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Hemi Futures




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011       (0.8%)(2.4%)+7.0%+2.6%+3.6%+7.1%(7.1%)+3.4%+3.9%+2.1%+2.8%
2012(0.3%)(0.3%)(0.9%)+17.5%(3.5%)+5.6%+6.2%+1.1%(2.4%)(5.8%)+5.0%+5.5%
2013+1.7%(0.5%)(4.9%)(0.2%)  -                                            
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 Technical analysis, Market timing
System started 2/1/2011 (28 months ago)
System developer Two Corner Timing
(Last login to C2: 5/17/13 14:21)
C2 Score: 992

Vendor has created 3 other systems. Show
StatusThis system is no longer supported.



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
2/27/13 16:00 SELL 1 @NQH3 E-MINI NASDAQ 100 2740.50 3/5
16:00
2799.00 Normal ($1,184)
2/21/13 16:00 BUY 1 @NQH3 E-MINI NASDAQ 100 2711.25 2/27
16:00
2740.25 Low $566
2/6/13 16:00 SELL 1 @NQH3 E-MINI NASDAQ 100 2741.25 2/8
16:00
2772.50 Normal ($639)
1/28/13 16:00 SELL 1 @NQH3 E-MINI NASDAQ 100 2738.75 1/30
16:00
2734.50 Low $71
1/24/13 16:00 BUY 1 @NQH3 E-MINI NASDAQ 100 2717.75 1/28
16:00
2738.75 Low $406
12/17/12 16:00 BUY 0.886 @NQH3 E-MINI NASDAQ 100 2659.25 12/18
16:00
2703.00 Low $763
12/14/12 16:00 BUY 0.886 @NQZ2 E-MINI NASDAQ 100 2630.00 12/17
16:00
2663.50 Low $582
11/8/12 16:00 BUY 0.886 @NQZ2 E-MINI NASDAQ 100 2569.75 11/19
16:00
2590.75 Normal $360
10/19/12 16:00 BUY 0.886 @NQZ2 E-MINI NASDAQ 100 2671.00 11/1
16:00
2679.25 Normal $134
10/15/12 16:00 SELL 0.886 @NQZ2 E-MINI NASDAQ 100 2732.50 10/17
16:00
2770.75 Normal ($690)
10/9/12 16:00 BUY 0.886 @NQZ2 E-MINI NASDAQ 100 2737.00 10/15
16:00
2732.75 Normal ($87)
10/3/12 16:00 SELL 0.886 @NQZ2 E-MINI NASDAQ 100 2811.50 10/5
16:00
2806.75 Normal $72
9/28/12 16:00 BUY 0.886 @NQZ2 E-MINI NASDAQ 100 2793.50 10/1
16:00
2787.50 Low ($118)
9/26/12 16:00 BUY 0.886 @NQZ2 E-MINI NASDAQ 100 2776.50 9/27
16:00
2815.00 Low $670
9/4/12 16:00 SELL 0.886 @NQU2 E-MINI NASDAQ 100 2769.25 9/6
16:00
2827.00 Normal ($1,035)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades52
# Profitable37 (71.2%)
# months tracked28
Profitable months15 (53.6%)
Avg trade duration3.5 days
Annual return (compounded)24.6%
Average win$529
Average loss$623
Profit factor2.1:1
Max peak-to-valley drawdown (historical)68.43%
drawdown periodJan 30, 2013 to March 05, 2013
Correlation w/ S&P0.164
Sharpe ratio0.584
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss70.0%
Chance of 20% account loss50.5%
Chance of 30% account loss49.0%
Chance of 50% account loss0.4%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.34
Average P/L per unit traded$244.89


Reviews


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System Description

This is one of the Two Corner Timing signals. Its an entirely mechanical market timing signal, with possible long, short, or cash positions. The Hemi signal only takes positions on the best days, and thus spends about 75% of days in cash. I present it here as an index futures (@NQ) model with 2:1 leverage, though in reality any security that tracks the Nasdaq 100 will work, and the preferred leverage is up to the user.

Its a swing trading system, generating signals just after the market close (4:02), and potentially trading every day though it typically goes for long stretches without a trade. This is a good system for the conservative market timer, who wants smoother gains and doesnt mind waiting for the right time (or who has another use for the money in the interim).

Positions are always held for at least one trading day (including over weekends) with no stops or profit points. While such tools are a favorite of day traders, they only have a bad long-term effect on swing trading or anything longer term. If leverage is kept to a reasonable level, such as the 2x in the sample portfolio, this wont be a problem. High-leverage players would probably be happier with something that trades by the minute.

- 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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Overview

A market timing system on the Nasdaq 100 that trades NQ futures contracts just after the market close. Most days are spent in cash.
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- 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$15,550
Buy Power$25,787
Cash$25,787
Equity$0
Cumulative $$10,237
Total System Equity$25,787
Margined$0
Open P/L$0


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