Corn Trend
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | +39.7% | (12.9%) | +19.6% | (20.3%) | (19.9%) | (1.1%) | (1.1%) | (1.1%) | (1.1%) | (1.1%) | |
| 2013 | (1.1%) | (1.2%) | (1.2%) | - | (1.2%) |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Technical analysis |
| System started | 2/29/2012 (15 months ago) |
| System developer |
Commodities Trader 
(Last login to C2: 4/3/13 11:05) C2 Score: 975  Vendor has created 1 other system. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by one day.
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 7/10/12 5:14 | SELL | 1 | @CZ2 | CORN | 717 | 7/11 8:20 |
727 | Normal | ($514) |
| 7/9/12 8:05 | BUY | 1 | @CZ2 | CORN | 721 1/4 | 7/10 5:14 |
717 | Normal | ($227) |
| 7/6/12 5:45 | SELL | 1 | @CZ2 | CORN | 692 2/4 | 7/9 8:04 |
721 1/4 | Very | ($1,452) |
| 7/3/12 9:58 | BUY | 1 | @CZ2 | CORN | 670 2/4 | 7/6 5:45 |
692 2/4 | Low | $1,086 |
| 7/3/12 7:54 | SELL | 1 | @CZ2 | CORN | 663 | 7/3 9:58 |
670 2/4 | Normal | ($389) |
| 7/2/12 5:07 | BUY | 1 | @CZ2 | CORN | 655 1/4 | 7/3 7:54 |
663 | Normal | $380 |
| 6/29/12 8:30 | SELL | 1 | @CZ2 | CORN | 632 | 7/2 5:07 |
655 1/4 | Very | ($1,169) |
| 6/28/12 10:40 | BUY | 1 | @CZ2 | CORN | 647 2/4 | 6/29 8:30 |
632 2/4 | High | ($758) |
| 6/28/12 9:04 | SELL | 1 | @CZ2 | CORN | 635 | 6/28 10:40 |
647 3/4 | Normal | ($652) |
| 6/28/12 5:10 | BUY | 1 | @CZ2 | CORN | 642 | 6/28 9:04 |
635 | Normal | ($364) |
| 6/27/12 13:41 | SELL | 1 | @CZ2 | CORN | 632 3/4 | 6/28 5:10 |
642 | Normal | ($483) |
| 6/26/12 8:53 | BUY | 1 | @CZ2 | CORN | 611 3/4 | 6/27 13:41 |
632 2/4 | Normal | $1,024 |
| 6/26/12 7:31 | SELL | 1 | @CZ2 | CORN | 597 2/4 | 6/26 8:53 |
611 3/4 | Normal | ($727) |
| 6/25/12 8:54 | BUY | 1 | @CZ2 | CORN | 581 | 6/26 7:31 |
597 3/4 | Low | $817 |
| 6/22/12 13:05 | SELL | 1 | @CZ2 | CORN | 556 3/4 | 6/25 8:54 |
581 | High | ($1,233) |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 83 |
| # Profitable | 31 (37.3%) |
| # months tracked | 16 |
| Profitable months | 2 (12.5%) |
| Avg trade duration | 1.6 days |
| Annual return (compounded) | 7.9% |
| Average win | $706 |
| Average loss | $402 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 32.78% |
| drawdown period | June 12, 2012 to July 11, 2012 |
| Correlation w/ S&P | -0.062 |
| Sharpe ratio | 0.326 |
| Keep after worst-case slippage | -32.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 22.5% |
| 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) | -0.04 |
| Average P/L per unit traded | $11.64 |
Reviews
I'm happy with this system so far. The developer is very experienced, uses targets and stops, and doesn't double down. Nice to have money invested outside of the stock and bond markets during all of this central bank craziness. Working well in my OEC account, no execution issues. Four stars for now since the track record is just getting started.
System Description
The system trades from 5:00 to 15:00 EST. We'll almost always have a position in the market, and always a reversal stop order. The system makes about 20 trades per month.
I suggest 10000$ equity per contract, to avoid having too much leverage.
- 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.
