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Alphergence - SP500




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011(0.2%)+3.8%+1.8%+2.9%+0.3%(4.3%)  -    -  (7%)(5.6%)  -    -  
2012  -    -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
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 Futures
Strategies Market timing
System started 1/23/2011 (28 months ago)
System developer Variance LLC
(Last login to C2: 5/17/13 8:22)
C2 Score: 957

Vendor has created 8 other systems. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/16/11 16:13 BUY 1 @ESZ1 E-MINI S&P 500 1212.50 10/3
20:19
1085.75 Very ($6,352)
6/19/11 18:00 BUY 1 @ESU1 E-MINI S&P 500 1263.50 6/23
3:29
1274.75 Low $549
6/2/11 16:13 BUY 1 @ESM1 E-MINI S&P 500 1312.00 6/17
15:48
1280.75 Normal ($1,577)
5/5/11 16:13 BUY 1 @ESM1 E-MINI S&P 500 1334.00 6/1
16:13
1312.75 Normal ($1,077)
4/12/11 16:13 BUY 1 @ESM1 E-MINI S&P 500 1309.25 4/26
18:10
1341.75 Low $1,611
3/11/11 16:13 BUY 2 @ESM1 E-MINI S&P 500 1281.62 3/24
16:13
1298.38 High $1,647
3/8/11 8:54 BUY 1 @ESH1 E-MINI S&P 500 1311.00 3/8
16:13
1320.00 Low $436
2/23/11 16:13 BUY 1 @ESH1 E-MINI S&P 500 1307.25 3/8
8:53
1311.00 Low $174
2/16/11 16:13 BUY 1 @ESH1 E-MINI S&P 500 1333.75 2/17
16:13
1337.75 Low $186
1/24/11 16:13 BUY 1 @ESH1 E-MINI S&P 500 1288.00 2/2
16:13
1301.25 Normal $649

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades10
# Profitable7 (70.0%)
# months tracked29
Profitable months4 (13.8%)
Avg trade duration11.3 days
Annual return (compounded)-3.2%
Average win$766
Average loss$2,987
Profit factor0.6:1
Max peak-to-valley drawdown (historical)16.98%
drawdown periodMay 11, 2011 to Oct 08, 2011
Correlation w/ S&P0.298
Sharpe ratio-0.665
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.19
Average P/L per unit traded($443.75)


Reviews


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System Description

TRADES - S&P 500 Emini Futures
STOPS - No stops utilized. You can use Gen3 Stops to suit your risk averseness.
TRADE LENGTH - Avg 5-8 days

DISCLAIMER- Past performance is no guarantee of future results.

- 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.

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$72.89 per profitable trade recommendation Details

This is a pay-for-performance system. You will be charged $72.89 per trade - but only if a trade is closed at a profit.

Please note that, to determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you made the trades recommended here, nor the trade prices you received. We simply measure the system's hypothetical opening and closing prices here on C2, without factoring in fees or commissions. You will not be charged unless a trade is profitable.



 

Overview

TRADES - S&P 500 Emini Futures STOPS - No stops utilized. Use Gen3 Stops if you wish TRADE LENGTH - Avg 5-8 days
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$50,000
Buy Power$46,400
Cash$46,400
Equity$0
Cumulative $($3,600)
Total System Equity$46,400
Margined$0
Open P/L$0


System Forum

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Welcome
Variance LLC at 4/5/11 17:02ET

Welcome to the forum for my system Alphergence - SP500. The purpose of this forum is to give you updates on how I see the system performi...

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