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Wopi




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2008                                                 +6.8%+7.9%(0.1%)(0.1%)(0.1%)
2009(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)
2010(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)
2011(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.2%)
2012(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)
2013(0.1%)(0.1%)(0.1%)  -  (0.1%)                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis
System started 8/14/2008 (58 months ago)
System developer Trader-in-chief
(Last login to C2: 6/12/12 13:33)
C2 Score: 209

Vendor has created 3 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/14/08 15:38 SELL 1 @ESU8 E-MINI S&P 500 1292.75 9/19
11:33
1263.00 High $1,474
8/14/08 13:41 BUY 1 @ESU8 E-MINI S&P 500 1294.75 8/14
14:18
1296.00 Low $49

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades2
# Profitable2 (100.0%)
# months tracked58
Profitable months2 (3.4%)
Avg trade duration17.9 days
Annual return (compounded)3.1%
Average win$775.00
Average loss$0.00
Profit factorn/a
Max peak-to-valley drawdown (historical)32.31%
drawdown periodSept 18, 2008 to Sept 13, 2009
Correlation w/ S&P-0.129
Sharpe ratio0.143
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)2.00
Average P/L per unit traded$775.50


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Overview

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- 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$10,000
Buy Power$11,550
Cash$11,550
Equity$0
Cumulative $$1,550
Total System Equity$11,550
Margined$0
Open P/L$0


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