Options Trading

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012				+4.5%	+40.1%	(21.5%)	+37.4%	+11.2%	(6.3%)	-	-	-
2013	-	-	-	-	-

There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis: Moving Average daysX

Instruments

Mostly Futures, Options; (some stocks)

Strategies

Volatility trading, Arbitrage, Market timing

System started

4/2/2012 (14 months ago)

System developer

akrocket

(Last login to C2: 8/24/12 10:21)
C2 Score: 464

The name of this system has been changed 1 time. Show

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
8/3/12 9:50	SELL	3	@ESU2	E-MINI S&P 500	1395.75	9/21 13:59	1419.42	Very	($3,592)
7/26/12 6:23	SELL	5	@ESU2	E-MINI S&P 500	1359.75	8/2 13:11	1355.00	Extreme	$1,118
7/25/12 8:28	SELL	1	@ESU2	E-MINI S&P 500	1337.00	7/25 10:29	1332.50	Low	$211
7/23/12 15:08	SELL	2	@ESU2	E-MINI S&P 500	1345.00	7/24 11:06	1337.25	Low	$747
6/26/12 14:09	SELL	6	@ESU2	E-MINI S&P 500	1330.17	7/12 10:43	1320.00	Extreme	$2,966
6/19/12 10:37	SELL	1	@ESU2	E-MINI S&P 500	1351.25	6/19 17:28	1349.50	Low	$74
6/14/12 16:14	SELL	4	@ESU2	E-MINI S&P 500	1329.50	6/18 4:40	1330.62	High	($281)
6/14/12 15:09	SELL	2	@ESU2	E-MINI S&P 500	1324.50	6/14 15:23	1318.25	Low	$597
6/12/12 15:41	SELL	2	@ESU2	E-MINI S&P 500	1317.50	6/13 18:03	1312.00	Low	$522
6/12/12 14:38	SELL	1	@ESU2	E-MINI S&P 500	1313.75	6/12 15:24	1312.00	Low	$74
6/8/12 10:46	SELL	2	@ESM2	E-MINI S&P 500	1319.75	6/11 15:11	1316.00	High	$347
5/22/12 10:08	SELL	2	SPY1221G143	SPY Jul12 143 call (exp 07/21/2012)	0.29	6/8 14:59	0.12	Low	$30
6/6/12 9:40	SELL	6	@ESM2	E-MINI S&P 500	1311.75	6/8 2:02	1309.25	Extreme	$666
6/6/12 3:57	SELL	2	@ESM2	E-MINI S&P 500	1296.00	6/6 8:46	1292.50	Low	$322
6/5/12 15:38	SELL	1	@ESM2	E-MINI S&P 500	1286.00	6/5 16:00	1282.75	Low	$149

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
8/3/12 9:50	SELL	3	@ESU2	E-MINI S&P 500	1395.75	9/21 13:59	1419.42	Very	($3,592)
8/3/12 9:50	STO	1	@ESU2		1382.75
8/6/12 12:44	STO	1	@ESU2		1394.25
8/24/12 15:44	STO	1	@ESU2		1410.25
9/4/12 10:57	BTC	2	@ESU2		1395.00
9/21/12 13:59	BTC	1	@ESU2		1468.25
7/26/12 6:23	SELL	5	@ESU2	E-MINI S&P 500	1359.75	8/2 13:11	1355.00	Extreme	$1,118
7/26/12 6:23	STO	1	@ESU2		1340.00
7/26/12 8:31	STO	1	@ESU2		1351.50
7/27/12 2:19	STO	1	@ESU2		1361.00
7/27/12 10:48	STO	1	@ESU2		1367.25
8/1/12 8:54	STO	1	@ESU2		1379.00
8/2/12 13:11	BTC	5	@ESU2		1355.00
7/25/12 8:28	SELL	1	@ESU2	E-MINI S&P 500	1337.00	7/25 10:29	1332.50	Low	$211
7/25/12 8:28	STO	1	@ESU2		1337.00
7/25/12 10:29	BTC	1	@ESU2		1332.50
7/23/12 15:08	SELL	2	@ESU2	E-MINI S&P 500	1345.00	7/24 11:06	1337.25	Low	$747
7/23/12 15:08	STO	1	@ESU2		1343.00
7/23/12 15:27	STO	1	@ESU2		1347.00
7/24/12 11:06	BTC	2	@ESU2		1337.25
6/26/12 14:09	SELL	6	@ESU2	E-MINI S&P 500	1330.17	7/12 10:43	1320.00	Extreme	$2,966
6/26/12 14:09	STO	2	@ESU2		1315.00
6/28/12 22:55	STO	1	@ESU2		1328.00
6/29/12 3:28	STO	3	@ESU2		1341.00
7/12/12 10:43	BTC	6	@ESU2		1320.00
6/19/12 10:37	SELL	1	@ESU2	E-MINI S&P 500	1351.25	6/19 17:28	1349.50	Low	$74
6/19/12 10:37	STO	1	@ESU2		1351.25
6/19/12 17:28	BTC	1	@ESU2		1349.50
6/14/12 16:14	SELL	4	@ESU2	E-MINI S&P 500	1329.50	6/18 4:40	1330.62	High	($281)
6/14/12 16:14	STO	2	@ESU2		1327.00
6/15/12 4:14	STO	1	@ESU2		1332.00
6/15/12 6:17	BTC	1	@ESU2		1328.75
6/15/12 13:17	STO	1	@ESU2		1332.00
6/18/12 4:40	BTC	3	@ESU2		1331.25
6/14/12 15:09	SELL	2	@ESU2	E-MINI S&P 500	1324.50	6/14 15:23	1318.25	Low	$597
6/14/12 15:09	STO	2	@ESU2		1324.50
6/14/12 15:23	BTC	2	@ESU2		1318.25
6/12/12 15:41	SELL	2	@ESU2	E-MINI S&P 500	1317.50	6/13 18:03	1312.00	Low	$522
6/12/12 15:41	STO	1	@ESU2		1315.00
6/13/12 3:48	STO	1	@ESU2		1320.00
6/13/12 4:41	BTC	1	@ESU2		1316.50
6/13/12 18:03	BTC	1	@ESU2		1307.50
6/12/12 14:38	SELL	1	@ESU2	E-MINI S&P 500	1313.75	6/12 15:24	1312.00	Low	$74
6/12/12 14:38	STO	1	@ESU2		1313.75
6/12/12 15:24	BTC	1	@ESU2		1312.00
6/8/12 10:46	SELL	2	@ESM2	E-MINI S&P 500	1319.75	6/11 15:11	1316.00	High	$347
6/8/12 10:46	STO	1	@ESM2		1315.50
6/8/12 15:12	STO	1	@ESM2		1324.00
6/11/12 15:11	BTC	2	@ESM2		1316.00
5/22/12 10:08	SELL	2	SPY1221G143	SPY Jul12 143 call (exp 07/21/2012)	0.29	6/8 14:59	0.12	Low	$30
5/22/12 10:08	STO	2	SPY1221G143		0.29
6/8/12 14:59	BTC	2	SPY1221G143		0.12
6/6/12 9:40	SELL	6	@ESM2	E-MINI S&P 500	1311.75	6/8 2:02	1309.25	Extreme	$666
6/6/12 9:40	STO	1	@ESM2		1295.25
6/6/12 9:57	STO	1	@ESM2		1301.00
6/6/12 11:41	STO	1	@ESM2		1307.50
6/7/12 14:53	STO	3	@ESM2		1322.25
6/8/12 2:02	BTC	6	@ESM2		1309.25
6/6/12 3:57	SELL	2	@ESM2	E-MINI S&P 500	1296.00	6/6 8:46	1292.50	Low	$322
6/6/12 3:57	STO	2	@ESM2		1296.00
6/6/12 8:46	BTC	2	@ESM2		1292.50
6/5/12 15:38	SELL	1	@ESM2	E-MINI S&P 500	1286.00	6/5 16:00	1282.75	Low	$149
6/5/12 15:38	STO	1	@ESM2		1286.00
6/5/12 16:00	BTC	1	@ESM2		1282.75

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	42
# Profitable	32 (76.2%)
# months tracked	14
Profitable months	4 (28.6%)
Avg trade duration	5.5 days
Annual return (compounded)	59.8%
Average win	$625
Average loss	$594
Profit factor	3.4:1
Max peak-to-valley drawdown (historical)	40.05%
drawdown period	June 28, 2012 to July 05, 2012
Correlation w/ S&P	0.008
Sharpe ratio	1.532
Keep after worst-case slippage	93.5%
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	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.31
Average P/L per unit traded	$108.11

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Started	$20,000
Buy Power	$34,073
Cash	$34,073
Equity	$0
Cumulative $	$14,073
Total System Equity	$34,073
Margined	$0
Open P/L	$0

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