German BUND Sprinter
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +6.4% | +10.0% | +19.5% | (33.8%) | +4.6% | +5.2% | (9.3%) | +4.4% | +10.6% | +0.1% | ||
| 2013 | (17.9%) | +14.0% | +14.1% | +7.0% | (2.1%) |
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 |
| System started | 3/25/2012 (14 months ago) |
| System developer |
Quantitative Investments GmbH 
(Last login to C2: 5/13/13 2:58) C2 Score: 982  Vendor has created 3 other systems. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/22/13 11:03 | SELL | 1 | BDM3 | EUREX BUND | 146.34 | 4/23 4:43 |
146.76 | Normal | ($559) |
| 4/17/13 9:00 | BUY | 1 | BDM3 | EUREX BUND | 146.01 | 4/22 11:03 |
146.34 | Low | $416 |
| 4/15/13 10:03 | SELL | 1 | BDM3 | EUREX BUND | 145.92 | 4/17 6:18 |
145.92 | Low | ($14) |
| 4/11/13 3:47 | BUY | 1 | BDM3 | EUREX BUND | 145.38 | 4/15 10:03 |
145.92 | Normal | $693 |
| 3/28/13 7:01 | BUY | 1 | BDM3 | EUREX BUND | 145.63 | 4/8 11:04 |
146.11 | Normal | $611 |
| 3/25/13 15:07 | SELL | 1 | BDM3 | EUREX BUND | 144.75 | 3/27 4:16 |
145.02 | Low | ($360) |
| 3/20/13 11:01 | BUY | 1 | BDM3 | EUREX BUND | 144.23 | 3/25 15:06 |
144.75 | Low | $655 |
| 3/5/13 13:04 | BUY | 1 | BDM3 | EUREX BUND | 143.25 | 3/20 10:03 |
144.10 | Normal | $1,086 |
| 2/27/13 5:01 | BUY | 1 | BDH3 | EUREX BUND | 144.99 | 3/5 12:38 |
145.13 | Low | $168 |
| 2/20/13 13:04 | BUY | 1 | BDH3 | EUREX BUND | 142.49 | 2/26 2:09 |
144.65 | Low | $2,804 |
| 2/8/13 3:01 | BUY | 1 | BDH3 | EUREX BUND | 142.98 | 2/19 4:00 |
142.85 | High | ($188) |
| 2/7/13 13:03 | SELL | 1 | BDH3 | EUREX BUND | 142.79 | 2/8 3:01 |
142.99 | Low | ($282) |
| 1/29/13 2:04 | BUY | 1 | BDH3 | EUREX BUND | 141.88 | 2/7 13:03 |
142.79 | Normal | $1,206 |
| 1/23/13 9:01 | BUY | 1 | BDH3 | EUREX BUND | 143.32 | 1/25 8:17 |
142.42 | High | ($1,226) |
| 1/23/13 2:04 | SELL | 1 | BDH3 | EUREX BUND | 143.24 | 1/23 9:01 |
143.32 | Low | ($121) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 80 |
| # Profitable | 39 (48.8%) |
| # months tracked | 15 |
| Profitable months | 11 (73.3%) |
| Avg trade duration | 3.7 days |
| Annual return (compounded) | 32.1% |
| Average win | $829 |
| Average loss | $631 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 41.74% |
| drawdown period | June 05, 2012 to Sept 17, 2012 |
| Correlation w/ S&P | -0.139 |
| Sharpe ratio | 0.786 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 61.0% |
| Chance of 20% account loss | 27.0% |
| Chance of 30% account loss | 13.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.16 |
| Average P/L per unit traded | $87.54 |
Reviews
July 2, 2012 from AutoTrader
The swan dive speaks for itself.
System Description
The German Bund Sprinter was designed to trade the German BUND Future.
The system works in a 60Minute intraday scope in combination with an additional stop concept. The German Bund Sprinter is a couner trend system, which triggers enter and exit signals over a pattern based mechanism. The open positions are safeguarded by a well balanced stop concept.
The overall behavior of the system is supervised by a human system manager.
The money management is here a little bit "more aggressive". This leads to much better performance but can have also some draw downs in the meanwhile of trading.
The actual minimum size for one contract is about 17.000 USD.
The system was designed to be efficient in a long term scope, to achieve an excellent performance within a one year scope. Best strategy for this system is to run it over a long time period and just ignore the draw down phases!
Due to a negative correlation of the German Bund Sprinter to most of the standard systems, it fits perfect as "intermixture" for standard portfolios.
The system works in a 60Minute intraday scope in combination with an additional stop concept. The German Bund Sprinter is a couner trend system, which triggers enter and exit signals over a pattern based mechanism. The open positions are safeguarded by a well balanced stop concept.
The overall behavior of the system is supervised by a human system manager.
The money management is here a little bit "more aggressive". This leads to much better performance but can have also some draw downs in the meanwhile of trading.
The actual minimum size for one contract is about 17.000 USD.
The system was designed to be efficient in a long term scope, to achieve an excellent performance within a one year scope. Best strategy for this system is to run it over a long time period and just ignore the draw down phases!
Due to a negative correlation of the German Bund Sprinter to most of the standard systems, it fits perfect as "intermixture" for standard portfolios.
- 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.
