MiniAnalyst.com | MSA_U_DT
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | +9.4% | (16.1%) | +74.5% | (18.7%) | +14.6% | +29.6% | |||||
| 2013 | +4.9% | +0.1% | (22.4%) | +31.3% | (11.7%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | |
| System started | 6/28/2012 (11 months ago) |
| System developer |
The MiniAnalyst.com 
(Last login to C2: 5/22/13 13:38) C2 Score: 994  Vendor has created 1 other system. Show The name of this system has been changed 1 time. Show |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/23/13 12:45 | SELL | 2 | @YMM3 | MINI DOW | 15282 | 5/2316:00 | 15283 | Normal | ($38) |
| 5/22/13 14:15 | SELL | 2 | @YMM3 | MINI DOW | 15321 | 5/2216:00 | 15291 | Low | $272 |
| 5/22/13 10:15 | BUY | 2 | @YMM3 | MINI DOW | 15484 | 5/2210:38 | 15436 | Normal | ($503) |
| 5/17/13 14:15 | BUY | 2 | @YMM3 | MINI DOW | 15271 | 5/1716:00 | 15325 | Low | $512 |
| 5/14/13 10:30 | BUY | 2 | @YMM3 | MINI DOW | 15115 | 5/1416:02 | 15171 | Low | $532 |
| 5/13/13 9:45 | SELL | 2 | @YMM3 | MINI DOW | 15033 | 5/1316:00 | 15051 | Low | ($208) |
| 5/7/13 12:45 | BUY | 2 | @YMM3 | MINI DOW | 14967 | 5/716:02 | 14992 | Low | $222 |
| 5/7/13 9:45 | BUY | 2 | @YMM3 | MINI DOW | 14948 | 5/710:12 | 14930 | Low | ($208) |
| 5/3/13 9:45 | BUY | 2 | @YMM3 | MINI DOW | 14930 | 5/316:02 | 14902 | Low | ($303) |
| 5/3/13 9:46 | BUY | 2 | @ESM3 | E-MINI S&P 500 | 1612.38 | 5/316:02 | 1608.38 | Low | ($428) |
| 5/3/13 10:30 | BUY | 3 | @TFSM3 | Emini Russell | 958.37 | 5/316:02 | 950.87 | High | ($2,292) |
| 5/2/13 11:15 | BUY | 2 | @YMM3 | MINI DOW | 14738 | 5/216:00 | 14762 | Low | $212 |
| 5/1/13 13:00 | SELL | 2 | @YMM3 | MINI DOW | 14692 | 5/114:25 | 14708 | Low | ($188) |
| 4/29/13 10:15 | BUY | 2 | @YMM3 | MINI DOW | 14706 | 4/2916:01 | 14758 | Low | $492 |
| 4/29/13 9:45 | BUY | 2 | @ESM3 | E-MINI S&P 500 | 1585.75 | 4/2916:00 | 1588.00 | Low | $197 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 162 |
| # Profitable | 84 (51.9%) |
| # months tracked | 12 |
| Profitable months | 7 (58.3%) |
| Avg trade duration | 4.0 hours |
| Annual return (compounded) | 174.3% |
| Average win | $463 |
| Average loss | $307 |
| Profit factor | 1.6:1 |
| Max peak-to-valley drawdown (historical) | 31.1% |
| drawdown period | Sept 27, 2012 to Nov 09, 2012 |
| Correlation w/ S&P | 0.237 |
| Sharpe ratio | 2.007 |
| Keep after worst-case slippage | 92.6% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 37.0% |
| Chance of 20% account loss | 12.5% |
| Chance of 30% account loss | 1.5% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.27 |
| Average P/L per unit traded | $42.09 |
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System Description
MSA_U_DT is a portfolio comprised of six (6.0), non-optimized, non-curve fitted trading models that trade one (1.0) lot a piece across three US Stock Market Indices (YM, ES, TF). Having said that, the markets traded have limited liquidity. As a result, to preserve the integrity of the portfolio as well as the performance of other clients of the portfolio, our fee includes only ONE UNIT per Subscription. Any up-scaling will result in another subscription fee. For instance, if a market can handle only a 40lot transaction, our fee is based on each individual client trading what we trade, or less before it would be closed to new subscribers.
- 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.
