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System 69789319




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012+30.9%(67.4%)(87.7%)(12.2%)(516%)(1594.6%)  -    -    -    -    -    -  
2013  -    -    -    -    -                                            
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 Mostly Futures; (some stocks, options)
Strategies Technical analysis, Market timing
System started 1/18/2012 (16 months ago)
System developer RationalWealthManagement.com
(Last login to C2: 5/19/13 11:51)
C2 Score: 988

Vendor has created 60 other systems. Show
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 seven days.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
6/23/12 9:00 BUY 1,617,160 FAS DIREXION DF BULL 3X 28.00 6/25
10:23
26.40 Extreme ($2,613,334)
6/23/12 9:00 BUY 357,000 SPY STANDARD & POOR'S DEPOSITARY 133.00 6/25
10:23
131.26 Extreme ($628,322)
6/23/12 9:01 BUY 14,000 TNA DIREXION SHRS SML BLL 3X 24.00 6/25
9:48
23.57 Low ($6,300)
6/23/12 9:00 BUY 7,000 UNG US NATURAL GAS FUND ETF 18.00 6/25
9:47
18.70 n/a $4,760
6/23/12 9:01 BUY 1,750 TBT PROSHS ULTSHRT US TR ETF 60.00 6/25
9:47
62.08 n/a $3,605
6/22/12 12:01 BUY 70 TNA1222F48 TNA Jun12 48 call (exp 06/22/2012) 0.90 6/23
9:01
0.00 Low ($6,367)
6/22/12 12:50 BUY 70 TBT1222F15 TBT Jun12 15 call (exp 06/22/2012) 0.87 6/23
9:01
0.00 Low ($6,157)
6/22/12 11:33 BUY 70 UNG1222F18 UNG Jun12 18 call (exp 06/22/2012) 0.29 6/23
9:00
0.00 Low ($2,097)
6/22/12 11:06 BUY 2,100 FAZ1222R24 FAZ Jun12 24 put (exp 06/22/2012) 0.06 6/23
9:00
0.00 Normal ($13,965)
6/22/12 10:25 BUY 5,390 FAS1222F84 FAS Jun12 84 call (exp 06/22/2012) 0.36 6/23
9:00
0.00 Extreme ($196,781)
6/22/12 10:15 BUY 3,570 SPY1222F133 SPY Jun12 133 call (exp 06/22/2012) 0.29 6/23
9:00
0.00 Extreme ($106,502)
6/22/12 12:23 BUY 210 FAS DIREXION DF BULL 3X 27.63 6/22
12:24
27.61 Low ($8)
6/21/12 9:58 BUY 2,590 AGQ1222R38 AGQ Jun12 38 put (exp 06/22/2012) 0.51 6/22
10:05
1.41 Extreme $228,579
6/20/12 11:17 BUY 3,360 FXI1222R33.5 FXI Jun12 33.50 put (exp 06/22/2012) 0.17 6/22
9:55
0.94 High $250,866
6/20/12 11:25 BUY 5,990 SCO PROSHARE TR UTRASHT CRD 53.78 6/20
13:16
54.18 Low $2,276

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades3,953
# Profitable1,343 (34.0%)
# months tracked17
Profitable months1 (5.9%)
Avg trade duration1.1 days
Annual return (compounded)0.0%
Average win$3,226
Average loss$3,132
Profit factor0.5:1
Max peak-to-valley drawdown (historical)100%
drawdown periodJune 17, 2012 to Dec 21, 2012
Correlation w/ S&P0.006
Sharpe ratio-1.244
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss10.0%
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)-0.37
Average P/L per unit traded($14.19)


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Overview

None provided. (Contact System Developer)

Model Account Status

Started$1,000,000
Buy Power($2,842,580)
Cash$1
Equity$1
Cumulative $($3,842,580)
Total System Equity($2,842,580)
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


System Forum

All
Position Sizing for this system
Pal Anand at 1/28/12 14:02ET

Yes, in fact I would apply it to any and all systems at C2 and YF, though at YF we still do not have the ability to plot it on the equity cu...

Position Sizing for this system
Sridhar Avula at 1/28/12 13:35ET

Does the 30/10 DMA cross-over rule applies to this system as well?

Position Sizing for this system
Pal Anand at 1/28/12 12:20ET

Here is a question asked by a potential subscriber and my reply below: I have been following you on C2 for a while and most recently on Y...

Crowd Opinion

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