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Emerald Bay




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                        +3.0%(1.2%)+9.9%+10.4%
2012+16.9%+6.6%(7.5%)(7%)+5.5%+6.2%+0.9%+2.9%(4.9%)  -    -    -  
2013  -    -    -    -    -                                            
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 Mostly Futures; (some forex)
Strategies Unclassified
System started 9/8/2011 (21 months ago)
System developer TKF
(Last login to C2: 5/16/13 11:53)
C2 Score: 568



Recently Closed Trades

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System creator requested that closed trades data below be delayed by 5 hours.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/4/12 10:01 BUY 3 @EUU2 EUROFX 1.2588 9/4
19:37
1.2546 Normal ($1,617)
9/2/12 22:53 BUY 3 @EUU2 EUROFX 1.2582 9/3
11:00
1.2586 Normal $108
8/30/12 1:06 BUY 1 @EUU2 EUROFX 1.2547 8/30
2:31
1.2549 Low $11
8/28/12 20:28 SELL 1 @EUU2 EUROFX 1.2559 8/29
3:41
1.2539 Low $236
8/20/12 11:21 BUY 1 @ADU2 AUSTRALIAN DOLLAR 1.0429 8/20
21:41
1.0450 Low $196
8/15/12 20:30 BUY 2 @ADU2 AUSTRALIAN DOLLAR 1.0484 8/16
12:11
1.0490 Normal $92
8/15/12 20:31 BUY 1 @EUU2 EUROFX 1.2308 8/16
9:10
1.2334 Normal $311
8/9/12 16:06 BUY 1 @BPU2 BRITISH POUND 1.5635 8/10
3:22
1.5598 Low ($245)
8/8/12 10:49 BUY 1 @ADU2 AUSTRALIAN DOLLAR 1.0531 8/8
21:30
1.0553 Low $206
8/7/12 14:12 SELL 1 @EUU2 EUROFX 1.2419 8/7
15:28
1.2414 Low $49
8/6/12 7:54 BUY 3 @ADU2 AUSTRALIAN DOLLAR 1.0521 8/6
10:05
1.0528 Low $168
8/1/12 22:11 BUY 3 @ADU2 AUSTRALIAN DOLLAR 1.0437 8/2
4:19
1.0443 Low $138
7/30/12 14:43 BUY 3 @BPU2 BRITISH POUND 1.5705 7/30
18:48
1.5708 Low $14
7/24/12 22:02 BUY 1 @ADU2 AUSTRALIAN DOLLAR 1.0172 7/24
23:17
1.0181 Low $76
7/18/12 10:56 BUY 1 @EUU2 EUROFX 1.2276 7/18
13:38
1.2278 Low $11

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades168
# Profitable144 (85.7%)
# months tracked21
Profitable months9 (42.9%)
Avg trade duration7.8 hours
Annual return (compounded)35.2%
Average win$198
Average loss$633
Profit factor1.9:1
Max peak-to-valley drawdown (historical)14.16%
drawdown periodFeb 14, 2012 to April 30, 2012
Correlation w/ S&P0.004
Sharpe ratio1.581
Keep after worst-case slippage 94.7%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.19
Average P/L per unit traded$29.77


Reviews


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System Description

Emerald Bay is an objective rule-based model with an element of discretion (2%). A protective stop is always placed for an open position. Trade duration varies from minutes to hours depending on market conditions.
Effective 7/16/12, the system will not be using cost averaging at all.

- 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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$58 per week, only if profitable Details

This is a pay-for-performance system. Subscriptions cost $58 at the end of each week, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.



 

Overview

Emerald Bay currently trades only currency futures.
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$20,000
Buy Power$33,349
Cash$1
Equity$1
Cumulative $$13,349
Total System Equity$33,349
Margined$1
Open P/L$0
System vendor has delayed data by 5 hours for non-subs.


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