working for a living
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 (7.4%) (51.5%) (185.9%) (1.3%) (1.3%) (1.3%) (1.2%) (1.2%) (1.2%) (1.2%) 2013 (1.2%) (1.2%) (1.2%) (1.1%) (1.1%) -
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 469 days.
Instruments
Mostly Stocks; (some options)
Strategies
Market timing
System started
3/6/2012 (16 months ago)
System developer
jwalker 148 Vendor has created 4 other systems. Show
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/3/12 11:20
BUY
140
SPY1219E141
SPY May12 141 call (exp 05/19/2012) 1.17
5/17
0.01 Extreme ($16,506)
5/3/12 11:21
BUY
350
SPY1219E140
SPY May12 140 call (exp 05/19/2012) 1.74
5/17
0.01 Extreme ($61,145)
5/3/12 11:05
SELL
1,000
KGC
KINROSS GOLD 8.65
5/3
8.65 Low ($20)
5/3/12 11:05
SELL
1,000
ONNN
ON SEMICONDUCTOR CORP 8.72
5/3
8.73 Low ($30)
5/3/12 11:05
SELL
1,000
ZNGA
ZYNGA INC. CLASS A COMMON STOC 8.88
5/3
8.89 Low ($30)
5/3/12 11:04
SELL
1,000
AA
ALCOA 9.65
5/3
9.65 Low ($20)
5/3/12 11:04
SELL
1,000
GGB
GERDAU SA ADS 9.02
5/3
9.04 Low ($40)
5/3/12 11:03
BUY
1,000
PHM
PULTEGROUP INC 10.26
5/3
10.25 Low ($30)
5/3/12 11:03
BUY
1,000
MDRX
ALLSCRIPTS-MISYS HLTHCRE 10.60
5/3
10.60 Low ($20)
5/3/12 11:03
BUY
1,000
LCC
US AIRWAYS GROUP INC 10.69
5/3
10.66 Low ($50)
5/3/12 11:03
BUY
1,000
DAL
DELTA AIR LINES INC. 11.01
5/3
11.02 Low ($10)
5/3/12 11:03
BUY
1,000
F
FORD MOTOR CO 11.03
5/3
11.02 Low ($30)
5/3/12 10:50
BUY
65
TDC
TERADATA CORP. 77.57
5/3
77.96 Low $23
5/3/12 10:50
BUY
833
CELL
BRIGHTPOINT INC 6.27
5/3
6.29 Low $0
5/3/12 10:50
BUY
108
WFM
WHOLE FOODS MARKET 44.75
5/3
45.12 Low $37
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/3/12 11:20
BUY
140
SPY1219E141
SPY May12 141 call (exp 05/19/2012)
1.17
5/17
0.01 Extreme ($16,506)
5/3/12 11:20
BTO
70
SPY1219E141
1.17
5/3/12 11:20
BTO
70
SPY1219E141
1.17
5/17/12 10:33
STC
140
SPY1219E141
0.01
5/3/12 11:21
BUY
350
SPY1219E140
SPY May12 140 call (exp 05/19/2012)
1.74
5/17
0.01 Extreme ($61,145)
5/3/12 11:21
BTO
70
SPY1219E140
1.72
5/3/12 11:21
BTO
70
SPY1219E140
1.74
5/3/12 11:21
BTO
70
SPY1219E140
1.74
5/3/12 11:21
BTO
70
SPY1219E140
1.74
5/3/12 11:22
BTO
70
SPY1219E140
1.75
5/17/12 10:33
STC
350
SPY1219E140
0.01
5/3/12 11:05
SELL
1,000
KGC
KINROSS GOLD
8.65
5/3
8.65 Low ($20)
5/3/12 11:05
STO
1,000
KGC
8.65
5/3/12 11:19
BTC
1,000
KGC
8.65
Auto Close: 5/03/12 (11:18)
5/3/12 11:05
SELL
1,000
ONNN
ON SEMICONDUCTOR CORP
8.72
5/3
8.73 Low ($30)
5/3/12 11:05
STO
1,000
ONNN
8.72
5/3/12 11:19
BTC
1,000
ONNN
8.73
Auto Close: 5/03/12 (11:18)
5/3/12 11:05
SELL
1,000
ZNGA
ZYNGA INC. CLASS A COMMON STOC
8.88
5/3
8.89 Low ($30)
5/3/12 11:05
STO
1,000
ZNGA
8.88
5/3/12 11:19
BTC
1,000
ZNGA
8.89
Auto Close: 5/03/12 (11:18)
5/3/12 11:04
SELL
1,000
AA
ALCOA
9.65
5/3
9.65 Low ($20)
5/3/12 11:04
STO
1,000
AA
9.65
5/3/12 11:19
BTC
1,000
AA
9.65
Auto Close: 5/03/12 (11:18)
5/3/12 11:04
SELL
1,000
GGB
GERDAU SA ADS
9.02
5/3
9.04 Low ($40)
5/3/12 11:04
STO
1,000
GGB
9.02
5/3/12 11:19
BTC
1,000
GGB
9.04
Auto Close: 5/03/12 (11:18)
5/3/12 11:03
BUY
1,000
PHM
PULTEGROUP INC
10.26
5/3
10.25 Low ($30)
5/3/12 11:03
BTO
1,000
PHM
10.26
5/3/12 11:19
STC
1,000
PHM
10.25
Auto Close: 5/03/12 (11:18)
5/3/12 11:03
BUY
1,000
MDRX
ALLSCRIPTS-MISYS HLTHCRE
10.60
5/3
10.60 Low ($20)
5/3/12 11:03
BTO
1,000
MDRX
10.60
5/3/12 11:19
STC
1,000
MDRX
10.60
Auto Close: 5/03/12 (11:18)
5/3/12 11:03
BUY
1,000
LCC
US AIRWAYS GROUP INC
10.69
5/3
10.66 Low ($50)
5/3/12 11:03
BTO
1,000
LCC
10.69
5/3/12 11:19
STC
1,000
LCC
10.66
Auto Close: 5/03/12 (11:18)
5/3/12 11:03
BUY
1,000
DAL
DELTA AIR LINES INC.
11.01
5/3
11.02 Low ($10)
5/3/12 11:03
BTO
1,000
DAL
11.01
5/3/12 11:19
STC
1,000
DAL
11.02
Auto Close: 5/03/12 (11:18)
5/3/12 11:03
BUY
1,000
F
FORD MOTOR CO
11.03
5/3
11.02 Low ($30)
5/3/12 11:03
BTO
1,000
F
11.03
5/3/12 11:18
STC
1,000
F
11.02
Auto Close: 5/03/12 (11:18)
5/3/12 10:50
BUY
65
TDC
TERADATA CORP.
77.57
5/3
77.96 Low $23
5/3/12 10:50
BTO
65
TDC
77.57
5/3/12 11:01
STC
65
TDC
77.96
Auto Close: 5/03/12 (11:01)
5/3/12 10:50
BUY
833
CELL
BRIGHTPOINT INC
6.27
5/3
6.29 Low $0
5/3/12 10:50
BTO
833
CELL
6.27
5/3/12 11:01
STC
833
CELL
6.29
Auto Close: 5/03/12 (11:01)
5/3/12 10:50
BUY
108
WFM
WHOLE FOODS MARKET
44.75
5/3
45.12 Low $37
5/3/12 10:50
BTO
108
WFM
44.75
5/3/12 11:01
STC
108
WFM
45.12
Auto Close: 5/03/12 (11:01)
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 1,229 # Profitable 525 (42.7%) # months tracked 16 Profitable months Avg trade duration 19.4 hours Annual Return -109.7% Average win $222 Average loss $305 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 98.84% drawdown period April 20, 2012 to May 16, 2012 Correlation w/ S&P 0.186 Sharpe ratio -4.302 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 100.0%
Chance of 50% account loss 1.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.41 Average P/L per unit traded ($0.43)
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You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
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Model Account Status Started $100,000 Buy Power $1,707 Cash $1,707 Equity $0 Cumulative $* ($98,292) Dividends Itemized Total System Equity $1,707 Margined $0 Open P/L $0
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