ZK
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +2.9% | +3.5% | (1.4%) | (1.4%) | +8.5% | |||||||
| 2013 | (10.5%) | (48.2%) | (4.2%) | (18.5%) | (41.7%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Futures; (some stocks) |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 8/8/2012 (10 months ago) |
| System developer |
ZK 
(Last login to C2: 5/1/13 9:26) C2 Score: 386  |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/1/13 11:07 | BUY | 1 | @EMDM3 | Mini Midcap 400 | 1147.10 | 5/1 11:46 |
1144 | Normal | ($324) |
| 5/1/13 9:29 | BUY | 1 | @EMDM3 | Mini Midcap 400 | 1153.90 | 5/1 9:50 |
1149.90 | Normal | ($414) |
| 4/30/13 10:55 | BUY | 1 | QCLM3 | CRUDE OIL | 93.73 | 4/30 11:29 |
93.25 | Normal | ($494) |
| 4/30/13 9:17 | BUY | 1 | @EMDM3 | Mini Midcap 400 | 1147.20 | 4/30 9:34 |
1149.70 | Low | $236 |
| 4/22/13 10:48 | BUY | 4 | @ESM3 | E-MINI S&P 500 | 1547.25 | 4/22 12:40 |
1555.00 | Normal | $1,494 |
| 4/17/13 10:33 | SELL | 1 | QGCK3 | Gold 100 oz | 1389.20 | 4/17 14:32 |
1372 | Normal | $1,706 |
| 4/17/13 11:08 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1541.75 | 4/17 12:28 |
1539.00 | Normal | ($152) |
| 4/15/13 13:29 | BUY | 3 | @ESM3 | E-MINI S&P 500 | 1563.00 | 4/15 14:05 |
1558.00 | High | ($792) |
| 4/15/13 12:13 | BUY | 3 | @ESM3 | E-MINI S&P 500 | 1568.50 | 4/15 12:34 |
1564.75 | High | ($605) |
| 4/12/13 10:45 | BUY | 3 | @ESM3 | E-MINI S&P 500 | 1578.50 | 4/15 10:05 |
1571.50 | Very | ($1,092) |
| 4/10/13 8:56 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1565.50 | 4/10 13:38 |
1582.50 | Low | $836 |
| 4/9/13 10:23 | BUY | 3 | @ESM3 | E-MINI S&P 500 | 1559.25 | 4/9 14:14 |
1566.00 | High | $971 |
| 4/9/13 9:38 | BUY | 1 | @ESM3 | E-MINI S&P 500 | 1559.50 | 4/9 9:52 |
1557.25 | Low | ($127) |
| 4/8/13 10:44 | BUY | 1 | @NQM3 | E-MINI NASDAQ 100 | 2759.50 | 4/8 14:06 |
2771.00 | Low | $216 |
| 4/8/13 9:38 | BUY | 2 | @ESM3 | E-MINI S&P 500 | 1547.25 | 4/8 9:51 |
1544.25 | Normal | ($328) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 513 |
| # Profitable | 256 (49.9%) |
| # months tracked | 10 |
| Profitable months | 3 (30.0%) |
| Avg trade duration | 5.0 hours |
| Annual return (compounded) | 95.9% |
| Average win | $154 |
| Average loss | $140 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 52.48% |
| drawdown period | March 19, 2013 to April 03, 2013 |
| Correlation w/ S&P | -0.057 |
| Sharpe ratio | 0.822 |
| Keep after worst-case slippage | -92.9% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 71.0% |
| Chance of 20% account loss | 55.0% |
| Chance of 30% account loss | 44.5% |
| Chance of 50% account loss | 0.1% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.04 |
| Average P/L per unit traded | $8.24 |
| Sum of dividends and cash expir. in model account | $77 |
Reviews
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System Description
As of December 18th, 2012, this system does not intend to hold positions overnight in order to reduce risk. It will trade during normal market hours and exploits portfolio balancing techniques that optimize risk/reward management. It uses candlestick reversal strategies with confirmation from other indicators for entries while using retracement levels and trendline analysis to manage its exits. Additionally, it will trade using breakout strategies.
DUE TO THE NATURE OF THE SYSTEM, IT MAY BE VERY BENEFICIAL TO USE A DISCOUNT BROKER TO AVOID HIGHER COMMISSIONS. After backtesting results showed its indicators were more accurate in the short term, the switch to day trading was made. This also helps the system lower risk by not holding positions overnight.
This system is very active and will trade almost every day. It is geared toward an investor with a greater risk tolerance who is using only a small portion of his/her portfolio. It always attempts to adapt to changes in market conditions.
DUE TO THE NATURE OF THE SYSTEM, IT MAY BE VERY BENEFICIAL TO USE A DISCOUNT BROKER TO AVOID HIGHER COMMISSIONS. After backtesting results showed its indicators were more accurate in the short term, the switch to day trading was made. This also helps the system lower risk by not holding positions overnight.
This system is very active and will trade almost every day. It is geared toward an investor with a greater risk tolerance who is using only a small portion of his/her portfolio. It always attempts to adapt to changes in market conditions.
- 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.
