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Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                   +0.3%+34.8%(25.1%)+81.1%(72.3%)+303.2%+17.9%
2012(0.4%)+5.4%+22.0%(9.9%)+81.1%+42.4%+3.9%(4.4%)(20%)(0.8%)+8.9%+15.9%
2013(20%)(5.1%)(38.9%)(0.3%)(0.3%)(0.3%)                                    
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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

Instruments Futures
Strategies Market timing
System started 6/30/2011 (24 months ago)
System developer DRB investments
(Last login to C2: 3/11/13 15:45)
C2 Score: 990

Vendor has created 2 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/4/13 14:59 SELL 15 @ESH3 E-MINI S&P 500 1460.00 3/15
12:38
1561.25 Extreme ($76,147)
10/22/12 13:10 BUY 15 @ESZ2 E-MINI S&P 500 1422.00 12/19
10:17
1442.25 Extreme $14,979
10/18/12 11:41 SELL 10 @ESZ2 E-MINI S&P 500 1457.00 10/19
11:55
1435.50 Low $10,610
10/11/12 13:36 BUY 5 @ESZ2 E-MINI S&P 500 1431.25 10/16
10:58
1446.50 Normal $3,743
8/5/12 18:00 SELL 10 @ESU2 E-MINI S&P 500 1392.00 9/20
15:23
1461.50 Extreme ($34,890)
6/28/12 10:42 BUY 10 @ESU2 E-MINI S&P 500 1308.50 7/18
12:22
1370.00 Low $30,610
6/19/12 9:55 SELL 15 @ESU2 E-MINI S&P 500 1347.75 6/21
13:22
1330.50 High $12,729
6/13/12 12:41 SELL 10 @ESU2 E-MINI S&P 500 1319.50 6/13
18:00
1308.25 Low $5,485
5/18/12 14:26 BUY 12 @ESM2 E-MINI S&P 500 1295.50 5/22
7:59
1319.94 Normal $14,495
4/12/12 13:01 SELL 8 @ESM2 E-MINI S&P 500 1381.75 5/17
7:36
1319.00 Normal $24,988
3/29/12 10:16 BUY 8 @ESM2 E-MINI S&P 500 1389.00 3/29
18:10
1397.75 Normal $3,388
3/5/12 0:02 BUY 5 @ESH2 E-MINI S&P 500 1365.25 3/14
13:20
1397.25 Very $7,930
2/9/12 10:32 BUY 5 @ESH2 E-MINI S&P 500 1342.00 2/12
18:00
1347.25 Normal $1,243
2/7/12 15:17 SELL 3 @ESH2 E-MINI S&P 500 1344.25 2/8
11:20
1339.00 Low $746
2/1/12 11:45 SELL 5 @ESH2 E-MINI S&P 500 1323.00 2/2
6:12
1319.50 Normal $805

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades31
# Profitable28 (90.3%)
# months tracked25
Profitable months12 (48.0%)
Avg trade duration11.7 days
Annual Return123.6%
Average win$6,418
Average loss$42,370
Profit factor1.4:1
Max peak-to-valley drawdown (historical)69.96%
drawdown periodSept 22, 2011 to Oct 30, 2011
Correlation w/ S&P-0.207
Sharpe ratio0.649
Keep after worst-case slippage 93.6%
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)0.20
Average P/L per unit traded$583.41


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Overview

technical analysis based on different time periods
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.

Subscribers

Subscriber revenue:
$3,500

Model Account Status

Started$20,000
Buy Power$72,600
Cash$72,600
Equity$0
Cumulative $$52,600
Total System Equity$72,600
Margined$0
Open P/L$0


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