sp500-trading.com
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | |||||||||||
| 2010 | +5.5% | +19.3% | (5.9%) | +6.1% | (5.6%) | +3.5% | +14.5% | (8%) | +31.9% | +5.4% | (3.8%) | +6.0% |
| 2011 | (0.5%) | +5.3% | (7.9%) | +9.3% | +2.7% | +7.1% | (0.4%) | (0.4%) | +0.4% | +12.3% | +33.0% | +4.3% |
| 2012 | (0.3%) | (0.3%) | (0.3%) | +7.0% | (10.7%) | +2.7% | +3.8% | (0.3%) | (0.4%) | +5.2% | +4.5% | +2.3% |
| 2013 | (0.2%) | (1.6%) | (0.2%) | (0.2%) | (0.2%) |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing |
| System started | 12/29/2009 (41 months ago) |
| System developer |
sp500-trading.com 
(Last login to C2: 5/17/13 16:39) C2 Score: 998  Vendor has created 4 other systems. Show |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 2/21/13 17:15 | BUY | 2 | @ESH3 | E-MINI S&P 500 | 1502.00 | 2/25 18:49 |
1497.25 | Normal | ($503) |
| 12/7/12 4:25 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1411.50 | 12/12 3:19 |
1430.50 | Low | $936 |
| 11/8/12 16:00 | BUY | 2 | @ESZ2 | E-MINI S&P 500 | 1375.98 | 11/19 15:53 |
1383.00 | High | $674 |
| 10/23/12 16:46 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1407.25 | 11/1 18:25 |
1423.50 | Normal | $799 |
| 10/9/12 17:12 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1437.25 | 10/16 15:53 |
1450.00 | Normal | $624 |
| 9/26/12 17:20 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1429.50 | 10/4 16:25 |
1455.75 | Low | $1,299 |
| 7/24/12 16:08 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1329.25 | 7/26 16:05 |
1355.50 | Low | $1,299 |
| 6/25/12 16:08 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1305.75 | 6/27 15:56 |
1324.50 | Low | $924 |
| 5/4/12 15:52 | BUY | 2 | @ESM2 | E-MINI S&P 500 | 1345.08 | 5/30 16:13 |
1308.75 | Extreme | ($3,661) |
| 4/16/12 16:11 | BUY | 1 | @ESM2 | E-MINI S&P 500 | 1364.00 | 4/25 16:02 |
1386.75 | Low | $1,124 |
| 4/10/12 16:15 | BUY | 1 | @ESM2 | E-MINI S&P 500 | 1357.00 | 4/12 16:01 |
1382.50 | n/a | $1,261 |
| 12/14/11 16:08 | BUY | 1 | @ESH2 | E-MINI S&P 500 | 1206.00 | 12/20 16:04 |
1235.38 | Low | $1,455 |
| 11/17/11 18:09 | BUY | 2 | @ESZ1 | E-MINI S&P 500 | 1201.50 | 11/30 15:59 |
1245.67 | Extreme | $4,389 |
| 11/9/11 19:09 | BUY | 1 | @ESZ1 | E-MINI S&P 500 | 1221.00 | 11/11 15:49 |
1259.75 | Low | $1,924 |
| 11/1/11 17:12 | BUY | 1 | @ESZ1 | E-MINI S&P 500 | 1223.50 | 11/3 16:25 |
1256.25 | Normal | $1,624 |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 45 |
| # Profitable | 35 (77.8%) |
| # months tracked | 42 |
| Profitable months | 22 (52.4%) |
| Avg trade duration | 6.3 days |
| Annual return (compounded) | 51.1% |
| Average win | $1,108 |
| Average loss | $819 |
| Profit factor | 4.7:1 |
| Max peak-to-valley drawdown (historical) | 30.56% |
| drawdown period | May 03, 2010 to May 25, 2010 |
| Correlation w/ S&P | 0.277 |
| Sharpe ratio | 1.038 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 55.0% |
| Chance of 20% account loss | 28.0% |
| Chance of 30% account loss | 12.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.46 |
| Average P/L per unit traded | $586.60 |
Reviews
See AllThis system has too few trades. And if you look closely at the stats avg win and avg loss is about the same but extremely high win rate. If win rate decrease towards 50% drawdown and performance will suffer significantly.
Lots of people don't think it makes too few trades which is why they subscribe to it. It makes too few trades for you perhaps.
Also, your review say 'If win rate decreases' that is totally hypothetical.
I started auto-trading this system just after the major loss of 5/4/2012, so, although the system trades infrequently, all 4 subsequent trades have made a profit. Quite laudable! I've placed an automatic stop-loss of $2,000, but haven't had to "invoke" it yet. I recommend this system.
Awesome system!!! Although it doesn't trade much, it handily beats the market & just about everything else out there. With an 11 year track-record, this is a proven money-maker over time! This is one of two systems that I actually trade on C2.
After waiting almost four months for a signal we certainly were not disappointed with the outcome of the first signal of the year. It was well worth the wait.
sp500-trading.com is a rare consistent moneymaker (trading futures) on Collective2, with a solid 2 year record. Due to the nature of it's buy oversold/sell overbought strategy, it does get into some deep drawdowns on occasion, so if you can live with the drawdowns, I would strongly recommend this program.
I chanced to visit this system provider website on Nov/6/2009, the website has a simple message Are there any better systems of this type out there? I have not been able to find any but if you can let us know. Till date my search continues,
With a brief experience so far, I can give no better evaluation perhaps than that I have my money with this vendor. His communication is timely and forthright. And much appreciated. Above all, RESULTS are encouraging!
System Description
Mini futures are used on http://collective2.com to demonstrate maximum leverage.
*Discounts available to new subscribers*
You can subscribe for free if you auto trade with our recommended broker.
The system trades a maximum of 2 S&P e-mini futures. (Usually 1 at a time) sp500-trading.com can be used to trade anything that generally reflects the US indicies.
Visit http://www.sp500-trading.com for the complete 12 year trading history. Some subscribers use it as a guide to supplement their own trading analysis.
View our other system that trades more frequently:http://www.collective2.com/cgi-perl/system75421760
- 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.
