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(64359398)




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                 +13.3%+9.3%+4.7%(33.9%)+5.2%
2012+36.6%(12%)+16.2%+11.9%(9.1%)+2.1%(4.3%)+70.4%+3.5%+1.6%+1.1%+6.8%
2013+0.7%(32.2%)+8.2%(4.1%)+45.9%                                          
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 Stocks, Futures
Strategies Buy undervalue, Sell overvalue, Market timing
System started 8/8/2011 (22 months ago)
System developer Username
(Last login to C2: 5/19/13 19:25)
C2 Score: 266

Vendor has created 11 other systems. Show
The name of this system has been changed 1 time. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVHide NamesDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
11/9/11 11:30 BUY 600 TM TOYOTA MOTOR CORP ADS 64.52 11/21
10:35
61.50 Normal ($1,824)
8/8/11 13:06 SELL 1 QGCZ1 Gold 100 oz 1717.60 11/21
10:35
1702.50 High $1,496
8/31/11 16:33 SELL 1 @TYZ1 US T-NOTE 10 YR 128 59/64 11/21
10:35
130 41/64 Normal ($1,733)
8/10/11 13:22 SELL 1 @TYU1 US T-NOTE 10 YR 130 17/64 9/21
9:03
131 27/64 Low ($1,170)
8/8/11 13:18 SELL 1 @SFU1 SWISS FRANC 1.3292 9/19
9:19
1.1315 High $24,699

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades8
# Profitable4 (50.0%)
# months tracked22
Profitable months16 (72.7%)
Avg trade duration255.9 days
Annual return (compounded)67.1%
Average win$47,930
Average loss$6,846
Profit factor7.1:1
Max peak-to-valley drawdown (historical)42.89%
drawdown periodSept 26, 2011 to Dec 20, 2011
Correlation w/ S&P0.240
Sharpe ratio0.868
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss50.0%
Chance of 20% account loss41.2%
Chance of 30% account loss11.8%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)2.74
Average P/L per unit traded$4,669.00
Sum of dividends and cash expir. in model account$750


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Overview

Trades stocks and futures contrary to massive held consensus thinking.
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- 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$186,985
Cash$44,185
Equity$142,800
Cumulative $*$165,085
Dividends Itemized
Total System Equity$265,085
Margined$0
Open P/L$142,800


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