SEMM Conqueror
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | (22.9%) | (43.2%) | (55%) | +113.6% | +50.6% | (0.5%) | (0.5%) | |||||
| 2009 | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.6%) | (0.5%) | (0.6%) | (0.6%) |
| 2010 | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) |
| 2011 | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) | (0.6%) |
| 2012 | (1.3%) | - | (0.7%) | (1.3%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) |
| 2013 | (0.7%) | (0.7%) | (0.7%) | (0.7%) | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Market timing |
| System started | 6/5/2008 (60 months ago) |
| System developer |
Nyx Management LLC 
(Last login to C2: 5/6/13 16:25) C2 Score: 725  Vendor has created 9 other systems. Show The name of this system has been changed 1 time. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 7/10/08 10:18 | SELL | 1 | QPLV8 | PLATINUM | 2011.90 | 10/29 9:00 |
793 | Normal | $60,931 |
| 7/7/08 12:05 | BUY | 1 | @KCU8 | COFFEE | 142 | 9/18 9:11 |
129.30 | Extreme | ($4,777) |
| 7/11/08 12:56 | BUY | 1 | @OJU8 | Orange Juice | 123.70 | 9/10 9:00 |
91.25 | Extreme | ($4,882) |
| 7/25/08 10:05 | SELL | 1 | PBQ8 | PORK BELLIES | 74.32 | 8/26 9:00 |
80.00 | Extreme | ($2,284) |
| 7/8/08 11:01 | BUY | 1 | QSIU8 | Silver 5000 oz | 17.66 | 8/15 0:30 |
12.70 | Extreme | ($24,789) |
| 6/27/08 3:21 | BUY | 1 | QHOQ8 | Heating Oil | 3.9372 | 7/31 9:01 |
3.5277 | Extreme | ($17,213) |
| 6/23/08 18:24 | BUY | 1 | QCLQ8 | CRUDE OIL | 137.40 | 7/22 9:00 |
129.62 | Extreme | ($7,794) |
| 6/30/08 10:03 | SELL | 1 | LBN8 | LUMBER | 242.50 | 7/8 10:38 |
250.10 | Normal | ($850) |
| 6/14/08 19:56 | SELL | 1 | @ZIN8 | 16.56 | 6/29 22:30 |
17.51 | Very | ($4,774) | |
| 6/25/08 15:08 | SELL | 1 | @OJN8 | Orange Juice | 108.35 | 6/27 8:56 |
109.50 | Low | ($187) |
| 6/16/08 5:47 | SELL | 1 | @ZGQ8 | Gold 100 oz NYSE Liffe | 879.10 | 6/25 21:16 |
889.40 | High | ($1,044) |
| 6/23/08 18:42 | BUY | 1 | @HEQ8 | LEAN HOGS | 77.600 | 6/25 21:14 |
74.275 | Normal | ($1,344) |
| 6/6/08 11:18 | SELL | 1 | @GFQ8 | FEEDER CATTLE | 111.78 | 6/25 21:14 |
112.80 | Normal | ($527) |
| 6/6/08 10:01 | SELL | 1 | LBN8 | LUMBER | 243.69 | 6/24 10:00 |
248.40 | Normal | ($532) |
| 6/11/08 13:38 | BUY | 1 | QHON8 | Heating Oil | 3.9897 | 6/23 18:14 |
3.8133 | Extreme | ($7,423) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 18 |
| # Profitable | 2 (11.1%) |
| # months tracked | 60 |
| Profitable months | 2 (3.3%) |
| Avg trade duration | 26.6 days |
| Annual return (compounded) | -8.2% |
| Average win | $31,042 |
| Average loss | $5,176 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 88.68% |
| drawdown period | June 11, 2008 to Aug 18, 2008 |
| Correlation w/ S&P | -0.088 |
| Sharpe ratio | -0.193 |
| 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) | -0.18 |
| Average P/L per unit traded | ($1,152.06) |
Reviews
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System Description
SEMM Conqueror holds only a single contract per commodity future per full 60k in account equity. Traded markets are as follows:
Metals:
Platinum
Gold
Silver
Copper
Softs:
Cocoa
Lumber
Orange Juice
Coffee
Sugar
Cotton
Meats:
Feeder Cattle
Lean Hogs
Live Cattle
Pork Bellies
Energies:
Heating Oil
Crude Oil
Natural Gas
I recommend Gen 3 autotrading thru OEC. System is mechanical and rules-based, not discretionary - backtest and rules reports are not available to subscribers. Thanks for watching - best trading to you!
Metals:
Platinum
Gold
Silver
Copper
Softs:
Cocoa
Lumber
Orange Juice
Coffee
Sugar
Cotton
Meats:
Feeder Cattle
Lean Hogs
Live Cattle
Pork Bellies
Energies:
Heating Oil
Crude Oil
Natural Gas
I recommend Gen 3 autotrading thru OEC. System is mechanical and rules-based, not discretionary - backtest and rules reports are not available to subscribers. Thanks for watching - best trading to you!
- 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.
