Bravo Tango
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | (6%) | (13.6%) | (6.8%) | +21.0% | (3.3%) | (21.7%) | (1.2%) | (1.2%) | (2.4%) | (1.2%) | |
| 2013 | (1.2%) | - | (1.2%) | (1.3%) | (1.3%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Buy undervalue, Sell overvalue, Technical analysis |
| System started | 2/19/2012 (15 months ago) |
| System developer |
Total Quality Trading 
(Last login to C2: 8/28/12 17:06) C2 Score: 441  |
System creator requested that closed trades data below be delayed by 10 hours.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 8/10/12 15:29 | BUY | 1 | QCLZ2 | CRUDE OIL | 94.19 | 8/10 16:38 |
94.18 | Low | ($24) |
| 8/10/12 15:33 | BUY | 1 | @TFSU2 | Emini Russell | 798.60 | 8/10 16:24 |
799 | Low | $26 |
| 8/10/12 12:50 | SELL | 1 | @TFSU2 | Emini Russell | 796.10 | 8/10 15:32 |
798.70 | Low | ($274) |
| 8/10/12 14:20 | BUY | 1 | QCLZ2 | CRUDE OIL | 93.77 | 8/10 15:29 |
94.18 | Low | $396 |
| 8/10/12 13:16 | SELL | 1 | QCLZ2 | CRUDE OIL | 93.62 | 8/10 13:40 |
93.21 | n/a | $396 |
| 8/10/12 12:33 | BUY | 1 | QCLZ2 | CRUDE OIL | 93.91 | 8/10 12:39 |
93.76 | Low | ($164) |
| 8/10/12 11:26 | BUY | 1 | @TFSU2 | Emini Russell | 797.20 | 8/10 12:09 |
797.30 | Low | ($4) |
| 8/10/12 11:05 | SELL | 1 | @TFSU2 | Emini Russell | 795.50 | 8/10 11:26 |
797.80 | Low | ($244) |
| 8/10/12 11:06 | BUY | 1 | QCLZ2 | CRUDE OIL | 93.77 | 8/10 11:19 |
93.63 | Low | ($154) |
| 8/10/12 10:59 | BUY | 1 | QCLZ2 | CRUDE OIL | 94.06 | 8/10 11:05 |
93.87 | Low | ($204) |
| 8/10/12 10:12 | BUY | 1 | @TFSU2 | Emini Russell | 798.40 | 8/10 11:05 |
794.60 | Low | ($394) |
| 8/10/12 10:16 | BUY | 1 | QCLZ2 | CRUDE OIL | 93.51 | 8/10 10:59 |
93.98 | Low | $456 |
| 8/10/12 10:10 | SELL | 1 | QCLZ2 | CRUDE OIL | 93.34 | 8/10 10:16 |
93.49 | Low | ($164) |
| 8/10/12 9:50 | SELL | 1 | @TFSU2 | Emini Russell | 796.30 | 8/10 10:11 |
798.90 | Low | ($274) |
| 8/10/12 9:42 | BUY | 1 | @TFSU2 | Emini Russell | 798.90 | 8/10 9:50 |
796.40 | Low | ($264) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 484 |
| # Profitable | 221 (45.7%) |
| # months tracked | 16 |
| Profitable months | 1 (6.2%) |
| Avg trade duration | 1.2 hours |
| Annual return (compounded) | 8.5% |
| Average win | $247 |
| Average loss | $199 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 27.85% |
| drawdown period | Feb 19, 2012 to May 15, 2012 |
| Correlation w/ S&P | -0.004 |
| Sharpe ratio | 0.542 |
| Keep after worst-case slippage | 90.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| 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) | -0.09 |
| Average P/L per unit traded | $2.74 |
Reviews
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System Description
Auto Trade the eMini 500 (ES) and the Russell 2000 (TF) using proprietary indicators that were developed using 30 years of trading experience. Bravo Tango is fully automated and could trade 24 hours a day. However, the operators will sometime use discretion to determine when to activate auto-trading and when to turn it off. On average, we would expect to get between 15 and 20 trade signals a week.
Developers Note: During the first six weeks of the system, there were numerous times when the trade signals that were received at Collective2 were out of synch with the trade signals on our trading platform. After making several changes, those operational issues seem to have been resolved. Since May 18, 2012, the number of trades has been reduced and the operational errors have been (almost entirely) eliminated.
Developers Note: During the first six weeks of the system, there were numerous times when the trade signals that were received at Collective2 were out of synch with the trade signals on our trading platform. After making several changes, those operational issues seem to have been resolved. Since May 18, 2012, the number of trades has been reduced and the operational errors have been (almost entirely) eliminated.
- 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.
