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Beetlejuice




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                                        -  (74.4%)
2012(180.3%)(125.2%)  -    -    -  (38.1%)  -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing, Unclassified
System started 11/30/2011 (18 months ago)
System developer Quant
(Last login to C2: 2/20/12 14:49)
C2 Score: 66

The name of this system has been changed 2 times. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/26/12 9:05 BUY 6 QCLH2 CRUDE OIL 101.12 2/21
9:02
103.25 Extreme $12,696
1/26/12 3:56 SELL 6 QCLH2 CRUDE OIL 99.53 1/26
9:05
101.12 Extreme ($9,624)
1/25/12 14:03 BUY 2 XGH2 DAX INDEX 6451 1/26
3:56
6448.50 Normal ($192)
1/24/12 15:35 BUY 2 XGH2 DAX INDEX 6423 1/24
15:49
6422 Low ($93)
1/24/12 6:31 SELL 2 XGH2 DAX INDEX 6356 1/24
7:32
6375 Normal ($1,264)
1/23/12 10:04 BUY 6 QCLH2 CRUDE OIL 99.62 1/24
6:30
99.09 Very ($3,264)
1/19/12 13:04 SELL 6 QCLH2 CRUDE OIL 100.53 1/23
10:04
99.62 High $5,376
1/19/12 13:02 SELL 12 QCLG2 CRUDE OIL 100.29 1/19
13:02
100.28 n/a ($48)
1/19/12 10:52 BUY 12 QCLG2 CRUDE OIL 101.57 1/19
13:02
100.29 Extreme ($15,528)
1/18/12 13:53 SELL 14 QCLG2 CRUDE OIL 100.48 1/19
10:52
101.56 Extreme ($15,315)
1/18/12 7:50 BUY 14 QCLG2 CRUDE OIL 101.49 1/18
13:53
100.48 Extreme ($14,335)
1/18/12 5:06 SELL 14 QCLG2 CRUDE OIL 100.97 1/18
5:47
101.50 High ($7,615)
1/18/12 5:02 BUY 14 QCLG2 CRUDE OIL 101.04 1/18
5:06
100.97 Low ($1,175)
1/18/12 4:48 SELL 14 QCLG2 CRUDE OIL 100.92 1/18
5:02
101.04 Normal ($1,855)
1/18/12 3:19 SELL 18 QCLG2 CRUDE OIL 100.74 1/18
4:47
100.96 High ($4,151)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades316
# Profitable135 (42.7%)
# months tracked19
Profitable months
Avg trade duration5.2 hours
Annual return (compounded)-49.2%
Average win$2,422
Average loss$2,157
Profit factor0.8:1
Max peak-to-valley drawdown (historical)98.61%
drawdown periodJan 13, 2012 to Feb 02, 2012
Correlation w/ S&P-0.023
Sharpe ratio-0.734
Keep after worst-case slippage 100.0%
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)-0.11
Average P/L per unit traded($18.70)


Reviews


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System Description

WARNING: NEVER ALLOCATE TO THIS STRATEGY MORE THAN 10% OF YOUR GLOBAL ASSETS

Absolute Return Focused

Not Buy and Hold

Risk and Money Management modeled

- 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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$95 per week, only if profitable Details

This is a pay-for-performance system. Subscriptions cost $95 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

Basket of different futures. May keep Overnight
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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$36,592
Cash$36,592
Equity$0
Cumulative $($63,407)
Total System Equity$36,592
Margined$0
Open P/L$0


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