Indices Trader
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +13.5% | +27.3% | (26.7%) | (38.8%) | (5.8%) | (6.1%) | (6.5%) | (7%) | (7.5%) | (8.1%) | ||
| 2012 | (8.8%) | (9.7%) | (10.7%) | (12%) | (13.7%) | (15.8%) | (18.8%) | (23.2%) | (30.1%) | (43.1%) | (75.9%) | (314.8%) |
| 2013 | (146.6%) | (59.4%) | (37.3%) | (27.2%) | - |
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, Market timing |
| System started | 3/14/2011 (27 months ago) |
| System developer |
Wang Wei 
(Last login to C2: 11/4/11 18:29) C2 Score: 771  Vendor has created 1 other system. Show |
| Status | This system is no longer supported. |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 6/7/11 14:04 | BUY | 1 | @TFSM1 | Emini Russell | 802.70 | 6/15 13:20 |
779.60 | Extreme | ($2,324) |
| 6/5/11 18:54 | SELL | 3 | @NQM1 | E-MINI NASDAQ 100 | 2288.75 | 6/6 18:45 |
2273.75 | High | $858 |
| 6/3/11 10:53 | SELL | 1 | @TFSM1 | Emini Russell | 814.70 | 6/5 18:53 |
808.10 | Low | $646 |
| 6/2/11 12:55 | BUY | 1 | @TFSM1 | Emini Russell | 820.60 | 6/3 6:44 |
814.40 | High | ($634) |
| 6/2/11 9:48 | BUY | 3 | @TFSM1 | Emini Russell | 822.13 | 6/2 11:36 |
817.80 | Very | ($1,342) |
| 6/1/11 13:04 | SELL | 2 | @TFSM1 | Emini Russell | 827.90 | 6/2 9:47 |
821 | Low | $1,352 |
| 6/1/11 13:04 | SELL | 1 | @NQM1 | E-MINI NASDAQ 100 | 2349.00 | 6/1 15:43 |
2326.00 | Low | $446 |
| 5/31/11 16:39 | BUY | 1 | @TFSM1 | Emini Russell | 849.50 | 6/1 10:36 |
839.50 | Very | ($1,014) |
| 5/31/11 16:39 | BUY | 1 | @NQM1 | E-MINI NASDAQ 100 | 2375.75 | 6/1 10:36 |
2361.50 | Normal | ($299) |
| 5/31/11 6:50 | BUY | 2 | @TFSM1 | Emini Russell | 845.50 | 5/31 16:39 |
844.85 | Extreme | ($158) |
| 5/27/11 13:21 | SELL | 2 | @ESM1 | E-MINI S&P 500 | 1330.00 | 5/31 6:49 |
1342.75 | Very | ($1,303) |
| 5/27/11 12:55 | SELL | 2 | @TFSM1 | Emini Russell | 836 | 5/27 13:20 |
835.80 | Low | $12 |
| 5/27/11 12:51 | BUY | 2 | @TFSM1 | Emini Russell | 837.15 | 5/27 12:54 |
836.20 | Low | ($218) |
| 5/27/11 12:26 | SELL | 1 | @TFSM1 | Emini Russell | 835.80 | 5/27 12:51 |
837.20 | Low | ($154) |
| 5/26/11 16:47 | BUY | 2 | @TFSM1 | Emini Russell | 832.40 | 5/27 12:22 |
836.50 | Normal | $792 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 147 |
| # Profitable | 76 (51.7%) |
| # months tracked | 27 |
| Profitable months | 2 (7.4%) |
| Avg trade duration | 16.0 hours |
| Annual return (compounded) | 8.8% |
| Average win | $375 |
| Average loss | $382 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 51.56% |
| drawdown period | May 11, 2011 to June 13, 2011 |
| Correlation w/ S&P | -0.192 |
| Sharpe ratio | 0.262 |
| Keep after worst-case slippage | 85.4% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 56.1% |
| Chance of 20% account loss | 40.5% |
| Chance of 30% account loss | 7.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.03 |
| Average P/L per unit traded | $16.10 |
Reviews
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System Description
The system trades indices futures.
The system's main method is trend following.
The system utilizes chart patterns, support and resistance, over bought and over sold measure,and emotional measure to judge and follow the main trend within the trade time.
Trade time could be several hours, several days, or several weeks, depending on different chart patterns and market situation.
Trade sizes vary depending on the probability of the trades.
Trade sizes are big when the probability is very high and sizes are small when the probability is not high enough.
Stops are tight when trade sizes are big and loose when trade sizes are small.
The system doesn't intend to daytrade.Trades missing a couple of minutes won't affect performance much.So it is easy to manually enter trades.But you should be ready to trade afterhour.
The system's main method is trend following.
The system utilizes chart patterns, support and resistance, over bought and over sold measure,and emotional measure to judge and follow the main trend within the trade time.
Trade time could be several hours, several days, or several weeks, depending on different chart patterns and market situation.
Trade sizes vary depending on the probability of the trades.
Trade sizes are big when the probability is very high and sizes are small when the probability is not high enough.
Stops are tight when trade sizes are big and loose when trade sizes are small.
The system doesn't intend to daytrade.Trades missing a couple of minutes won't affect performance much.So it is easy to manually enter trades.But you should be ready to trade afterhour.
- 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.
