LITfund
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | |||
| 2011 | (0.4%) | +2.7% | (2.7%) | (7%) | +10.6% | +7.0% | +1.6% | (1.2%) | +16.5% | (6.7%) | +11.1% | +5.4% |
| 2012 | (4.8%) | (1.2%) | (1.4%) | +1.0% | +12.2% | +1.7% | +4.7% | +3.5% | (3.5%) | +4.3% | (0.5%) | (2.2%) |
| 2013 | +8.3% | (1.2%) | +0.1% | +1.0% | (6.2%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Forex |
|---|---|
| Strategies | Unclassified |
| System started | 4/20/2010 (38 months ago) |
| System developer |
Joven Ventures 
(Last login to C2: 3/1/13 10:36) C2 Score: 996  The name of this system has been changed 1 time. 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 | |
| 5/3/13 0:30 | SELL | 1 | EUR/USD | 1.30727 | 5/90:31 | 1.31589 | Low | ($87) | |
| 5/2/13 0:50 | BUY | 1 | EUR/USD | 1.31728 | 5/30:30 | 1.30726 | Low | ($101) | |
| 4/22/13 0:31 | SELL | 1 | EUR/USD | 1.30724 | 5/20:50 | 1.31728 | Normal | ($101) | |
| 4/19/13 0:31 | BUY | 1 | EUR/USD | 1.30683 | 4/220:31 | 1.30713 | Low | $2 | |
| 4/18/13 0:31 | SELL | 1 | EUR/USD | 1.30597 | 4/190:31 | 1.30683 | Low | ($10) | |
| 4/15/13 0:31 | BUY | 1 | EUR/USD | 1.30749 | 4/180:31 | 1.30596 | Low | ($16) | |
| 4/11/13 0:31 | SELL | 1 | EUR/USD | 1.30610 | 4/150:31 | 1.30750 | Low | ($15) | |
| 3/22/13 0:39 | BUY | 1 | EUR/USD | 1.29180 | 4/110:30 | 1.30610 | Normal | $142 | |
| 3/13/13 0:38 | SELL | 1 | EUR/USD | 1.30364 | 3/220:39 | 1.29180 | Low | $117 | |
| 3/7/13 0:38 | BUY | 1 | EUR/USD | 1.29952 | 3/130:38 | 1.30364 | Low | $40 | |
| 3/4/13 0:38 | SELL | 1 | EUR/USD | 1.30248 | 3/70:38 | 1.29961 | Low | $28 | |
| 3/1/13 0:37 | BUY | 1 | EUR/USD | 1.30790 | 3/40:37 | 1.30248 | Low | ($55) | |
| 2/27/13 0:37 | SELL | 1 | EUR/USD | 1.30608 | 3/10:37 | 1.30790 | Low | ($19) | |
| 2/26/13 0:37 | BUY | 1 | EUR/USD | 1.30507 | 2/270:37 | 1.30597 | Low | $8 | |
| 2/21/13 0:37 | SELL | 1 | EUR/USD | 1.32469 | 2/260:37 | 1.30507 | Low | $195 | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 92 |
| # Profitable | 48 (52.2%) |
| # months tracked | 38 |
| Profitable months | 16 (42.1%) |
| Avg trade duration | 9.0 days |
| Annual return (compounded) | 19.2% |
| Average win | $161 |
| Average loss | $94 |
| Profit factor | 1.9:1 |
| Max peak-to-valley drawdown (historical) | 15.48% |
| drawdown period | Feb 24, 2011 to April 25, 2011 |
| Correlation w/ S&P | -0.215 |
| Sharpe ratio | 1.379 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 24.5% |
| Chance of 20% account loss | 3.5% |
| 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) | 0.17 |
| Average P/L per unit traded |
Reviews
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System Description
LITfund is currently live on Collective2, an invaluable repository of automatic trading systems. Compare our performance to other top-quality systems, and choose us as your Forex trading advisor!
We provide our clients daily updates regarding anticipated moves in the Forex markets.
Any imperfect, i.e. real, system involves time lags stemming from information mapping between incompatible components. We at LITfund capitalize on the inefficiencies inherent in foreign currency exchange markets (Forex) to place timely, well-informed trades to generate wealth. Primarily, LIT is an acronym for Lost In Translation.
Forex markets are mostly news-driven, making them tidy. The internet has provided rapid access to vast quantities of information. LITfund has developed a novel data mining technique inspired by neuroscience and molecular biology. These human faculties are expressed as literature and poetry, and in this sense, LIT represents the literary heritage inherent in our novel data mining technique.
We provide our clients daily updates regarding anticipated moves in the Forex markets.
Any imperfect, i.e. real, system involves time lags stemming from information mapping between incompatible components. We at LITfund capitalize on the inefficiencies inherent in foreign currency exchange markets (Forex) to place timely, well-informed trades to generate wealth. Primarily, LIT is an acronym for Lost In Translation.
Forex markets are mostly news-driven, making them tidy. The internet has provided rapid access to vast quantities of information. LITfund has developed a novel data mining technique inspired by neuroscience and molecular biology. These human faculties are expressed as literature and poetry, and in this sense, LIT represents the literary heritage inherent in our novel data mining technique.
- 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.
