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drbfly




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2008                                                                      (0.5%)(0.5%)
2009(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)+3.5%+15.2%(0.4%)(0.4%)(0.4%)(0.4%)(0.4%)
2010(0.4%)(0.4%)(0.4%)(0.5%)(0.5%)(0.5%)(0.5%)(0.4%)(0.5%)(0.5%)(0.5%)(0.5%)
2011(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(1%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)
2012(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)
2013(0.5%)(0.5%)  -  (1.1%)  -                                            
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 Market timing
System started 11/2/2008 (55 months ago)
System developer DRB investments
(Last login to C2: 3/11/13 15:45)
C2 Score: 990

Vendor has created 2 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
6/15/09 11:10 BUY 1 @ESU9 E-MINI S&P 500 918.00 7/20
15:10
947.75 Extreme $1,474
6/4/09 12:40 SELL 1 @ESM9 E-MINI S&P 500 937.00 6/8
10:16
927.00 Very $486

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades2
# Profitable2 (100.0%)
# months tracked55
Profitable months2 (3.6%)
Avg trade duration19.5 days
Annual return (compounded)4.1%
Average win$993.75
Average loss$0.00
Profit factorn/a
Max peak-to-valley drawdown (historical)26.21%
drawdown periodJuly 01, 2009 to July 12, 2009
Correlation w/ S&P0.093
Sharpe ratio0.247
Keep after worst-case slippage 98.7%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.54
Average P/L per unit traded$994.00


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Overview

Technical analysis us several time periods and several different technical types of technical analysis trading e-mini sp primary
read more...

- 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.

Subscribers

Subscriber revenue:
$450

Model Account Status

Started$10,000
Buy Power$11,987
Cash$11,987
Equity$0
Cumulative $$1,987
Total System Equity$11,987
Margined$0
Open P/L$0


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