eminiglobex
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +10.2% | (2.3%) | ||||||||||
| 2011 | +6.0% | +1.5% | (1.8%) | (3.2%) | +0.7% | +2.9% | (5.2%) | (0.1%) | (0.1%) | (0.2%) | +5.4% | +1.6% |
| 2012 | +2.0% | +2.1% | +1.9% | +1.3% | +1.0% | +0.1% | +0.3% | - | +1.1% | +0.5% | +0.4% | +0.3% |
| 2013 | +0.3% | +0.4% | - | - | (0.1%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 11/23/2010 (30 months ago) |
| System developer |
eminiglobex 
(Last login to C2: 5/9/13 5:00) C2 Score: 996  |
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 | |
| 5/1/13 16:31 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1578.50 | 5/1 18:06 |
1580.07 | Low | $64 |
| 4/3/13 16:31 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1548.25 | 4/4 0:48 |
1550.53 | Low | $100 |
| 3/19/13 16:32 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1541.75 | 3/20 3:23 |
1544.00 | Low | $99 |
| 2/20/13 16:32 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1507.59 | 2/20 20:06 |
1509.72 | Low | $92 |
| 2/4/13 16:53 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1493.32 | 2/5 2:33 |
1495.75 | Low | $108 |
| 1/31/13 16:33 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1495.18 | 1/31 18:00 |
1496.25 | Low | $40 |
| 1/30/13 16:31 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1495.75 | 1/31 9:45 |
1498.50 | Low | $124 |
| 1/27/13 18:28 | SELL | 1 | @ESH3 | E-MINI S&P 500 | 1495.06 | 1/28 10:06 |
1494.26 | Low | $26 |
| 12/19/12 16:37 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1432.75 | 12/20 7:07 |
1433.75 | Low | $36 |
| 12/3/12 16:46 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1406.17 | 12/4 5:46 |
1409.02 | Low | $128 |
| 11/27/12 16:31 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1397.25 | 11/28 11:20 |
1398.75 | Normal | $61 |
| 11/7/12 16:31 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1390.67 | 11/7 18:04 |
1393.60 | Low | $133 |
| 10/23/12 16:36 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1406.77 | 10/23 18:49 |
1408.39 | Low | $67 |
| 10/8/12 16:48 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1449.25 | 10/8 20:14 |
1452.50 | Low | $149 |
| 9/24/12 16:35 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1451.75 | 9/24 20:43 |
1454.09 | Low | $103 |
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.
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 134 |
| # Profitable | 116 (86.6%) |
| # months tracked | 31 |
| Profitable months | 20 (64.5%) |
| Avg trade duration | 10.7 hours |
| Annual return (compounded) | 18.8% |
| Average win | $148 |
| Average loss | $363 |
| Profit factor | 2.6:1 |
| Max peak-to-valley drawdown (historical) | 6.86% |
| drawdown period | March 14, 2011 to May 03, 2011 |
| Correlation w/ S&P | 0.078 |
| Sharpe ratio | 2.169 |
| Keep after worst-case slippage | 87.2% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.5% |
| 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) | 0.38 |
| Average P/L per unit traded | $69.91 |
Reviews
March 20, 2013 from AutoTrader
This system has good reward to risk ratio. It is very selective in trading and is in the market only when it identifies exceptional opportunities. For a smaller account, the cost of the subscribing to the system considerably reduces gains with the system cost/trade being more attractive for a larger account.
