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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: FX.WAVE

Hypothetical Monthly Results (limitations of these statistics ?)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007    (4.3%)+10.5%+4.7%+3.5%+5.0%(1.2%)(0.5%)(2.4%)
2008+5.6%+10.6%+7.6%(2.8%)+26.9%+9.2%+0.1%+0.2%+35.7%(21.1%)(1%)+9.0%
2009+15.7%+15.9%+10.8%+0.5%+0.6%+21.0%-     
Best-case fills, no commisson Best-case, with commis.
Adjusted by Realism Factor Realism Factor, with commis.
Monte Carlo Simulation (?) Interactive chart
   

Instruments

Forex
Strategies Technical Analysis, Market Timing
System started 5/15/2007 (112 weeks ago)
System developer

Strähnz & Geyer TradingSystems (Private Msg

(Last login to C2: 7/3/09 8:10)

The name of this system has been changed 2 times (View history)


Vendor has created 5 other systems. (See all
Cash & Margin
Started Buy Power Cash Equity Margined Open P/L
$100,000 $411,289 $411,289 $0 $0 $0
 
Subscribing to this system

There is a free trial period of 3 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 $199 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:

FX.WAVE is a long-short FOREX daytrading system. It generates about 20 trades a month and only one trade a day at max.
 
Real Trade Stats Available

This system has been AutoTraded and sufficient data has been collected to allow us to overlay real brokerage execution data on top of hypothetical trades. Would you like to see trade information gathered from subscribers' real brokerage accounts?

Change view?Yes, show real trades from subscriber broker accounts
 
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Change view?See other systems...
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 99.8About the C2 Realism Factor  
 
Trades
443  
 
Profitable
228  
 
Losses
215  
  Win % 51.5%  
  APD Ratio
0.29
 
  Correlation w/ S&P 0.044   
  Cumu $ $311,289  
  after typical commission n/a  
  and real-life slippage
$311,288
 
  Keep after worst-case slippage 60.2%   
  Avg Win $4,393  
  Avg Loss $3,211  
  Profit Factor 1.5:1   
  P/L per unit n/a  
  after typical commission n/a  
  after real-life slippage
$0.00
 
 
Avg Trade Length
6.7 hours  
  Compound Annual % 89.2% over 781 days  
  Sharpe Ratio 2.165  
  Max Drawdown 30.48% (20080926 to 20081111)  
  Risk of 20% account loss 7.1%   
  Risk of 50% account loss 0.0%   
  Risk of 100% account loss 0.0%   
Crowd Opinion
Viewed 3,923 times
Tracked by 154 My Analyst pages
With commentary: 7

Subscriber Reviews

No reviews have been written yet.

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What this page displays

Realism Factor (RF) Calcs
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"Report Problem" Links
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Show Forex as Pips
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Overlay AutoTrade results
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Trade Commentary
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Verified AutoTrades Only
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System Description

The system developer writes:

In the early trading around London Open the EUR.USD pair tends to reverse more often than not. FX.Wave is a fully mechanical trading system designed to take advantage of this pattern. It predicts possible turning points to enter with limit orders in the anticipated
new market direction. Every trade comes with a bracket order for SL and timed exit. The SL figure is volatility-adjusted. For money management we recommend fixed fractional method.
Here at C2 we trade it with 2% risk per trade.

Recent Trade Signals Entered: FX.WAVE


Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on May 15, 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
STO109EUR/USD
1.41320
6/30/09 2:17
BTC109
1.40334
6/30/09 14:10
($2,223)

Normal

$10,747
BTO101EUR/USD
1.40226
6/29/09 1:51
STC101
1.40776
6/29/09 16:05
($3,974)

Normal

$5,555
STO101EUR/USD
1.40592
6/26/09 1:00
BTC101
1.40567
6/26/09 12:00
($4,827)

Normal

$252
STO95EUR/USD
1.40948
6/24/09 1:00
BTC95
1.40164
6/24/09 12:00
($3,914)

Normal

$7,447
BTO91EUR/USD
1.38431
6/23/09 1:58
STC91
1.40763
6/23/09 16:55
($1,465)

Low

$21,221
BTO88EUR/USD
1.38810
6/22/09 2:15
STC88
1.38589
6/22/09 17:00
($4,782)

Normal

($1,944)
STO85EUR/USD
1.39650
6/18/09 2:16
BTC85
1.39781
6/18/09 12:00
($2,805)

Normal

($1,113)
STO84EUR/USD
1.38870
6/17/09 1:41
BTC84
1.38479
6/17/09 12:00
($3,108)

Normal

$3,284
STO84EUR/USD
1.38718
6/16/09 3:44
BTC84
1.38816
6/16/09 12:00
($4,888)

Normal

($823)
BTO88EUR/USD
1.39176
6/15/09 1:52
STC88
1.38299
6/15/09 9:47
($7,717)

n/a

($7,717)
BTO95EUR/USD
1.40460
6/12/09 5:02
STC95
1.39673
6/12/09 8:26
($7,476)

n/a

($7,476)
STO95EUR/USD
1.40557
6/11/09 2:18
BTC95
1.40048
6/11/09 7:00
($123)

Low

$4,835
STO94EUR/USD
1.40900
6/10/09 1:00
BTC94
1.39840
6/10/09 12:00
($4,888)

Normal

$9,964
STO100EUR/USD
1.39290
6/9/09 3:10
BTC100
1.40074
6/9/09 9:13
($7,840)

n/a

($7,840)
BTO100EUR/USD
1.39470
6/8/09 2:10
STC100
1.38707
6/8/09 4:04
($7,845)

High

($7,630)
STO102EUR/USD
1.42090
6/5/09 2:45
BTC102
1.40120
6/5/09 9:47
($5,814)

Normal

$20,093
STO100EUR/USD
1.42220
6/4/09 2:45
BTC100
1.41719
6/4/09 7:00
($620)

Low

$5,010
STO105EUR/USD
1.43200
6/3/09 1:00
BTC105
1.42466
6/3/09 7:09
($1,968)

Normal

$7,707
BTO100EUR/USD
1.41410
6/2/09 1:54
STC100
1.43078
6/2/09 16:55
($3,925)

Normal

$16,680
STO102EUR/USD
1.41550
6/1/09 2:25
BTC102
1.42220
6/1/09 3:31
($6,833)

n/a

($6,833)
STO103EUR/USD
1.40114
5/29/09 1:49
BTC103
1.40804
5/29/09 5:43
($7,107)

n/a

($7,107)
STO108EUR/USD
1.38330
5/28/09 1:24
BTC108
1.38992
5/28/09 6:38
($7,149)

n/a

($7,149)
BTO108EUR/USD
1.39300
5/27/09 2:29
STC108
1.38640
5/27/09 16:29
($7,128)

n/a

($7,128)
BTO112EUR/USD
1.39717
5/26/09 1:38
STC112
1.39028
5/26/09 4:14
($7,716)

n/a

($7,716)
STO107EUR/USD
1.39981
5/25/09 3:40
BTC107
1.39631
5/25/09 4:06
($369)

Low

$3,744
  >>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.