System 33686814
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2008 (51.2%) +44.9% (53.6%) (0.6%) (42.3%) +35.5% 2009 (48.8%) - - - - - - - +4.7% - - - 2010 - - - - - - - - +0.1% - - +0.7% 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 1774 days.
Instruments
Mostly Futures, Forex; (some stocks)
Strategies
Technical analysis, Volatility trading, Spreads, Market timing, Unclassified
System started
7/10/2008 (59 months ago)
System developer
RationalWealthManagement.com 988 Vendor has created 60 other systems. Show The name of this system has been changed 3 times. Show Original name Changed to When changed Mimas (Conservative) Hedge Mimas (Prudent) Hedge 8/5/08 0:44 Mimas (Prudent) Hedge Mimas (Speculative) Hedge 11/12/08 17:32 Mimas (Speculative) Hedge System 33686814 5/10/13 0:58
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV 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
1/7/09 19:01
BUY
1
USD/ZAR
9.64800
1/8
9.64500 Low ($4)
1/7/09 18:51
BUY
1
USD/CAD
1.19725
1/8
1.17996 Low ($146)
1/7/09 18:30
BUY
1
GBP/NZD
2.56110
1/8
2.56210 Low $5
1/7/09 18:10
BUY
1
GBP/AUD
2.12355
1/8
2.14034 Low $119
1/6/09 19:58
BUY
3
USD/SEK
7.86710
1/8
7.76840 Low ($379)
1/6/09 19:45
BUY
3
GBP/USD
1.49158
1/8
1.52278 Low $933
1/6/09 19:44
BUY
1
GBP/THB
52.60000
1/8
52.80000 Low $56
1/6/09 19:43
BUY
1
GBP/SEK
11.72200
1/8
11.83300 Low $140
1/6/09 19:43
BUY
1
GBP/SAR
5.58640
1/8
5.69610 Low $292
1/6/09 19:42
BUY
1
GBP/NOK
10.40000
1/8
10.64100 Low $346
1/6/09 19:39
BUY
1
GBP/HKD
11.55200
1/8
11.81200 Low $334
1/6/09 19:37
BUY
1
GBP/CHF
1.66286
1/8
1.66500 Low $18
1/6/09 19:23
SELL
2
CHF/JPY
83.833
1/8
83.387 n/a $94
1/6/09 19:21
BUY
1
EUR/CHF
1.50758
1/8
1.49849 n/a ($83)
1/6/09 19:20
SELL
1
EUR/JPY
126.327
1/8
124.930 n/a $150
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
1/7/09 19:01
BUY
1
USD/ZAR
9.64800
1/8
9.64500 Low ($4)
1/7/09 19:01
BTO
1
USD/ZAR
9.64800
1/8/09 17:46
STC
1
USD/ZAR
9.64500
Auto Close: 1/08/09 (17:39)
1/7/09 18:51
BUY
1
USD/CAD
1.19725
1/8
1.17996 Low ($146)
1/7/09 18:51
BTO
1
USD/CAD
1.19725
1/8/09 17:45
STC
1
USD/CAD
1.17996
Auto Close: 1/08/09 (17:39)
1/7/09 18:30
BUY
1
GBP/NZD
2.56110
1/8
2.56210 Low $5
1/7/09 18:30
BTO
1
GBP/NZD
2.56110
1/8/09 17:45
STC
1
GBP/NZD
2.56210
Auto Close: 1/08/09 (17:39)
1/7/09 18:10
BUY
1
GBP/AUD
2.12355
1/8
2.14034 Low $119
1/7/09 18:10
BTO
1
GBP/AUD
2.12355
1/8/09 17:45
STC
1
GBP/AUD
2.14034
Auto Close: 1/08/09 (17:39)
1/6/09 19:58
BUY
3
USD/SEK
7.86710
1/8
7.76840 Low ($379)
1/6/09 19:58
BTO
1
USD/SEK
7.88590
1/7/09 18:58
BTO
2
USD/SEK
7.85770
1/8/09 17:45
STC
3
USD/SEK
7.76840
Auto Close: 1/08/09 (17:39)
1/6/09 19:45
BUY
3
GBP/USD
1.49158
1/8
1.52278 Low $933
1/6/09 19:45
BTO
3
GBP/USD
1.49158
1/8/09 17:44
STC
3
GBP/USD
1.52278
Auto Close: 1/08/09 (17:39)
1/6/09 19:44
BUY
1
GBP/THB
52.60000
1/8
52.80000 Low $56
1/6/09 19:44
BTO
1
GBP/THB
52.60000
1/8/09 17:44
STC
1
GBP/THB
52.80000
Auto Close: 1/08/09 (17:39)
1/6/09 19:43
BUY
1
GBP/SEK
11.72200
1/8
11.83300 Low $140
1/6/09 19:43
BTO
1
GBP/SEK
11.72200
1/8/09 17:44
STC
1
GBP/SEK
11.83300
Auto Close: 1/08/09 (17:39)
1/6/09 19:43
BUY
1
GBP/SAR
5.58640
1/8
5.69610 Low $292
1/6/09 19:43
BTO
1
GBP/SAR
5.58640
1/8/09 17:44
STC
1
GBP/SAR
5.69610
Auto Close: 1/08/09 (17:39)
1/6/09 19:42
BUY
1
GBP/NOK
10.40000
1/8
10.64100 Low $346
1/6/09 19:42
BTO
1
GBP/NOK
10.40000
1/8/09 17:43
STC
1
GBP/NOK
10.64100
Auto Close: 1/08/09 (17:39)
1/6/09 19:39
BUY
1
GBP/HKD
11.55200
1/8
11.81200 Low $334
1/6/09 19:39
BTO
1
GBP/HKD
11.55200
1/8/09 17:43
STC
1
GBP/HKD
11.81200
Auto Close: 1/08/09 (17:39)
1/6/09 19:37
BUY
1
GBP/CHF
1.66286
1/8
1.66500 Low $18
1/6/09 19:37
BTO
1
GBP/CHF
1.66286
1/8/09 17:43
STC
1
GBP/CHF
1.66500
Auto Close: 1/08/09 (17:39)
1/6/09 19:23
SELL
2
CHF/JPY
83.833
1/8
83.387 n/a $94
1/6/09 19:23
STO
2
CHF/JPY
83.833
1/8/09 17:43
BTC
2
CHF/JPY
83.387
Auto Close: 1/08/09 (17:39)
1/6/09 19:21
BUY
1
EUR/CHF
1.50758
1/8
1.49849 n/a ($83)
1/6/09 19:21
BTO
1
EUR/CHF
1.50758
1/8/09 17:43
STC
1
EUR/CHF
1.49849
Auto Close: 1/08/09 (17:39)
1/6/09 19:20
SELL
1
EUR/JPY
126.327
1/8
124.930 n/a $150
1/6/09 19:20
STO
1
EUR/JPY
126.327
1/8/09 17:42
BTC
1
EUR/JPY
124.930
Auto Close: 1/08/09 (17:39)
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 1,068 # Profitable 555 (52.0%) # months tracked 59 Profitable months 5 (8.5%) Avg trade duration 4.7 days Annual return (compounded) -23.3% Average win $1,089 Average loss $1,319 Profit factor 0.9:1 Max peak-to-valley drawdown (historical) 91.21% drawdown period Oct 24, 2008 to Nov 06, 2008 Correlation w/ S&P -0.196 Sharpe ratio -0.341 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 90.5% Chance of 30% account loss 93.0%
Chance of 50% account loss 0.9% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.05 Average P/L per unit traded $165.61 Sum of dividends and cash expir. in model account $110
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