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gdes




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2010         -  (0.1%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)
2011(0.3%)  -  (0.2%)(0.2%)(0.3%)(0.2%)(0.2%)(11.3%)(0.2%)(0.2%)(0.2%)(0.2%)
2012(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)
2013(0.2%)(0.2%)  -  (0.4%)  -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis
System started 2/24/2010 (39 months ago)
System developer DRB investments
(Last login to C2: 3/11/13 15:45)
C2 Score: 990

Vendor has created 2 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/2/11 11:55 BUY 1 @ESU1 E-MINI S&P 500 1269.00 8/31
10:06
1226.00 Extreme ($2,164)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades1
# Profitable0 (0.0%)
# months tracked40
Profitable months
Avg trade duration28.9 days
Annual return (compounded)-3.5%
Average win$0.00
Average loss$2,150.00
Profit factor0.0:1
Max peak-to-valley drawdown (historical)46.43%
drawdown periodFeb 24, 2010 to Aug 08, 2011
Correlation w/ S&P0.240
Sharpe ratio-0.307
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.27
Average P/L per unit traded($2,150.00)


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Overview

technical analysis of several types indexes and time time periods
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$20,000
Buy Power$17,850
Cash$17,850
Equity$0
Cumulative $($2,150)
Total System Equity$17,850
Margined$0
Open P/L$0


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