Investments test

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012	+2.8%	(18.3%)	(27%)	+6.6%	+193.5%	(178.4%)	-	-	-	-	-	-
2013	-	-	-	-	-	-

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Technical Analysis: Moving Average daysX

Instruments

Futures

Strategies

Technical analysis, Volatility trading, Market timing, Unclassified

System started

1/25/2012 (17 months ago)

System developer

Arceus Investments Ltd.

(Last login to C2: 5/13/13 7:00)
C2 Score: 137

Vendor has created 2 other systems. Show
The name of this system has been changed 3 times. Show

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
6/28/12 10:09	SELL	310	@TFSU2	Emini Russell	764.47	6/28 16:27	772	Extreme	($237,828)
6/20/12 22:24	SELL	435	@TFSU2	Emini Russell	763.11	6/27 10:17	762.83	Extreme	$6,116
6/12/12 4:05	SELL	12	XGU2	DAX INDEX	6187.96	6/27 10:16	6186.92	Extreme	$222
6/26/12 4:00	SELL	3	@CCU2	COCOA	2130	6/26 13:40	2152	Low	($702)
6/25/12 8:44	SELL	1	QSIQ2	Silver 5000 oz	26.70	6/25 13:39	27.57	Normal	($4,339)
6/21/12 21:32	SELL	3	@CTV2	COTTON - #2	6650	6/25 13:39	7044	Normal	($5,952)
6/21/12 21:39	SELL	3	QGCQ2	Gold 100 oz	1564.80	6/22 16:17	1572.80	Normal	($2,442)
6/21/12 21:36	SELL	2	QHGQ2	Copper	331.35	6/22 16:17	331.65	Low	($178)
6/21/12 21:38	SELL	1	QSIQ2	Silver 5000 oz	26.86	6/22 16:17	26.90	Low	($189)
6/12/12 4:06	SELL	92	@ESU2	E-MINI S&P 500	1334.53	6/20 16:49	1344.25	Extreme	($46,009)
6/20/12 14:50	SELL	12	@TFSU2	Emini Russell	778.30	6/20 16:49	781	Normal	($3,408)
6/20/12 9:22	SELL	6	@NQU2	E-MINI NASDAQ 100	2616.75	6/20 16:49	2619.00	Low	($354)
5/14/12 11:01	SELL	6	@WN2	WHEAT	639 3/4	6/20 13:24	649 1/4	Very	($2,947)
6/20/12 9:22	SELL	18	@TFSU2	Emini Russell	780.97	6/20 13:24	783.40	Very	($4,631)
6/20/12 9:24	SELL	3	LFU2	FTSE 100 INDEX	5565.50	6/20 13:24	5592	Low	($1,292)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
6/28/12 10:09	SELL	310	@TFSU2	Emini Russell	764.47	6/28 16:27	772	Extreme	($237,828)
6/28/12 10:09	STO	20	@TFSU2		766.90
6/28/12 10:10	STO	20	@TFSU2		767.10
6/28/12 10:10	STO	20	@TFSU2		767.40
6/28/12 10:10	STO	20	@TFSU2		768.30
6/28/12 10:10	STO	20	@TFSU2		768.50
6/28/12 10:11	STO	20	@TFSU2		768.40
6/28/12 11:42	STO	10	@TFSU2		765.20
6/28/12 11:42	STO	10	@TFSU2		765.20
6/28/12 11:42	STO	10	@TFSU2		765.10
6/28/12 11:42	STO	10	@TFSU2		765
6/28/12 11:43	STO	10	@TFSU2		765
6/28/12 11:43	STO	20	@TFSU2		765.10
6/28/12 14:20	STO	20	@TFSU2		760.80
6/28/12 14:20	STO	20	@TFSU2		760.80
6/28/12 14:20	STO	20	@TFSU2		760.80
6/28/12 14:20	STO	20	@TFSU2		760.80
6/28/12 14:20	STO	20	@TFSU2		760.80
6/28/12 14:21	STO	20	@TFSU2		760.80
6/28/12 16:27	BTC	310	@TFSU2		772
Margin call (auto-generated).
6/20/12 22:24	SELL	435	@TFSU2	Emini Russell	763.11	6/27 10:17	762.83	Extreme	$6,116
6/20/12 22:24	STO	6	@TFSU2		777.10
6/20/12 22:24	STO	6	@TFSU2		777.10
6/20/12 22:24	STO	6	@TFSU2		777.10
6/20/12 22:24	STO	6	@TFSU2		777.10
6/20/12 22:24	STO	6	@TFSU2		777.10
6/20/12 22:24	STO	6	@TFSU2		777.10
6/20/12 22:24	STO	6	@TFSU2		777.10
6/21/12 7:34	BTC	27	@TFSU2		781.40
Margin call (auto-generated).
6/21/12 10:22	STO	10	@TFSU2		773.40
6/21/12 10:23	STO	10	@TFSU2		773.10
6/21/12 11:03	STO	5	@TFSU2		773.20
6/21/12 13:55	STO	10	@TFSU2		763
6/21/12 13:55	STO	5	@TFSU2		763.10
6/21/12 13:56	STO	5	@TFSU2		763.10
6/21/12 13:56	STO	5	@TFSU2		763.10
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 13:57	STO	5	@TFSU2		763.30
6/21/12 17:05	BTC	84	@TFSU2		761.90
Margin call (auto-generated).
6/22/12 8:53	STO	1	@TFSU2		764.20
6/22/12 8:53	STO	1	@TFSU2		764.20
6/22/12 8:53	STO	1	@TFSU2		764.40
6/22/12 8:53	STO	1	@TFSU2		764.30
6/22/12 8:53	STO	1	@TFSU2		764.20
6/22/12 8:53	STO	1	@TFSU2		764.20
6/22/12 8:53	STO	1	@TFSU2		764.20
6/22/12 8:53	STO	1	@TFSU2		764.20
6/22/12 8:54	STO	1	@TFSU2		764.10
6/22/12 8:54	STO	1	@TFSU2		764.10
6/22/12 16:17	BTC	24	@TFSU2		769
Margin call (auto-generated).
6/24/12 21:37	STO	10	@TFSU2		763.90
6/24/12 21:38	STO	10	@TFSU2		764.20
6/24/12 21:38	STO	10	@TFSU2		764.30
6/24/12 21:38	STO	10	@TFSU2		764.30
6/24/12 21:38	STO	10	@TFSU2		764.20
6/24/12 21:38	STO	10	@TFSU2		763.80
6/25/12 8:44	STO	10	@TFSU2		759.50
6/25/12 8:44	STO	10	@TFSU2		759.60
6/25/12 8:44	STO	10	@TFSU2		759.60
6/25/12 8:44	STO	10	@TFSU2		759.80
6/25/12 8:44	STO	10	@TFSU2		759.80
6/25/12 9:54	STO	10	@TFSU2		758.70
6/25/12 11:12	STO	1	@TFSU2		757.40
6/25/12 11:12	STO	1	@TFSU2		757.30
6/25/12 11:12	STO	1	@TFSU2		757.50
6/25/12 11:44	STO	5	@TFSU2		756.10
6/25/12 11:44	STO	5	@TFSU2		756.20
6/25/12 11:44	STO	5	@TFSU2		756.20
6/25/12 11:46	STO	5	@TFSU2		756.50
6/25/12 11:46	STO	5	@TFSU2		756.30
6/25/12 14:05	STO	5	@TFSU2		758.50
6/25/12 14:29	STO	5	@TFSU2		758.70
6/25/12 14:29	STO	5	@TFSU2		758.40
6/25/12 14:29	STO	5	@TFSU2		758.40
6/25/12 17:19	BTC	146	@TFSU2		757.40
Margin call (auto-generated).
6/26/12 6:25	STO	20	@TFSU2		759.60
6/26/12 6:26	STO	20	@TFSU2		759.60
6/26/12 6:26	STO	20	@TFSU2		759.60
6/26/12 6:26	STO	10	@TFSU2		759.70
6/26/12 10:29	STO	10	@TFSU2		756.50
6/26/12 10:29	STO	5	@TFSU2		756.80
6/26/12 14:56	STO	5	@TFSU2		761.70
6/26/12 14:56	STO	5	@TFSU2		761.80
6/26/12 16:27	BTC	104	@TFSU2		762.20
Margin call (auto-generated).
6/27/12 2:14	STO	10	@TFSU2		761.20
6/27/12 2:14	STO	10	@TFSU2		761.30
6/27/12 2:14	STO	10	@TFSU2		761.40
6/27/12 2:14	STO	5	@TFSU2		761.40
6/27/12 10:17	BTC	50	@TFSU2		768.60
Auto Close: 6/27/12 (10:16)
6/12/12 4:05	SELL	12	XGU2	DAX INDEX	6187.96	6/27 10:16	6186.92	Extreme	$222
6/12/12 4:05	STO	1	XGU2		6152.50
6/12/12 11:32	STO	1	XGU2		6168.50
6/15/12 7:59	STO	1	XGU2		6227
6/18/12 2:45	STO	1	XGU2		6320
6/18/12 4:00	STO	1	XGU2		6294.50
6/25/12 13:39	BTC	3	XGU2		6143.50
Margin call (auto-generated).
6/26/12 6:25	STO	3	XGU2		6146
6/26/12 13:40	BTC	2	XGU2		6162.50
Margin call (auto-generated).
6/27/12 2:14	STO	2	XGU2		6164
6/27/12 2:14	STO	2	XGU2		6163.50
6/27/12 10:16	BTC	7	XGU2		6212.50
Auto Close: 6/27/12 (10:16)
6/26/12 4:00	SELL	3	@CCU2	COCOA	2130	6/26 13:40	2152	Low	($702)
6/26/12 4:00	STO	3	@CCU2		2130
6/26/12 13:40	BTC	3	@CCU2		2152
Margin call (auto-generated).
6/25/12 8:44	SELL	1	QSIQ2	Silver 5000 oz	26.70	6/25 13:39	27.57	Normal	($4,339)
6/25/12 8:44	STO	1	QSIQ2		26.70
6/25/12 13:39	BTC	1	QSIQ2		27.57
Margin call (auto-generated).
6/21/12 21:32	SELL	3	@CTV2	COTTON - #2	6650	6/25 13:39	7044	Normal	($5,952)
6/21/12 21:32	STO	3	@CTV2		6650
6/25/12 13:39	BTC	3	@CTV2		7044
Margin call (auto-generated).
6/21/12 21:39	SELL	3	QGCQ2	Gold 100 oz	1564.80	6/22 16:17	1572.80	Normal	($2,442)
6/21/12 21:39	STO	3	QGCQ2		1564.80
6/22/12 16:17	BTC	3	QGCQ2		1572.80
Margin call (auto-generated).
6/21/12 21:36	SELL	2	QHGQ2	Copper	331.35	6/22 16:17	331.65	Low	($178)
6/21/12 21:36	STO	2	QHGQ2		331.35
6/22/12 16:17	BTC	2	QHGQ2		331.65
Margin call (auto-generated).
6/21/12 21:38	SELL	1	QSIQ2	Silver 5000 oz	26.86	6/22 16:17	26.90	Low	($189)
6/21/12 21:38	STO	1	QSIQ2		26.86
6/22/12 16:17	BTC	1	QSIQ2		26.90
Margin call (auto-generated).
6/12/12 4:06	SELL	92	@ESU2	E-MINI S&P 500	1334.53	6/20 16:49	1344.25	Extreme	($46,009)
6/12/12 4:06	STO	6	@ESU2		1304.00
6/14/12 5:02	STO	2	@ESU2		1309.00
6/14/12 12:30	STO	2	@ESU2		1317.50
6/14/12 13:48	STO	2	@ESU2		1318.00
6/14/12 15:19	STO	2	@ESU2		1321.75
6/15/12 7:54	STO	2	@ESU2		1328.75
6/15/12 11:24	STO	4	@ESU2		1329.75
6/15/12 11:31	BTC	4	@ESU2		1331.25
6/15/12 11:51	STO	8	@ESU2		1329.75
6/15/12 13:17	BTC	8	@ESU2		1332.00
6/15/12 13:41	STO	8	@ESU2		1330.00
6/15/12 14:29	BTC	8	@ESU2		1332.25
6/18/12 2:44	STO	4	@ESU2		1341.25
6/18/12 4:00	STO	4	@ESU2		1338.50
6/18/12 4:05	STO	4	@ESU2		1337.00
6/18/12 16:50	BTC	26	@ESU2		1342.25
Margin call (auto-generated).
6/19/12 2:32	STO	4	@ESU2		1338.75
6/19/12 2:33	STO	4	@ESU2		1338.50
6/19/12 4:09	STO	4	@ESU2		1336.50
6/19/12 4:09	STO	6	@ESU2		1337.00
6/19/12 4:11	STO	6	@ESU2		1337.25
6/19/12 17:03	BTC	16	@ESU2		1349.75
Margin call (auto-generated).
6/20/12 9:22	STO	16	@ESU2		1351.00
6/20/12 12:25	STO	2	@ESU2		1345.50
6/20/12 12:28	STO	2	@ESU2		1345.50
6/20/12 16:49	BTC	30	@ESU2		1351.25
Margin call (auto-generated).
6/20/12 14:50	SELL	12	@TFSU2	Emini Russell	778.30	6/20 16:49	781	Normal	($3,408)
6/20/12 14:50	STO	6	@TFSU2		778.20
6/20/12 14:50	STO	6	@TFSU2		778.40
6/20/12 16:49	BTC	12	@TFSU2		781
Margin call (auto-generated).
6/20/12 9:22	SELL	6	@NQU2	E-MINI NASDAQ 100	2616.75	6/20 16:49	2619.00	Low	($354)
6/20/12 9:22	STO	6	@NQU2		2616.75
6/20/12 16:49	BTC	6	@NQU2		2619.00
Margin call (auto-generated).
5/14/12 11:01	SELL	6	@WN2	WHEAT	639 3/4	6/20 13:24	649 1/4	Very	($2,947)
5/14/12 11:01	STO	2	@WN2		595 1/4
5/15/12 12:48	STO	1	@WN2		612 1/4
5/18/12 10:30	STO	1	@WN2		656 3/4
5/18/12 12:39	STO	1	@WN2		690 3/4
5/22/12 13:08	STO	1	@WN2		688 2/4
5/25/12 4:00	BTC	2	@WN2		669 3/4
6/4/12 1:07	BTC	1	@WN2		614 3/4
6/6/12 0:25	BTC	1	@WN2		617 3/4
6/20/12 13:24	BTC	2	@WN2		662
Margin call (auto-generated).
6/20/12 9:22	SELL	18	@TFSU2	Emini Russell	780.97	6/20 13:24	783.40	Very	($4,631)
6/20/12 9:22	STO	6	@TFSU2		781.30
6/20/12 9:22	STO	6	@TFSU2		781.30
6/20/12 12:50	STO	6	@TFSU2		780.30
6/20/12 13:24	BTC	18	@TFSU2		783.40
Margin call (auto-generated).
6/20/12 9:24	SELL	3	LFU2	FTSE 100 INDEX	5565.50	6/20 13:24	5592	Low	($1,292)
6/20/12 9:24	STO	2	LFU2		5565.50
6/20/12 9:25	STO	1	LFU2		5565.50
6/20/12 13:24	BTC	3	LFU2		5592
Margin call (auto-generated).

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	163
# Profitable	67 (41.1%)
# months tracked	18
Profitable months	3 (16.7%)
Avg trade duration	9.7 days
Annual Return	-167.9%
Average win	$3,849
Average loss	$5,100
Profit factor	0.5:1
Max peak-to-valley drawdown (historical)	100%
drawdown period	April 02, 2012 to June 28, 2012
Correlation w/ S&P	-0.215
Sharpe ratio	-1.227
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)	-0.31
Average P/L per unit traded	$188.12

Reviews

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System Description

The system is based on our proprietary trading opportunities scanning algorithm, which is further assesed and managed from our top of the league traders. Targets exist on most of the trades. Stops are soft meaning that price needs to close beyond them to exit a position, (so the entry is given after the market close),we will take profits on the whole ,1/2 or 1/3 of the position and trail or reset for the remaining (Depending on the position). We give positions and entries for all major futures front traded contracts. The system could potentialy hold positions as time matures to all futures contracts, but this is not the typical case as some close while others open. The expectation is vastly positive and there is no major trend that has been lost in recent years. Because of the length of our trades that usually carry on for more than 1 day we do not think a trial is needed as anyone can track our trades more or less on the site of Collective2, after we close them. We keep positions to mature and yield as much as possible. We occasionaly do face drawdowns, but not often severe ones, it happens usually at markets reversal points where consolidation is worse. Nevertheless due to the extreme dispersion of capital allocation (as we never add to losing positions), it is well tolerated and quickly eliminated. We have found through extensive model development that big money is usually following the patterns we also scan for, so we are on the lookout for them and end up trading broadly on the right side of the market. Please don't hesitate to contact us for any further information. Isa Rhodes, our trader is always available to answer any questions. We Assume a big enough account is needed to utilise our signals and take advantage of the opportunities and risk dispersion.
We will reset the system after we achieve more than 100% of the capital, in order to keep order size stable and thus allowing for anyone to follow us with our recomeneded capital as easy and straight forward as possible. Alterantively anyone of of our customers is free to just trade the mini contracts and thus follow us with much less capital (we will soon adress this as well with a smaller account system).

Of course as an Investment company we are always open to any kind of different cooperation schemes.

Thank you for your time,

Sincerely,

Arceus Investments LTD.

- 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.

Report

Started	$100,000
Buy Power	($131,768)
Cash	($131,768)
Equity	$0
Cumulative $	($231,768)
Total System Equity	($131,768)
Margined	$0
Open P/L	$0

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