Test System 3 |
What it trades: Futures
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | +5.5% | +74.6% | +20.0% | +9.0% | (63.9%) | (15.2%) | (47.6%) | +1387.4% | - | - | |
| 2010 | (1.1%) | - | - |
Subscription Terms
| $250 per month (Details) |
Subscriptions cost $250 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
Camo-ES is a long and short system trading ES
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- This overview was provided by the system developer. Collective2 has not verified it.
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 8/17/09 13:44 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 980.75 | 8/19 0:03 | 988.00 | Normal | $725 |
| 8/17/09 11:06 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 978.50 | 8/17 13:44 | 980.25 | Normal | ($175) |
| 8/17/09 2:03 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 994.25 | 8/17 11:06 | 978.50 | Extreme | ($1,575) |
| 8/13/09 16:06 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 1013.25 | 8/14 9:40 | 1007.00 | Normal | $625 |
| 8/13/09 14:00 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 1006.50 | 8/13 15:15 | 1008.75 | Normal | $225 |
| 8/13/09 10:45 | SELL | 1 | @ESU9 | E-MINI S&P 500 | 1007.75 | 8/13 13:52 | 1007.00 | Normal | $37 |
| 8/13/09 3:37 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 1008.62 | 8/13 9:55 | 998.88 | High | $975 |
| 8/10/09 15:14 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 1002.50 | 8/10 16:01 | 1006.50 | Low | $400 |
| 8/6/09 9:55 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 997.50 | 8/7 8:31 | 1002.50 | High | $500 |
| 8/5/09 13:32 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 998.00 | 8/6 7:16 | 1003.50 | Normal | $550 |
| 8/4/09 14:05 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 998.00 | 8/5 9:51 | 998.25 | Very | ($25) |
| 8/4/09 13:30 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 1002.00 | 8/4 14:05 | 998.00 | Normal | ($400) |
| 8/4/09 10:12 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 998.50 | 8/4 13:12 | 1002.50 | Normal | ($400) |
| 8/3/09 16:04 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 1000.25 | 8/4 1:18 | 997.50 | Low | $275 |
| 8/3/09 11:14 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 994.75 | 8/3 12:13 | 996.75 | Normal | $200 |
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Reviews
July 24, 2009 from Subscriber
you are an idiot
July 17, 2009 from AutoTrader
Kept averaging the loosing position. Took heavy loss in the account. I told him to have stop loss on each trade last month but he ignore my suggestion. Stay away from this guy!
July 16, 2009 from AutoTrader
Its called a stop loss Dude!! Have you lost your mind, you blew 50% in 3 days, you should be ashamed of yourself. Run Away, FAR FAR AWAY!
July 16, 2009 from AutoTrader
Statistics
Analytics| System has been audited since | 2/23/2009 (13 months ago) |
|---|---|
| Trades | 91 |
| # Profitable | 76 (83.5%) |
| # months tracked | 13 |
| Profitable months | 5 (38.5%) |
| Avg trade duration | 2.9 days |
| Annual return (compounded) | 396.6% |
| Average win | $579 |
| Average loss | $1,370 |
| Profit factor | 2.1:1 |
| Max peak-to-valley drawdown (historical) | 98.1% |
| drawdown period | July 24, 2009 to Sept 21, 2009 |
| Correlation w/ S&P | -0.025 |
| Sharpe ratio | 0.226 |
C2Realism Factor  | 99% |
| Keep after worst-case slippage | 84.4% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 95.1% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 93.0% |
| Chance of 50% account loss | 0.7% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.34 |
| Average P/L per unit traded | $140.66 |
