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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: ST TREND

Hypothetical Monthly Results (limitations of these statistics ?)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2008  +2.2%+8.5%+2.3%+9.4%+4.0%+2.5%(17.5%)(2.9%)+4.3%+6.8%
2009+7.9%+19.8%+4.2%----     
Best-case fills, no commisson Best-case, with commis.
Adjusted by Realism Factor Realism Factor, with commis.
Monte Carlo Simulation (?) Interactive chart
   

Instruments

Stocks
Strategies Technical Analysis, Market Timing
System started 3/5/2008 (69 weeks ago)
System developer

Index Forecaster (Private Msg

(Last login to C2: 7/3/09 9:23)

Vendor has created 1 other system. (See all
Cash & Margin
Started Buy Power Cash Equity Margined Open P/L
$10,000 $15,896 $15,896 $0 $0 $0
 
Subscribing to this system

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:

 
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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 99.8About the C2 Realism Factor  
 
Trades
23  
 
Profitable
17  
 
Losses
6  
  Win % 73.9%  
  APD Ratio
0.37
 
  Correlation w/ S&P -0.189   
  Cumu $ $5,896  
  after typical commission $5,705  
  Keep after worst-case slippage 99.2%   
  Avg Win $533  
  Avg Loss $527  
  Profit Factor 2.9:1   
  P/L per unit $1.78  
  after typical commission $1.77  
 
Avg Trade Length
17.9 days  
  Compound Annual % 40.5% over 486 days  
  Sharpe Ratio 0.708  
  Max Drawdown 32.35% (20081201 to 20081208)  
  Risk of 20% account loss 41.2%   
  Risk of 50% account loss 0.0%   
  Risk of 100% account loss 0.0%   
Crowd Opinion
Viewed 373 times
Tracked by 15 My Analyst pages
With commentary: 0

Subscriber Reviews

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What this page displays

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System Description

The system developer writes:




Recent Trade Signals Entered: ST TREND


Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $10,000 on March 05, 2008. 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
BTO1,400QLD
21.60
3/2/09 10:38
STC1,400
22.06
3/4/09 15:06
($833)

V.High

$637
BTO3,610QLD
28.46
9/4/08 9:32
STC3,610
27.72
2/23/09 10:33
($2,663)

n/a

($2,663)
BTO1,275TZA
59.20
11/26/08 12:54
STC1,275
60.97
2/17/09 9:38
($4,128)

Extreme

$2,249
BTO65TZA
91.71
11/17/08 11:45
STC65
96.17
11/18/08 15:52
($450)

V.High

$289
BTO180TWM
107.48
10/30/08 9:31
STC180
105.66
11/6/08 14:41
($3,056)

Extreme

($327)
BTO150QID
68.56
10/21/08 10:56
STC150
75.84
10/22/08 14:27
($69)

Normal

$1,092
BTO150TWM
100.16
10/13/08 13:49
STC150
109.46
10/15/08 13:44
($1,369)

Extreme

$1,394
BTO280QLD
77.59
8/19/08 13:49
STC280
78.21
8/28/08 15:56
($133)

Normal

$174
BTO450QID
40.54
8/6/08 15:56
STC450
40.45
8/19/08 13:47
($1,021)

Extreme

($42)
BTO100TWM
71.47
8/1/08 15:57
STC100
73.33
8/4/08 13:57
($7)

Low

$186
BTO170TWM
74.28
7/21/08 10:32
STC170
75.78
7/28/08 15:56
($778)

Extreme

$255
BTO260UWM
45.49
7/10/08 9:31
STC260
45.56
7/17/08 15:56
($1,060)

Extreme

$18
BTO80QLD
71.76
7/11/08 9:31
STC80
71.62
7/16/08 11:18
($385)

V.High

($11)
BTO160QLD
72.67
6/30/08 15:59
STC160
73.97
7/8/08 10:25
($208)

High

$208
BTO220QLD
83.02
6/10/08 9:33
STC220
85.52
6/19/08 15:57
($499)

V.High

$550
BTO160TWM
68.48
5/30/08 15:59
STC160
71.00
6/10/08 9:30
($502)

V.High

$403
BTO75TWM
69.54
5/16/08 16:01
STC75
70.17
5/28/08 9:30
($102)

Normal

$47
BTO100UWM
51.89
5/12/08 9:40
STC100
54.60
5/14/08 16:00
($14)

Low

$271
BTO150TWM
73.87
4/18/08 16:00
STC150
73.70
5/12/08 9:40
($503)

V.High

($25)
BTO200UWM
47.28
4/14/08 16:00
STC200
50.90
4/16/08 16:00
($56)

Normal

$724
BTO100TWM
76.24
4/2/08 15:59
STC100
79.05
4/9/08 15:59
($187)

High

$281
BTO150QID
47.82
3/26/08 15:59
STC150
49.70
3/31/08 15:59
$0

Low

$282
BTO75QLD
68.44
3/5/08 15:54
STC75
67.14
3/12/08 16:00
($436)

V.High

($97)

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.