Loading historical trade record for EUR Macro...


EUR Macro




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012(7.7%)  -    -    -    -    -    -    -    -    -    -    -  
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 Mostly Forex; (some futures)
Strategies Buy undervalue, Sell overvalue, Technical analysis
System started 1/2/2012 (17 months ago)
System developer Hazlebury
(Last login to C2: 2/1/12 5:02)
C2 Score: 120

The name of this system has been changed 1 time. Show
StatusThis system is no longer supported.



Recently Closed Trades

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

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/23/12 3:17 SELL 4 EUR/GBP 0.83170 1/23
5:38
0.83200 Normal ($23)
1/18/12 11:33 BUY 1 @TYH2 US T-NOTE 10 YR 131 27/64 1/19
10:37
130 63/64 High ($452)
1/11/12 10:11 SELL 4 EUR/USD 1.26800 1/11
11:02
1.26907 Low ($47)
1/4/12 7:06 SELL 2 EUR/GBP 0.83210 1/6
7:06
0.82600 Low $187
1/2/12 11:38 BUY 3 EUR/GBP 0.83384 1/3
16:13
0.83383 Low ($4)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades5
# Profitable1 (20.0%)
# months tracked17
Profitable months
Avg trade duration20.6 hours
Annual return (compounded)-4.5%
Average win$188
Average loss$125
Profit factor0.4:1
Max peak-to-valley drawdown (historical)11.56%
drawdown periodJan 06, 2012 to Jan 23, 2012
Correlation w/ S&P0.028
Sharpe ratio-1.338
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss4.9%
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)-0.43
Average P/L per unit traded($438.00)


Reviews


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System Description

The strategy is 80% technical drivers and 20% fundamental drivers. The fundamental driver is largely based on interest rate differential expectations. The technical driver is based on upon Market Profile theory, using time-at-price to detect either rangebound (balanced) phases or breakout (imbalanced) phases. I use an element fo discretion when placing stops. The strategy is extremely conservative and very unleveraged at the moment as you can see from the margin usage.

- 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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$50 per week, only if profitable Details

This is a pay-for-performance system. Subscriptions cost $50 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

A combination of macro drivers interest rate differential and time-at-price techninal studies
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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$5,000
Buy Power$4,688
Cash$1
Equity$1
Cumulative $($311)
Total System Equity$4,688
Margined$1
Open P/L$0
System vendor has delayed data by one hour for non-subs.


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