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ES Bomber




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                                   (8.8%)(6.4%)(9.7%)(9.7%)(0.1%)(0.1%)(0.1%)
2013(0.1%)(0.1%)(0.1%)  -  (0.2%)  -                                      
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Volatility trading, Market timing
System started 6/15/2012 (12 months ago)
System developer ES Bomber
(Last login to C2: 6/28/12 20:44)
C2 Score: 32



Recently Closed Trades

CSVHide NamesDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
6/15/12 13:01 SELL 15 @ESU2 E-MINI S&P 500 1329.25 9/6
11:39
1429.25 Extreme ($75,209)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades1
# Profitable0 (0.0%)
# months tracked13
Profitable months
Avg trade duration82.9 days
Cumul. Return-31.0%
Average win$0.00
Average loss$75,000.00
Profit factor0.0:1
Max peak-to-valley drawdown (historical)34.75%
drawdown periodJune 25, 2012 to Sept 09, 2012
Correlation w/ S&P-0.839
Sharpe ratio-2.554
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-1.00
Average P/L per unit traded($5,000.00)


Reviews


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System Description

ES Bomber is a Multi timeframe S&P 500 Futures Trading System based on taking advantage of disparities in price between related products.By definition it is a swing trading system that I identifies intraday opportunities in the market.

- 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.

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Overview

ES Bomber is a Multi timeframe S&P 500 Futures Trading System based on taking advantage of disparities in price between related products.
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- 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$250,000
Buy Power$175,000
Cash$175,000
Equity$0
Cumulative $($75,000)
Total System Equity$175,000
Margined$0
Open P/L$0


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