Q
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 (0.2%) - (0.1%) (0.1%) (0.1%) (0.1%) (0.1%) (0.1%) 2013 (0.1%) (0.1%) - (0.2%) -
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 366 days.
Instruments
Stocks
Strategies
Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing, Unclassified
System started
5/20/2012 (12 months ago)
System developer
Q 230 Vendor has created 1 other system. Show The name of this system has been changed 1 time. Show Original name Changed to When changed Geek Quantitative Trendbitrage Forex/Commodities ETF Q 10/23/12 11:20
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
7/11/12 10:55
BUY
2
CMD
PROSHARES ULTRASHORT DJ-UBS 56.76
7/27
51.55 Low ($12)
7/11/12 10:49
BUY
3
GLD
SPDR GOLD TRUST 152.95
7/27
157.07 Low $10
7/11/12 9:40
BUY
19
DBV
POWERSHARES DB G10 CURRENCY 24.64
7/27
24.83 Low $2
7/9/12 9:40
BUY
18
FXE
CURRENCYSHARES EURO ETF 122.24
7/27
122.98 Low $11
5/24/12 12:30
BUY
77
YCL
PROSHARES TRST ULTRA YEN 33.97
6/19
34.20 Low $16
5/24/12 11:55
BUY
100
UDN
POWERSHARES DB US DOLLAR IND 26.38
6/19
26.61 Low $21
5/24/12 9:44
BUY
117
ULE
PROSHARES TRST UTRA EURO 22.41
6/19
22.59 Low $19
5/24/12 12:26
BUY
60
YCS
PROSHARES ULTSHT YEN ETF 43.16
5/24
43.14 Low ($3)
5/24/12 11:37
BUY
117
UUP
POWERSHARES DB US DOLLAR IND 22.72
5/24
22.70 Low ($4)
5/24/12 9:44
BUY
100
UDN
POWERSHARES DB US DOLLAR IND 26.37
5/24
26.37 Low ($2)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
7/11/12 10:55
BUY
2
CMD
PROSHARES ULTRASHORT DJ-UBS
56.76
7/27
51.55 Low ($12)
7/11/12 10:55
BTO
2
CMD
56.76
7/27/12 10:51
STC
2
CMD
51.55
Auto Close: 7/27/12 (10:51)
7/11/12 10:49
BUY
3
GLD
SPDR GOLD TRUST
152.95
7/27
157.07 Low $10
7/11/12 10:49
BTO
3
GLD
152.95
7/27/12 10:51
STC
3
GLD
157.07
Auto Close: 7/27/12 (10:51)
7/11/12 9:40
BUY
19
DBV
POWERSHARES DB G10 CURRENCY
24.64
7/27
24.83 Low $2
7/11/12 9:40
BTO
19
DBV
24.64
7/27/12 10:51
STC
19
DBV
24.83
Auto Close: 7/27/12 (10:51)
7/9/12 9:40
BUY
18
FXE
CURRENCYSHARES EURO ETF
122.24
7/27
122.98 Low $11
7/9/12 9:40
BTO
18
FXE
122.24
7/27/12 10:51
STC
18
FXE
122.98
Auto Close: 7/27/12 (10:51)
5/24/12 12:30
BUY
77
YCL
PROSHARES TRST ULTRA YEN
33.97
6/19
34.20 Low $16
5/24/12 12:30
BTO
77
YCL
33.97
6/19/12 10:37
STC
77
YCL
34.20
Auto Close: 6/19/12 (10:37)
5/24/12 11:55
BUY
100
UDN
POWERSHARES DB US DOLLAR IND
26.38
6/19
26.61 Low $21
5/24/12 11:55
BTO
100
UDN
26.38
6/19/12 10:37
STC
100
UDN
26.61
Auto Close: 6/19/12 (10:37)
5/24/12 9:44
BUY
117
ULE
PROSHARES TRST UTRA EURO
22.41
6/19
22.59 Low $19
5/24/12 9:44
BTO
117
ULE
22.41
6/19/12 10:37
STC
117
ULE
22.59
Auto Close: 6/19/12 (10:37)
5/24/12 12:26
BUY
60
YCS
PROSHARES ULTSHT YEN ETF
43.16
5/24
43.14 Low ($3)
5/24/12 12:26
BTO
60
YCS
43.16
5/24/12 12:31
STC
60
YCS
43.14
5/24/12 11:37
BUY
117
UUP
POWERSHARES DB US DOLLAR IND
22.72
5/24
22.70 Low ($4)
5/24/12 11:37
BTO
117
UUP
22.72
5/24/12 11:54
STC
117
UUP
22.70
5/24/12 9:44
BUY
100
UDN
POWERSHARES DB US DOLLAR IND
26.37
5/24
26.37 Low ($2)
5/24/12 9:44
BTO
100
UDN
26.37
5/24/12 11:35
STC
100
UDN
26.37
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Statistics Analytics All Statistics Based on Hypothetical Results Trades 10 # Profitable 6 (60.0%) # months tracked 13 Profitable months Avg trade duration 14.4 days Annual return (compounded) 0.1% Average win $15.18 Average loss $3.49 Profit factor 6.5:1 Max peak-to-valley drawdown (historical) 0.11% drawdown period June 04, 2012 to June 08, 2012 Correlation w/ S&P 0.108 Sharpe ratio -3.939 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 0.0% 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) 0.46 Average P/L per unit traded $0.05
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Model Account Status Started $100,000 Buy Power $100,077 Cash $100,077 Equity $0 Cumulative $ $77 Total System Equity $100,077 Margined $0 Open P/L $0
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