discourse
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 +0.8% (2.4%) (3.2%) (4.4%) +2.7% +1.2% 2013 - (0.5%) (0.2%) +4.1% +1.4%
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
day
s X Moving average must be less than age of system, which is 302 days.
Instruments
Mostly Stocks, Futures; (some forex)
Strategies
Unclassified
System started
7/24/2012 (10 months ago)
System developer
p judo 938 Vendor has created 11 other systems. Show
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
5/22/13 10:06
SELL
3
EUR/USD
1.29787
5/23
1.29035 Low $223
5/22/13 10:05
BUY
1
USD/CHF
0.96990
5/23
0.96818 Low ($19)
5/22/13 10:05
BUY
1
USD/SEK
6.58797
5/23
6.66647 Low $117
5/22/13 10:04
BUY
1
USD/CAD
1.02704
5/23
1.03360 Low $62
5/22/13 10:04
BUY
2
USD/JPY
102.920
5/23
101.669 Low ($249)
5/22/13 10:01
BUY
6
@TYM3
US T-NOTE 10 YR 132 16/64
5/23
131 28/64 Low ($4,956)
5/22/13 10:01
SELL
2
@ESM3
E-MINI S&P 500 1674.75
5/23
1635.75 Low $3,872
5/17/13 15:18
BUY
7
EUR/USD
1.28319
5/22
1.29077 Low $524
5/21/13 10:03
BUY
1
@YGM3
Mini Gold NYSE Liffe 1364.90
5/22
1383.40 Low $600
5/17/13 15:15
BUY
3
@QMN3
MINY CRUDE OIL 96.300
5/22
95.975 Low ($530)
5/20/13 10:04
BUY
2
@TYM3
US T-NOTE 10 YR 131 60/64
5/21
131 37/64 Low ($748)
5/20/13 10:03
SELL
1
@ESM3
E-MINI S&P 500 1665.00
5/21
1668.25 Low ($177)
5/17/13 15:16
SELL
1
USD/JPY
103.203
5/20
102.575 Low $60
5/15/13 10:22
SELL
4
@YGM3
Mini Gold NYSE Liffe 1410.30
5/20
1373.97 n/a $4,768
5/16/13 10:23
BUY
2
@ESM3
E-MINI S&P 500 1654.75
5/20
1663.75 Low $872
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/22/13 10:06
SELL
3
EUR/USD
1.29787
5/23
1.29035 Low $223
5/22/13 10:06
STO
3
EUR/USD
1.29787
5/23/13 10:05
BTC
3
EUR/USD
1.29035
5/22/13 10:05
BUY
1
USD/CHF
0.96990
5/23
0.96818 Low ($19)
5/22/13 10:05
BTO
1
USD/CHF
0.96990
5/23/13 10:05
STC
1
USD/CHF
0.96818
5/22/13 10:05
BUY
1
USD/SEK
6.58797
5/23
6.66647 Low $117
5/22/13 10:05
BTO
1
USD/SEK
6.58797
5/23/13 10:04
STC
1
USD/SEK
6.66647
5/22/13 10:04
BUY
1
USD/CAD
1.02704
5/23
1.03360 Low $62
5/22/13 10:04
BTO
1
USD/CAD
1.02704
5/23/13 10:04
STC
1
USD/CAD
1.03360
5/22/13 10:04
BUY
2
USD/JPY
102.920
5/23
101.669 Low ($249)
5/22/13 10:04
BTO
2
USD/JPY
102.920
5/23/13 10:03
STC
2
USD/JPY
101.669
5/22/13 10:01
BUY
6
@TYM3
US T-NOTE 10 YR
132 16/64
5/23
131 28/64 Low ($4,956)
5/22/13 10:01
BTO
6
@TYM3
132 16/64
5/23/13 10:01
STC
6
@TYM3
131 28/64
5/22/13 10:01
SELL
2
@ESM3
E-MINI S&P 500
1674.75
5/23
1635.75 Low $3,872
5/22/13 10:01
STO
2
@ESM3
1674.75
5/23/13 10:00
BTC
2
@ESM3
1635.75
5/17/13 15:18
BUY
7
EUR/USD
1.28319
5/22
1.29077 Low $524
5/17/13 15:18
BTO
7
EUR/USD
1.28319
5/20/13 10:07
STC
2
EUR/USD
1.28487
5/20/13 12:19
STC
1
EUR/USD
1.28636
5/21/13 10:05
STC
1
EUR/USD
1.28571
5/22/13 10:05
STC
3
EUR/USD
1.29787
5/21/13 10:03
BUY
1
@YGM3
Mini Gold NYSE Liffe
1364.90
5/22
1383.40 Low $600
5/21/13 10:03
BTO
1
@YGM3
1364.90
5/22/13 10:03
STC
1
@YGM3
1383.40
5/17/13 15:15
BUY
3
@QMN3
MINY CRUDE OIL
96.300
5/22
95.975 Low ($530)
5/17/13 15:15
BTO
3
@QMN3
96.300
5/20/13 10:04
STC
1
@QMN3
95.950
5/21/13 10:02
STC
1
@QMN3
96.625
5/22/13 10:02
STC
1
@QMN3
95.350
5/20/13 10:04
BUY
2
@TYM3
US T-NOTE 10 YR
131 60/64
5/21
131 37/64 Low ($748)
5/20/13 10:04
BTO
2
@TYM3
131 60/64
5/21/13 10:02
STC
2
@TYM3
131 37/64
5/20/13 10:03
SELL
1
@ESM3
E-MINI S&P 500
1665.00
5/21
1668.25 Low ($177)
5/20/13 10:03
STO
1
@ESM3
1665.00
5/21/13 10:01
BTC
1
@ESM3
1668.25
5/17/13 15:16
SELL
1
USD/JPY
103.203
5/20
102.575 Low $60
5/17/13 15:16
STO
1
USD/JPY
103.203
5/20/13 10:06
BTC
1
USD/JPY
102.575
5/15/13 10:22
SELL
4
@YGM3
Mini Gold NYSE Liffe
1410.30
5/20
1373.97 n/a $4,768
5/15/13 10:22
STO
4
@YGM3
1410.30
5/16/13 10:25
BTC
3
@YGM3
1379.70
5/20/13 10:05
BTC
1
@YGM3
1356.80
5/16/13 10:23
BUY
2
@ESM3
E-MINI S&P 500
1654.75
5/20
1663.75 Low $872
5/16/13 10:23
BTO
2
@ESM3
1654.75
5/17/13 15:13
STC
1
@ESM3
1662.25
5/20/13 10:03
STC
1
@ESM3
1665.25
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 1,053 # Profitable 509 (48.3%) # months tracked 11 Profitable months 5 (45.5%) Avg trade duration 16.2 days Annual return (compounded) 4.0% Average win $1,063 Average loss $935 Profit factor 1.1:1 Max peak-to-valley drawdown (historical) 10.33% drawdown period Aug 02, 2012 to Nov 06, 2012 Correlation w/ S&P 0.003 Sharpe ratio 0.421 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 0.5% 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) 0.01 Average P/L per unit traded ($8.77) Sum of dividends and cash expir. in model account $425
Reviews No reviews have been written yet.
Subscribe to System Subscriptions cost $1999 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.)
test phase. do not subscribe!
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 $1,000,000 Buy Power $681,007 Cash $1,220,480 Equity $6,181 Cumulative $* $33,051 Dividends Itemized Total System Equity $1,033,051 Margined $545,654 Open P/L ($192)
Crowd Opinion
Viewed 1 time System Notebooks 0 people System Notebook Comments 0
