Loading historical trade record for PTQQS 2.0.B...


PTQQS 2.0.B




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011              +4.1%+0.5%+16.0%(6.8%)(44.8%)(38.1%)+63.3%  -    -    -  
2012+0.3%  -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -    -                                      
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

Loading Chart...
Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Volatility trading, Arbitrage, Market timing, Unclassified
System started 3/26/2011 (27 months ago)
System developer BWO, KCCM, KCSE, CVIM
(Last login to C2: 10/15/12 21:35)
C2 Score: 770

Vendor has created 9 other systems. Show



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/23/11 9:31 BUY 44 @NQZ1 E-MINI NASDAQ 100 2159.75 9/23
15:31
2203.00 Low $37,446
9/6/11 15:11 SELL 74 @NQU1 E-MINI NASDAQ 100 2151.39 9/7
11:50
2203.74 Extreme ($78,513)
9/6/11 16:13 SELL 2 @NQZ1 E-MINI NASDAQ 100 2160.75 9/7
2:19
2179.75 Low ($788)
9/6/11 14:34 SELL 62 @NQU1 E-MINI NASDAQ 100 2157.50 9/6
14:42
2155.00 Low $2,234
9/6/11 14:26 SELL 62 @NQU1 E-MINI NASDAQ 100 2160.25 9/6
14:26
2159.75 n/a ($246)
9/6/11 13:57 BUY 62 @NQU1 E-MINI NASDAQ 100 2149.75 9/6
14:16
2160.00 Low $11,844
8/29/11 22:06 SELL 52 @NQU1 E-MINI NASDAQ 100 2208.54 9/6
13:53
2148.94 Extreme $61,254
8/12/11 10:24 SELL 58 @NQU1 E-MINI NASDAQ 100 2166.72 8/16
13:00
2181.40 Extreme ($17,830)
8/11/11 15:04 SELL 64 @NQU1 E-MINI NASDAQ 100 2171.38 8/12
10:18
2166.05 High $5,917
8/9/11 11:21 SELL 64 @NQU1 E-MINI NASDAQ 100 2111.01 8/9
11:59
2125.00 Very ($18,803)
8/9/11 10:16 SELL 88 @NQU1 E-MINI NASDAQ 100 2112.72 8/9
11:19
2112.14 High ($198)
8/5/11 15:59 SELL 48 @NQU1 E-MINI NASDAQ 100 2196.00 8/5
16:00
2187.00 n/a $7,970
8/5/11 15:53 BUY 48 @NQU1 E-MINI NASDAQ 100 2190.00 8/5
15:56
2193.00 n/a $2,210
8/5/11 15:32 SELL 74 @NQU1 E-MINI NASDAQ 100 2182.70 8/5
15:43
2193.81 Very ($17,473)
8/5/11 14:32 SELL 70 @NQU1 E-MINI NASDAQ 100 2201.11 8/5
15:25
2190.00 Normal $14,583

<< More recent
Less  |  More


Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades52
# Profitable34 (65.4%)
# months tracked28
Profitable months5 (17.9%)
Avg trade duration1.2 days
Annual Return-9.8%
Average win$12,363
Average loss$26,316
Profit factor0.9:1
Max peak-to-valley drawdown (historical)67.54%
drawdown periodJune 23, 2011 to Aug 31, 2011
Correlation w/ S&P-0.083
Sharpe ratio-0.25
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss1.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.09
Average P/L per unit traded$328.13


Reviews


No reviews have been written yet.

System Description

My strategies are quantitative, and utilize techniques that are mathematical. I do not make discretionary decisions, and have been waiting for confirmation of walk forward results before continuing in my other pairs trading systems.

Have predominantly favored trading in QID and QLD, Ive been waiting to come back to C2, as my personal circumstances did not warrant full time attention to selling signals.

I've put together performance summaries in other locations, but particularly with regard to walk forward summaries Ill let you decide if this system is optimal for your portfolio.

It's not a complete strategy, but as a CTA, Im going to be utilizing NQ or ND and leveraging 4:1 that way rather than with QID and QLD.

- 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.

Find System by Name

Wait

Advanced


Subscribe to System

17-day free trial, then $49.99 per month Details

There is a free trial period of 17 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, you will be charged $49.99 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.

 

Overview

This Strategy utilizes volatility based overbought and oversold conditions to determine over or undervaluation of QID and QLD
read more...

- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.

Model Account Status

Started$250,000
Buy Power$196,648
Cash$196,648
Equity$0
Cumulative $($53,351)
Total System Equity$196,648
Margined$0
Open P/L$0


Crowd Opinion

Viewed 93 times
System Notebooks 0 people
System Notebook Comments 0