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Test System 3



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Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009         -  +5.3%+70.5%+17.0%+7.4%(71.8%)(28.1%)(77%)+5093.5%  -    -  
2010(1.2%)  -    -    -    -    -    -    -    -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -                                                              


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

Instruments Futures
Strategies Technical analysis, Volatility trading, Market timing
System started 2/23/2009 (36 months ago)
System developer Art Collection, Inc
(Last login to C2: 2/21/11 18:58)
C2 Score: 857

Vendor has created 5 other systems. Show
The name of this system has been changed 1 time. Show
StatusThis system is no longer supported.



Recently Closed Trades

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Live brokerage trade data is available for this system. Show broker data?

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/17/09 13:44 BUY 2 @ESU9 E-MINI S&P 500 980.75 8/19
0:03
988.00 Normal $697
8/17/09 11:06 SELL 2 @ESU9 E-MINI S&P 500 978.50 8/17
13:44
980.25 Normal ($203)
8/17/09 2:03 BUY 2 @ESU9 E-MINI S&P 500 994.25 8/17
11:06
978.50 Extreme ($1,603)
8/13/09 16:06 SELL 2 @ESU9 E-MINI S&P 500 1013.25 8/14
9:40
1007.00 Normal $597
8/13/09 14:00 BUY 2 @ESU9 E-MINI S&P 500 1006.50 8/13
15:15
1008.75 Normal $197
8/13/09 10:45 SELL 1 @ESU9 E-MINI S&P 500 1007.75 8/13
13:52
1007.00 Normal $24
8/13/09 3:37 SELL 2 @ESU9 E-MINI S&P 500 1008.62 8/13
9:55
998.88 High $947
8/10/09 15:14 BUY 2 @ESU9 E-MINI S&P 500 1002.50 8/10
16:01
1006.50 Low $372
8/6/09 9:55 BUY 2 @ESU9 E-MINI S&P 500 997.50 8/7
8:31
1002.50 High $472
8/5/09 13:32 BUY 2 @ESU9 E-MINI S&P 500 998.00 8/6
7:16
1003.50 Normal $522
8/4/09 14:05 SELL 2 @ESU9 E-MINI S&P 500 998.00 8/5
9:51
998.25 Very ($53)
8/4/09 13:30 BUY 2 @ESU9 E-MINI S&P 500 1002.00 8/4
14:05
998.00 Normal ($428)
8/4/09 10:12 SELL 2 @ESU9 E-MINI S&P 500 998.50 8/4
13:12
1002.50 Normal ($428)
8/3/09 16:04 SELL 2 @ESU9 E-MINI S&P 500 1000.25 8/4
1:18
997.50 Low $247
8/3/09 11:14 BUY 2 @ESU9 E-MINI S&P 500 994.75 8/3
12:13
996.75 Normal $172

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades91
# Profitable76 (83.5%)
# months tracked37
Profitable months5 (13.5%)
Avg trade duration11.0 days
Annual return (compounded)80.3%
Average win$887
Average loss$1,370
Profit factor3.3:1
Max peak-to-valley drawdown (historical)98.1%
drawdown periodJuly 24, 2009 to Sept 21, 2009
Correlation w/ S&P-0.025
Sharpe ratio0.163
Keep after worst-case slippage 92.2%
Probabilities of future account loss  
Chance of 10% account loss95.1%
Chance of 20% account loss100.0%
Chance of 30% account loss93.0%
Chance of 50% account loss0.7%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.67
Average P/L per unit traded$140.85


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

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Overview

Camo-ES is a long and short system trading ES
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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 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$10,000
Buy Power$32,107
Cash$10,171
Equity$23,343
Cumulative $$46,858
Total System Equity$56,858
Margined$1,407
Open P/L$46,687


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