(52547431)

Hypothetical Monthly Returns (includes typical commissions and system fees)

There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis: Moving Average daysX

Instruments

Stocks

Strategies

Unclassified

System started

9/1/2010 (33 months ago)

System developer

(Last login to C2: 5/17/13 13:54)
C2 Score: 244

Vendor has created 11 other systems. Show
The name of this system has been changed 2 times. Show

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
9/10/12 9:30	BUY	732	DBC	POWERSHARES DB COMMODITY IDX	29.00	3/1/13 9:30	26.88	Low	($1,567)
6/1/11 9:30	BUY	238	IEF	ISHARES BARCLAYS 7-10 YEAR T	96.70	1/3/13 9:31	107.03	Low	$2,454
3/1/12 11:26	BUY	736	DBC	POWERSHARES DB COMMODITY IDX	29.36	6/1 15:42	24.72	Normal	($3,430)
3/1/12 11:25	BUY	484	VEU	VANGUARD FTSE ALL WORLD EX-U	44.89	6/1 15:42	37.64	Normal	($3,519)
2/1/12 9:30	BUY	326	VTI	VANGUARD TOTAL STOCK MARKET	68.13	6/1 15:41	65.58	Low	($838)
10/1/10 9:32	BUY	830	DBC	POWERSHARES DB COMMODITY IDX	24.28	10/3/11 9:30	25.31	Low	$838
9/1/10 14:42	BUY	398	VNQ	VANGUARD REIT INDEX FUND	51.66	9/1/11 9:30	57.50	Low	$2,316
10/1/10 9:32	BUY	343	VTI	VANGUARD TOTAL STOCK MARKET	58.85	9/1/11 9:30	62.81	Low	$1,351
10/1/10 9:32	BUY	441	VEU	VANGUARD FTSE ALL WORLD EX-U	45.88	8/2/11 9:30	47.71	Low	$798
9/1/10 14:41	BUY	201	IEF	ISHARES BARCLAYS 7-10 YEAR T	98.27	1/3/11 9:32	93.19	Low	($1,025)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
9/10/12 9:30	BUY	732	DBC	POWERSHARES DB COMMODITY IDX	29.00	3/1/13 9:30	26.88	Low	($1,567)
9/10/12 9:30	BTO	732	DBC		29.00
3/1/13 9:30	STC	732	DBC		26.88
6/1/11 9:30	BUY	238	IEF	ISHARES BARCLAYS 7-10 YEAR T	96.70	1/3/13 9:31	107.03	Low	$2,454
6/1/11 9:30	BTO	238	IEF		96.70
1/3/13 9:31	STC	238	IEF		107.03
3/1/12 11:26	BUY	736	DBC	POWERSHARES DB COMMODITY IDX	29.36	6/1 15:42	24.72	Normal	($3,430)
3/1/12 11:26	BTO	736	DBC		29.36
6/1/12 15:42	STC	736	DBC		24.72
3/1/12 11:25	BUY	484	VEU	VANGUARD FTSE ALL WORLD EX-U	44.89	6/1 15:42	37.64	Normal	($3,519)
3/1/12 11:25	BTO	484	VEU		44.89
6/1/12 15:42	STC	484	VEU		37.64
2/1/12 9:30	BUY	326	VTI	VANGUARD TOTAL STOCK MARKET	68.13	6/1 15:41	65.58	Low	($838)
2/1/12 9:30	BTO	326	VTI		68.13
6/1/12 15:41	STC	326	VTI		65.58
10/1/10 9:32	BUY	830	DBC	POWERSHARES DB COMMODITY IDX	24.28	10/3/11 9:30	25.31	Low	$838
10/1/10 9:32	BTO	830	DBC		24.28
10/3/11 9:30	STC	830	DBC		25.31
9/1/10 14:42	BUY	398	VNQ	VANGUARD REIT INDEX FUND	51.66	9/1/11 9:30	57.50	Low	$2,316
9/1/10 14:42	BTO	398	VNQ		51.66
9/1/11 9:30	STC	398	VNQ		57.50
10/1/10 9:32	BUY	343	VTI	VANGUARD TOTAL STOCK MARKET	58.85	9/1/11 9:30	62.81	Low	$1,351
10/1/10 9:32	BTO	343	VTI		58.85
9/1/11 9:30	STC	343	VTI		62.81
10/1/10 9:32	BUY	441	VEU	VANGUARD FTSE ALL WORLD EX-U	45.88	8/2/11 9:30	47.71	Low	$798
10/1/10 9:32	BTO	441	VEU		45.88
8/2/11 9:30	STC	441	VEU		47.71
9/1/10 14:41	BUY	201	IEF	ISHARES BARCLAYS 7-10 YEAR T	98.27	1/3/11 9:32	93.19	Low	($1,025)
9/1/10 14:41	BTO	201	IEF		98.27
1/3/11 9:32	STC	201	IEF		93.19

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Statistics

All Statistics Based on Hypothetical Results
Trades	14
# Profitable	8 (57.1%)
# months tracked	33
Profitable months	22 (66.7%)
Avg trade duration	260.4 days
Annual return (compounded)	5.5%
Average win	$2,810
Average loss	$1,790
Profit factor	2.8:1
Max peak-to-valley drawdown (historical)	14.29%
drawdown period	April 29, 2011 to June 04, 2012
Correlation w/ S&P	0.501
Sharpe ratio	0.646
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	3.5%
Chance of 20% account loss	0.0%
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)	0.92
Average P/L per unit traded	$0.14
Sum of dividends and cash expir. in model account	$3,945

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