System 32171590
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2008 (13%) (66%) (63.2%) +0.1% - - - - 2009 - - - - - - - - - +0.2% - - 2010 - - - - - - - (0.2%) (0.1%) - - +0.3% 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 1835 days.
Instruments
Mostly Forex; (some stocks, futures, options)
Strategies
Technical analysis, Volatility trading, Market timing
System started
5/11/2008 (61 months ago)
System developer
RationalWealthManagement.com 988 Vendor has created 60 other systems. Show The name of this system has been changed 7 times. Show Original name Changed to When changed Mimas (Conservative) Fx Mimas (Conservative) Fx/Options 5/12/08 8:47 Mimas (Conservative) Fx/Options Mimas (Conservative) Fx/ETFs 6/9/08 20:54 Mimas (Conservative) Fx/ETFs Mimas (Conservative) Hedge 6/11/08 11:11 Mimas (Conservative) Hedge Mimas (Prudent) Hedge 6/12/08 9:46 Mimas (Prudent) Hedge Mimas (Aggressive) Hedge 7/8/08 23:53 Mimas (Aggressive) Hedge Mimas (Aggressive) Test 7/10/08 19:05 Mimas (Aggressive) Test System 32171590 5/10/13 0:58
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
6/17/08 9:35
BUY
2
DJU8
DOW JONES INDUSTRIAL AVG 12182
7/15
10960 Extreme ($24,478)
6/17/08 2:00
BUY
1
XGU8
DAX INDEX 6822
7/3
6262 Extreme ($22,241)
6/17/08 2:00
BUY
2
MTU8
CAC40 4654.25
7/1
4372.75 Extreme ($8,904)
6/25/08 8:11
BUY
1
QHGU8
Copper 380.50
6/26
381.60 Normal $261
6/25/08 8:21
BUY
1
QGCQ8
Gold 100 oz 888
6/26
915.50 Normal $2,736
6/23/08 0:39
BUY
1
GBP/CHF
2.04540
6/26
2.03210 Low ($131)
6/24/08 20:10
SELL
2
EUR/GBP
0.79184
6/26
0.79293 Low ($45)
6/24/08 20:07
SELL
2
CHF/JPY
103.861
6/26
104.372 Low ($98)
6/22/08 23:36
BUY
1
CAD/JPY
105.810
6/26
105.358 Low ($43)
6/24/08 20:14
BUY
1
GBP/CAD
1.99660
6/26
2.01090 Low $140
6/19/08 19:46
BUY
3
EUR/JPY
167.431
6/26
167.901 Low $129
6/23/08 22:51
BUY
1
GBP/USD
1.96361
6/26
1.98675 Low $230
6/23/08 22:51
BUY
1
EUR/USD
1.54979
6/26
1.57570 n/a $258
6/13/08 11:21
BUY
4
EUR/CHF
1.61170
6/26
1.61449 Low $105
6/16/08 18:19
BUY
6
EUR/CAD
1.58451
6/26
1.59086 Low $371
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
6/17/08 9:35
BUY
2
DJU8
DOW JONES INDUSTRIAL AVG
12182
7/15
10960 Extreme ($24,478)
6/17/08 9:35
BTO
1
DJU8
12320
6/20/08 8:44
BTO
1
DJU8
12045
7/15/08 9:31
STC
2
DJU8
10960
6/17/08 2:00
BUY
1
XGU8
DAX INDEX
6822
7/3
6262 Extreme ($22,241)
6/17/08 2:00
BTO
1
XGU8
6822
7/3/08 3:15
STC
1
XGU8
6262
Margin call (auto-generated).
6/17/08 2:00
BUY
2
MTU8
CAC40
4654.25
7/1
4372.75 Extreme ($8,904)
6/17/08 2:00
BTO
1
MTU8
4725
6/20/08 8:33
BTO
1
MTU8
4583.50
7/1/08 8:31
STC
1
MTU8
4365.50
Margin call (auto-generated).
7/1/08 10:26
STC
1
MTU8
4380
6/25/08 8:11
BUY
1
QHGU8
Copper
380.50
6/26
381.60 Normal $261
6/25/08 8:11
BTO
1
QHGU8
380.50
6/26/08 20:22
STC
1
QHGU8
381.60
6/25/08 8:21
BUY
1
QGCQ8
Gold 100 oz
888
6/26
915.50 Normal $2,736
6/25/08 8:21
BTO
1
QGCQ8
888
6/26/08 20:22
STC
1
QGCQ8
915.50
6/23/08 0:39
BUY
1
GBP/CHF
2.04540
6/26
2.03210 Low ($131)
6/23/08 0:39
BTO
1
GBP/CHF
2.04540
6/26/08 15:21
STC
1
GBP/CHF
2.03210
6/24/08 20:10
SELL
2
EUR/GBP
0.79184
6/26
0.79293 Low ($45)
6/24/08 20:10
STO
1
EUR/GBP
0.79010
6/25/08 19:37
STO
1
EUR/GBP
0.79358
6/26/08 15:20
BTC
2
EUR/GBP
0.79293
6/24/08 20:07
SELL
2
CHF/JPY
103.861
6/26
104.372 Low ($98)
6/24/08 20:07
STO
1
CHF/JPY
103.530
6/25/08 19:32
STO
1
CHF/JPY
104.193
6/26/08 15:20
BTC
2
CHF/JPY
104.372
6/22/08 23:36
BUY
1
CAD/JPY
105.810
6/26
105.358 Low ($43)
6/22/08 23:36
BTO
1
CAD/JPY
105.810
6/26/08 15:20
STC
1
CAD/JPY
105.358
6/24/08 20:14
BUY
1
GBP/CAD
1.99660
6/26
2.01090 Low $140
6/24/08 20:14
BTO
1
GBP/CAD
1.99660
6/26/08 15:14
STC
1
GBP/CAD
2.01090
6/19/08 19:46
BUY
3
EUR/JPY
167.431
6/26
167.901 Low $129
6/19/08 19:46
BTO
3
EUR/JPY
167.431
6/20/08 8:41
STC
2
EUR/JPY
167.806
6/26/08 15:14
STC
1
EUR/JPY
168.090
6/23/08 22:51
BUY
1
GBP/USD
1.96361
6/26
1.98675 Low $230
6/23/08 22:51
BTO
1
GBP/USD
1.96361
6/26/08 15:14
STC
1
GBP/USD
1.98675
6/23/08 22:51
BUY
1
EUR/USD
1.54979
6/26
1.57570 n/a $258
6/23/08 22:51
BTO
1
EUR/USD
1.54979
6/26/08 15:13
STC
1
EUR/USD
1.57570
6/13/08 11:21
BUY
4
EUR/CHF
1.61170
6/26
1.61449 Low $105
6/13/08 11:21
BTO
4
EUR/CHF
1.61170
6/17/08 21:22
STC
3
EUR/CHF
1.61550
6/26/08 15:10
STC
1
EUR/CHF
1.61148
6/16/08 18:19
BUY
6
EUR/CAD
1.58451
6/26
1.59086 Low $371
6/16/08 18:19
BTO
3
EUR/CAD
1.58570
6/18/08 21:05
BTO
3
EUR/CAD
1.58332
6/20/08 10:21
STC
5
EUR/CAD
1.59012
6/26/08 15:10
STC
1
EUR/CAD
1.59458
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 186 # Profitable 74 (39.8%) # months tracked 61 Profitable months 3 (4.9%) Avg trade duration 5.0 days Annual return (compounded) -34.1% Average win $513 Average loss $1,123 Profit factor 0.3:1 Max peak-to-valley drawdown (historical) 87.65% drawdown period May 11, 2008 to July 15, 2008 Correlation w/ S&P 0.282 Sharpe ratio -2.068 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 100.0%
Chance of 50% account loss 1.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.50 Average P/L per unit traded ($596.37) Sum of dividends and cash expir. in model account $37
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