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These trading results are maintained and verified by Collective2, an independent company.

Collective2 (C2) is a Web site that monitors over 8,720 trading systems. We are not affiliated with the trading system developer. We merely verify the results of a trading system, by measuring a system's advice versus real-time market data. Use of Collective2 to verify system results or to research trading systems is free. All system results presented on C2 must be regarded as hypothetical. You can learn more about the limitations of hypothetical results.

 System Details: EXLENCE

Hypothetical Monthly Results (limitations of these statistics ?)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007        -+11.5%(1.3%)+22.2%
2008+31.8%+5.8%(3.8%)(0.2%)(3.7%)-(2.5%)+8.6%(5.8%)+31.4%(11.6%)+4.8%
2009(6.7%)+17.4%+2.2%(3.2%)+35.3%+17.8%+3.3%     
Best-case fills, no commisson Best-case, with commis.
Adjusted by Realism Factor Realism Factor, with commis.
Monte Carlo Simulation (?) Interactive chart
   

Instruments

Futures
Strategies Technical Analysis, Market Timing
System started 9/23/2007 (93 weeks ago)
System developer

EXLENCE Trading (Private Msg

(Last login to C2: 7/3/09 15:08)
 
Cash & Margin
Started Buy Power Cash Equity Margined Open P/L
$100,000 $296,835 $301,039 $74,146 $78,350 $74,146
 
Subscribing to this system

There is a free trial period of 10 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, subscriptions cost $249 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.) [Subscribe here]

You are not subscribed to this system.

Overview

The system developer writes:

_____ "Excellence Is As EXLENCE Does" _____ EXLENCE trades a basket of 27 U.S. futures markets. This system enters new entry and protective stop orders on the first trading day of each week between 8 and 10:40 a.m. New York Time; the entry orders are good through Friday. Subscriptions limited.
 
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Statistics   Show/Hide | Advanced

Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.

  Realism Factor 92.9About the C2 Realism Factor  
 
Trades
476  
 
Profitable
198  
 
Losses
278  
  Win % 41.6%  
  APD Ratio
0.39
 
  Correlation w/ S&P -0.078   
  Cumu $ $275,185  
  after typical commission $267,360  
  and real-life slippage
$267,406
 
  Keep after worst-case slippage 92.0%   
  Avg Win $4,105  
  Avg Loss $1,934  
  Profit Factor 1.5:1   
  P/L per unit $163.45  
  after typical commission $160.95  
  after real-life slippage
$160.98
 
 
Avg Trade Length
5.2 days  
  Compound Annual % 105.3% over 649 days  
  Sharpe Ratio 2.034  
  Max Drawdown 23.84% (20081010 to 20081213)  
  Risk of 20% account loss 4.8%   
  Risk of 50% account loss 0.0%   
  Risk of 100% account loss 0.0%   
Crowd Opinion
Viewed 7,893 times
Tracked by 156 My Analyst pages
With commentary: 11

Subscriber Reviews

Oct 28, 2008

Reviewer: AutoTrader of system

I took a look at this system briefly back in the Spring of this year when it was first being introduced to C2 only a few months old. As its equity curve, track record, and overall stats indicate, I believe EXLENCE continues to be one of the shining stars available here at C2. Due to the large number of underlying in its basket, it however might be somewhat more challenging to implement for smaller account sizes (ie. less than $100k capital). -- Aspire Trader

Was this review helpful? Very | Somewhat | Not helpful

July 1, 2009

Reviewer: Subscriber to system

not yet convinced this will hold up in the longterm. Although the system has interesting stats, using all stop orders to get INTO the market exposes you to constant pullbacks. The idea seems to be to get in on breakouts, but you can get clusters of wins and clusters of losses. The losses are likely to shave a small trader's portfolio suddenly. You get most of the new orders on Monday afternoon. Small traders should only put in those trades with SMALL margins, and learn to feel their way through firstl [Show Entire]

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May 1, 2008

Reviewer: AutoTrader of system

Need good nerves.. and a big account. It´s a "waiting for the big one" system - that big one does come once in a while. Does it offset all the losers? We will see..

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System Description

The system developer writes:

____________________ "Excellence Is As EXLENCE Does" ____________________
EXLENCE trades a basket of 27 U.S. futures markets (in currencies, stock indices, energies, metals, financials, grains, softs and meats). This system enters new entry and protective stop orders on the first trading day of each week between 8 and 10:40 a.m. New York Time; the entry orders are good through Friday. Subscriptions are limited. A waiting list begins after the subscriber cap is reached. ___ (Very infrequently this system enters additional orders during the week to rollforward existing positions or cancel/replace unfilled orders into the next front contract month.)
!!! This system uses protective Stop Loss orders !!!

If you have any questions or comments, please send a message. (Click the Private Msg link [Show Entire]

Recent Trade Signals Entered: EXLENCE


Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on September 23, 2007. If you decide to AutoTrade this system, you can easily trade with a different amount of capital (smaller or larger), and your results will vary accordingly. These hypothetical results do not include commissions. Since you are not yet a subscriber to this system, we show only closed trades below.

Action#Symbol PriceDateC#PriceDate
Drawdwn & Risk
P/L
BTO4@CDU9
CANADIAN DOLLAR
0.8725
7/1/09 9:19
STC4
0.8642
7/2/09 9:54
($3,320)

n/a

($3,320)
STO1QHGU9
224.30
6/30/09 11:15
BTC1
234.45
7/1/09 8:58
($2,537)

n/a

($2,537)
BTO3@ADU9
AUSTRALIAN DOLLAR
0.8082
6/30/09 2:07
STC3
0.7980
7/1/09 1:36
($3,060)

n/a

($3,060)
BTO6@ESU9
E-MINI S&P 500
925.50
6/30/09 9:44
STC6
912.25
6/30/09 10:33
($3,975)

n/a

($3,975)
BTO2QHOQ9
1.8230
6/29/09 9:31
STC2
1.7880
6/30/09 10:21
($2,940)

n/a

($2,940)
BTO2@EUU9
EUROFX
1.3925
6/17/09 14:15
STC2
1.4009
6/30/09 10:21
($2,675)

Low

$2,099
BTO6QGCQ9
GOLD 100 OZ
930.40
6/24/09 4:38
STC6
937.40
6/29/09 9:06
($2,760)

Low

$4,200
STO5@ESU9
E-MINI S&P 500
893.25
6/22/09 11:49
BTC5
911.75
6/25/09 11:57
($4,625)

n/a

($4,625)
STO10@CN9
CORN
432 3/4
6/12/09 10:32
BTC10
384 2/4
6/25/09 10:41
($1,125)

Low

$24,125
BTO2@JYU9
JAPANESE YEN
1.0501
6/22/09 19:48
STC2
1.0392
6/25/09 0:52
($2,725)

n/a

($2,725)
STO11@NQU9
E-MINI NASDAQ 100 STK IDX
1437.50
6/22/09 10:02
BTC11
1459.25
6/25/09 0:09
($4,785)

n/a

($4,785)
BTO2QHOQ9
1.8160
6/23/09 14:13
STC2
1.7789
6/24/09 13:51
($3,116)

n/a

($3,116)
BTO3@SFU9
SWISS FRANC
0.9242
6/16/09 5:00
STC3
0.9177
6/24/09 7:33
($3,000)

Low

($2,437)
STO2QHGN9
214.25
6/22/09 11:58
BTC2
221.40
6/24/09 2:58
($3,575)

n/a

($3,575)
STO2QCLQ9
66.92
6/22/09 12:38
BTC2
68.75
6/23/09 13:01
($3,660)

n/a

($3,660)
BTO1QNGN9
3.881
6/11/09 12:05
STC1
3.971
6/22/09 9:49
($1,400)

Low

$900
BTO2@BPU9
BRITISH POUND
1.6523
6/19/09 11:49
STC2
1.6402
6/22/09 8:49
($1,512)

Low

($1,512)
BTO2@ADU9
AUSTRALIAN DOLLAR
0.8056
6/19/09 11:49
STC2
0.7906
6/22/09 6:16
($3,000)

n/a

($3,000)
BTO2QGCQ9
GOLD 100 OZ
942.10
6/17/09 18:03
STC2
930.70
6/18/09 14:17
($2,279)

n/a

($2,279)
BTO16LCQ9
LIVE CATTLE
81.90
6/18/09 10:08
STC16
81.30
6/18/09 10:42
($3,839)

n/a

($3,839)
BTO4@CDU9
CANADIAN DOLLAR
0.8900
6/16/09 5:00
STC4
0.8807
6/16/09 12:51
($3,720)

n/a

($3,720)
STO3@WN9
WHEAT
587 3/4
6/12/09 3:04
BTC3
577 3/4
6/15/09 11:18
($937)

Low

$1,500
STO2@USU9
US T-BOND
116 25/32
5/26/09 15:55
BTC2
114 19/32
6/12/09 10:31
($2,094)

Low

$4,373
STO3@TYU9
US T-NOTE 10 YR
116 63/64
5/26/09 15:34
BTC3
114 8/64
6/11/09 13:02
($469)

Low

$8,577
BTO5@ESM9
E-MINI S&P 500
943.75
6/8/09 15:31
STC5
929.00
6/10/09 13:44
($3,687)

n/a

($3,687)
  >>Next 25 records

Important limitations about performance statistics on this page (back to top)
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
If you are interested in the technical details of how we determine hypothetical trade prices, you may read this technical description.