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PV Mix




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012              (21.2%)+25.9%(7.6%)+1.0%+36.1%+10.4%+15.2%(17.3%)(1.1%)(4.3%)
2013+0.7%+5.5%+2.2%(3.2%)+0.5%                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis, Volatility trading, Market timing, Unclassified
System started 3/6/2012 (15 months ago)
System developer PVoodoo
(Last login to C2: 5/22/13 10:55)
C2 Score: 995

Vendor has created 4 other systems. Show
The name of this system has been changed 1 time. Show



Recently Closed Trades

CSVDetails


System creator requested that closed trades data below be delayed by 1 hour.

Live brokerage trade data is available for this system. Show broker data?

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
5/22/13 6:00 BUY 1 QSIN3 Silver 5000 oz 22.59 5/228:36 22.74 Low $736
5/21/13 10:40 SELL 1 QCLN3 CRUDE OIL 96.26 5/2114:53 96.12 Low $126
5/21/13 13:36 SELL 1 QSIN3 Silver 5000 oz 22.48 5/2114:09 22.36 Low $561
5/16/13 12:00 SELL 1 QCLM3 CRUDE OIL 95.16 5/1616:00 95 Low $146
5/14/13 10:00 SELL 1 QSIN3 Silver 5000 oz 23.52 5/1415:20 23.39 Low $661
5/14/13 8:55 BUY 1 QCLM3 CRUDE OIL 94.76 5/1412:58 95 Low $226
5/14/13 8:20 SELL 1 QCLM3 CRUDE OIL 94.83 5/148:55 94.76 Low $56
5/14/13 4:15 BUY 1 QCLM3 CRUDE OIL 95.16 5/148:20 94.84 Low ($334)
5/10/13 6:00 BUY 1 QCLM3 CRUDE OIL 95.73 5/1010:40 93.49 Normal ($2,254)
5/9/13 12:10 SELL 1 QCLM3 CRUDE OIL 95.63 5/916:00 95.87 Low ($254)
5/9/13 2:08 BUY 1 QSIN3 Silver 5000 oz 24.02 5/914:10 23.86 Normal ($839)
5/8/13 3:20 SELL 1 QCLM3 CRUDE OIL 95.89 5/85:42 95.47 Low $406
5/7/13 10:10 SELL 1 QCLM3 CRUDE OIL 95.62 5/710:18 95.14 Low $466
5/7/13 6:05 BUY 1 QCLM3 CRUDE OIL 95.74 5/710:10 95.64 Low ($114)
5/2/13 8:05 BUY 1 QCLM3 CRUDE OIL 91.63 5/210:10 91.93 Low $286

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades738
# Profitable440 (59.6%)
# months tracked15
Profitable months9 (60.0%)
Avg trade duration4.6 hours
Annual return (compounded)45.4%
Average win$427
Average loss$534
Profit factor1.2:1
Max peak-to-valley drawdown (historical)22.6%
drawdown periodJune 11, 2012 to June 28, 2012
Correlation w/ S&P0.099
Sharpe ratio1.286
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss39.5%
Chance of 20% account loss16.0%
Chance of 30% account loss4.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.04
Average P/L per unit traded$37.57


Reviews


No reviews have been written yet.

System Description

All systems are full (98%) automatic intra day strategies. Stop loss and target should be on all the time but might be quite far away as most strategies change the direction if situation look like that. Trades will be closed immediately if there are some problem with data feed, connection, exchange or any other problem to protect the capital (2%).

List of automatic strategies will vary for different instruments.

Check main page: http://pvoodoo.com to get more info about strategies or blog site to comment or see current quick info:

http://pvoodooatc2.blogspot.fi/?view=flipcard

or/and

http://pvoodoo.com/Showcase.html

Other: First "zero" trades are test trades to test connection from Ninjatrader to C2. Some new test trades for every new instruments might come later on, too.
System/connectivity/instrument tests during March 2012. Real trades will start from 2 of April if everything ok.

"Fundamental" can mean that Buy overvalued or Sell undervalued opposite to traditional, here ...
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Update 04/02/2012: Time for real trades. One slippage test not done yet. Some FDAX strategy parameters corrected, which was opposite ... and one bug reported to NinjaTrader as one close time bug found during March test (workaround at use).
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04/10/2012: Current portfolio: 6E (EUR/USD, 6A (AUD/USD), CL (Crude Oil), GC (Gold), SI (Silver), ZW (Wheat), TF (Mini Russell) and FDAX (DAX Rare).

FDAX, "daily" DAX on hold until enough Buy Power available (if ever as FDAX test time lost over 10k already). Needed Buy Power is about 60-80k if proper money management is considered as this daily strategy need quite far a way stop losses. But some other strategy like ShortSqueeseBreakOut for this can be run as stop loss not too high.
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04/13/2012: Wheat (ZW) will be removed if slippage or spread don't be reasonable after some additional tests.
04/14/2012: Wheat removed
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07/01/2012: More risk included to the CL, SI and GC strategy parameters. TF removed.
07/02/2012: Strategy change to CL, SI and GC.
07/05/2012: 6E & 6A, Strategy change under consideration. Current European situation makes heavy drops and highs based to different rumors so markets are quite volatile. Maybe same sort of robot needed for them as for commodities.
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(CR LF issues sometimes here in C2, some extra spaces added to description)

- 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.

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Then, after the trial, you will be charged $148 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



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Overview

X
Paid Subscribers
This strategy has current paid subscribers.
A mixture of http://pvoodoo.com index commodity & currency future strategies
read more...

- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.

Model Account Status

Started$50,000
Buy Power$78,809
Cash$1
Equity$1
Cumulative $$28,809
Total System Equity$78,809
Margined$1
Open P/L$0
System vendor has delayed data by one hour for non-subs.


System Forum

All
aPVoodooMix renamed to PV Mix
Mr. PVoodoo at 1/17/13 13:12ET

Branding issue. Please check: http://pvoodooatc2.blogspot.com/2013/01/apvoodoomix-renamed-to-pv-mix.html Kind Regards Marko Rantala / PVoodoo

Merry Christmas
Mr. PVoodoo at 12/25/12 10:17ET

& Season Greetings, Merry Christmas to all traders around the world. Some thoughts to the next year or beginning of the year 2013....

Thanksgiving, Back in Business
Mr. PVoodoo at 11/20/12 5:03ET

Check a new blog entry regarding thanksgiving day: http://pvoodooatc2.blogspot.com/2012/11/thanksgiving-back-in-business.html I think ...

Bad month
Mr. PVoodoo at 10/31/12 13:43ET

The whole month has been unacceptable for PV Mix. http://pvoodooatc2.blogspot.fi/2012/10/bad-month.html Some corrective actions...

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