Loading historical trade record for Test system...


Test system




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011  -  (4.9%)(8.1%)(57.8%)+18.8%(81.2%)  -    -    -    -    -    -  
2012  -    -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

Loading Chart...
Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis, Market timing
System started 1/31/2011 (28 months ago)
System developer Warren
(Last login to C2: 3/6/13 8:48)
C2 Score: 7

Vendor has created 1 other system. Show
The name of this system has been changed 2 times. Show



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
6/20/11 12:39 BUY 1 @NQU1 E-MINI NASDAQ 100 2204.75 6/20
12:40
2204.00 Low ($29)
6/20/11 12:37 BUY 1 @NQU1 E-MINI NASDAQ 100 2205.25 6/20
12:38
2204.50 Low ($29)
6/20/11 12:35 BUY 1 @NQU1 E-MINI NASDAQ 100 2205.75 6/20
12:36
2205.00 Low ($29)
6/20/11 12:33 BUY 1 @NQU1 E-MINI NASDAQ 100 2206.00 6/20
12:34
2205.00 Low ($34)
6/20/11 12:31 BUY 1 @NQU1 E-MINI NASDAQ 100 2205.75 6/20
12:32
2205.75 n/a ($14)
6/20/11 12:29 BUY 1 @NQU1 E-MINI NASDAQ 100 2204.75 6/20
12:30
2206.25 n/a $16
6/20/11 12:27 BUY 1 @NQU1 E-MINI NASDAQ 100 2205.25 6/20
12:28
2204.50 Low ($29)
6/20/11 12:25 BUY 1 @NQU1 E-MINI NASDAQ 100 2203.50 6/20
12:26
2204.50 n/a $6
6/20/11 12:23 BUY 1 @NQU1 E-MINI NASDAQ 100 2202.25 6/20
12:24
2202.25 n/a ($14)
6/20/11 12:21 BUY 1 @NQU1 E-MINI NASDAQ 100 2202.00 6/20
12:22
2201.25 Low ($29)
6/20/11 12:19 BUY 1 @NQU1 E-MINI NASDAQ 100 2203.50 6/20
12:20
2202.25 Low ($39)
6/20/11 12:17 BUY 1 @NQU1 E-MINI NASDAQ 100 2203.25 6/20
12:18
2203.00 Low ($19)
6/20/11 12:15 BUY 1 @NQU1 E-MINI NASDAQ 100 2202.75 6/20
12:16
2202.50 Low ($19)
6/20/11 12:13 BUY 1 @NQU1 E-MINI NASDAQ 100 2202.50 6/20
12:14
2202.25 Low ($19)
6/20/11 12:11 BUY 1 @NQU1 E-MINI NASDAQ 100 2202.00 6/20
12:12
2202.25 n/a ($9)

<< More recent
Less  |  More


Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades89
# Profitable42 (47.2%)
# months tracked29
Profitable months1 (3.4%)
Avg trade duration20.7 hours
Annual return (compounded)-52.5%
Average win$265
Average loss$578
Profit factor0.4:1
Max peak-to-valley drawdown (historical)84.99%
drawdown periodFeb 21, 2011 to June 17, 2011
Correlation w/ S&P0.073
Sharpe ratio-2.014
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 loss1.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.42
Average P/L per unit traded($52.20)


Reviews


No reviews have been written yet.

System Description

Program test system

- 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.

Find System by Name

Wait

Advanced


Subscribe to System

$0.01 per month Details

Subscriptions cost $0.01 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



 

Overview

Program test system
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.

Model Account Status

Started$19,530
Buy Power$3,490
Cash$3,490
Equity$0
Cumulative $($16,039)
Total System Equity$3,490
Margined$0
Open P/L$0


System Forum

All
Thanks Muammar al-Gaddafi!
WARREN SMITH at 2/23/11 15:41ET

Wednesday: Stopped out again. Hopefully that is it for awhile so we can start climbing out of the hole.

Thanks Muammar al-Gaddafi!
WARREN SMITH at 2/23/11 8:42ET

IOM was stopped out yesterday. Happens a few times a year and can't be avoided with sudden bad national or international news. The market ...

Invest-O-Matic has ...med nicely this week.
WARREN SMITH at 2/19/11 15:43ET

Hi Warren, Invest-O-Matic has preformed nicely this week. Lets hope that it will continue along this same course. I just noticed that my s...

1 cent / Month Subscription!
WARREN SMITH at 2/16/11 14:51ET

Hi Scott, If all goes well I will probably charge around 2% of profits.

Crowd Opinion

Viewed 422 times
System Notebooks 0 people
System Notebook Comments 0