Precision Futures
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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +16.0% | +7.1% | +5.7% | (11.5%) | +8.1% | (7%) | (17%) | (26.3%) | +22.8% | +46.2% | - | - |
| 2010 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Buy undervalue, Sell overvalue |
| System started | 1/11/2009 (37 months ago) |
| System developer |
Ray 
(Last login to C2: 1/12/10 15:27) C2 Score: 832  |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 10/18/09 18:05 | SELL | 0.25 | @NQZ9 | E-MINI NASDAQ 100 | 1729.50 | 10/18 18:48 |
1729.00 | Low | ($1) |
| 10/18/09 18:09 | SELL | 0.25 | @YMZ9 | MINI DOW | 9901 | 10/18 18:48 |
9906 | Low | ($10) |
| 10/18/09 18:04 | SELL | 0.25 | @TFSZ9 | Emini Russell | 612.50 | 10/18 18:47 |
612.80 | Low | ($12) |
| 10/18/09 18:05 | SELL | 0.25 | @ESZ9 | E-MINI S&P 500 | 1080.00 | 10/18 18:47 |
1079.75 | Low | ($1) |
| 10/18/09 18:04 | SELL | 0.749 | @BPZ9 | BRITISH POUND | 1.6320 | 10/18 18:47 |
1.6336 | Low | ($85) |
| 10/15/09 16:20 | BUY | 0.25 | QGCZ9 | Gold 100 oz | 1050.30 | 10/18 18:05 |
1052.50 | Low | $52 |
| 10/15/09 11:53 | BUY | 0.749 | @EUZ9 | EUROFX | 1.4947 | 10/15 16:19 |
1.4928 | Low | ($188) |
| 10/13/09 15:24 | BUY | 0.749 | QCLZ9 | CRUDE OIL | 74.80 | 10/15 12:17 |
77.52 | Low | $2,027 |
| 10/13/09 13:28 | SELL | 0.749 | @TFSZ9 | Emini Russell | 609 | 10/13 15:24 |
609.80 | Low | ($70) |
| 10/13/09 11:18 | BUY | 0.25 | @TFSZ9 | Emini Russell | 605.80 | 10/13 13:28 |
608.70 | Low | $70 |
| 10/6/09 9:43 | BUY | 0.749 | QCLZ9 | CRUDE OIL | 71.63 | 10/13 13:28 |
74.23 | Normal | $1,937 |
| 10/13/09 10:18 | BUY | 0.25 | @YMZ9 | MINI DOW | 9781 | 10/13 10:48 |
9790 | Low | $8 |
| 10/13/09 10:19 | BUY | 0.25 | @ESZ9 | E-MINI S&P 500 | 1065.50 | 10/13 10:48 |
1066.00 | Low | $3 |
| 10/13/09 10:18 | BUY | 0.25 | @TFSZ9 | Emini Russell | 605.70 | 10/13 10:48 |
607 | Low | $30 |
| 10/13/09 9:50 | SELL | 0.25 | @ESZ9 | E-MINI S&P 500 | 1068.00 | 10/13 10:18 |
1065.50 | Low | $28 |
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 1,874 |
| # Profitable | 927 (49.5%) |
| # months tracked | 38 |
| Profitable months | 6 (15.8%) |
| Avg trade duration | 4.9 hours |
| Annual return (compounded) | 25.4% |
| Average win | $58 |
| Average loss | $46 |
| Profit factor | 1.2:1 |
| Max peak-to-valley drawdown (historical) | 26.01% |
| drawdown period | Sept 17, 2009 to Sept 30, 2009 |
| Correlation w/ S&P | -0.049 |
| Sharpe ratio | 1.223 |
| Keep after worst-case slippage | 99.7% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 31.2% |
| Chance of 20% account loss | 11.8% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.21 |
| Average P/L per unit traded | $13.44 |
Reviews
It's time to move on. With the high volume of trades, the commissions and slippage chew through the cash. OptionsXpress commissions are fair. Slippage is more than whats indicated by the 'show real trades' feature. Don't be decieved by the chart above. My account is well into the the red. Often trades his opinion instead of his system. (I wrote previously on june 7: I've been with this system since the end of January. After commissions and fees, I'm up about 20%. Not as good as the chart above, but steadily gaining. Draw downs have been low, although a little long through April. My questions have been answered. Even though there are a lot of trades, the per trade drawdown is very low and thats what attracted me in the first place.)
Very consistent trader. Always able to climb out of drawdown.
No particular trading methodology visible, as reflected in the results. communication with the trader was ineffective. Absolutely NOT worth a cent of subscription $!! Just dont bother, unless you have money to throw away!
Deluded know-nothing who sends out pep-talk emails to compensate for his inability to trade profitably. Makes claims such as "there will almost always be a day during a month that covers the fee" - and does not live up to them. Avoid this guy, and his motivational emails.
