Remember that all results on this page are hypothetical. Learn what this means. (Hide this warning for 24 hours.) OK. For the next 24 hours, we will only show a small "Hypothetical Results" reminder at the top of each System Page. You can always click it to show a detailed explanation about Hypothetical Results.

Alphergence - Spectrals

Created by:
Variance LLC
Variance LLC
Started: 02/2011
Futures
Last trade: 1221 days ago
Followers: 0

Subscription terms. Subscriptions to this system cost $125.00 per week. You will be charged at the end of the term, but only if the Model Account on this web page has been profitable for the preceding week.

Try AutoTrade for free. We'll give you $100,000 in a Simulated Broker Account to AutoTrade Alphergence - Spectrals.

Free AutoTrade
-4.9%
6.6%
Max Drawdown
107
Num Trades
52.3%
Win Trades
1.0 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011         -  (3.3%)  -    -    -    -    -    -    -    -    -  (3.4%)
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -                                0.0

Model Account Details

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Closed Trades

CSV
Show More detailsShow fewer details
Opened ETB/S#Symbol PriceClosedPriceDDP/L
3/25/11 10:07 SELL 1 @ESM1 E-MINI S&P 500 1306.75 3/25 10:51 1311.00 0.47%
Trade id #59116641
Max drawdown($237)
Time3/25/11 10:48
Quant open-1
Worst price1311.50
Drawdown as % of equity-0.47%
($227)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/25/11 8:45 BUY 1 @ESM1 E-MINI S&P 500 1308.25 3/25 10:07 1307.00 0.3%
Trade id #59111191
Max drawdown($150)
Time3/25/11 9:42
Quant open1
Worst price1305.25
Drawdown as % of equity-0.30%
($77)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/24/11 14:40 SELL 1 @ESM1 E-MINI S&P 500 1303.25 3/25 1:16 1310.00 1.07%
Trade id #59092633
Max drawdown($537)
Time3/24/11 17:21
Quant open-1
Worst price1314.00
Drawdown as % of equity-1.07%
($352)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/24/11 11:37 BUY 1 @ESM1 E-MINI S&P 500 1302.50 3/24 14:40 1303.25 0.25%
Trade id #59085922
Max drawdown($125)
Time3/24/11 13:54
Quant open1
Worst price1300.00
Drawdown as % of equity-0.25%
$24
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/24/11 9:29 SELL 1 @ESM1 E-MINI S&P 500 1299.75 3/24 11:37 1302.50 0.3%
Trade id #59077170
Max drawdown($150)
Time3/24/11 11:23
Quant open-1
Worst price1302.75
Drawdown as % of equity-0.30%
($152)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/24/11 8:53 BUY 1 @ESM1 E-MINI S&P 500 1299.50 3/24 9:29 1299.75 0.15%
Trade id #59076026
Max drawdown($75)
Time3/24/11 8:56
Quant open1
Worst price1298.00
Drawdown as % of equity-0.15%
($1)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/24/11 8:42 SELL 1 @ESM1 E-MINI S&P 500 1298.75 3/24 8:53 1299.50 0.12%
Trade id #59075772
Max drawdown($62)
Time3/24/11 8:47
Quant open-1
Worst price1300.00
Drawdown as % of equity-0.12%
($52)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/23/11 12:48 BUY 1 @ESM1 E-MINI S&P 500 1288.25 3/23 15:56 1293.75 0.17%
Trade id #59053065
Max drawdown($87)
Time3/23/11 13:13
Quant open1
Worst price1286.50
Drawdown as % of equity-0.17%
$261
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/23/11 12:04 SELL 1 @ESM1 E-MINI S&P 500 1284.00 3/23 12:48 1288.25 0.49%
Trade id #59051163
Max drawdown($250)
Time3/23/11 12:43
Quant open-1
Worst price1289.00
Drawdown as % of equity-0.49%
($227)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/23/11 11:11 BUY 1 @ESM1 E-MINI S&P 500 1282.00 3/23 12:04 1284.00 n/a $86
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/23/11 9:34 SELL 1 @ESM1 E-MINI S&P 500 1284.50 3/23 11:11 1282.00 0.15%
Trade id #59042527
Max drawdown($75)
Time3/23/11 9:57
Quant open-1
Worst price1286.00
Drawdown as % of equity-0.15%
$111
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/22/11 15:06 BUY 1 @ESM1 E-MINI S&P 500 1288.75 3/22 15:54 1289.00 n/a ($1)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/22/11 13:47 SELL 1 @ESM1 E-MINI S&P 500 1289.50 3/22 15:06 1288.75 0.22%
Trade id #59020864
Max drawdown($112)
Time3/22/11 13:58
Quant open-1
Worst price1291.75
Drawdown as % of equity-0.22%
$24
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/22/11 12:33 BUY 1 @ESM1 E-MINI S&P 500 1291.50 3/22 13:47 1289.50 0.3%
Trade id #59018615
Max drawdown($150)
Time3/22/11 13:31
Quant open1
Worst price1288.50
Drawdown as % of equity-0.30%
($114)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/22/11 11:11 SELL 1 @ESM1 E-MINI S&P 500 1289.75 3/22 12:33 1291.50 0.32%
Trade id #59015486
Max drawdown($162)
Time3/22/11 12:23
Quant open-1
Worst price1293.00
Drawdown as % of equity-0.32%
($102)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/22/11 9:16 BUY 1 @ESM1 E-MINI S&P 500 1294.00 3/22 11:11 1289.75 0.57%
Trade id #59009827
Max drawdown($287)
Time3/22/11 11:01
Quant open1
Worst price1288.25
Drawdown as % of equity-0.57%
($227)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/21/11 12:00 BUY 1 @ESM1 E-MINI S&P 500 1293.75 3/21 14:21 1294.25 0.25%
Trade id #58985515
Max drawdown($125)
Time3/21/11 13:35
Quant open1
Worst price1291.25
Drawdown as % of equity-0.25%
$11
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/21/11 11:21 SELL 1 @ESM1 E-MINI S&P 500 1295.00 3/21 12:00 1293.75 0%
Trade id #58983943
Max drawdown$0
Time3/21/11 11:26
Quant open-1
Worst price1295.00
Drawdown as % of equity0.00%
$49
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/21/11 10:18 BUY 1 @ESM1 E-MINI S&P 500 1293.75 3/21 11:21 1295.00 0.12%
Trade id #58980888
Max drawdown($62)
Time3/21/11 10:46
Quant open1
Worst price1292.50
Drawdown as % of equity-0.12%
$49
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/21/11 9:39 SELL 1 @ESM1 E-MINI S&P 500 1289.75 3/21 10:18 1293.75 0.64%
Trade id #58978124
Max drawdown($325)
Time3/21/11 10:08
Quant open-1
Worst price1296.25
Drawdown as % of equity-0.64%
($214)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/21/11 6:03 BUY 1 @ESM1 E-MINI S&P 500 1289.00 3/21 9:39 1290.00 0.15%
Trade id #58972361
Max drawdown($75)
Time3/21/11 6:06
Quant open1
Worst price1287.50
Drawdown as % of equity-0.15%
$36
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/18/11 15:11 SELL 1 @ESM1 E-MINI S&P 500 1272.75 3/18 16:14 1274.50 0.27%
Trade id #58939002
Max drawdown($137)
Time3/18/11 16:07
Quant open-1
Worst price1275.50
Drawdown as % of equity-0.27%
($102)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/18/11 12:11 BUY 1 @ESM1 E-MINI S&P 500 1278.00 3/18 15:11 1272.50 0.66%
Trade id #58932208
Max drawdown($337)
Time3/18/11 14:59
Quant open1
Worst price1271.25
Drawdown as % of equity-0.66%
($289)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/18/11 9:29 SELL 1 @ESM1 E-MINI S&P 500 1286.75 3/18 12:10 1278.25 n/a $411
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/18/11 7:09 BUY 1 @ESM1 E-MINI S&P 500 1278.00 3/18 9:20 1285.50 0.07%
Trade id #58918156
Max drawdown($37)
Time3/18/11 7:21
Quant open1
Worst price1277.25
Drawdown as % of equity-0.07%
$361
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/17/11 9:32 SELL 1 @ESM1 E-MINI S&P 500 1270.25 3/17 16:13 1269.50 0.42%
Trade id #58869967
Max drawdown($212)
Time3/17/11 10:27
Quant open-1
Worst price1274.50
Drawdown as % of equity-0.42%
$24
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/16/11 14:56 SELL 1 @ESM1 E-MINI S&P 500 1262.00 3/16 15:53 1253.50 0.05%
Trade id #58834485
Max drawdown($25)
Time3/16/11 15:14
Quant open-1
Worst price1262.50
Drawdown as % of equity-0.05%
$411
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/16/11 14:19 BUY 1 @ESM1 E-MINI S&P 500 1245.75 3/16 14:56 1262.00 0.25%
Trade id #58832408
Max drawdown($125)
Time3/16/11 14:21
Quant open1
Worst price1243.25
Drawdown as % of equity-0.25%
$799
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/16/11 14:09 SELL 1 @ESM1 E-MINI S&P 500 1252.25 3/16 14:19 1245.75 0.03%
Trade id #58831540
Max drawdown($12)
Time3/16/11 14:11
Quant open-1
Worst price1252.50
Drawdown as % of equity-0.03%
$311
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
3/16/11 12:49 BUY 1 @ESM1 E-MINI S&P 500 1262.00 3/16 14:09 1252.00 1.15%
Trade id #58827210
Max drawdown($562)
Time3/16/11 14:09
Quant open1
Worst price1250.75
Drawdown as % of equity-1.15%
($514)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96

Statistics

  • Strategy began
    2/28/2011
  • Age
    42 months ago
  • What it trades
    Futures
  • # Trades
    107
  • # Profitable
    56
  • % Profitable
    52.30%
  • Avg trade duration
    2.6 hours
  • Max peak-to-valley drawdown
    6.59%
  • drawdown period
    March 08, 2011 - March 16, 2011
  • Annual return (compounded)
    -0.0%
  • Avg win
    $250.89
  • Avg loss
    $276.47
  • W:L ratio
    1.00:1
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    ($50)
  • Closed PL (start day)
    ($50)
  • Closed PL Change $
    $0.00
  • Closed PL Change %
    n/a
  • Equity
    $49,950
  • Equity (start day)
    $49,950
  • Equity Change $
    $0.00
  • Equity Change %
    n/a
  • GENERAL STATISTICS
  • Age
    1246
  • # Trades
    107
  • Avg Trade Length
    0.1
  • PROFIT
  • Profit Factor
    1.0
  • SORTINO STATISTICS
  • Sortino Ratio
    -0.334
  • CALMAR STATISTICS
  • Calmar Ratio
    -0.020
  • SHARPE STATISTICS
  • Sharpe Ratio
    -0.251
  • Ann Return (w trading costs)
    -4.9%
  • Ann Return (Compnd, No Fees)
    -0.0%
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • PROFIT STATISTICS
  • APD
    -0.29
  • DRAW DOWN STATISTICS
  • Max Drawdown
    6.6%
  • TOS STATISTICS
  • Trades Own System?
    0
  • TOS percent
    n/a
  • BILLING STATISTICS
  • Subscription Price
    $125
  • Billing Period (days)
    7
  • Trial Days
    0
  • WIN STATISTICS
  • Avg Win
    $251
  • Avg Loss
    $276
  • # Winners
    56
  • # Losers
    51
  • % Winners
    52.3%
  • TIME STATISTICS
  • Avg Position Time (mins)
    157.07
  • Avg Position Time (hrs)
    2.62
  • OWNER STATISTICS
  • Developer
    -

Strategy Description

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment. For any trading system on our Web site, we assume you will invest the amount that appears as the starting amount of that system's performance chart.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

Okay, gotcha.