Triple Play
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +14.7% | +37.8% | +35.2% | +26.4% | +11.9% | (20.9%) | (0.7%) | - | - | |||
| 2013 | (0.7%) | - | - | (0.7%) | - |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Buy undervalue, Sell overvalue, Technical analysis, Market timing |
| System started | 4/2/2012 (14 months ago) |
| System developer |
Ag Plus 
(Last login to C2: 9/13/12 9:36) C2 Score: 997  Vendor has created 2 other systems. Show |
System creator requested that closed trades data below be delayed by three days.
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 | |
| 8/29/12 10:44 | BUY | 1 | @SX2 | SOYBEANS | 1727 2/4 | 9/19 18:00 |
1667 3/4 | Extreme | ($3,008) |
| 9/11/12 0:23 | BUY | 1 | @USZ2 | US T-BOND | 149 16/32 | 9/19 15:23 |
146 17/32 | Extreme | ($2,983) |
| 9/4/12 8:53 | BUY | 1 | @DXZ2 | US Dollar Index | 81.63 | 9/19 15:23 |
79.12 | High | ($2,526) |
| 9/3/12 23:00 | SELL | 1 | @USZ2 | US T-BOND | 151 14/32 | 9/11 0:23 |
149 16/32 | Low | $1,941 |
| 8/29/12 10:15 | SELL | 1 | @USU2 | US T-BOND | 148 20/32 | 8/30 10:42 |
149 21/32 | Normal | ($1,045) |
| 8/16/12 9:33 | SELL | 1 | @DXU2 | US Dollar Index | 82.51 | 8/30 10:40 |
81.67 | Low | $820 |
| 8/23/12 11:33 | SELL | 1 | @SX2 | SOYBEANS | 1719 | 8/29 10:44 |
1727 2/4 | Normal | ($439) |
| 8/23/12 10:11 | BUY | 1 | @USU2 | US T-BOND | 148 11/32 | 8/29 10:15 |
148 20/32 | Low | $265 |
| 8/15/12 10:03 | BUY | 1 | @SX2 | SOYBEANS | 1619 | 8/23 11:15 |
1722 2/4 | Low | $5,159 |
| 8/15/12 10:06 | SELL | 1 | @USU2 | US T-BOND | 146 17/32 | 8/23 10:11 |
148 11/32 | Normal | ($1,829) |
| 8/9/12 3:50 | BUY | 1 | @DXU2 | US Dollar Index | 82.43 | 8/16 9:33 |
82.51 | Low | $62 |
| 8/9/12 20:19 | BUY | 1 | @USU2 | US T-BOND | 148 13/32 | 8/15 10:06 |
146 17/32 | Normal | ($1,900) |
| 8/12/12 21:00 | SELL | 1 | @SX2 | SOYBEANS | 1632 | 8/15 10:03 |
1619 | Low | $636 |
| 8/1/12 9:29 | SELL | 1 | @SX2 | SOYBEANS | 1630 | 8/9 11:30 |
1616 3/4 | Normal | $649 |
| 8/1/12 9:53 | SELL | 1 | @USU2 | US T-BOND | 150 17/32 | 8/9 8:53 |
148 4/32 | Normal | $2,395 |
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 | 91 |
| # Profitable | 37 (40.7%) |
| # months tracked | 14 |
| Profitable months | 5 (35.7%) |
| Avg trade duration | 5.2 days |
| Annual return (compounded) | 124.2% |
| Average win | $1,642 |
| Average loss | $773 |
| Profit factor | 1.5:1 |
| Max peak-to-valley drawdown (historical) | 30.83% |
| drawdown period | Aug 21, 2012 to Sept 18, 2012 |
| Correlation w/ S&P | -0.011 |
| Sharpe ratio | 2.426 |
| Keep after worst-case slippage | 95.1% |
| 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) | 0.18 |
| Average P/L per unit traded | $209.10 |
Reviews
System owner hasn't logged in since Thursday. Drawdown continues. I sure hope we're not on our own.
Going great....then all of a sudden it's like this system has just fallen asleep letting losses keep growing.
System Description
that is capable of trading a wide variety of actively traded
commodities.
Only 1 contract of each of Soybeans, U.S. Bonds and a Dollar Index will ever be held at one time.
- 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.
