Loading historical trade record for Gold Pairs...


Gold Pairs




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                                     -  (2%)+0.4%(12.4%)  -  (0.2%)  -  
2013  -    -  (0.2%)  -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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

Instruments Stocks
Strategies Volatility trading, Arbitrage, Market timing, Unclassified
System started 6/1/2012 (12 months ago)
System developer Automated Funds
(Last login to C2: 12/1/12 15:17)
C2 Score: 647

Vendor has created 4 other systems. Show



Recently Closed Trades

CSVHide NamesDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/23/12 15:53 BUY 277 GLD SPDR GOLD TRUST 161.91 9/20
15:43
171.41 Low $2,626
8/23/12 15:53 SELL 2,213 GDX MARKET VECTORS GOLD ETF 47.41 9/20
15:43
54.35 Extreme ($15,402)
7/10/12 15:42 SELL 596 GLD SPDR GOLD TRUST 152.15 8/6
15:43
156.43 Normal ($2,563)
7/11/12 9:30 BUY 1,387 GDX MARKET VECTORS GOLD ETF 42.38 8/6
15:43
43.67 Normal $1,761

<< More recent
Less  |  More
Older >>


Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades4
# Profitable2 (50.0%)
# months tracked12
Profitable months1 (8.3%)
Avg trade duration27.3 days
Annual return (compounded)-13.7%
Average win$2,210
Average loss$8,954
Profit factor0.2:1
Max peak-to-valley drawdown (historical)15.99%
drawdown periodAug 30, 2012 to Sept 19, 2012
Correlation w/ S&P-0.130
Sharpe ratio-2.946
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.60
Average P/L per unit traded($0.11)


Reviews


No reviews have been written yet.

Find System by Name

Wait

Advanced


Subscribe to System

$199 per quarter Details

Subscriptions cost $199 per quarter.



 

Overview

An automated algorithmic quantitative relative arbitrage system that trades GLD and GDX. Signals take place at approximately 3:45 PM and are held for an average of two and a half weeks.
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$100,000
Buy Power$86,511
Cash$86,511
Equity$0
Cumulative $($13,488)
Total System Equity$86,511
Margined$0
Open P/L$0


Crowd Opinion

Viewed 0 time
System Notebooks 0 people
System Notebook Comments 0