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German Index Future (FDAX) - Timezone -




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012+7.7%+9.2%+1.1%+7.6%(2.3%)(7.4%)+6.6%(4.1%)+1.6%+6.0%+0.4%(2%)
2013(9.3%)+0.2%+3.5%+1.6%+15.4%                                          
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 Volatility trading, Market timing
System started 1/2/2012 (17 months ago)
System developer German Trading System
(Last login to C2: 5/24/13 3:26)
C2 Score: 996

Vendor has created 2 other systems. Show
The name of this system has been changed 2 times. Show



Recently Closed Trades

CSVDetails


System creator requested that closed trades data below be delayed by 1 hour.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
5/23/13 11:05 BUY 4 XGM3 DAX INDEX 8324.50 5/23
11:24
8353.12 Low $3,642
5/21/13 6:16 BUY 4 XGM3 DAX INDEX 8427.50 5/21
9:54
8469.38 Low $5,333
5/17/13 2:02 BUY 3 XGM3 DAX INDEX 8356 5/17
5:54
8384.50 Normal $2,711
5/15/13 2:00 SELL 2 XGM3 DAX INDEX 8346.75 5/15
5:51
8348.50 Low ($141)
5/10/13 3:35 SELL 2 XGM3 DAX INDEX 8348.75 5/10
4:00
8341.50 Low $445
5/9/13 10:28 BUY 1 XGM3 DAX INDEX 8252 5/9
12:38
8264 Low $379
5/8/13 3:28 BUY 3 XGM3 DAX INDEX 8195.17 5/8
6:03
8215.17 Low $1,929
5/6/13 2:03 SELL 3 XGM3 DAX INDEX 8129 5/6
13:02
8121.83 Low $661
4/29/13 5:04 SELL 3 XGM3 DAX INDEX 7850 4/29
12:24
7852.50 Low ($287)
4/25/13 2:00 SELL 1 XGM3 DAX INDEX 7770.50 4/25
4:15
7761.50 Low $279
4/24/13 2:00 SELL 3 XGM3 DAX INDEX 7678 4/24
9:28
7721.50 Normal ($4,280)
4/19/13 9:39 BUY 3 XGM3 DAX INDEX 7492.33 4/22
3:03
7485 Low ($761)
4/19/13 5:24 SELL 1 XGM3 DAX INDEX 7503.50 4/19
8:15
7480 Low $757
4/18/13 7:46 SELL 1 XGM3 DAX INDEX 7541.50 4/18
9:39
7502 Low $1,275
4/16/13 9:46 SELL 1 XGM3 DAX INDEX 7722 4/17
3:45
7674 Low $1,567

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades200
# Profitable135 (67.5%)
# months tracked17
Profitable months12 (70.6%)
Avg trade duration2.2 hours
Annual return (compounded)34.7%
Average win$913
Average loss$1,263
Profit factor1.5:1
Max peak-to-valley drawdown (historical)15.62%
drawdown periodNov 19, 2012 to Feb 12, 2013
Correlation w/ S&P-0.099
Sharpe ratio2.163
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss9.5%
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$129.84


Reviews


 
June 18, 2012 from AutoTrader

I am getting second thoughts now about the system. On 6/18/12 DAX opened with a large upside gap. Shortly afterwards system entered long when it looked like DAX was already trying to fill the gap which is what you normally would expect. Nevertheless system added two more contracts to the losing position which resulted in the largest loss so far, larger than any single trade profit. Vendor says he uses 5% discretion, this was a case where he should have intervened early on - where was he?

 
June 18, 2012 from AutoTrader

Not worth $500 per month. Also not worth $1000 per month, which is what he charges for "Timezone 1" and "Timezone 2" together, which are apparently the SAME system but traded during different time zones, get it?

System Description

Name: German Index Future (FDAX) - Timezone -
Type: shortterm intraday trading
Position: long/short
Pyramid: yes
Enter: 8:00 am - 6:00 pm (Central European Time)
Exit: 8:00 am - 10:00 pm (Central European Time)
Ordertyp: market
Stop: dynamic stop, time stop, stop loss and other
Underlying: German Index Future (FDAX)
Market: EUREX
Symbol: DAX / XG (25.- Euro per point)
Intraday initial margin: 8.375 Euro per contract
Minimum movement: 0.5 point (12,50.- Euro)

Note:
- Maximum subscribers allowed: 10
- Trades between 1 and 4 contract of FDAX
- 100% automated, no manual intervention
- Initial stoploss are pre-determined
- Minimum capital are 10.000$ each contract
- Signals are sent to C2 via investox platform
- Expect drawdown of $1.5-1.8K each contract
- Portfolio money-/riskmanagement (12 single systems in one)
- Backtesting over 7 years
- System optimize every six month with newest data

Highlight:
3/15/13 - Systems with new Timezone 8:00 am - 6:00 pm
(Central European Time) was started
4/17/13 - Highest win ever ($ 1,575), with one contract

How to trade German Index Future:
Please understand that trade drawn downs and losses are expected,common,
and unavoidable. Please be diligent in reviewing this system (or any system).

Copyright notice:
A subscription to German Index Future (FDAX) - Timezone -
entitles one (1) person, the subscriber, to take the trades in
his own accounts. If you are sharing your account, or any
information from this site with others or trading others
accounts based on these signals, you are in violation of
copyright laws, subject to a penalty of up to $150,000 per
incident. In other words, do NOT share any trade signals or
commentary with anyone else. If you are trading others
accounts you must sign them up as well.

DISCLAIMER:
Past performance is no guarantee of future results.

- 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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14-day free trial, then $249 per month Details

There is a free trial period of 14 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, you will be charged $249 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.

 

Overview

German Index Future (FDAX) - Timezone -
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:
1

Subscriber revenue:
$16,441

Model Account Status

Started$80,000
Buy Power$121,192
Cash$1
Equity$1
Cumulative $$41,191
Total System Equity$121,191
Margined$1
Open P/L$0
System vendor has delayed data by one hour for non-subs.


System Forum

All
Bad performance, but i make no trade?
- Ben - at 10/18/12 17:22ET

Ahh, thank you for clarification :-) Cheers Bernd

Bad performance, but i make no trade?
Matthew Klein at 10/18/12 16:31ET

I think you misunderstand. The system-developer fees (i.e. the every-six-month fee you pay to publish your system on C2) are not included in...

Bad performance, but i make no trade?
- Ben - at 10/18/12 16:26ET

Thank you for the quick respond! But this regulatory seams to be senseless for C2 model accounts, above all the fees are not burden to th...

Bad performance, but i make no trade?
Matthew Klein at 10/18/12 16:14ET

U.S. regulators require it.

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