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PTQQS 2.0.B The Aftermath




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                                             +39.0%
2012  -    -    -    -    -    -    -    -    -    -    -    -  
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 Technical analysis, Volatility trading, Arbitrage, Market timing, Unclassified
System started 12/11/2011 (18 months ago)
System developer BWO, KCCM, KCSE, CVIM
(Last login to C2: 10/15/12 21:35)
C2 Score: 769

Vendor has created 9 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
12/12/11 16:32 SELL 350 @NQH2 E-MINI NASDAQ 100 2290.75 12/13
15:27
2266.75 Extreme $163,114
12/11/11 18:00 SELL 570 @NQH2 E-MINI NASDAQ 100 2315.00 12/12
14:27
2295.05 High $219,443

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades2
# Profitable2 (100.0%)
# months tracked18
Profitable months1 (5.6%)
Avg trade duration21.7 hours
Annual return (compounded)25.7%
Average win$197,700.00
Average loss$0.00
Profit factorn/a
Max peak-to-valley drawdown (historical)11.19%
drawdown periodDec 12, 2011 to Dec 13, 2011
Correlation w/ S&P-0.153
Sharpe ratio1.92
Keep after worst-case slippage 100.0%
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)1.69
Average P/L per unit traded$439.47


Reviews


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System Description

PTQQS 2.0.B The Aftermath

- 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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Overview

PTQQS 2.0.B The Aftermath
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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$1,000,000
Buy Power$1,395,400
Cash$1,395,400
Equity$0
Cumulative $$395,400
Total System Equity$1,395,400
Margined$0
Open P/L$0


System Forum

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The Aftermath
Financial Scientist at 12/15/11 19:38ET

All right. I made 39% and boosted my c2 score to its level of 748 today. I did this because both trades were significantly in my favor, a...

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