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Dux II




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                 (7.2%)+6.7%(5.3%)+7.9%+2.3%
2012+3.4%+1.2%+9.7%+6.4%(3.5%)+4.0%+0.3%(2.5%)+1.0%(3%)(0.9%)(1.5%)
2013(0.3%)(0.7%)(3%)(4.4%)+2.1%                                          
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 Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing, Unclassified
System started 8/11/2011 (22 months ago)
System developer Trade 24
(Last login to C2: 5/21/13 16:56)
C2 Score: 996

Vendor has created 2 other systems. Show



Recently Closed Trades

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System creator requested that closed trades data below be delayed by five days.

Note that the system currently has an open, losing position which is not being displayed to non-subscribers.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
5/15/13 20:24 SELL 1 @EUM3 EUROFX 1.2890 5/16
18:00
1.2886 Low $36
5/15/13 20:35 BUY 1 @ESM3 E-MINI S&P 500 1652.75 5/16
17:19
1649.25 Low ($189)
5/15/13 12:06 SELL 1 @ESM3 E-MINI S&P 500 1655.75 5/15
16:59
1654.75 Low $36
5/15/13 6:09 BUY 1 @EUM3 EUROFX 1.2879 5/15
16:59
1.2889 Low $111
5/13/13 9:51 BUY 1 @YMM3 MINI DOW 15030 5/15
12:06
15246 Low $1,066
5/14/13 3:31 BUY 1 @ESM3 E-MINI S&P 500 1629.00 5/14
9:36
1635.50 Low $311
5/13/13 8:14 SELL 1 @CDM3 CANADIAN DOLLAR 0.9902 5/14
9:25
0.9831 Low $696
5/13/13 20:25 SELL 1 @EUM3 EUROFX 1.3006 5/14
6:00
1.2976 Low $361
5/13/13 3:05 SELL 1 @EUM3 EUROFX 1.2995 5/13
15:58
1.2974 Low $249
5/13/13 5:26 BUY 1 @ESM3 E-MINI S&P 500 1623.00 5/13
8:32
1626.50 Low $161
5/10/13 10:18 BUY 1 @EUM3 EUROFX 1.2977 5/10
15:52
1.2984 Low $74
5/8/13 11:09 SELL 1 @YMM3 MINI DOW 15019 5/10
10:27
15060 Low ($219)
5/7/13 6:56 SELL 1 @CDM3 CANADIAN DOLLAR 0.9955 5/10
8:30
0.9889 Low $646
5/9/13 8:40 BUY 1 @ESM3 E-MINI S&P 500 1625.25 5/9
15:01
1620.25 Low ($264)
5/9/13 5:30 BUY 1 @EUM3 EUROFX 1.3143 5/9
14:07
1.3086 Low ($727)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades929
# Profitable414 (44.6%)
# months tracked22
Profitable months11 (50.0%)
Avg trade duration15.2 hours
Annual return (compounded)14.1%
Average win$556
Average loss$396
Profit factor1.1:1
Max peak-to-valley drawdown (historical)12.73%
drawdown periodSept 17, 2012 to May 10, 2013
Correlation w/ S&P0.003
Sharpe ratio1.11
Keep after worst-case slippage 81.9%
Probabilities of future account loss  
Chance of 10% account loss3.5%
Chance of 20% account loss0.5%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.07
Average P/L per unit traded$28.14


Reviews


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System Description

This is an automated swing system using a basket of futures instruments. All positions use targets and stops. The system uses single entry, no pyramiding down or up. Trades 24 hours/7 days and holds overnights and weekends. The number of subscribers will be limited for liquidity purposes.

Important Notice:

Do not set the auto trader to use more than 1 contract per 100k. Sometimes this system will use up to 75% of the margin requirements.

- 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.

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$5 per profitable trade recommendation Details

This is a pay-for-performance system. You will be charged $5 per trade - but only if a trade is closed at a profit.

Please note that, to determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you made the trades recommended here, nor the trade prices you received. We simply measure the system's hypothetical opening and closing prices here on C2, without factoring in fees or commissions. You will not be charged unless a trade is profitable.



 

Overview

X
AutoTraded
This strategy is being traded in live (not demo) brokerage accounts linked to this site.
Learn more about AutoTrading
Trading various futures: This is an automated swing system using a basket of futures instruments. All positions use targets and stops. The system uses single entry no pyramiding down or up. Trades 24 hours/5 days and holds overnights and weekends.
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

Current subscribers:
5

Subscriber revenue:
$25

Model Account Status

Started$100,000
Buy Power$124,700
Cash$1
Equity$1
Cumulative $$26,499
Total System Equity$126,499
Margined$1
Open P/L($38)
System vendor has delayed data by 5 days for non-subs.


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