&P 500 871.50 12/15
15:50		 872.25 Low ($52)
12/12/08 12:30 BUY 1 @ESH9 E-MINI S&P 500 867.75 12/12
15:50		 873.00 Low $249
12/10/08 10:20 BUY 1 @ESZ8 E-MINI S&P 500 904.25 12/10
15:50		 898.25 Normal ($314)
12/9/08 10:20 BUY 1 @ESZ8 E-MINI S&P 500 909.75 12/9
15:50		 887.00 Normal ($1,152)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades69
# Profitable37 (53.6%)
# months tracked64
Profitable months5 (7.8%)
Avg trade duration1.2 days
Annual return (compounded)2.4%
Average win$661
Average loss$681
Profit factor1.1:1
Max peak-to-valley drawdown (historical)24.96%
drawdown periodNov 14, 2008 to Nov 20, 2008
Correlation w/ S&P0.158
Sharpe ratio0.214
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss62.5%
Chance of 20% account loss11.8%
Chance of 30% account loss5.9%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.08
Average P/L per unit traded$13.95


Reviews


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System Description

Details please go to my blog

http://daytrading-z2.blogspot.com/

- 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

Z-2 is a short-term mechanical trading system specific for trading Emini futures
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$20,000
Buy Power$22,677
Cash$1
Equity$1
Cumulative $$2,677
Total System Equity$22,677
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


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