Test System 1
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2009 +3.4% +0.1% (0.6%) (5.2%) (4.1%) (58.4%) +0.5% 2010 (1%) (0.2%) (0.2%) (0.2%) (1.4%) (0.1%) (0.4%) (0.1%) (0.2%) (0.2%) (0.2%) (0.2%) 2011 (0.3%) (0.2%) (0.2%) (0.2%) (0.2%) (0.2%) (0.2%) (0.5%) - (0.2%) (0.3%) (0.3%) 2012 (0.3%) (0.3%) (0.5%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) 2013 (0.3%) (0.3%) (0.3%) - (0.3%)
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 1439 days.
Instruments
Futures
Strategies
Technical analysis, Market timing
System started
6/12/2009 (48 months ago)
System developer
East Coast Technology, Inc 660 Vendor has created 3 other systems. Show The name of this system has been changed 1 time. Show Original name Changed to When changed ES MINI Mechanical Ver 2009 Test System 1 4/5/10 20:28
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details System creator requested that closed trades data below be delayed by 73 hours.
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
12/10/09 13:25
BUY
5
@ESH0
E-MINI S&P 500 1096.75
12/10
1097.00 n/a ($7)
12/8/09 13:13
BUY
5
@ESZ9
E-MINI S&P 500 1092.75
12/8
1094.00 Low $243
12/8/09 11:59
BUY
10
@ESZ9
E-MINI S&P 500 1093.75
12/8
1094.25 Low $110
12/8/09 11:31
SELL
5
@ESZ9
E-MINI S&P 500 1095.25
12/8
1096.50 Low ($383)
12/8/09 11:03
BUY
5
@ESZ9
E-MINI S&P 500 1093.00
12/8
1094.50 Low $305
12/8/09 2:04
BUY
10
@ESZ9
E-MINI S&P 500 1102.75
12/8
1106.00 Normal $1,485
12/8/09 2:00
BUY
10
@ESZ9
E-MINI S&P 500 1105.00
12/8
1105.00 n/a ($140)
12/7/09 22:12
BUY
10
@BPZ9
BRITISH POUND 1.6450
12/8
1.6390 High ($3,890)
12/7/09 18:48
BUY
10
@BPZ9
BRITISH POUND 1.6468
12/7
1.6439 Normal ($1,953)
12/4/09 14:43
SELL
5
@ESZ9
E-MINI S&P 500 1100.25
12/4
1099.25 Low $180
12/4/09 13:42
BUY
20
@ESZ9
E-MINI S&P 500 1099.38
12/4
1099.88 Normal $221
12/1/09 15:34
BUY
5
@ESZ9
E-MINI S&P 500 1107.75
12/1
1108.75 Low $180
12/1/09 13:54
SELL
5
@ESZ9
E-MINI S&P 500 1110.75
12/1
1109.50 Low $243
11/30/09 13:58
BUY
10
@BPZ9
BRITISH POUND 1.6430
12/1
1.6490 High $3,610
11/30/09 14:58
BUY
6
@ESZ9
E-MINI S&P 500 1088.75
11/30
1089.75 Low $216
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
12/10/09 13:25
BUY
5
@ESH0
E-MINI S&P 500
1096.75
12/10
1097.00 n/a ($7)
12/10/09 13:25
BTO
5
@ESH0
1096.75
12/10/09 13:25
STC
5
@ESH0
1097.00
12/8/09 13:13
BUY
5
@ESZ9
E-MINI S&P 500
1092.75
12/8
1094.00 Low $243
12/8/09 13:13
BTO
5
@ESZ9
1092.75
12/8/09 13:41
STC
5
@ESZ9
1094.00
12/8/09 11:59
BUY
10
@ESZ9
E-MINI S&P 500
1093.75
12/8
1094.25 Low $110
12/8/09 11:59
BTO
5
@ESZ9
1095.00
12/8/09 12:29
BTO
5
@ESZ9
1092.50
12/8/09 12:47
STC
10
@ESZ9
1094.25
12/8/09 11:31
SELL
5
@ESZ9
E-MINI S&P 500
1095.25
12/8
1096.50 Low ($383)
12/8/09 11:31
STO
5
@ESZ9
1095.25
12/8/09 11:41
BTC
5
@ESZ9
1096.50
12/8/09 11:03
BUY
5
@ESZ9
E-MINI S&P 500
1093.00
12/8
1094.50 Low $305
12/8/09 11:03
BTO
5
@ESZ9
1093.00
12/8/09 11:06
STC
5
@ESZ9
1094.50
12/8/09 2:04
BUY
10
@ESZ9
E-MINI S&P 500
1102.75
12/8
1106.00 Normal $1,485
12/8/09 2:04
BTO
5
@ESZ9
1104.50
12/8/09 3:01
BTO
5
@ESZ9
1101.00
12/8/09 3:29
STC
5
@ESZ9
1105.00
12/8/09 4:48
STC
5
@ESZ9
1107.00
12/8/09 2:00
BUY
10
@ESZ9
E-MINI S&P 500
1105.00
12/8
1105.00 n/a ($140)
12/8/09 2:00
BTO
10
@ESZ9
1105.00
12/8/09 2:00
STC
10
@ESZ9
1105.00
12/7/09 22:12
BUY
10
@BPZ9
BRITISH POUND
1.6450
12/8
1.6390 High ($3,890)
12/7/09 22:12
BTO
10
@BPZ9
1.6450
12/8/09 1:19
STC
10
@BPZ9
1.6390
12/7/09 18:48
BUY
10
@BPZ9
BRITISH POUND
1.6468
12/7
1.6439 Normal ($1,953)
12/7/09 18:48
BTO
10
@BPZ9
1.6468
12/7/09 21:27
STC
10
@BPZ9
1.6439
12/4/09 14:43
SELL
5
@ESZ9
E-MINI S&P 500
1100.25
12/4
1099.25 Low $180
12/4/09 14:43
STO
5
@ESZ9
1100.25
12/4/09 14:50
BTC
5
@ESZ9
1099.25
12/4/09 13:42
BUY
20
@ESZ9
E-MINI S&P 500
1099.38
12/4
1099.88 Normal $221
12/4/09 13:42
BTO
5
@ESZ9
1102.25
12/4/09 13:52
BTO
5
@ESZ9
1100.50
12/4/09 14:18
STC
5
@ESZ9
1098.00
12/4/09 14:26
BTO
5
@ESZ9
1097.50
12/4/09 14:27
BTO
5
@ESZ9
1097.25
12/4/09 14:32
STC
15
@ESZ9
1100.50
12/1/09 15:34
BUY
5
@ESZ9
E-MINI S&P 500
1107.75
12/1
1108.75 Low $180
12/1/09 15:34
BTO
5
@ESZ9
1107.75
12/1/09 15:46
STC
5
@ESZ9
1108.75
12/1/09 13:54
SELL
5
@ESZ9
E-MINI S&P 500
1110.75
12/1
1109.50 Low $243
12/1/09 13:54
STO
5
@ESZ9
1110.75
12/1/09 14:13
BTC
5
@ESZ9
1109.50
11/30/09 13:58
BUY
10
@BPZ9
BRITISH POUND
1.6430
12/1
1.6490 High $3,610
11/30/09 13:58
BTO
10
@BPZ9
1.6430
12/1/09 3:36
STC
10
@BPZ9
1.6490
11/30/09 14:58
BUY
6
@ESZ9
E-MINI S&P 500
1088.75
11/30
1089.75 Low $216
11/30/09 14:58
BTO
6
@ESZ9
1088.75
11/30/09 15:09
STC
6
@ESZ9
1089.75
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 277 # Profitable 179 (64.6%) # months tracked 48 Profitable months 3 (6.2%) Avg trade duration 1.6 hours Annual return (compounded) -7.9% Average win $334 Average loss $768 Profit factor 0.8:1 Max peak-to-valley drawdown (historical) 45.56% drawdown period Nov 12, 2009 to Nov 25, 2009 Correlation w/ S&P 0.001 Sharpe ratio -0.657 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 93.8% Chance of 20% account loss 100.0% Chance of 30% account loss 55.6%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.17 Average P/L per unit traded $8.12
Reviews No reviews have been written yet.
Subscribe to System Subscriptions cost $49.95 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.)
Subscribers
Subscriber revenue:
$349
Model Account Status Started $55,668 Buy Power $40,246 Cash $1 Equity $1 Cumulative $ ($15,421) Total System Equity $40,246 Margined $1 Open P/L $0 System vendor has delayed data by 73 hours for non-subs.
Good performance during hard month East Coast Technology at 11/1/09 18:21ET We have decided to rescale the futures system down by 50% since we don't need or want to trade the number of contracts required by a $ 100,0...
Good performance during hard month East Coast Technology at 10/31/09 0:54ET October has been a wild month with the DOW trading up 200 points one day and down over 200 the next. Our system still performed well especi...
two questions East Coast Technology at 8/18/09 16:05ET Good news, we finally got on one of C2's find a system lists. If you click find a system, choose futures, and profitable in last 30 days (o...
two questions East Coast Technology at 7/14/09 15:43ET { Can you explain how/why trading the British Pound fits in with this system? I see a handful of BP trades in your history.}
Good questi...
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