Iron Box .618
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | (9.6%) | (17.5%) | (58.2%) | (8.1%) | +1.1% | +97.2% | (46.7%) | (259%) | (1.6%) | (1.5%) | ||
| 2012 | (1.5%) | (1.4%) | (1.5%) | (1.4%) | (2.8%) | (1.4%) | (1.4%) | - | (1.3%) | (1.3%) | (2.6%) | (1.3%) |
| 2013 | (1.3%) | - | (1.2%) | (1.2%) | (1.2%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Futures; (some stocks, options) |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing, Unclassified |
| System started | 3/8/2011 (27 months ago) |
| System developer |
Elixir 1.618 
(Last login to C2: 2/27/12 12:33) C2 Score: 40  Vendor has created 1 other system. Show The name of this system has been changed 2 times. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by 13 hours.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 10/7/11 0:24 | SELL | 1 | @CDZ1 | CANADIAN DOLLAR | 0.9622 | 10/7 7:50 |
0.9657 | Very | ($364) |
| 10/6/11 16:41 | SELL | 1 | @EUZ1 | EUROFX | 1.3427 | 10/6 16:48 |
1.3430 | Low | ($52) |
| 10/6/11 16:34 | SELL | 1 | @EUZ1 | EUROFX | 1.3429 | 10/6 16:39 |
1.3429 | Low | ($14) |
| 10/6/11 8:28 | SELL | 1 | @EUZ1 | EUROFX | 1.3264 | 10/6 16:21 |
1.3432 | Extreme | ($2,114) |
| 10/6/11 8:20 | SELL | 1 | @BPZ1 | BRITISH POUND | 1.5277 | 10/6 15:34 |
1.5431 | Extreme | ($977) |
| 10/5/11 22:40 | SELL | 1 | @SFZ1 | SWISS FRANC | 1.0825 | 10/6 2:04 |
1.0858 | Normal | ($427) |
| 10/5/11 16:29 | BUY | 1 | QGCZ1 | Gold 100 oz | 1642.90 | 10/5 17:12 |
1643.10 | Normal | $6 |
| 10/5/11 16:23 | BUY | 1 | QGCZ1 | Gold 100 oz | 1642.30 | 10/5 16:26 |
1642 | Low | ($44) |
| 10/5/11 15:48 | BUY | 1 | QGCZ1 | Gold 100 oz | 1641.60 | 10/5 16:14 |
1641 | Normal | ($74) |
| 10/5/11 15:25 | BUY | 1 | QGCZ1 | Gold 100 oz | 1637.20 | 10/5 15:45 |
1641 | Low | $366 |
| 10/5/11 15:15 | BUY | 1 | QGCZ1 | Gold 100 oz | 1639.40 | 10/5 15:19 |
1638.80 | Low | ($74) |
| 10/5/11 14:40 | BUY | 1 | QGCZ1 | Gold 100 oz | 1635.80 | 10/5 14:44 |
1635.30 | Low | ($64) |
| 10/5/11 14:37 | SELL | 1 | QGCZ1 | Gold 100 oz | 1635.20 | 10/5 14:39 |
1635.10 | Low | ($4) |
| 10/5/11 14:21 | BUY | 1 | QGCZ1 | Gold 100 oz | 1640.60 | 10/5 14:28 |
1640.20 | Low | ($54) |
| 10/5/11 13:16 | BUY | 1 | QGCZ1 | Gold 100 oz | 1644.60 | 10/5 13:19 |
1643.60 | Normal | ($114) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 1,379 |
| # Profitable | 632 (45.8%) |
| # months tracked | 27 |
| Profitable months | 2 (7.4%) |
| Avg trade duration | 19.7 hours |
| Annual return (compounded) | -53.3% |
| Average win | $81 |
| Average loss | $90 |
| Profit factor | 0.8:1 |
| Max peak-to-valley drawdown (historical) | 81.85% |
| drawdown period | March 18, 2011 to Oct 12, 2011 |
| Correlation w/ S&P | -0.232 |
| Sharpe ratio | -1.733 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 95.1% |
| Chance of 20% account loss | 76.2% |
| Chance of 30% account loss | 9.5% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.38 |
| Average P/L per unit traded | ($8.51) |
Reviews
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System Description
OBJECTIVE:
Consistent risk adjusted returns using LESS THAN HALF of your capital.
Generate outsized returns using 90% of your capital.
Retain 10% cash at all times for liquidity purposes.
System Attributes
Recommended minimum account size $10,000
Available Subscription openings 10
Next subscription opening New subscribers welcome
Autotrading Highly Recommended
Recommended Trading Ratios
subscriber 1:2 or (50%) $10,000
subscriber 1:1 or (100%) $20,000
subscriber 2:1 or (200%) $40,000
This system intends to use very little cash on a regular basis, yet can immediately use up to 90% of your cash if an outsized opportunity presents itself.
Most trading days are ended flat where overnight trading may take place in the currency, metals, energies or other futures markets.
Some positions may be held overnight if the situation warrants this demanding more cash collateral in the form of maintenance margin or initial margin.
You must have at least $10,000 in available funds, otherwise you will not be able to trade some of the system signals and or risk getting your account restricted.
See http://elixir618.wordpress.com for more details.
Consistent risk adjusted returns using LESS THAN HALF of your capital.
Generate outsized returns using 90% of your capital.
Retain 10% cash at all times for liquidity purposes.
System Attributes
Recommended minimum account size $10,000
Available Subscription openings 10
Next subscription opening New subscribers welcome
Autotrading Highly Recommended
Recommended Trading Ratios
subscriber 1:2 or (50%) $10,000
subscriber 1:1 or (100%) $20,000
subscriber 2:1 or (200%) $40,000
This system intends to use very little cash on a regular basis, yet can immediately use up to 90% of your cash if an outsized opportunity presents itself.
Most trading days are ended flat where overnight trading may take place in the currency, metals, energies or other futures markets.
Some positions may be held overnight if the situation warrants this demanding more cash collateral in the form of maintenance margin or initial margin.
You must have at least $10,000 in available funds, otherwise you will not be able to trade some of the system signals and or risk getting your account restricted.
See http://elixir618.wordpress.com for more details.
- 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.
