Probabilities and Intuition

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2008										(151.5%)	-	-
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, Volatility trading

System started

10/15/2008 (56 months ago)

System developer

Bryan Cass

(Last login to C2: 6/14/12 9:00)
C2 Score: 180

Vendor has created 1 other system. Show
The name of this system has been changed 3 times. 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
10/29/08 15:54	SELL	75	@ESZ8	E-MINI S&P 500	942.00	10/29 15:56	945.50	Extreme	($14,172)
10/29/08 15:23	BUY	7	@ESZ8	E-MINI S&P 500	967.57	10/29 15:54	942.00	Extreme	($9,048)
10/29/08 14:54	SELL	10	@ESZ8	E-MINI S&P 500	941.50	10/29 15:20	962.50	Extreme	($10,640)
10/29/08 14:46	BUY	10	@ESZ8	E-MINI S&P 500	944.35	10/29 14:54	942.25	High	($1,190)
10/29/08 14:42	BUY	4	@ESZ8	E-MINI S&P 500	942.12	10/29 14:46	940.75	Normal	($331)
10/29/08 13:58	SELL	8	@ESZ8	E-MINI S&P 500	946.75	10/29 14:39	936.50	Very	$3,988
10/29/08 13:45	BUY	3	@ESZ8	E-MINI S&P 500	951.33	10/29 13:58	949.00	Low	($392)
10/29/08 13:26	BUY	6	@ESZ8	E-MINI S&P 500	947.08	10/29 13:36	952.75	Normal	$1,616
10/29/08 13:06	SELL	4	@ESZ8	E-MINI S&P 500	945.00	10/29 13:25	947.75	Normal	($606)
10/29/08 10:15	BUY	6	@ESZ8	E-MINI S&P 500	941.83	10/29 13:05	946.00	Extreme	$1,166
10/29/08 9:53	SELL	4	@ESZ8	E-MINI S&P 500	932.38	10/29 10:15	942.75	High	($2,131)
10/29/08 9:43	SELL	2	@ESZ8	E-MINI S&P 500	936.25	10/29 9:45	937.50	Low	($153)
10/28/08 15:22	SELL	4	@TFSZ8	Emini Russell	467.60	10/28 18:12	481.50	Extreme	($5,616)
10/28/08 15:21	SELL	4	@ESZ8	E-MINI S&P 500	907.88	10/28 18:11	931.00	Extreme	($4,681)
10/28/08 15:17	BUY	4	@ESZ8	E-MINI S&P 500	898.38	10/28 15:21	904.00	Low	$1,069

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
10/29/08 15:54	SELL	75	@ESZ8	E-MINI S&P 500	942.00	10/29 15:56	945.50	Extreme	($14,172)
10/29/08 15:54	STO	75	@ESZ8		942.00
10/29/08 15:56	BTC	75	@ESZ8		945.50
10/29/08 15:23	BUY	7	@ESZ8	E-MINI S&P 500	967.57	10/29 15:54	942.00	Extreme	($9,048)
10/29/08 15:23	BTO	6	@ESZ8		968.00
10/29/08 15:28	BTO	1	@ESZ8		965.00
10/29/08 15:54	STC	7	@ESZ8		942.00
10/29/08 14:54	SELL	10	@ESZ8	E-MINI S&P 500	941.50	10/29 15:20	962.50	Extreme	($10,640)
10/29/08 14:54	STO	10	@ESZ8		941.50
10/29/08 15:20	BTC	10	@ESZ8		962.50
10/29/08 14:46	BUY	10	@ESZ8	E-MINI S&P 500	944.35	10/29 14:54	942.25	High	($1,190)
10/29/08 14:46	BTO	2	@ESZ8		945.00
10/29/08 14:47	BTO	2	@ESZ8		945.50
10/29/08 14:47	BTO	2	@ESZ8		943.25
10/29/08 14:49	BTO	2	@ESZ8		944.75
10/29/08 14:51	BTO	2	@ESZ8		943.25
10/29/08 14:54	STC	10	@ESZ8		942.25
10/29/08 14:42	BUY	4	@ESZ8	E-MINI S&P 500	942.12	10/29 14:46	940.75	Normal	($331)
10/29/08 14:42	BTO	2	@ESZ8		942.50
10/29/08 14:43	BTO	2	@ESZ8		941.75
10/29/08 14:46	STC	4	@ESZ8		940.75
10/29/08 13:58	SELL	8	@ESZ8	E-MINI S&P 500	946.75	10/29 14:39	936.50	Very	$3,988
10/29/08 13:58	STO	6	@ESZ8		947.50
10/29/08 14:08	STO	2	@ESZ8		944.50
10/29/08 14:39	BTC	8	@ESZ8		936.50
10/29/08 13:45	BUY	3	@ESZ8	E-MINI S&P 500	951.33	10/29 13:58	949.00	Low	($392)
10/29/08 13:45	BTO	1	@ESZ8		950.75
10/29/08 13:47	BTO	1	@ESZ8		952.00
10/29/08 13:56	BTO	1	@ESZ8		951.25
10/29/08 13:58	STC	3	@ESZ8		949.00
10/29/08 13:26	BUY	6	@ESZ8	E-MINI S&P 500	947.08	10/29 13:36	952.75	Normal	$1,616
10/29/08 13:26	BTO	4	@ESZ8		947.75
10/29/08 13:29	BTO	2	@ESZ8		945.75
10/29/08 13:36	STC	6	@ESZ8		952.75
10/29/08 13:06	SELL	4	@ESZ8	E-MINI S&P 500	945.00	10/29 13:25	947.75	Normal	($606)
10/29/08 13:06	STO	2	@ESZ8		945.75
10/29/08 13:07	STO	2	@ESZ8		944.25
10/29/08 13:25	BTC	4	@ESZ8		947.75
10/29/08 10:15	BUY	6	@ESZ8	E-MINI S&P 500	941.83	10/29 13:05	946.00	Extreme	$1,166
10/29/08 10:15	BTO	4	@ESZ8		942.25
10/29/08 10:20	BTO	2	@ESZ8		941.00
10/29/08 13:05	STC	6	@ESZ8		946.00
10/29/08 9:53	SELL	4	@ESZ8	E-MINI S&P 500	932.38	10/29 10:15	942.75	High	($2,131)
10/29/08 9:53	STO	2	@ESZ8		932.75
10/29/08 10:04	STO	2	@ESZ8		932.00
10/29/08 10:15	BTC	4	@ESZ8		942.75
10/29/08 9:43	SELL	2	@ESZ8	E-MINI S&P 500	936.25	10/29 9:45	937.50	Low	($153)
10/29/08 9:43	STO	2	@ESZ8		936.25
10/29/08 9:45	BTC	2	@ESZ8		937.50
10/28/08 15:22	SELL	4	@TFSZ8	Emini Russell	467.60	10/28 18:12	481.50	Extreme	($5,616)
10/28/08 15:22	STO	2	@TFSZ8		467.10
10/28/08 15:22	STO	1	@TFSZ8		467.10
10/28/08 15:24	STO	1	@TFSZ8		469.10
10/28/08 18:12	BTC	2	@TFSZ8		481.50
10/28/08 18:12	BTC	2	@TFSZ8		481.50
10/28/08 15:21	SELL	4	@ESZ8	E-MINI S&P 500	907.88	10/28 18:11	931.00	Extreme	($4,681)
10/28/08 15:21	STO	2	@ESZ8		907.75
10/28/08 15:22	STO	1	@ESZ8		907.00
10/28/08 15:25	STO	1	@ESZ8		909.00
10/28/08 18:07	BTC	1	@ESZ8		931.25
10/28/08 18:10	BTC	1	@ESZ8		931.00
10/28/08 18:11	BTC	1	@ESZ8		930.75
10/28/08 18:11	BTC	1	@ESZ8		931.00
10/28/08 15:17	BUY	4	@ESZ8	E-MINI S&P 500	898.38	10/28 15:21	904.00	Low	$1,069
10/28/08 15:17	BTO	2	@ESZ8		896.50
10/28/08 15:19	BTO	2	@ESZ8		900.25
10/28/08 15:21	STC	4	@ESZ8		904.00

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	142
# Profitable	83 (58.5%)
# months tracked	56
Profitable months
Avg trade duration	55.2 minutes
Annual return (compounded)	0.0%
Average win	$1,024
Average loss	$2,046
Profit factor	0.7:1
Max peak-to-valley drawdown (historical)	100%
drawdown period	Oct 20, 2008 to Sept 20, 2009
Correlation w/ S&P	-0.325
Sharpe ratio	-0.597
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	80.0%
Chance of 20% account loss	75.0%
Chance of 30% account loss	70.0%

Chance of 50% account loss	0.5%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	-0.15
Average P/L per unit traded	$1.60

Reviews

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System Description

I usually trade 2 ES, EMD or TF contracts, and/or 4 YM contracts at a time. Sometimes I average down if I feel that I just entered the trade too soon. This is a boom or bust system, so if you have a weak stomach, don't bother. I have not traded real money with this system yet, but dang it sure looks good on paper. Care to give it a try?

- 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.

Report

Started	$28,896
Buy Power	($6,796)
Cash	($6,796)
Equity	$0
Cumulative $	($35,692)
Total System Equity	($6,796)
Margined	$0
Open P/L	$0

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