CTT |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +1.9% | (2%) | (3.6%) | (0.6%) | +3.4% | +13.8% | (9.5%) | +2.6% | (11.2%) | +12.5% | +5.6% | |
| 2010 | (14.1%) | (7.5%) | - | - | - | - | - | +0.1% | - |
Subscription Terms
| 90-day free trial, then $50 per month (Details) |
There is a free trial period of 90 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $50 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.)
Strategy Description
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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 that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 2/10/10 12:28 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1067.25 | 2/10 16:12 | 1064.50 | Low | $138 |
| 2/10/10 10:00 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1063.25 | 2/10 12:27 | 1067.25 | Normal | $200 |
| 2/1/10 10:01 | SELL | 2 | @ESH0 | E-MINI S&P 500 | 1085.75 | 2/2 15:37 | 1099.75 | Very | ($1,400) |
| 1/29/10 11:17 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1084.75 | 1/29 16:12 | 1067.00 | High | ($888) |
| 1/29/10 9:51 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1089.50 | 1/29 11:16 | 1084.75 | Low | $238 |
| 1/28/10 13:31 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1083.50 | 1/28 15:56 | 1081.50 | Normal | $100 |
| 1/28/10 9:39 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1092.50 | 1/28 13:31 | 1083.75 | High | ($438) |
| 1/25/10 10:08 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1093.75 | 1/25 16:12 | 1092.50 | Low | ($63) |
| 1/22/10 10:06 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1103.75 | 1/22 10:40 | 1109.00 | Low | $263 |
| 1/22/10 9:36 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1110.00 | 1/22 10:05 | 1104.25 | Low | $288 |
| 1/21/10 14:29 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1117.75 | 1/21 15:13 | 1112.00 | Low | $288 |
| 1/21/10 9:48 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1133.00 | 1/21 14:28 | 1117.50 | High | ($775) |
| 1/20/10 13:50 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1130.50 | 1/20 16:12 | 1134.75 | Low | ($213) |
| 1/20/10 9:46 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1133.50 | 1/20 13:50 | 1130.50 | Normal | ($150) |
| 1/19/10 9:44 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1135.75 | 1/19 16:12 | 1146.00 | Normal | ($513) |
Statistics
Analytics| System has been audited since | 2/23/2009 (19 months ago) |
|---|---|
| Trades | 180 |
| # Profitable | 106 (58.9%) |
| # months tracked | 20 |
| Profitable months | 7 (35.0%) |
| Avg trade duration | 3.3 hours |
| Annual return (compounded) | -8.1% |
| Average win | $207 |
| Average loss | $322 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 25.98% |
| drawdown period | Aug 13, 2009 to Feb 02, 2010 |
| Correlation w/ S&P | 0.071 |
| Sharpe ratio | -0.57 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 90.2% |
| Chance of 20% account loss | 50.0% |
| Chance of 30% account loss | 7.1% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.05 |
| Average P/L per unit traded | ($6.50) |
System Description
Anyone vaguely familiar with stock markets knows that after a period of substantial price movement there tends to be a time of retrenchment and vacillation. CTT does a look back a roughly one month’s worth of market data to decide on which days to trade and at which price points to enter or exit the market. The system will typically do one entry (short or long), one reversal of the initial trade, and then a closing trade during one trading day. There are no stops other than the end of day exit if the position is still open. CTT will trade on roughly 30% of the days when the market is open. It trades only during the regular day session (9:30 am to 4:15 pm EST).
- 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.
