Sigma TF
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 (1.4%) +4.2% +2.3% +2.0% (8.9%) (3.1%) (2%) (1.5%) 2013 (1.5%) (1.5%) (1.5%) (1.5%) (1.6%) -
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 412 days.
Instruments
Futures
Strategies
Technical analysis, Volatility trading
System started
5/1/2012 (14 months ago)
System developer
Systematic Signals 989 Vendor has created 9 other systems. Show The name of this system has been changed 2 times. Show Original name Changed to When changed Kappa Sigma 5/8/12 9:56 Sigma Sigma TF 5/17/12 10:10
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
11/13/12 10:55
BUY
1
@TFSZ2
Emini Russell 793.20
11/13
790.20 Low ($314)
11/13/12 10:43
SELL
1
@TFSZ2
Emini Russell 788.20
11/13
793.20 Normal ($514)
11/13/12 9:43
BUY
1
@TFSZ2
Emini Russell 789.90
11/13
788.20 Low ($184)
11/7/12 12:28
BUY
1
@TFSZ2
Emini Russell 803.30
11/7
803.20 Low ($24)
11/7/12 9:36
SELL
1
@TFSZ2
Emini Russell 810.70
11/7
803.40 Low $716
11/6/12 9:58
BUY
1
@TFSZ2
Emini Russell 822.60
11/6
823.10 Normal $36
11/1/12 14:40
BUY
1
@TFSZ2
Emini Russell 823.70
11/1
824.90 Low $106
11/1/12 12:38
SELL
1
@TFSZ2
Emini Russell 822.40
11/1
823.70 Low ($144)
11/1/12 9:38
BUY
1
@TFSZ2
Emini Russell 819.80
11/1
822.40 Low $246
10/23/12 12:14
BUY
1
@TFSZ2
Emini Russell 808
10/24
817 Low $886
10/23/12 9:37
SELL
1
@TFSZ2
Emini Russell 808.10
10/23
808 Low ($4)
10/17/12 15:10
BUY
1
@TFSZ2
Emini Russell 838.60
10/17
839.80 Low $106
10/17/12 13:39
SELL
1
@TFSZ2
Emini Russell 836.70
10/17
838.50 Low ($194)
10/17/12 9:49
BUY
1
@TFSZ2
Emini Russell 836.10
10/17
836.90 Low $66
10/16/12 9:56
BUY
1
@TFSZ2
Emini Russell 832.50
10/16
832.50 Normal ($14)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
11/13/12 10:55
BUY
1
@TFSZ2
Emini Russell
793.20
11/13
790.20 Low ($314)
11/13/12 10:55
BTO
1
@TFSZ2
793.20
11/13/12 12:32
STC
1
@TFSZ2
790.20
11/13/12 10:43
SELL
1
@TFSZ2
Emini Russell
788.20
11/13
793.20 Normal ($514)
11/13/12 10:43
STO
1
@TFSZ2
788.20
11/13/12 10:55
BTC
1
@TFSZ2
793.20
11/13/12 9:43
BUY
1
@TFSZ2
Emini Russell
789.90
11/13
788.20 Low ($184)
11/13/12 9:43
BTO
1
@TFSZ2
789.90
11/13/12 10:43
STC
1
@TFSZ2
788.20
11/7/12 12:28
BUY
1
@TFSZ2
Emini Russell
803.30
11/7
803.20 Low ($24)
11/7/12 12:28
BTO
1
@TFSZ2
803.30
11/7/12 16:00
STC
1
@TFSZ2
803.20
11/7/12 9:36
SELL
1
@TFSZ2
Emini Russell
810.70
11/7
803.40 Low $716
11/7/12 9:36
STO
1
@TFSZ2
810.70
11/7/12 12:27
BTC
1
@TFSZ2
803.40
11/6/12 9:58
BUY
1
@TFSZ2
Emini Russell
822.60
11/6
823.10 Normal $36
11/6/12 9:58
BTO
1
@TFSZ2
822.60
11/6/12 16:00
STC
1
@TFSZ2
823.10
11/1/12 14:40
BUY
1
@TFSZ2
Emini Russell
823.70
11/1
824.90 Low $106
11/1/12 14:40
BTO
1
@TFSZ2
823.70
11/1/12 16:00
STC
1
@TFSZ2
824.90
11/1/12 12:38
SELL
1
@TFSZ2
Emini Russell
822.40
11/1
823.70 Low ($144)
11/1/12 12:38
STO
1
@TFSZ2
822.40
11/1/12 14:40
BTC
1
@TFSZ2
823.70
11/1/12 9:38
BUY
1
@TFSZ2
Emini Russell
819.80
11/1
822.40 Low $246
11/1/12 9:38
BTO
1
@TFSZ2
819.80
11/1/12 12:38
STC
1
@TFSZ2
822.40
10/23/12 12:14
BUY
1
@TFSZ2
Emini Russell
808
10/24
817 Low $886
10/23/12 12:14
BTO
1
@TFSZ2
808
10/24/12 9:04
STC
1
@TFSZ2
817
10/23/12 9:37
SELL
1
@TFSZ2
Emini Russell
808.10
10/23
808 Low ($4)
10/23/12 9:37
STO
1
@TFSZ2
808.10
10/23/12 12:14
BTC
1
@TFSZ2
808
10/17/12 15:10
BUY
1
@TFSZ2
Emini Russell
838.60
10/17
839.80 Low $106
10/17/12 15:10
BTO
1
@TFSZ2
838.60
10/17/12 16:00
STC
1
@TFSZ2
839.80
10/17/12 13:39
SELL
1
@TFSZ2
Emini Russell
836.70
10/17
838.50 Low ($194)
10/17/12 13:39
STO
1
@TFSZ2
836.70
10/17/12 15:10
BTC
1
@TFSZ2
838.50
10/17/12 9:49
BUY
1
@TFSZ2
Emini Russell
836.10
10/17
836.90 Low $66
10/17/12 9:49
BTO
1
@TFSZ2
836.10
10/17/12 13:39
STC
1
@TFSZ2
836.90
10/16/12 9:56
BUY
1
@TFSZ2
Emini Russell
832.50
10/16
832.50 Normal ($14)
10/16/12 9:56
BTO
1
@TFSZ2
832.50
10/16/12 16:00
STC
1
@TFSZ2
832.50
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 65 # Profitable 28 (43.1%) # months tracked 14 Profitable months 3 (21.4%) Avg trade duration 5.9 hours Annual Return -8.9% Average win $393 Average loss $262 Profit factor 1.1:1 Max peak-to-valley drawdown (historical) 17.06% drawdown period Sept 06, 2012 to Oct 09, 2012 Correlation w/ S&P -0.011 Sharpe ratio 0.388 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 13.3% Chance of 30% account loss 0.0%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.05 Average P/L per unit traded $21.38
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Subscribe to System Subscriptions cost $200 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.)
A simple model that tries to use stops for entries and reversals based on the recent average true range.
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 $15,000 Buy Power $16,280 Cash $16,280 Equity $0 Cumulative $ $1,280 Total System Equity $16,280 Margined $0 Open P/L $0
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