Daily Batch
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +57.4% | +8.4% | +15.1% | +4.6% | +7.9% | (2.4%) | +3.3% | +4.0% | (1.4%) | (8.4%) | +2.9% | |
| 2012 | (2.7%) | +1.7% | +10.0% | +1.2% | +17.0% | (1.5%) | +0.1% | (0.7%) | +5.2% | +3.2% | +4.3% | (3.1%) |
| 2013 | (0.4%) | (0.7%) | (5.2%) | (0.3%) | (1.3%) |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Technical analysis |
| System started | 2/14/2011 (28 months ago) |
| System developer |
Brian Atkins 
(Last login to C2: 5/23/13 11:00) C2 Score: 995  Vendor has created 1 other system. Show |
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 | |
| 5/22/13 9:50 | BUY | 1 | @CN3 | CORN | 647 2/4 | 5/23 10:07 |
662 2/4 | Low | $736 |
| 5/17/13 11:03 | BUY | 1 | @CN3 | CORN | 652 1/4 | 5/21 3:56 |
640 | Low | ($627) |
| 5/20/13 12:18 | SELL | 1 | @SN3 | SOYBEANS | 1444 2/4 | 5/20 13:45 |
1455 | Low | ($545) |
| 5/6/13 11:59 | SELL | 1 | @SN3 | SOYBEANS | 1371 2/4 | 5/8 10:02 |
1395 2/4 | Low | ($1,208) |
| 5/2/13 6:25 | BUY | 1 | @CN3 | CORN | 653 1/4 | 5/5 20:09 |
644 3/4 | Low | ($439) |
| 4/29/13 10:34 | SELL | 1 | @BON3 | SOYBEAN OIL | 49.08 | 5/2 20:00 |
48.49 | Low | $337 |
| 5/2/13 2:21 | SELL | 1 | @EUM3 | EUROFX | 1.3164 | 5/2 9:26 |
1.3079 | Low | $1,049 |
| 4/25/13 13:20 | BUY | 1 | @SMN3 | SOYBEAN MEAL | 399.9 | 4/29 11:37 |
409.7 | Low | $966 |
| 4/25/13 10:43 | BUY | 1 | @SN3 | SOYBEANS | 1364 3/4 | 4/29 10:45 |
1388 2/4 | Low | $1,174 |
| 4/26/13 4:48 | SELL | 1 | @BON3 | SOYBEAN OIL | 49.11 | 4/26 11:17 |
49.80 | Low | ($428) |
| 4/15/13 7:29 | SELL | 1 | @WK3 | WHEAT | 697 3/4 | 4/25 11:28 |
703 3/4 | Low | ($314) |
| 4/15/13 12:06 | SELL | 1 | @SBK3 | Sugar #11 | 17.77 | 4/19 10:12 |
17.94 | Low | ($204) |
| 4/16/13 13:57 | BUY | 1 | @CK3 | CORN | 661 1/4 | 4/18 12:14 |
644 1/4 | Low | ($864) |
| 4/15/13 12:11 | SELL | 1 | @SK3 | SOYBEANS | 1399 1/4 | 4/17 13:00 |
1419 1/4 | Low | ($1,014) |
| 4/11/13 3:17 | SELL | 1 | @SBK3 | Sugar #11 | 17.75 | 4/12 8:23 |
17.95 | Low | ($238) |
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.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 273 |
| # Profitable | 146 (53.5%) |
| # months tracked | 28 |
| Profitable months | 16 (57.1%) |
| Avg trade duration | 2.1 days |
| Annual return (compounded) | 62.3% |
| Average win | $922 |
| Average loss | $664 |
| Profit factor | 1.6:1 |
| Max peak-to-valley drawdown (historical) | 27.49% |
| drawdown period | March 01, 2011 to March 08, 2011 |
| Correlation w/ S&P | -0.029 |
| Sharpe ratio | 1.456 |
| Keep after worst-case slippage | 88.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 27.5% |
| Chance of 20% account loss | 10.5% |
| Chance of 30% account loss | 1.5% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.31 |
| Average P/L per unit traded | $187.28 |
Reviews
See AllVendor does not communicate to customers regarding concerns about the strategy entering trades outside of historical norm. Big red flag.
If you exclude the returns of March and May 2012 which I believe anomalies (or call it luck), system's overall return has been flat since July 2011 (First two months' returns are not indicative either as stated by vendor). Risk/return is 1:1 per trade and since winning ratio is declining towards 50%, the strategy has no edge. Subscription means waste of time as well as waste of money. Moving on.
Not a bad system. Picks up a few good wins. However, I would like to see the stops moved quicker to breakeven when in a winning trade as I have experienced some good trades that have quickly turned into losses.
Trades like an experienced trader, using good risk management. Also trades a couple of different markets so there are plenty of trades taken. His stats tell the rest of the story.
An excellent system with defined risk. It has stop in place with every order. The developer is very experienced and disciplined.
I have been a subscriber since July. The developer is a great communicator. All trades have profit targets and stop losses. The system stats are very good. He has worked to add cattle trades to the system which says he is continuing to try and add value to the system. I would recommend it.
I like this system. I auto trade it together with ES 1 and EFI_30.
System Description
Track record: The first month of trading on C2 saw some wild swings that are not typical of "Daily Batch". Since then we have seen results that match our expectations from both back testing and real time trading.
Position Size: "Daily Batch" currently places all orders with one contract per signal. This is the position size that I use based on a $25k account. Subscribers with more capital are free to increase their position size based on their own account size, and risk tolerance.
Trader Bio: I began trading in 1998 on the floor of the Chicago Mercantile Exchange. I currently trade full time for myself and clients. I also run a financial planning business with a focus on managed futures.
- 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.
