Beta TF System
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 - (19.5%) (2.2%) +1.3% (16.2%) (1.2%) (1.2%) (1.2%) (1.3%) (1.3%) (1.3%) (1.3%) 2013 (1.3%) (1.3%) - (2.7%) -
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 479 days.
Instruments
Mostly Futures; (some stocks)
Strategies
Technical analysis
System started
1/26/2012 (16 months ago)
System developer
Systematic Signals 275 Vendor has created 9 other systems. Show The name of this system has been changed 1 time. Show Original name Changed to When changed KC System Beta TF System 1/30/12 12:00
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/9/12 12:31
SELL
1
@TFSM2
Emini Russell 783.10
5/10
792.30 Normal ($934)
5/9/12 11:18
BUY
2
@TFSM2
Emini Russell 785.80
5/9
784.30 Low ($328)
5/8/12 10:25
SELL
3
@TFSM2
Emini Russell 782.43
5/9
785.63 Normal ($1,002)
5/8/12 9:48
BUY
1
@TFSM2
Emini Russell 788.40
5/8
783.90 Normal ($464)
5/7/12 16:00
SELL
127
IWM
ISHARES RUSSELL 2000 INDEX 79.32
5/8
78.68 n/a $78
5/7/12 16:00
SELL
1
@EMDM2
Mini Midcap 400 966.70
5/8
959.80 Low $676
5/7/12 9:49
SELL
1
@TFSM2
Emini Russell 785.50
5/7
791.80 Normal ($644)
5/7/12 9:48
SELL
254
IWM
ISHARES RUSSELL 2000 INDEX 78.67
5/7
79.22 Low ($145)
5/3/12 11:46
SELL
1
@EMDM2
Mini Midcap 400 985.10
5/3
979 Low $596
5/3/12 11:48
SELL
123
IWM
ISHARES RUSSELL 2000 INDEX 80.92
5/3
80.59 Low $39
5/3/12 11:48
SELL
1
@TFSM2
Emini Russell 808
5/3
805.20 Low $266
5/3/12 10:56
BUY
123
IWM
ISHARES RUSSELL 2000 INDEX 81.33
5/3
80.94 Low ($50)
5/3/12 10:57
BUY
1
@TFSM2
Emini Russell 812.50
5/3
808 Normal ($464)
5/3/12 10:56
BUY
1
@EMDM2
Mini Midcap 400 990.10
5/3
985.10 Normal ($514)
5/3/12 9:36
SELL
1
@TFSM2
Emini Russell 812.80
5/3
812.50 Low $16
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/9/12 12:31
SELL
1
@TFSM2
Emini Russell
783.10
5/10
792.30 Normal ($934)
5/9/12 12:31
STO
1
@TFSM2
783.10
5/10/12 13:12
BTC
1
@TFSM2
792.30
5/9/12 11:18
BUY
2
@TFSM2
Emini Russell
785.80
5/9
784.30 Low ($328)
5/9/12 11:18
BTO
2
@TFSM2
785.80
5/9/12 11:18
STC
1
@TFSM2
785.50
5/9/12 12:31
STC
1
@TFSM2
783.10
5/8/12 10:25
SELL
3
@TFSM2
Emini Russell
782.43
5/9
785.63 Normal ($1,002)
5/8/12 10:25
STO
1
@TFSM2
783.90
5/9/12 9:45
STO
2
@TFSM2
781.70
5/9/12 11:15
BTC
2
@TFSM2
785.60
5/9/12 11:16
BTC
1
@TFSM2
785.70
5/8/12 9:48
BUY
1
@TFSM2
Emini Russell
788.40
5/8
783.90 Normal ($464)
5/8/12 9:48
BTO
1
@TFSM2
788.40
5/8/12 10:25
STC
1
@TFSM2
783.90
5/7/12 16:00
SELL
127
IWM
ISHARES RUSSELL 2000 INDEX
79.32
5/8
78.68 n/a $78
5/7/12 16:00
STO
127
IWM
79.32
5/8/12 9:34
BTC
127
IWM
78.68
5/7/12 16:00
SELL
1
@EMDM2
Mini Midcap 400
966.70
5/8
959.80 Low $676
5/7/12 16:00
STO
1
@EMDM2
966.70
5/8/12 9:33
BTC
1
@EMDM2
959.80
5/7/12 9:49
SELL
1
@TFSM2
Emini Russell
785.50
5/7
791.80 Normal ($644)
5/7/12 9:49
STO
1
@TFSM2
785.50
5/7/12 12:34
BTC
1
@TFSM2
791.80
5/7/12 9:48
SELL
254
IWM
ISHARES RUSSELL 2000 INDEX
78.67
5/7
79.22 Low ($145)
5/7/12 9:48
STO
127
IWM
78.67
5/7/12 9:49
STO
127
IWM
78.67
5/7/12 10:11
BTC
127
IWM
79.22
5/7/12 10:11
BTC
127
IWM
79.22
5/3/12 11:46
SELL
1
@EMDM2
Mini Midcap 400
985.10
5/3
979 Low $596
5/3/12 11:46
STO
1
@EMDM2
985.10
5/3/12 16:00
BTC
1
@EMDM2
979
5/3/12 11:48
SELL
123
IWM
ISHARES RUSSELL 2000 INDEX
80.92
5/3
80.59 Low $39
5/3/12 11:48
STO
123
IWM
80.92
5/3/12 16:00
BTC
123
IWM
80.59
5/3/12 11:48
SELL
1
@TFSM2
Emini Russell
808
5/3
805.20 Low $266
5/3/12 11:48
STO
1
@TFSM2
808
5/3/12 16:00
BTC
1
@TFSM2
805.20
5/3/12 10:56
BUY
123
IWM
ISHARES RUSSELL 2000 INDEX
81.33
5/3
80.94 Low ($50)
5/3/12 10:56
BTO
123
IWM
81.33
5/3/12 11:48
STC
123
IWM
80.94
5/3/12 10:57
BUY
1
@TFSM2
Emini Russell
812.50
5/3
808 Normal ($464)
5/3/12 10:57
BTO
1
@TFSM2
812.50
5/3/12 11:48
STC
1
@TFSM2
808
5/3/12 10:56
BUY
1
@EMDM2
Mini Midcap 400
990.10
5/3
985.10 Normal ($514)
5/3/12 10:56
BTO
1
@EMDM2
990.10
5/3/12 11:46
STC
1
@EMDM2
985.10
5/3/12 9:36
SELL
1
@TFSM2
Emini Russell
812.80
5/3
812.50 Low $16
5/3/12 9:36
STO
1
@TFSM2
812.80
5/3/12 10:57
BTC
1
@TFSM2
812.50
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 41 # Profitable 16 (39.0%) # months tracked 17 Profitable months 1 (5.9%) Avg trade duration 4.2 hours Annual return (compounded) -20.8% Average win $421 Average loss $533 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 26.42% drawdown period Jan 26, 2012 to May 11, 2012 Correlation w/ S&P 0.104 Sharpe ratio -2.299 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 0.0% 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) -0.40 Average P/L per unit traded ($92.69)
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