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MORE FX




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                                          (0.7%)(27.3%)(8.7%)(50.8%)+25.9%+8.4%
2013(4.3%)(2.3%)  -  (2.4%)(2.5%)                                          
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, Forex
Strategies Technical analysis, Volatility trading, Arbitrage
System started 7/25/2012 (10 months ago)
System developer John Kristl
(Last login to C2: 5/24/13 7:53)
C2 Score: 998

Vendor has created 5 other systems. Show
StatusThis system is no longer supported.



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/18/13 9:42 BUY 2 AUD/JPY 94.437 1/23
10:36
93.326 High ($253)
1/17/13 9:55 SELL 2 AUD/JPY 94.143 1/18
9:39
94.414 Normal ($62)
1/10/13 10:05 BUY 2 AUD/JPY 93.261 1/11
8:09
94.031 Low $171
1/4/13 9:57 BUY 1 AUD/JPY 91.866 1/9
13:13
92.325 Low $51
12/21/12 13:34 BUY 1 EUR/USD 1.31730 12/26
9:37
1.32148 Low $41
12/21/12 13:40 BUY 1 AUD/JPY 87.683 12/26
9:37
88.566 Low $102
12/21/12 10:10 BUY 1 @ESH3 E-MINI S&P 500 1422.50 12/21
10:17
1425.00 Low $111
12/21/12 9:58 SELL 1 @NQH3 E-MINI NASDAQ 100 2649.50 12/21
10:06
2648.75 Low $1
12/14/12 10:52 BUY 1 @USH3 US T-BOND 148 10/32 12/21
9:54
147 15/32 Extreme ($857)
12/19/12 10:52 SELL 1 @ESH3 E-MINI S&P 500 1440.25 12/20
9:48
1430.25 Normal $486
12/18/12 10:00 BUY 1 @ESH3 E-MINI S&P 500 1427.25 12/18
11:00
1434.00 Low $324
12/12/12 9:45 SELL 1 @USH3 US T-BOND 148 24/32 12/13
8:30
147 24/32 Very $986
12/7/12 10:15 SELL 1 @ESZ2 E-MINI S&P 500 1415.50 12/7
11:38
1414.50 Low $36
12/4/12 9:51 SELL 1 @ESZ2 E-MINI S&P 500 1409.25 12/7
9:36
1417.75 Very ($439)
11/30/12 12:53 BUY 1 @USH3 US T-BOND 150 1/32 12/7
9:36
149 15/32 Extreme ($576)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades182
# Profitable77 (42.3%)
# months tracked11
Profitable months2 (18.2%)
Avg trade duration1.6 days
Annual return (compounded)-43.1%
Average win$109
Average loss$115
Profit factor0.7:1
Max peak-to-valley drawdown (historical)60.16%
drawdown periodJuly 30, 2012 to Dec 18, 2012
Correlation w/ S&P-0.102
Sharpe ratio-1.319
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 loss0.5%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.15
Average P/L per unit traded($29.11)


Reviews


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System Description

This is a swing trading, trend following system that trades FX and futures. Contracts and pairs traded my vary from time to time.

I developed the system originally for futures but found that it work as well or better on FX. The volatility, trend following, correlation system system of MORE Capital is the basis for the trades.

- 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

This is a swing trading trend following system that trades FX. Which pairs are traded my vary from time to time.
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$10,000
Buy Power$6,242
Cash$6,242
Equity$0
Cumulative $($3,757)
Total System Equity$6,242
Margined$0
Open P/L$0


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