sp500-trading.com TRADES MORE OFTEN
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +2.2% | +0.4% | +0.6% | +2.7% | +12.4% | +7.1% | ||||||
| 2013 | +5.1% | (1.7%) | +1.6% | +2.0% | (7.2%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Market timing, Unclassified |
| System started | 7/20/2012 (10 months ago) |
| System developer |
sp500-trading.com 
(Last login to C2: 5/17/13 16:39) C2 Score: 998  Vendor has created 4 other systems. 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 | |
| 4/29/13 15:53 | SELL | 1 | @ESM3 | E-MINI S&P 500 | 1588.00 | 5/6 18:04 |
1612.50 | Normal | ($1,239) |
| 4/17/13 16:15 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1546.00 | 4/22 15:48 |
1557.75 | Normal | $574 |
| 4/3/13 18:31 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1548.00 | 4/4 16:50 |
1553.50 | Low | $261 |
| 3/14/13 17:02 | SELL | 1 | @ESM3 | E-MINI S&P 500 | 1555.25 | 3/18 16:22 |
1547.25 | Low | $386 |
| 3/11/13 16:39 | SELL | 1 | @ESM3 | E-MINI S&P 500 | 1550.50 | 3/12 18:00 |
1547.75 | Low | $124 |
| 2/20/13 16:11 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1508.25 | 2/25 18:50 |
1488.25 | Normal | ($1,014) |
| 2/4/13 17:01 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1493.25 | 2/5 16:34 |
1506.75 | Low | $661 |
| 1/24/13 18:00 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1488.50 | 1/29 17:21 |
1505.25 | Low | $824 |
| 1/17/13 3:26 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1465.50 | 1/17 15:52 |
1477.00 | Low | $561 |
| 12/14/12 15:37 | BUY | 1 | @ESH3 | E-MINI S&P 500 | 1409.50 | 12/17 16:22 |
1427.50 | Low | $886 |
| 12/7/12 4:24 | BUY | 1 | @ESZ2 | E-MINI S&P 500 | 1411.50 | 12/12 3:17 |
1430.00 | Low | $911 |
| 11/7/12 17:03 | BUY | 4 | @ESZ2 | E-MINI S&P 500 | 1379.69 | 11/19 15:53 |
1382.50 | Extreme | $507 |
| 10/19/12 15:49 | BUY | 2 | @ESZ2 | E-MINI S&P 500 | 1419.00 | 11/1 18:26 |
1423.75 | Very | $447 |
| 10/9/12 3:07 | BUY | 2 | @ESZ2 | E-MINI S&P 500 | 1452.00 | 10/16 15:54 |
1450.00 | Extreme | ($228) |
| 9/24/12 17:12 | BUY | 2 | @ESZ2 | E-MINI S&P 500 | 1440.88 | 10/4 16:26 |
1455.50 | High | $1,435 |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 19 |
| # Profitable | 15 (78.9%) |
| # months tracked | 11 |
| Profitable months | 9 (81.8%) |
| Avg trade duration | 4.8 days |
| Annual return (compounded) | 41.2% |
| Average win | $659 |
| Average loss | $815 |
| Profit factor | 3.0:1 |
| Max peak-to-valley drawdown (historical) | 27.62% |
| drawdown period | Nov 13, 2012 to Nov 16, 2012 |
| Correlation w/ S&P | 0.178 |
| Sharpe ratio | 1.031 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 48.5% |
| Chance of 20% account loss | 16.5% |
| Chance of 30% account loss | 3.5% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.30 |
| Average P/L per unit traded | $343.04 |
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System Description
Use this end of day system signals to trade ANY U.S. index (S&P, Dow, Nasdaq) as they generally follow each other.
The system trades up to a maximum of 4 S&P e-mini futures.
*Discounts available to new subscribers*
(The system is similar to - but less conservative than - our other system
http://usa.collective2.com/cgi-perl/system46106678)
S&P Mini futures are used to demonstrate maximum leverage.
Some subscribers use the signals as a guide to supplement their own trading analysis.
The system trades up to a maximum of 4 S&P e-mini futures.
*Discounts available to new subscribers*
(The system is similar to - but less conservative than - our other system
http://usa.collective2.com/cgi-perl/system46106678)
S&P Mini futures are used to demonstrate maximum leverage.
Some subscribers use the signals as a guide to supplement their own trading analysis.
- 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.
