HELIUM II
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 +9.0% +32.4% (44.9%) +7.1% +25.1% +0.9% +14.6% (0.8%) (7.2%) (6.5%) (8.3%) (14.1%) 2013 +57.3% (52.6%) (48.7%) (6.4%) +25.7%
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 500 days.
Instruments
Futures
Strategies
Unclassified
System started
1/3/2012 (17 months ago)
System developer
EMI Ltd. 997 Vendor has created 6 other systems. Show
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Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/16/13 5:51
SELL
1
@CCN3
COCOA 2314
5/17
2302 Low $106
5/16/13 5:52
SELL
1
@SBN3
Sugar #11 16.93
5/17
16.83 Low $98
5/16/13 5:52
SELL
1
QNGN3
Natural Gas 4.125
5/17
3.985 Low $1,386
5/16/13 5:52
SELL
1
QHOM3
Heating Oil 2.8684
5/17
2.9020 High ($1,425)
5/16/13 5:52
BUY
1
QCLN3
CRUDE OIL 93.80
5/17
95.24 Low $1,426
5/16/13 5:51
BUY
1
QGCM3
Gold 100 oz 1373
5/17
1379.60 Low $646
5/16/13 5:50
SELL
1
@LEM3
LIVE CATTLE 120.25
5/17
120 Low $86
5/16/13 5:50
SELL
1
@SN3
SOYBEANS 1415 3/4
5/17
1434 Normal ($927)
5/16/13 5:50
SELL
1
@CN3
CORN 649 1/4
5/17
644 Low $249
5/13/13 4:59
BUY
1
QHOM3
Heating Oil 2.8889
5/16
2.8684 Very ($875)
5/15/13 5:02
SELL
1
QCLN3
CRUDE OIL 93.76
5/16
93.80 Normal ($54)
5/10/13 2:57
BUY
1
@SBN3
Sugar #11 17.54
5/16
16.93 Normal ($697)
5/10/13 2:56
SELL
1
QGCM3
Gold 100 oz 1459.50
5/16
1373 Low $8,636
5/15/13 5:01
SELL
1
@LBN3
Random Length Lumber Globex 325.10
5/16
324 Low $107
5/15/13 5:01
BUY
1
@HEM3
LEAN HOGS 92.900
5/16
92.225 Low ($284)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/16/13 5:51
SELL
1
@CCN3
COCOA
2314
5/17
2302 Low $106
5/16/13 5:51
STO
1
@CCN3
2314
5/17/13 4:00
BTC
1
@CCN3
2302
5/16/13 5:52
SELL
1
@SBN3
Sugar #11
16.93
5/17
16.83 Low $98
5/16/13 5:52
STO
1
@SBN3
16.93
5/17/13 1:30
BTC
1
@SBN3
16.83
5/16/13 5:52
SELL
1
QNGN3
Natural Gas
4.125
5/17
3.985 Low $1,386
5/16/13 5:52
STO
1
QNGN3
4.125
5/17/13 0:20
BTC
1
QNGN3
3.985
5/16/13 5:52
SELL
1
QHOM3
Heating Oil
2.8684
5/17
2.9020 High ($1,425)
5/16/13 5:52
STO
1
QHOM3
2.8684
5/17/13 0:20
BTC
1
QHOM3
2.9020
5/16/13 5:52
BUY
1
QCLN3
CRUDE OIL
93.80
5/17
95.24 Low $1,426
5/16/13 5:52
BTO
1
QCLN3
93.80
5/17/13 0:20
STC
1
QCLN3
95.24
5/16/13 5:51
BUY
1
QGCM3
Gold 100 oz
1373
5/17
1379.60 Low $646
5/16/13 5:51
BTO
1
QGCM3
1373
5/17/13 0:19
STC
1
QGCM3
1379.60
5/16/13 5:50
SELL
1
@LEM3
LIVE CATTLE
120.25
5/17
120 Low $86
5/16/13 5:50
STO
1
@LEM3
120.25
5/17/13 0:19
BTC
1
@LEM3
120
5/16/13 5:50
SELL
1
@SN3
SOYBEANS
1415 3/4
5/17
1434 Normal ($927)
5/16/13 5:50
STO
1
@SN3
1415 3/4
5/17/13 0:19
BTC
1
@SN3
1434
5/16/13 5:50
SELL
1
@CN3
CORN
649 1/4
5/17
644 Low $249
5/16/13 5:50
STO
1
@CN3
649 1/4
5/17/13 0:18
BTC
1
@CN3
644
5/13/13 4:59
BUY
1
QHOM3
Heating Oil
2.8889
5/16
2.8684 Very ($875)
5/13/13 4:59
BTO
1
QHOM3
2.8889
5/16/13 5:52
STC
1
QHOM3
2.8684
5/15/13 5:02
SELL
1
QCLN3
CRUDE OIL
93.76
5/16
93.80 Normal ($54)
5/15/13 5:02
STO
1
QCLN3
93.76
5/16/13 5:51
BTC
1
QCLN3
93.80
5/10/13 2:57
BUY
1
@SBN3
Sugar #11
17.54
5/16
16.93 Normal ($697)
5/10/13 2:57
BTO
1
@SBN3
17.54
5/16/13 5:51
STC
1
@SBN3
16.93
5/10/13 2:56
SELL
1
QGCM3
Gold 100 oz
1459.50
5/16
1373 Low $8,636
5/10/13 2:56
STO
1
QGCM3
1459.50
5/16/13 5:51
BTC
1
QGCM3
1373
5/15/13 5:01
SELL
1
@LBN3
Random Length Lumber Globex
325.10
5/16
324 Low $107
5/15/13 5:01
STO
1
@LBN3
325.10
5/16/13 5:50
BTC
1
@LBN3
324
5/15/13 5:01
BUY
1
@HEM3
LEAN HOGS
92.900
5/16
92.225 Low ($284)
5/15/13 5:01
BTO
1
@HEM3
92.900
5/16/13 5:50
STC
1
@HEM3
92.225
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 1,000 # Profitable 477 (47.7%) # months tracked 17 Profitable months 8 (47.1%) Avg trade duration 6.7 days Annual return (compounded) -17.5% Average win $1,532 Average loss $1,420 Profit factor 1.0:1 Max peak-to-valley drawdown (historical) 100% drawdown period March 18, 2013 to March 18, 2013 Correlation w/ S&P -0.065 Sharpe ratio -0.263 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 100.0%
Chance of 50% account loss 1.0% Chance of 100% account loss 1.0% Average Profit to Drawdown (APD) -0.02 Average P/L per unit traded ($30.71)
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There is a free trial period of 5 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 $299 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.)
Want to see for yourself how easy it is to use Collective2 AutoTrading?
We'll set up a simulated brokerage account, fund it with $100,000 imaginary dollars, and start you AutoTrading HELIUM II for free.Let's do it!
Commodity mean reversion
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.
Model Account Status Started $50,000 Buy Power $14,000 Cash $33,317 Equity $5,022 Cumulative $ ($11,660) Total System Equity $38,339 Margined $24,339 Open P/L $5,022
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