Steady-Profits Futures Mid-Term
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | +0.2% | +18.8% | +2.9% | (3.5%) | +6.4% | (2.3%) | +0.7% | (1%) | (0.2%) | (1.8%) | |
| 2013 | (0.3%) | (0.3%) | +0.3% | (0.2%) | (0.2%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 2/21/2012 (15 months ago) |
| System developer |
Steady-Profits.com 
(Last login to C2: 9/5/12 1:56) C2 Score: 986  Vendor has created 1 other system. Show The name of this system has been changed 1 time. Show |
System creator requested that closed trades data below be delayed by seven days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 7/30/12 10:16 | BUY | 1 | QCH3 | Cocoa Liffe | 1573 | 3/13/13 9:00 | 1452 | Low | ($1,823) |
| 6/10/12 18:00 | BUY | 6 | @EDZ2 | EURODOLLAR | 99.4500 | 12/17 9:00 |
99.6950 | Low | $3,591 |
| 7/17/12 5:18 | BUY | 1 | @FVU2 | US T-NOTE 5 YR | 124 41/64 | 9/28 9:00 |
125 | Low | $345 |
| 7/3/12 2:56 | BUY | 6 | @TUU2 | US T-NOTE 2 YR | 110 16/128 | 9/28 9:00 |
110 30/128 | Low | $1,224 |
| 7/20/12 8:25 | BUY | 1 | SWU2 | SWISS MARKET INDEX | 6282 | 9/21 12:43 |
6598 | Low | $3,375 |
| 6/26/12 4:59 | BUY | 3 | EZU2 | EUREX SCHATZ | 110.58 | 9/6 9:01 |
110.76 | Low | $638 |
| 7/19/12 8:25 | BUY | 1 | LRCU2 | Coffee Robusta Liffe | 2149 | 8/14 11:05 |
2069 | Low | ($814) |
| 7/18/12 11:43 | BUY | 1 | QWV2 | Liffe Sugar White | 620 | 8/8 3:46 |
595.10 | Low | ($1,259) |
| 7/11/12 9:20 | BUY | 1 | @TYU2 | US T-NOTE 10 YR | 134 42/64 | 8/7 7:47 |
133 46/64 | Low | ($951) |
| 7/12/12 3:28 | BUY | 1 | BLU2 | EUREX BOBL | 127.71 | 7/27 13:29 |
127.00 | Low | ($900) |
| 7/20/12 8:26 | BUY | 1 | EXU2 | DJ EURO STOXX 50 | 2256 | 7/20 8:26 |
2331 | n/a | $901 |
| 7/19/12 9:58 | BUY | 1 | SWU2 | SWISS MARKET INDEX | 6329 | 7/19 9:58 |
6329 | n/a | ($14) |
| 7/18/12 9:53 | BUY | 1 | SWU2 | SWISS MARKET INDEX | 6234 | 7/18 9:53 |
6241 | n/a | $57 |
| 7/17/12 5:28 | BUY | 1 | QCH3 | Cocoa Liffe | 1492 | 7/17 10:11 |
1487 | Low | ($92) |
| 7/11/12 4:31 | BUY | 1 | QCH3 | Cocoa Liffe | 1555 | 7/16 11:03 |
1489 | Low | ($1,045) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 42 |
| # Profitable | 24 (57.1%) |
| # months tracked | 16 |
| Profitable months | 6 (37.5%) |
| Avg trade duration | 31.6 days |
| Annual return (compounded) | 18.7% |
| Average win | $1,521 |
| Average loss | $697 |
| Profit factor | 2.9:1 |
| Max peak-to-valley drawdown (historical) | 6.35% |
| drawdown period | July 23, 2012 to Aug 22, 2012 |
| Correlation w/ S&P | -0.034 |
| Sharpe ratio | 2.499 |
| Keep after worst-case slippage | 99.0% |
| 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) | 0.90 |
| Average P/L per unit traded | $412.15 |
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System Description
FutresMidTerm is a Mid-Term Trendfollowing-System which is profitable on any Futures market. Here on Collective2 we will focus on a range of 52 Futures. The rules are simple and key to profitability is sticking to the rules - in good times as well as in bad times.
A main contributor to the positive performance of this system is diversification. By trading a wide range of markets (stock indices, currencies, commodities, bonds, softs, energies) chances are good, that there's always at least one trending market.
FuturesMidTerm is a system adopting elements of the popular Turtle Trading System. It is a trendfollowing system which means: the system generates more losing trades than winning trades. However the losing trades are smaller than the winning trades and from time to time a large winning trade provides a push for the equity curve. The huge winners appear rarely, therefore it's absolutely crucial to stick to the rules of this system, especially within a drawdown.
Please go to our website to learn more: http://steady-profits.com/#FuturesMidTerm
A main contributor to the positive performance of this system is diversification. By trading a wide range of markets (stock indices, currencies, commodities, bonds, softs, energies) chances are good, that there's always at least one trending market.
FuturesMidTerm is a system adopting elements of the popular Turtle Trading System. It is a trendfollowing system which means: the system generates more losing trades than winning trades. However the losing trades are smaller than the winning trades and from time to time a large winning trade provides a push for the equity curve. The huge winners appear rarely, therefore it's absolutely crucial to stick to the rules of this system, especially within a drawdown.
Please go to our website to learn more: http://steady-profits.com/#FuturesMidTerm
- 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.
