Hypothetical Monthly Returns (includes typical commissions and system fees)
|2012||(7.7%)|| - || - || - || - || - || - || - || - || - || - || - |
|2013|| - || - || - || - || - || || || || || || || |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
||Mostly Forex; (some futures)
||Buy undervalue, Sell overvalue, Technical analysis
||1/2/2012 (17 months ago)
(Last login to C2: 2/1/12 5:02)
C2 Score: 120
The name of this system has been changed 1 time. Show
|Status||This system is no longer supported.|
What is the C2 Score?
Collective2 rates every trading system creator in its database and assigns a score between 100 and 1000.
In general, a rating above 500 is good. A rating above 700 is excellent.
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary, but there are several key variables that go into the Collective2 Rating.
One of the most important factors is the length of time we have been able to observe the performance of the trader.
Another key factor is the amount by which the trader over-performs or under-performs the S&P 500 index.
Finally, the choppiness of the trader's results is taken into account. Certainly a more consistent system creator will be rated more highly than a system creator with erratic results.
Recently Closed Trades CSVHide NamesDetails
System creator requested that closed trades data below be delayed by 1 hour.
|Hypothetical Trading Results|
|Opened ET||B/S||#||Symbol|| ||Price||Closed||Price||Risk||P/L|
||US T-NOTE 10 YR
<< More recent
|All Statistics Based on Hypothetical Results|
|# Profitable||1 (20.0%)|
|# months tracked||17|
|Avg trade duration||20.6 hours|
|Annual return (compounded)||-4.5%|
|Max peak-to-valley drawdown (historical)||11.56%|
|drawdown period||Jan 06, 2012 to Jan 23, 2012|
|Correlation w/ S&P||0.028|
|Keep after worst-case slippage ||100.0%|
|Probabilities of future account loss || |
|Chance of 10% account loss||4.9%|
|Chance of 20% account loss||0.0%|
|Chance of 30% account loss||0.0%|
|Chance of 50% account loss||0.0%|
|Chance of 100% account loss||0.0%|
|Average Profit to Drawdown (APD)||-0.43|
|Average P/L per unit traded||($438.00)|
No reviews have been written yet.
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.
Subscribe to System
|$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.
A combination of macro drivers interest rate differential and time-at-price techninal studies
- 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
|Total System Equity||$4,688|
|Open P/L||$0 |
|System vendor has delayed data by one hour for non-subs.|
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