SwingOrchestra
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 (4.9%) (11.9%) (18%) (0.4%) (0.4%) (0.4%) (0.4%) 2013 (0.4%) (0.4%) (0.4%) (0.5%) (0.5%) -
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 360 days.
Instruments
Futures
Strategies
Technical analysis, Volatility trading, Market timing
System started
6/22/2012 (12 months ago)
System developer
Jan Marek 7
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
8/3/12 11:30
SELL
1
@USU2
US T-BOND 149 15/32
8/6
150 3/32 Normal ($639)
8/2/12 9:18
SELL
2
@EUU2
EUROFX 1.2205
8/3
1.2264 Normal ($1,503)
8/2/12 12:36
SELL
2
@ESU2
E-MINI S&P 500 1350.25
8/2
1360.25 Normal ($1,028)
8/2/12 8:34
BUY
2
@EUU2
EUROFX 1.2382
8/2
1.2323 Normal ($1,503)
8/1/12 9:35
SELL
1
QGCZ2
Gold 100 oz 1599.10
8/2
1609.90 Normal ($1,094)
8/1/12 14:34
SELL
3
@EUU2
EUROFX 1.2243
8/2
1.2285 Normal ($1,617)
7/27/12 9:53
BUY
2
@ESU2
E-MINI S&P 500 1364.50
7/30
1380.25 Low $1,547
7/26/12 9:34
BUY
1
@ESU2
E-MINI S&P 500 1356.00
7/27
1358.50 Low $111
7/25/12 8:20
BUY
2
@YGZ2
Mini Gold NYSE Liffe 1605.70
7/26
1618.60 Low $829
7/24/12 10:22
SELL
2
@ESU2
E-MINI S&P 500 1336.50
7/26
1341.50 Low ($528)
7/23/12 9:32
SELL
2
@ESU2
E-MINI S&P 500 1336.00
7/23
1347.25 Normal ($1,153)
7/23/12 8:44
SELL
1
QGCQ2
Gold 100 oz 1562.70
7/23
1575.50 Normal ($1,294)
7/19/12 9:35
SELL
2
@EUU2
EUROFX 1.2249
7/23
1.2083 Normal $4,122
7/20/12 8:34
BUY
2
@USU2
US T-BOND 151 22/32
7/20
151 24/32 Low $96
7/16/12 9:00
BUY
3
@USU2
US T-BOND 152 1/32
7/19
150 23/32 Very ($3,978)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
8/3/12 11:30
SELL
1
@USU2
US T-BOND
149 15/32
8/6
150 3/32 Normal ($639)
8/3/12 11:30
STO
1
@USU2
149 15/32
8/6/12 6:38
BTC
1
@USU2
150 3/32
8/2/12 9:18
SELL
2
@EUU2
EUROFX
1.2205
8/3
1.2264 Normal ($1,503)
8/2/12 9:18
STO
2
@EUU2
1.2205
8/3/12 6:29
BTC
2
@EUU2
1.2264
8/2/12 12:36
SELL
2
@ESU2
E-MINI S&P 500
1350.25
8/2
1360.25 Normal ($1,028)
8/2/12 12:36
STO
2
@ESU2
1350.25
8/2/12 15:54
BTC
2
@ESU2
1360.25
8/2/12 8:34
BUY
2
@EUU2
EUROFX
1.2382
8/2
1.2323 Normal ($1,503)
8/2/12 8:34
BTO
2
@EUU2
1.2382
8/2/12 8:39
STC
2
@EUU2
1.2323
8/1/12 9:35
SELL
1
QGCZ2
Gold 100 oz
1599.10
8/2
1609.90 Normal ($1,094)
8/1/12 9:35
STO
1
QGCZ2
1599.10
8/2/12 5:58
BTC
1
QGCZ2
1609.90
8/1/12 14:34
SELL
3
@EUU2
EUROFX
1.2243
8/2
1.2285 Normal ($1,617)
8/1/12 14:34
STO
3
@EUU2
1.2243
8/2/12 4:35
BTC
3
@EUU2
1.2285
7/27/12 9:53
BUY
2
@ESU2
E-MINI S&P 500
1364.50
7/30
1380.25 Low $1,547
7/27/12 9:53
BTO
2
@ESU2
1364.50
7/30/12 17:23
STC
2
@ESU2
1380.25
7/26/12 9:34
BUY
1
@ESU2
E-MINI S&P 500
1356.00
7/27
1358.50 Low $111
7/26/12 9:34
BTO
1
@ESU2
1356.00
7/27/12 8:00
STC
1
@ESU2
1358.50
7/25/12 8:20
BUY
2
@YGZ2
Mini Gold NYSE Liffe
1605.70
7/26
1618.60 Low $829
7/25/12 8:20
BTO
2
@YGZ2
1605.70
7/26/12 9:58
STC
2
@YGZ2
1618.60
7/24/12 10:22
SELL
2
@ESU2
E-MINI S&P 500
1336.50
7/26
1341.50 Low ($528)
7/24/12 10:22
STO
2
@ESU2
1336.50
7/26/12 6:25
BTC
2
@ESU2
1341.50
7/23/12 9:32
SELL
2
@ESU2
E-MINI S&P 500
1336.00
7/23
1347.25 Normal ($1,153)
7/23/12 9:32
STO
2
@ESU2
1336.00
7/23/12 15:26
BTC
2
@ESU2
1347.25
7/23/12 8:44
SELL
1
QGCQ2
Gold 100 oz
1562.70
7/23
1575.50 Normal ($1,294)
7/23/12 8:44
STO
1
QGCQ2
1562.70
7/23/12 10:43
BTC
1
QGCQ2
1575.50
7/19/12 9:35
SELL
2
@EUU2
EUROFX
1.2249
7/23
1.2083 Normal $4,122
7/19/12 9:35
STO
2
@EUU2
1.2249
7/23/12 8:44
BTC
2
@EUU2
1.2083
7/20/12 8:34
BUY
2
@USU2
US T-BOND
151 22/32
7/20
151 24/32 Low $96
7/20/12 8:34
BTO
2
@USU2
151 22/32
7/20/12 15:52
STC
2
@USU2
151 24/32
7/16/12 9:00
BUY
3
@USU2
US T-BOND
152 1/32
7/19
150 23/32 Very ($3,978)
7/16/12 9:00
BTO
3
@USU2
152 1/32
7/19/12 5:37
STC
3
@USU2
150 23/32
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 33 # Profitable 12 (36.4%) # months tracked 13 Profitable months Avg trade duration 1.2 days Annual return (compounded) -29.0% Average win $1,004 Average loss $1,260 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 31.23% drawdown period June 28, 2012 to Aug 06, 2012 Correlation w/ S&P -0.323 Sharpe ratio -4.222 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) -0.44 Average P/L per unit traded ($251.79)
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Subscribe to System 14-day free trial, then $150 per month
There is a free trial period of 14 days before you are charged.
You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $150 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Want to see for yourself how easy it is to use Collective2 AutoTrading?
We'll set up a simulated brokerage account, fund it with $100,000 imaginary dollars, and start you AutoTrading SwingOrchestra for free.Let's do it!
Swing trading in several US futures markets.
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 $50,000 Buy Power $35,594 Cash $35,594 Equity $0 Cumulative $ ($14,405) Total System Equity $35,594 Margined $0 Open P/L $0
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