HiLo Futures
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +7.9% | (3%) | (23.1%) | (62.8%) | +5.2% | +83.2% | (91.6%) | +78.3% | (85.5%) | +541.4% | ||
| 2012 | +55.3% | +105.4% | (63%) | (96.2%) | (960.4%) | (6.5%) | (6.1%) | (5.7%) | (5.4%) | (5.1%) | (4.9%) | (4.7%) |
| 2013 | (4.4%) | (4.3%) | (4.1%) | (3.9%) | (3.8%) |
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 |
| System started | 3/3/2011 (27 months ago) |
| System developer |
Trend Following Futures 
(Last login to C2: 8/27/12 11:41) C2 Score: 20  Vendor has created 2 other systems. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/26/12 2:36 | BUY | 1 | @SBN2 | Sugar #11 | 21.85 | 5/3 1:30 |
20.53 | Extreme | ($1,492) |
| 4/9/12 10:00 | BUY | 1 | @LBN2 | Random Length Lumber Globex | 270.70 | 5/2 19:38 |
284.80 | Normal | $1,537 |
| 4/20/12 11:38 | BUY | 1 | @YCN2 | Mini Corn Globex | 610 1/4 | 5/2 19:38 |
613 1/4 | Low | $15 |
| 4/27/12 1:42 | BUY | 1 | @YGM2 | Mini Gold NYSE Liffe | 1653.80 | 5/2 19:38 |
1652.60 | Normal | ($54) |
| 4/20/12 11:38 | BUY | 1 | @YWN2 | Mini Wheat Globex | 628 1/4 | 5/2 19:37 |
617 1/4 | Normal | ($125) |
| 4/20/12 6:28 | SELL | 1 | @CCN2 | COCOA | 2232 | 4/26 4:00 |
2252 | Very | ($214) |
| 4/16/12 21:47 | SELL | 1 | @YKX2 | Mini Soybeans Globex | 1353.500 | 4/25 6:45 |
1364.750 | Normal | ($127) |
| 4/9/12 10:05 | BUY | 1 | @LEM2 | LIVE CATTLE | 115.53 | 4/23 10:08 |
114.50 | Normal | ($424) |
| 3/15/12 8:00 | BUY | 2 | @OJK2 | Orange Juice | 171.65 | 4/18 8:01 |
147.40 | Extreme | ($7,303) |
| 4/17/12 7:34 | BUY | 1 | @QGN2 | MINY NATURAL GAS | 2.20 | 4/18 3:31 |
2.16 | Low | ($102) |
| 4/13/12 10:30 | BUY | 1 | @YWN2 | Mini Wheat Globex | 641 3/4 | 4/16 10:30 |
625 1/4 | Normal | ($179) |
| 4/13/12 10:30 | BUY | 1 | @YCN2 | Mini Corn Globex | 629 | 4/16 10:30 |
618 | Normal | ($124) |
| 4/12/12 18:32 | SELL | 1 | @USM2 | US T-BOND | 140 13/32 | 4/16 9:51 |
141 27/32 | Extreme | ($1,452) |
| 4/6/12 3:05 | BUY | 1 | @USM2 | US T-BOND | 138 2/32 | 4/12 18:01 |
140 13/32 | Normal | $2,330 |
| 4/3/12 4:19 | BUY | 1 | @HEM2 | LEAN HOGS | 92.150 | 4/11 18:00 |
93.150 | Normal | $386 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 448 |
| # Profitable | 179 (40.0%) |
| # months tracked | 27 |
| Profitable months | 7 (25.9%) |
| Avg trade duration | 4.6 days |
| Annual return (compounded) | -60.7% |
| Average win | $1,055 |
| Average loss | $865 |
| Profit factor | 0.8:1 |
| Max peak-to-valley drawdown (historical) | 94.94% |
| drawdown period | April 19, 2011 to Dec 14, 2011 |
| Correlation w/ S&P | 0.114 |
| Sharpe ratio | -0.992 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 1.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.15 |
| Average P/L per unit traded | ($85.27) |
Reviews
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System Description
HiLo Futures is an offline system, meaning we analyze and place orders after the market closes for the following trading day. I will typically send out the trading orders between 4-6 PM Pacific time at the end of each trading day. If there are no changes in orders or stops, I will still send out an email telling subscribers that there are no order changes.
I will be giving mostly limit orders to buy or to sell along with accompanying stop orders on any given day. I don't chase the market, so there are numerous times when the orders will not fill.
I track 30 different futures markets but am typically positioned or have pending orders in only the ones that I feel offer the best risk/reward. I take positions one contract at a time which allows me to scale into more contracts during those times when the market moves against me, but I still like the position at better prices
The system has well-defined parameters, but in certain setups and situations I will jump in or out of positions and take profits before the system dictates. This adds a human element to the trading that takes advantage of my trading experience.
If you have any questions, don't hesitate to contact me. I hope you enjoy great success in the market!
I will be giving mostly limit orders to buy or to sell along with accompanying stop orders on any given day. I don't chase the market, so there are numerous times when the orders will not fill.
I track 30 different futures markets but am typically positioned or have pending orders in only the ones that I feel offer the best risk/reward. I take positions one contract at a time which allows me to scale into more contracts during those times when the market moves against me, but I still like the position at better prices
The system has well-defined parameters, but in certain setups and situations I will jump in or out of positions and take profits before the system dictates. This adds a human element to the trading that takes advantage of my trading experience.
If you have any questions, don't hesitate to contact me. I hope you enjoy great success in the market!
- 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.
