BT - LateTrend
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (6.1%) | (3.7%) | (4.7%) | - | - | - | - | - | - | - | ||
| 2010 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Unclassified |
| System started | 3/27/2009 (50 months ago) |
| System developer |
Bundle Trader 
(Last login to C2: 1/23/11 19:36) C2 Score: 967  Vendor has created 9 other systems. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/27/09 15:15 | SELL | 1 | @ESM9 | E-MINI S&P 500 | 899.00 | 5/27 16:05 |
892.25 | Low | $324 |
| 5/26/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 908.75 | 5/26 16:05 |
909.75 | Low | $36 |
| 5/21/09 14:50 | SELL | 1 | @ESM9 | E-MINI S&P 500 | 878.75 | 5/21 16:05 |
889.00 | Normal | ($527) |
| 5/18/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 903.25 | 5/18 16:05 |
907.50 | Low | $199 |
| 5/14/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 895.25 | 5/14 16:05 |
889.25 | Normal | ($314) |
| 5/13/09 15:15 | SELL | 1 | @ESM9 | E-MINI S&P 500 | 882.25 | 5/13 16:05 |
884.50 | Low | ($127) |
| 5/8/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 927.50 | 5/8 16:05 |
924.75 | Normal | ($152) |
| 5/7/09 14:50 | SELL | 1 | @ESM9 | E-MINI S&P 500 | 902.00 | 5/7 16:05 |
906.00 | Low | ($214) |
| 5/6/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 916.50 | 5/6 16:05 |
916.00 | Normal | ($39) |
| 5/5/09 14:50 | SELL | 1 | @ESM9 | E-MINI S&P 500 | 896.75 | 5/5 16:05 |
903.00 | Low | ($327) |
| 5/4/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 897.50 | 5/4 16:05 |
903.75 | Low | $299 |
| 4/23/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 846.00 | 4/23 16:05 |
848.00 | Normal | $86 |
| 4/22/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 857.25 | 4/22 15:57 |
839.75 | Normal | ($889) |
| 4/21/09 14:50 | BUY | 1 | @ESM9 | E-MINI S&P 500 | 841.00 | 4/21 16:05 |
847.75 | Low | $324 |
| 4/20/09 14:50 | SELL | 1 | @ESM9 | E-MINI S&P 500 | 833.50 | 4/20 16:05 |
830.50 | Low | $136 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 24 |
| # Profitable | 10 (41.7%) |
| # months tracked | 51 |
| Profitable months | |
| Avg trade duration | 1.2 hours |
| Annual return (compounded) | -3.1% |
| Average win | $173 |
| Average loss | $299 |
| Profit factor | 0.4:1 |
| Max peak-to-valley drawdown (historical) | 14.5% |
| drawdown period | March 27, 2009 to May 26, 2009 |
| Correlation w/ S&P | -0.002 |
| Sharpe ratio | -1.603 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 0.0% |
| 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) | -0.31 |
| Average P/L per unit traded | ($102.08) |
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System Description
Your email address MUST be subscribed to the "BT - Bundle" system in order to trade any of the BT bundled systems, including this system.
100% mechanical day-trade system, traded on 5-minute price bars.
Trades are entered within the final 90 minutes of the pit session. The entry attempts to capture late-day trends.
Stops are always in place, beginning with the bar following entry.
All positions are closed before the end of the pit session.
100% mechanical day-trade system, traded on 5-minute price bars.
Trades are entered within the final 90 minutes of the pit session. The entry attempts to capture late-day trends.
Stops are always in place, beginning with the bar following entry.
All positions are closed before the end of the pit session.
- 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.
