Legend Global
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 (0.4%) +1.7% (11.9%) (26%) (4.1%) +11.2% (34.9%) +8.7% (18.3%) +10.9% 2012 +4.1% +8.2% (2.5%) (2.1%) (13.3%) +9.2% (0.4%) +1.0% +1.4% +1.0% +1.8% +5.6% 2013 +7.0% (1.3%) +1.7% +1.3% -
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 779 days.
Instruments
Mostly Futures; (some forex)
Strategies
Buy undervalue, Sell overvalue, Spreads, Market timing
System started
3/31/2011 (26 months ago)
System developer
Legend 53 The name of this system has been changed 1 time. Show Original name Changed to When changed test Legend Global 3/27/11 13:32
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/2/11 2:30
BUY
3
LLH2
3 MONTH SHORT STERLING 98.66
3/21/12 9:00
98.97 n/a $1,800
4/15/11 1:12
BUY
2
@WZ1
WHEAT 859 2/4
12/14
598 Extreme ($26,178)
3/31/11 21:10
BUY
1
@HEQ1
LEAN HOGS 103.300
8/12
107.025 Low $1,476
4/15/11 1:10
SELL
2
@WN1
WHEAT 780 1/4
7/14
699 2/4 Normal $8,047
5/2/11 0:46
SELL
2
@TYM1
US T-NOTE 10 YR 121 3/64
6/21
125 18/64 Extreme ($8,496)
4/14/11 9:17
BUY
1
QCLN1
CRUDE OIL 107.99
6/21
94.01 Extreme ($13,994)
5/3/11 5:06
BUY
1
EXM1
DJ EURO STOXX 50 2944
6/17
2746 Normal ($2,851)
3/31/11 21:14
BUY
3
@ESM1
E-MINI S&P 500 1311.83
6/17
1302.58 Normal ($1,430)
3/31/11 21:10
SELL
1
@HEM1
LEAN HOGS 104.175
6/14
92.000 Low $4,856
3/31/11 21:13
BUY
3
NNM1
Nikkei 225 JPY 9871.67
6/9
9475 Extreme ($7,474)
4/14/11 9:18
SELL
1
QCLM1
CRUDE OIL 107.41
5/20
98.97 High $8,426
4/4/11 11:03
SELL
1
@VXK1
CBOE Volatility Index VIX 20.55
5/17
18.20 Low $2,336
5/2/11 0:48
BUY
3
@EDH2
EURODOLLAR 99.3900
5/3
99.3850 Low ($79)
4/1/11 3:00
SELL
3
LGM1
GILT LONG 116.76
5/2
119.22 Very ($12,354)
4/1/11 2:30
SELL
2
LLH2
3 MONTH SHORT STERLING 98.21
5/2
98.64 Low ($1,821)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/2/11 2:30
BUY
3
LLH2
3 MONTH SHORT STERLING
98.66
3/21/12 9:00
98.97 n/a $1,800
5/2/11 2:30
BTO
2
LLH2
98.64
5/3/11 5:05
BTO
1
LLH2
98.70
3/21/12 9:00
STC
3
LLH2
98.97
4/15/11 1:12
BUY
2
@WZ1
WHEAT
859 2/4
12/14
598 Extreme ($26,178)
4/15/11 1:12
BTO
1
@WZ1
846
5/3/11 5:09
BTO
1
@WZ1
873
12/14/11 9:00
STC
2
@WZ1
598
3/31/11 21:10
BUY
1
@HEQ1
LEAN HOGS
103.300
8/12
107.025 Low $1,476
3/31/11 21:10
BTO
1
@HEQ1
103.300
8/12/11 9:00
STC
1
@HEQ1
107.025
4/15/11 1:10
SELL
2
@WN1
WHEAT
780 1/4
7/14
699 2/4 Normal $8,047
4/15/11 1:10
STO
1
@WN1
775 2/4
5/3/11 5:09
STO
1
@WN1
785
7/14/11 9:01
BTC
2
@WN1
699 2/4
5/2/11 0:46
SELL
2
@TYM1
US T-NOTE 10 YR
121 3/64
6/21
125 18/64 Extreme ($8,496)
5/2/11 0:46
STO
1
@TYM1
121 3/64
5/2/11 0:46
STO
1
@TYM1
121 3/64
6/21/11 9:05
BTC
2
@TYM1
125 18/64
4/14/11 9:17
BUY
1
QCLN1
CRUDE OIL
107.99
6/21
94.01 Extreme ($13,994)
4/14/11 9:17
BTO
1
QCLN1
107.99
6/21/11 9:04
STC
1
QCLN1
94.01
5/3/11 5:06
BUY
1
EXM1
DJ EURO STOXX 50
2944
6/17
2746 Normal ($2,851)
5/3/11 5:06
BTO
1
EXM1
2944
6/17/11 12:20
STC
1
EXM1
2746
3/31/11 21:14
BUY
3
@ESM1
E-MINI S&P 500
1311.83
6/17
1302.58 Normal ($1,430)
3/31/11 21:14
BTO
1
@ESM1
1323.75
4/19/11 2:00
BTO
1
@ESM1
1298.00
4/19/11 17:29
BTO
1
@ESM1
1313.75
4/19/11 17:29
STC
2
@ESM1
1313.50
6/17/11 9:52
STC
1
@ESM1
1280.75
3/31/11 21:10
SELL
1
@HEM1
LEAN HOGS
104.175
6/14
92.000 Low $4,856
3/31/11 21:10
STO
1
@HEM1
104.175
6/14/11 9:01
BTC
1
@HEM1
92.000
3/31/11 21:13
BUY
3
NNM1
Nikkei 225 JPY
9871.67
6/9
9475 Extreme ($7,474)
3/31/11 21:13
BTO
1
NNM1
9745
5/3/11 19:45
BTO
2
NNM1
9935
6/9/11 9:00
STC
3
NNM1
9475
4/14/11 9:18
SELL
1
QCLM1
CRUDE OIL
107.41
5/20
98.97 High $8,426
4/14/11 9:18
STO
1
QCLM1
107.41
5/20/11 9:00
BTC
1
QCLM1
98.97
4/4/11 11:03
SELL
1
@VXK1
CBOE Volatility Index VIX
20.55
5/17
18.20 Low $2,336
4/4/11 11:03
STO
1
@VXK1
20.55
5/17/11 9:00
BTC
1
@VXK1
18.20
5/2/11 0:48
BUY
3
@EDH2
EURODOLLAR
99.3900
5/3
99.3850 Low ($79)
5/2/11 0:48
BTO
1
@EDH2
99.3900
5/2/11 0:49
BTO
2
@EDH2
99.3900
5/3/11 5:04
STC
3
@EDH2
99.3850
4/1/11 3:00
SELL
3
LGM1
GILT LONG
116.76
5/2
119.22 Very ($12,354)
4/1/11 3:00
STO
1
LGM1
116.84
4/1/11 7:27
STO
2
LGM1
116.72
5/2/11 3:00
BTC
3
LGM1
119.22
4/1/11 2:30
SELL
2
LLH2
3 MONTH SHORT STERLING
98.21
5/2
98.64 Low ($1,821)
4/1/11 2:30
STO
2
LLH2
98.21
5/2/11 2:30
BTC
2
LLH2
98.64
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 37 # Profitable 17 (45.9%) # months tracked 27 Profitable months 15 (55.6%) Avg trade duration 187.4 days Annual return (compounded) -22.1% Average win $2,556 Average loss $4,246 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 59.45% drawdown period April 08, 2011 to Nov 27, 2011 Correlation w/ S&P 0.532 Sharpe ratio -1.184 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) -0.05 Average P/L per unit traded ($559.73)
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We'll set up a simulated brokerage account, fund it with $100,000 imaginary dollars, and start you AutoTrading Legend Global for free.Let's do it!
Trades global futures and currencies
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 $100,000 Buy Power $53,630 Cash $56,659 Equity $2,108 Cumulative $ ($41,476) Total System Equity $58,523 Margined $5,137 Open P/L $1,864
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