Aristoteles Premium
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +4.0% | +18.6% | (9.2%) | |||||||||
| 2010 | +23.4% | +5.4% | (115.5%) | (36.4%) | (145.1%) | (118.1%) | (49.3%) | (112.1%) | (315%) | (86.2%) | (12.7%) | (29.5%) |
| 2011 | (26.4%) | (21.8%) | (21.1%) | (24.5%) | (4.2%) | (11%) | (7.1%) | (8.4%) | (1.1%) | (10.3%) | (1.1%) | (3.5%) |
| 2012 | (8.8%) | (7.8%) | (4.5%) | (4.6%) | (0.8%) | (6.7%) | (2.2%) | (6.1%) | (6.4%) | (4.5%) | (4.4%) | (4.8%) |
| 2013 | (5%) | (2.8%) | (1.5%) | (3.5%) | (0.5%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Volatility trading, Unclassified |
| System started | 10/24/2009 (44 months ago) |
| System developer |
Panagiotis Kostopoulos 
(Last login to C2: 5/2/11 17:45) C2 Score: 565  Vendor has created 3 other systems. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 3/19/10 10:52 | SELL | 12 | @ESM0 | E-MINI S&P 500 | 1156.25 | 6/18 9:44 |
1151.19 | Extreme | $2,870 |
| 3/5/10 14:55 | BUY | 17 | QGCJ0 | Gold 100 oz | 1125.22 | 3/25 9:31 |
1112.07 | Extreme | ($22,597) |
| 3/5/10 8:40 | SELL | 22 | @ESH0 | E-MINI S&P 500 | 1132.48 | 3/19 10:45 |
1157.75 | Extreme | ($28,107) |
| 3/9/10 4:35 | SELL | 2 | @EUH0 | EUROFX | 1.3578 | 3/9 18:30 |
1.3607 | Low | ($753) |
| 3/8/10 20:12 | BUY | 4 | QCLJ0 | CRUDE OIL | 81.56 | 3/8 20:12 |
81.54 | n/a | ($136) |
| 3/7/10 18:03 | BUY | 5 | QCLJ0 | CRUDE OIL | 81.89 | 3/8 3:43 |
82.01 | Low | $530 |
| 3/5/10 8:30 | SELL | 2 | @EUH0 | EUROFX | 1.3549 | 3/8 3:43 |
1.3669 | Normal | ($3,028) |
| 3/5/10 12:02 | SELL | 10 | QCLJ0 | CRUDE OIL | 81.49 | 3/7 18:03 |
81.60 | Normal | ($1,290) |
| 3/5/10 13:03 | SELL | 10 | QNGJ0 | Natural Gas | 4.565 | 3/5 15:12 |
4.596 | Normal | ($3,240) |
| 3/5/10 8:40 | BUY | 6 | QGCJ0 | Gold 100 oz | 1130.80 | 3/5 13:37 |
1136.03 | Low | $3,056 |
| 3/5/10 9:07 | BUY | 10 | QNGJ0 | Natural Gas | 4.600 | 3/5 13:02 |
4.575 | Normal | ($2,640) |
| 3/5/10 9:02 | BUY | 15 | QCLJ0 | CRUDE OIL | 81.33 | 3/5 12:02 |
81.51 | Normal | $2,491 |
| 3/5/10 8:18 | SELL | 10 | QNGJ0 | Natural Gas | 4.565 | 3/5 9:02 |
4.600 | Normal | ($3,640) |
| 3/5/10 2:31 | SELL | 15 | QCLJ0 | CRUDE OIL | 80.54 | 3/5 9:01 |
81.33 | Very | ($12,059) |
| 3/5/10 8:21 | SELL | 6 | QGCJ0 | Gold 100 oz | 1133.40 | 3/5 8:36 |
1128.90 | Low | $2,616 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 512 |
| # Profitable | 301 (58.8%) |
| # months tracked | 44 |
| Profitable months | 4 (9.1%) |
| Avg trade duration | 15.5 hours |
| Annual return (compounded) | -15.5% |
| Average win | $1,163 |
| Average loss | $1,787 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 94.71% |
| drawdown period | Feb 26, 2010 to April 26, 2010 |
| Correlation w/ S&P | -0.308 |
| Sharpe ratio | -0.243 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 1.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.10 |
| Average P/L per unit traded | $39.56 |
Reviews
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System Description
-Due to excess profitability, the system had to be rescaled for a 3rd time, on the 5th of February.(+20% since Jan. 15th)
-As of January 15,2010 the system has been rescaled again down to 71,572 $ this time .This allows a broader range of investors to monitor and trade it.
-The main reason of the DD has been the partly contrarian approach I employed.After thourough examination,I ended to the conclusion that the contrarian approach (which may be of longer-term horizon) is not beneficial,nor prolific, if mixed up with my purely technical system,and therefore such approach shall not be engaged at all in my upcoming trades.As a result,I would not expect any future drawdown to exceed 12% in this account.
(Feb 13th.-Many thanks to "Myth Buster" for her contribution from her "Analyst Page").
-As of November 18,2009 the system has been rescaled from 1000k down to 100k,for the purpose of giving the opportunity to smaller account holders to monitor it.
The system employs similar techniques to "Aristoteles" (my other system),but trading a broader range of futures contracts,including currencies and energies.
Relatively tight stops are used,in order to avoid unpleasant Drawdowns.
I shall be happy to discuss my trades with any of my subscribers.
-As of January 15,2010 the system has been rescaled again down to 71,572 $ this time .This allows a broader range of investors to monitor and trade it.
-The main reason of the DD has been the partly contrarian approach I employed.After thourough examination,I ended to the conclusion that the contrarian approach (which may be of longer-term horizon) is not beneficial,nor prolific, if mixed up with my purely technical system,and therefore such approach shall not be engaged at all in my upcoming trades.As a result,I would not expect any future drawdown to exceed 12% in this account.
(Feb 13th.-Many thanks to "Myth Buster" for her contribution from her "Analyst Page").
-As of November 18,2009 the system has been rescaled from 1000k down to 100k,for the purpose of giving the opportunity to smaller account holders to monitor it.
The system employs similar techniques to "Aristoteles" (my other system),but trading a broader range of futures contracts,including currencies and energies.
Relatively tight stops are used,in order to avoid unpleasant Drawdowns.
I shall be happy to discuss my trades with any of my subscribers.
- 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.
