STP 100
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2009 (0.3%) (2.5%) (0.2%) (4.1%) +0.7% (1.8%) 2010 (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) 2011 (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.7%) (0.8%) (0.8%) (0.8%) (0.8%) (0.8%) 2012 (1.6%) - (0.8%) (1.6%) (0.8%) (0.8%) (0.8%) (0.8%) (0.8%) (0.8%) (0.9%) (0.9%) 2013 (0.9%) (0.9%) (0.9%) (0.9%) -
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 1409 days.
Instruments
Stocks
Strategies
Volatility trading, Market timing
System started
7/12/2009 (47 months ago)
System developer
futurm * 998 Vendor has created 14 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
11/2/09 9:32
SELL
155
EXPD
EXPEDITORS INTL WASH INC 32.37
12/14
33.72 Low ($212)
11/19/09 9:54
SELL
50
APPL
APPELL PETE CORP 92.00
11/24
92.00 n/a ($2)
10/30/09 9:32
BUY
97
GENZ
GENZYME CORP 52.12
11/13
53.72 Low $153
10/27/09 9:32
BUY
171
PAYX
PAYCHEX INC 29.25
11/2
28.31 Low ($164)
11/2/09 9:32
SELL
149
VRTX
VERTEX PHARMACEUTICALS 37.13
11/2
37.50 n/a ($58)
10/30/09 9:32
BUY
193
ADSK
AUTODESK INC 25.79
11/2
24.78 Low ($199)
10/26/09 9:32
SELL
167
INTU
INTUIT INC 29.79
11/2
29.00 Low $129
10/28/09 9:32
SELL
326
STX
SEAGATE TECHNOLOGY 15.26
10/30
14.32 Low $299
10/28/09 9:32
SELL
34
FSLR
FIRST SOLAR INC. COMMON STOCK 148.91
10/29
141.09 Low $264
10/22/09 9:33
BUY
324
STLD
STEEL DYNAMICS INC 15.46
10/27
14.33 Low ($372)
10/16/09 9:31
SELL
400
ATVI
ACTIVISION BLIZZARD INC 12.46
10/27
11.96 Low $192
10/23/09 9:43
BUY
120
BIDU
BAIDU INC ADS 42.30
10/23
43.58 Low $151
10/8/09 9:31
SELL
170
CTAS
CINTAS CORP 29.35
10/23
28.27 Low $181
10/15/09 9:32
BUY
154
FWLT
FOSTER WHEELER AG 32.04
10/22
31.60 Low ($71)
10/16/09 9:30
SELL
52
AMZN
AMAZON.COM INC 95.30
10/22
92.28 Low $155
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
11/2/09 9:32
SELL
155
EXPD
EXPEDITORS INTL WASH INC
32.37
12/14
33.72 Low ($212)
11/2/09 9:32
STO
155
EXPD
32.37
12/14/09 12:22
BTC
155
EXPD
33.72
11/19/09 9:54
SELL
50
APPL
APPELL PETE CORP
92.00
11/24
92.00 n/a ($2)
11/19/09 9:54
STO
50
APPL
92.00
11/24/09 13:54
BTC
50
APPL
92.00
10/30/09 9:32
BUY
97
GENZ
GENZYME CORP
52.12
11/13
53.72 Low $153
10/30/09 9:32
BTO
97
GENZ
52.12
11/13/09 9:52
STC
97
GENZ
53.72
10/27/09 9:32
BUY
171
PAYX
PAYCHEX INC
29.25
11/2
28.31 Low ($164)
10/27/09 9:32
BTO
171
PAYX
29.25
11/2/09 14:06
STC
171
PAYX
28.31
11/2/09 9:32
SELL
149
VRTX
VERTEX PHARMACEUTICALS
37.13
11/2
37.50 n/a ($58)
11/2/09 9:32
STO
149
VRTX
37.13
11/2/09 9:32
BTC
149
VRTX
37.50
10/30/09 9:32
BUY
193
ADSK
AUTODESK INC
25.79
11/2
24.78 Low ($199)
10/30/09 9:32
BTO
193
ADSK
25.79
11/2/09 9:31
STC
193
ADSK
24.78
10/26/09 9:32
SELL
167
INTU
INTUIT INC
29.79
11/2
29.00 Low $129
10/26/09 9:32
STO
167
INTU
29.79
11/2/09 9:30
BTC
167
INTU
29.00
10/28/09 9:32
SELL
326
STX
SEAGATE TECHNOLOGY
15.26
10/30
14.32 Low $299
10/28/09 9:32
STO
326
STX
15.26
10/30/09 11:53
BTC
326
STX
14.32
10/28/09 9:32
SELL
34
FSLR
FIRST SOLAR INC. COMMON STOCK
148.91
10/29
141.09 Low $264
10/28/09 9:32
STO
34
FSLR
148.91
10/29/09 9:30
BTC
34
FSLR
141.09
10/22/09 9:33
BUY
324
STLD
STEEL DYNAMICS INC
15.46
10/27
14.33 Low ($372)
10/22/09 9:33
BTO
324
STLD
15.46
10/27/09 10:02
STC
324
STLD
14.33
10/16/09 9:31
SELL
400
ATVI
ACTIVISION BLIZZARD INC
12.46
10/27
11.96 Low $192
10/16/09 9:31
STO
400
ATVI
12.46
10/27/09 9:55
BTC
400
ATVI
11.96
10/23/09 9:43
BUY
120
BIDU
BAIDU INC ADS
42.30
10/23
43.58 Low $151
10/23/09 9:43
BTO
120
BIDU
42.30
10/23/09 11:58
STC
120
BIDU
43.58
10/8/09 9:31
SELL
170
CTAS
CINTAS CORP
29.35
10/23
28.27 Low $181
10/8/09 9:31
STO
170
CTAS
29.35
10/23/09 10:55
BTC
170
CTAS
28.27
10/15/09 9:32
BUY
154
FWLT
FOSTER WHEELER AG
32.04
10/22
31.60 Low ($71)
10/15/09 9:32
BTO
154
FWLT
32.04
10/22/09 9:50
STC
154
FWLT
31.60
10/16/09 9:30
SELL
52
AMZN
AMAZON.COM INC
95.30
10/22
92.28 Low $155
10/16/09 9:30
STO
52
AMZN
95.30
10/22/09 9:43
BTC
52
AMZN
92.28
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 83 # Profitable 30 (36.1%) # months tracked 47 Profitable months 1 (2.1%) Avg trade duration 4.1 days Annual return (compounded) -1.0% Average win $219 Average loss $143 Profit factor 0.9:1 Max peak-to-valley drawdown (historical) 7.96% drawdown period Sept 25, 2009 to Oct 12, 2009 Correlation w/ S&P -0.122 Sharpe ratio -0.573 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 13.3% 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) -0.18 Average P/L per unit traded ($0.14) Sum of dividends and cash expir. in model account $30
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Subscribe to System Subscriptions cost $150 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.)
This system has turned into a work in progress and a new system will be started once things are worked out.
read more... - 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 $25,000 Buy Power $24,022 Cash $24,022 Equity $0 Cumulative $* ($977) Dividends Itemized Total System Equity $24,022 Margined $0 Open P/L $0
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