Trading Trends and Turns
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +6.0% | (13.9%) | +2.7% | (11.9%) | +1.8% | (2.5%) | (2.7%) | +1.1% | ||||
| 2013 | (1.1%) | (4.8%) | (10%) | (8.3%) | (3.6%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks, Futures |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 5/27/2012 (12 months ago) |
| System developer |
Independant Trader 
(Last login to C2: 8/9/12 11:29) C2 Score: 919  Vendor has created 1 other system. Show The name of this system has been changed 1 time. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by seven days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 8/9/12 11:18 | BUY | 300 | PCY | POWERSHARES EMRG MKT SOVEREI | 30.19 | 8/9 11:23 |
30.19 | Low | ($6) |
| 8/9/12 11:17 | BUY | 300 | JNK | SPDR BARCLAYS CAPITAL HIGH Y | 39.78 | 8/9 11:23 |
39.77 | Low | ($9) |
| 6/18/12 8:35 | SELL | 2 | @ESU2 | E-MINI S&P 500 | 1338.12 | 8/9 11:13 |
1401.25 | Very | ($6,341) |
| 6/18/12 8:35 | SELL | 2 | @MEU2 | E-MINI EURO FX | 1.2661 | 7/18 15:30 |
1.2285 | Low | $4,672 |
| 6/15/12 11:32 | SELL | 1 | @EDZ6 | EURODOLLAR | 98.1800 | 6/18 8:34 |
98.2100 | Low | ($89) |
| 5/28/12 3:36 | SELL | 1 | @MEU2 | E-MINI EURO FX | 1.2600 | 6/14 20:33 |
1.2630 | Low | ($202) |
| 5/29/12 10:31 | SELL | 1 | @ESU2 | E-MINI S&P 500 | 1327.00 | 6/14 18:30 |
1325.00 | Low | $86 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 15 |
| # Profitable | 9 (60.0%) |
| # months tracked | 13 |
| Profitable months | 4 (30.8%) |
| Avg trade duration | 161.2 days |
| Annual return (compounded) | 8.8% |
| Average win | $1,161 |
| Average loss | $1,137 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 17.03% |
| drawdown period | July 12, 2012 to Aug 31, 2012 |
| Correlation w/ S&P | -0.683 |
| Sharpe ratio | 0.61 |
| Keep after worst-case slippage | 97.9% |
| 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) | -0.21 |
| Average P/L per unit traded | ($138.50) |
| Sum of dividends and cash expir. in model account | $715 |
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