Commodity Capturer
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | (11.2%) | +6.3% | (4.1%) | +8.7% | +5.3% | (1.1%) | +10.4% | |||||
| 2011 | +0.8% | +4.7% | +3.2% | +6.2% | (6.6%) | (7.2%) | +7.5% | (1.2%) | (14%) | +3.8% | (3.7%) | +0.1% |
| 2012 | +4.4% | +5.1% | (3.4%) | (2.2%) | (13.7%) | +0.8% | +7.0% | +5.3% | +0.3% | (5.5%) | +0.2% | (1.1%) |
| 2013 | +1.2% | (3.6%) | (1%) | (9%) | +3.0% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Volatility trading |
| System started | 6/4/2010 (36 months ago) |
| System developer |
Bigapple 
(Last login to C2: 10/26/10 12:54) C2 Score: 784  Vendor has created 6 other systems. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 6/7/10 11:12 | SELL | 2,380 | DBC | POWERSHARES DB COMMODITY IDX | 21.23 | 6/17 9:30 |
22.57 | High | ($3,237) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 2 |
| # Profitable | 1 (50.0%) |
| # months tracked | 36 |
| Profitable months | 20 (55.6%) |
| Avg trade duration | 538.5 days |
| Annual return (compounded) | 3.5% |
| Average win | $8,591 |
| Average loss | $3,189 |
| Profit factor | 2.7:1 |
| Max peak-to-valley drawdown (historical) | 26.24% |
| drawdown period | April 22, 2011 to June 21, 2012 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | 0.281 |
| 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 | 13.3% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 1.87 |
| Average P/L per unit traded | ($1.34) |
Reviews
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System Description
Signals are given before the market opening. Orders will be placed before the market open. There are average 2 to 4 orders monthly. It is particularly suitable to be part of professional hedge fund strategies.
The average yearly expected return is about 15% to 40%.
The average yearly expected return is about 15% to 40%.
- 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.
