ES/TF Fund

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012					-	+10.8%	(6.7%)	(0.7%)	(0.7%)	(0.7%)	(0.7%)	(0.7%)
2013	(0.7%)	(0.7%)	(0.7%)	(0.7%)	-

There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

Change commission plan...

Loading Chart...

Show chart: Standard | Monte Carlo
Technical Analysis: Moving Average daysX

Instruments	Futures
Strategies
System started	5/28/2012 (12 months ago)
System developer	ES/TF Fund (Last login to C2: 7/15/12 23:23) C2 Score: 457

Change commission plan...

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
7/11/12 9:48	BUY	1	@TFSU2	Emini Russell	793	7/11 14:25	785	Normal	($814)
7/10/12 10:08	BUY	1	@ESU2	E-MINI S&P 500	1350.00	7/10 13:49	1340.00	Normal	($514)
7/9/12 12:21	BUY	1	@TFSU2	Emini Russell	801	7/9 15:59	801.20	Low	$6
6/29/12 12:25	BUY	1	@ESU2	E-MINI S&P 500	1348.00	6/29 14:29	1352.25	Low	$199
6/28/12 15:43	BUY	2	@ESU2	E-MINI S&P 500	1319.75	6/28 15:47	1322.75	Low	$272
6/28/12 10:40	BUY	1	@ESU2	E-MINI S&P 500	1309.50	6/28 15:36	1317.50	Low	$386
6/27/12 13:25	BUY	1	@ESU2	E-MINI S&P 500	1325.00	6/28 3:06	1325.50	Low	$11
6/25/12 15:07	BUY	1	@ESU2	E-MINI S&P 500	1305.50	6/25 16:05	1306.00	Low	$11
6/25/12 13:04	BUY	1	@ESU2	E-MINI S&P 500	1304.00	6/25 14:48	1304.50	Low	$11
6/22/12 15:11	BUY	1	@TFSU2	Emini Russell	770.90	6/22 15:59	771	Low	($4)
6/22/12 9:32	SELL	1	@ESU2	E-MINI S&P 500	1325.00	6/22 11:05	1324.75	Low	($1)
6/21/12 13:37	BUY	1	@ESU2	E-MINI S&P 500	1327.00	6/21 15:48	1319.00	Normal	($414)
6/19/12 15:05	SELL	1	@TFSU2	Emini Russell	782.60	6/19 15:37	783.60	Low	($114)
6/18/12 8:40	BUY	1	@ESU2	E-MINI S&P 500	1330.00	6/18 10:48	1338.50	Low	$411
6/17/12 19:43	BUY	1	@ESU2	E-MINI S&P 500	1344.00	6/18 0:30	1342.25	Low	($102)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
7/11/12 9:48	BUY	1	@TFSU2	Emini Russell	793	7/11 14:25	785	Normal	($814)
7/11/12 9:48	BTO	1	@TFSU2		793
7/11/12 14:25	STC	1	@TFSU2		785
7/10/12 10:08	BUY	1	@ESU2	E-MINI S&P 500	1350.00	7/10 13:49	1340.00	Normal	($514)
7/10/12 10:08	BTO	1	@ESU2		1350.00
7/10/12 13:49	STC	1	@ESU2		1340.00
7/9/12 12:21	BUY	1	@TFSU2	Emini Russell	801	7/9 15:59	801.20	Low	$6
7/9/12 12:21	BTO	1	@TFSU2		801
7/9/12 15:59	STC	1	@TFSU2		801.20
6/29/12 12:25	BUY	1	@ESU2	E-MINI S&P 500	1348.00	6/29 14:29	1352.25	Low	$199
6/29/12 12:25	BTO	1	@ESU2		1348.00
6/29/12 14:29	STC	1	@ESU2		1352.25
6/28/12 15:43	BUY	2	@ESU2	E-MINI S&P 500	1319.75	6/28 15:47	1322.75	Low	$272
6/28/12 15:43	BTO	2	@ESU2		1319.75
6/28/12 15:47	STC	2	@ESU2		1322.75
6/28/12 10:40	BUY	1	@ESU2	E-MINI S&P 500	1309.50	6/28 15:36	1317.50	Low	$386
6/28/12 10:40	BTO	1	@ESU2		1309.50
6/28/12 15:36	STC	1	@ESU2		1317.50
6/27/12 13:25	BUY	1	@ESU2	E-MINI S&P 500	1325.00	6/28 3:06	1325.50	Low	$11
6/27/12 13:25	BTO	1	@ESU2		1325.00
6/28/12 3:06	STC	1	@ESU2		1325.50
6/25/12 15:07	BUY	1	@ESU2	E-MINI S&P 500	1305.50	6/25 16:05	1306.00	Low	$11
6/25/12 15:07	BTO	1	@ESU2		1305.50
6/25/12 16:05	STC	1	@ESU2		1306.00
6/25/12 13:04	BUY	1	@ESU2	E-MINI S&P 500	1304.00	6/25 14:48	1304.50	Low	$11
6/25/12 13:04	BTO	1	@ESU2		1304.00
6/25/12 14:48	STC	1	@ESU2		1304.50
6/22/12 15:11	BUY	1	@TFSU2	Emini Russell	770.90	6/22 15:59	771	Low	($4)
6/22/12 15:11	BTO	1	@TFSU2		770.90
6/22/12 15:59	STC	1	@TFSU2		771
6/22/12 9:32	SELL	1	@ESU2	E-MINI S&P 500	1325.00	6/22 11:05	1324.75	Low	($1)
6/22/12 9:32	STO	1	@ESU2		1325.00
6/22/12 11:05	BTC	1	@ESU2		1324.75
6/21/12 13:37	BUY	1	@ESU2	E-MINI S&P 500	1327.00	6/21 15:48	1319.00	Normal	($414)
6/21/12 13:37	BTO	1	@ESU2		1327.00
6/21/12 15:48	STC	1	@ESU2		1319.00
6/19/12 15:05	SELL	1	@TFSU2	Emini Russell	782.60	6/19 15:37	783.60	Low	($114)
6/19/12 15:05	STO	1	@TFSU2		782.60
6/19/12 15:37	BTC	1	@TFSU2		783.60
6/18/12 8:40	BUY	1	@ESU2	E-MINI S&P 500	1330.00	6/18 10:48	1338.50	Low	$411
6/18/12 8:40	BTO	1	@ESU2		1330.00
6/18/12 10:48	STC	1	@ESU2		1338.50
6/17/12 19:43	BUY	1	@ESU2	E-MINI S&P 500	1344.00	6/18 0:30	1342.25	Low	($102)
6/17/12 19:43	BTO	1	@ESU2		1344.00
6/18/12 0:30	STC	1	@ESU2		1342.25

<< More recent

Less | More

Older >>

Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	31
# Profitable	22 (71.0%)
# months tracked	13
Profitable months	1 (7.7%)
Avg trade duration	2.2 hours
Annual return (compounded)	7.2%
Average win	$169
Average loss	$256
Profit factor	1.6:1
Max peak-to-valley drawdown (historical)	6.09%
drawdown period	July 09, 2012 to July 11, 2012
Correlation w/ S&P	0.386
Sharpe ratio	1.643
Keep after worst-case slippage	86.8%
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)	0.26
Average P/L per unit traded	$40.94

Reviews

No reviews have been written yet.

System Description

Patience, focus, determination, probabilities

- 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.

Report

Started	$20,000
Buy Power	$21,417
Cash	$21,417
Equity	$0
Cumulative $	$1,417
Total System Equity	$21,417
Margined	$0
Open P/L	$0

Loading historical trade record for ES/TF Fund...

Collective2

Find a system

Watch List

ES/TF Fund

Recently Closed Trades

Statistics

Reviews

System Description

Find System by Name

Subscribe to System

Overview

Model Account Status

System Forum

Crowd Opinion