Parcours Commodities
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | - | +6.6% | (12.3%) | +13.7% | ||||||||
| 2012 | +1.8% | +1.3% | +10.7% | +8.6% | (1.2%) | +4.0% | +3.7% | +7.6% | +7.9% | (0.3%) | +2.7% | +4.8% |
| 2013 | +8.8% | (3.4%) | (5%) | - | +4.5% |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Spreads, Market timing |
| System started | 9/29/2011 (20 months ago) |
| System developer |
Parcours Investments 
(Last login to C2: 5/22/13 4:34) C2 Score: 999  Vendor has created 3 other systems. Show |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/17/13 12:57 | BUY | 3 | @SMN3 | SOYBEAN MEAL | 421.8 | 5/21 3:15 |
433.7 | Low | $3,543 |
| 5/17/13 12:57 | SELL | 3 | @BON3 | SOYBEAN OIL | 49.56 | 5/21 3:14 |
49.27 | Low | $476 |
| 5/15/13 13:33 | SELL | 3 | @WN3 | WHEAT | 695 1/4 | 5/20 10:01 |
685 3/4 | Low | $1,392 |
| 5/15/13 13:32 | BUY | 3 | @CN3 | CORN | 652 3/4 | 5/20 10:01 |
652 2/4 | Normal | ($67) |
| 5/8/13 10:38 | BUY | 4 | @HEV3 | LEAN HOGS | 81.481 | 5/14 14:49 |
81.254 | Normal | ($419) |
| 5/8/13 10:38 | SELL | 4 | @HEN3 | LEAN HOGS | 91.537 | 5/14 14:48 |
92.504 | Normal | ($1,603) |
| 5/8/13 10:07 | SELL | 1 | @BON3 | SOYBEAN OIL | 49.35 | 5/10 10:57 |
48.82 | Low | $304 |
| 5/8/13 10:06 | BUY | 1 | @SMN3 | SOYBEAN MEAL | 408.5 | 5/10 10:57 |
416.8 | Low | $812 |
| 4/23/13 13:03 | SELL | 3 | @LEQ3 | LIVE CATTLE | 121.63 | 4/29 10:43 |
122.66 | Low | ($1,282) |
| 4/23/13 13:03 | BUY | 3 | @GFQ3 | FEEDER CATTLE | 148.23 | 4/29 10:43 |
149.88 | Low | $2,429 |
| 4/22/13 14:15 | BUY | 3 | @HEV3 | LEAN HOGS | 80.172 | 4/25 12:34 |
81.292 | Low | $1,301 |
| 4/22/13 14:15 | SELL | 3 | @HEN3 | LEAN HOGS | 89.615 | 4/25 12:33 |
92.071 | Normal | ($2,989) |
| 4/16/13 13:03 | SELL | 2 | @BON3 | SOYBEAN OIL | 49.00 | 4/22 14:12 |
49.21 | Low | ($283) |
| 4/16/13 13:03 | BUY | 2 | @SMN3 | SOYBEAN MEAL | 397.3 | 4/22 14:12 |
402.9 | Low | $1,101 |
| 4/16/13 13:33 | SELL | 1 | QRBU3 | RBOB Gasoline | 2.6866 | 4/22 14:12 |
2.6750 | Low | $475 |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 327 |
| # Profitable | 172 (52.6%) |
| # months tracked | 21 |
| Profitable months | 14 (66.7%) |
| Avg trade duration | 8.1 days |
| Annual return (compounded) | 55.5% |
| Average win | $2,224 |
| Average loss | $2,122 |
| Profit factor | 1.2:1 |
| Max peak-to-valley drawdown (historical) | 22.15% |
| drawdown period | May 15, 2012 to May 28, 2012 |
| Correlation w/ S&P | -0.010 |
| Sharpe ratio | 2.109 |
| Keep after worst-case slippage | 98.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 47.5% |
| Chance of 20% account loss | 19.0% |
| Chance of 30% account loss | 4.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.08 |
| Average P/L per unit traded | $72.15 |
Reviews
This commodity spread system has been on C2 now for one year and vendor trades it in his own account since March 11. One can see it has a very nice performance and equity curve. C2 does not take into account the reduced margin for spread systems so in your brokerage account you need less capital and your real return on necessary capital will be much higher than shown on C2. Why not 5 stars? In my book there is no system on C2 yet which qualifies for it, it would have to show a good performance history with reasonable draw downs thru bull and bear markets and be at least 5 years old.
System Description
We follow strict rule for position size, take profits and stop losses.
- 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.
