Golden Egg #1
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +4.5% | +14.8% | (2.7%) | (1.1%) | (1.1%) | (1.1%) | (1.1%) | (1.1%) | ||||
| 2013 | (1.1%) | (1.1%) | (1.2%) | (1.2%) | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Futures; (some forex) |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing |
| System started | 5/11/2012 (13 months ago) |
| System developer |
Alpha Zentaurus System Development 
(Last login to C2: 12/14/12 5:05) C2 Score: 606  Vendor has created 2 other systems. Show The name of this system has been changed 7 times. Show |
System creator requested that closed trades data below be delayed by one day.
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 | |
| 7/27/12 5:45 | BUY | 3 | @EUU2 | EUROFX | 1.2298 | 7/27 5:49 |
1.2281 | Normal | ($680) |
| 7/27/12 3:07 | SELL | 2 | XGU2 | DAX INDEX | 6600 | 7/27 3:13 |
6600 | n/a | ($28) |
| 7/5/12 3:15 | SELL | 2 | EUR/USD | 1.25234 | 7/5 5:23 |
1.25035 | Low | $38 | |
| 7/5/12 2:39 | BUY | 2 | EUR/USD | 1.25349 | 7/5 3:15 |
1.25234 | Low | ($25) | |
| 7/4/12 3:16 | BUY | 1 | BDU2 | EUREX BUND | 141.51 | 7/4 3:52 |
141.69 | Low | $212 |
| 7/3/12 8:13 | BUY | 1 | BDU2 | EUREX BUND | 141.56 | 7/3 9:40 |
141.57 | Low | ($1) |
| 7/3/12 3:25 | BUY | 1 | BDU2 | EUREX BUND | 141.55 | 7/3 3:54 |
141.45 | Low | ($140) |
| 7/2/12 8:56 | BUY | 1 | BDU2 | EUREX BUND | 141.09 | 7/2 10:06 |
141.60 | Low | $628 |
| 7/2/12 7:23 | SELL | 1 | BDU2 | EUREX BUND | 140.81 | 7/2 8:36 |
141.07 | Low | ($342) |
| 6/29/12 9:30 | SELL | 2 | EUR/USD | 1.26779 | 7/1 17:09 |
1.26789 | Low | ($4) | |
| 6/29/12 5:08 | SELL | 8 | EUR/USD | 1.25771 | 6/29 5:36 |
1.25772 | Low | ($9) | |
| 6/29/12 4:23 | SELL | 4 | EUR/USD | 1.25563 | 6/29 5:01 |
1.25804 | Low | ($100) | |
| 6/28/12 10:39 | SELL | 2 | EUR/USD | 1.24233 | 6/28 15:49 |
1.24500 | Low | ($55) | |
| 6/28/12 9:04 | BUY | 2 | EUR/USD | 1.24352 | 6/28 10:39 |
1.24232 | Low | ($26) | |
| 6/26/12 8:06 | BUY | 4 | BDU2 | EUREX BUND | 141.71 | 6/26 8:12 |
141.73 | n/a | $31 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 134 |
| # Profitable | 67 (50.0%) |
| # months tracked | 13 |
| Profitable months | 2 (15.4%) |
| Avg trade duration | 1.2 hours |
| Annual return (compounded) | 45.9% |
| Average win | $478 |
| Average loss | $335 |
| Profit factor | 1.4:1 |
| Max peak-to-valley drawdown (historical) | 13.09% |
| drawdown period | June 04, 2012 to June 06, 2012 |
| Correlation w/ S&P | -0.036 |
| Sharpe ratio | 3.148 |
| Keep after worst-case slippage | 99.7% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 0.0% |
| 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) | 0.18 |
| Average P/L per unit traded | $16.46 |
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System Description
Trading both Forex and Futures long/short in short-term timeframes.
- 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.
