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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: Turning Points

Hypothetical Monthly Results (limitations of these statistics ?)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006          +29.1%+0.5%
2007+13.6%+3.4%+3.1%+9.8%+12.6%(4.4%)+3.0%+0.7%(1.1%)(10.4%)+13.1%+6.5%
2008+0.9%(6%)+2.0%+17.9%(2.9%)+8.8%+15.2%+5.7%(0.8%)(2.2%)+0.1%(2.3%)
2009+7.7%+0.8%+0.6%(0.9%)+6.7%+1.7%+1.1%     
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, Volatility trading, Market Timing, Other
System started 11/12/2006 (138 weeks ago)
System developer

Futurm (Private Msg

(Last login to C2: 7/3/09 22:35)

Vendor has created 6 other systems. (See all
Cash & Margin
Started Buy Power Cash Equity Margined Open P/L
$24,267 $81,270 $81,541 $828 $1,100 $828
 
Subscribing to this system

Subscriptions cost $120 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:

EOD futures
 
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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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 254.5About the C2 Realism Factor  
 
Trades
278  
 
Profitable
158  
 
Losses
120  
  Win % 56.8%  
  APD Ratio
0.53
 
  Correlation w/ S&P 0.006   
  Cumu $ $58,103  
  after typical commission $56,369  
  and real-life slippage
$56,368
 
  Keep after worst-case slippage 98.8%   
  Avg Win $991  
  Avg Loss $821  
  Profit Factor 1.6:1   
  P/L per unit $189.49  
  after typical commission $186.99  
  after real-life slippage
$186.99
 
 
Avg Trade Length
3.5 days  
  Compound Annual % 57.9% over 964 days  
  Sharpe Ratio 1.734  
  Max Drawdown 16.68% (20070514 to 20071106)  
  Risk of 20% account loss 2.4%   
  Risk of 50% account loss 0.0%   
  Risk of 100% account loss 0.0%   
Crowd Opinion
Viewed 7,396 times
Tracked by 227 My Analyst pages
With commentary: 13

Subscriber Reviews

No reviews have been written yet.

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What this page displays

Realism Factor (RF) Calcs
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System Description

The system developer writes:

Turning Points is time tested and based on a robust methodology.
It works in all markets, bull, bear and everything in between.

This is a true system, meaning entry and exit points are mechanical. Turning Points has one setup indicator and five trigger indicators. All exits are based on the ATR indicator or an opposing signal. The only thing discretionary can be which trigger is used and what trades are taken. All are equally consistent and of the same methodology. The 5th trigger is new, (April 28, 2009), and may outperform the best. (Every trigger as well as the set up indicator is based on one formula)

A trading system is the combination of the trade signals and the traders ability to trade them. This unfortunately is the reason for a little inconsistency in the equity curve. And something always being worked on [Show Entire]

Recent Trade Signals Entered: Turning Points


Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $24,267 on November 12, 2006. 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@JYU9
JAPANESE YEN
1.0232
6/15/09 19:00
STC1
1.0441
6/24/09 19:00
n/a

No calc

$2,621
BTO1@EUU9
EUROFX
1.4069
6/23/09 19:01
STC1
1.3935
6/24/09 14:19
($1,672)

n/a

($1,672)
STO1QGCQ9
GOLD 100 OZ
933.78
6/18/09 19:00
BTC1
927.50
6/23/09 19:00
($591)

Normal

$628
STO1@SBN9
15.47
6/3/09 2:30
BTC1
15.62
6/5/09 11:42
($168)

n/a

($168)
STO1@ADM9
AUSTRALIAN DOLLAR
0.7767
5/27/09 19:00
BTC1
0.7925
5/29/09 2:49
($1,580)

n/a

($1,580)
STO1@EUM9
EUROFX
1.3475
5/17/09 19:00
BTC1
1.3608
5/19/09 3:55
($1,662)

n/a

($1,662)
STO1@WN9
WHEAT
570 2/4
5/17/09 19:00
BTC1
564 2/4
5/17/09 20:37
($318)

Low

$293
BTO1@CN9
CORN
383 3/4
4/28/09 19:21
STC1
424 2/4
5/13/09 19:00
($12)

Low

$2,037
BTO1@JYM9
JAPANESE YEN
1.0142
5/10/09 19:00
STC1
1.0488
5/13/09 19:00
($37)

Low

$4,325
BTO1QGCM9
GOLD 100 OZ
905
5/4/09 19:00
STC1
930.40
5/13/09 11:31
($1,180)

High

$2,540
STO1@CDM9
CANADIAN DOLLAR
0.8071
4/6/09 19:00
BTC1
0.8159
4/9/09 8:44
($880)

n/a

($880)
STO1@SMK9
SOYBEAN MEAL
3056.3
4/7/09 19:00
BTC1
3130.0
4/8/09 12:24
($736)

n/a

($736)
STO1@QMK9
MINY CRUDE OIL
51.900
3/29/09 18:00
BTC1
48.500
3/30/09 13:21
n/a

No calc

$1,700
STO1@CK9
CORN
393 2/4
3/24/09 19:00
BTC1
381 3/4
3/30/09 5:31
($43)

Low

$581
STO1QHGK9
162.65
3/11/09 19:00
BTC1
169
3/12/09 14:32
($1,587)

n/a

($1,587)
STO1@ADH9
AUSTRALIAN DOLLAR
0.6366
3/1/09 18:00
BTC1
0.6387
3/5/09 19:00
($1,560)

High

($210)
BTO1@BPH9
BRITISH POUND
1.4259
2/19/09 19:00
STC1
1.4521
2/24/09 19:00
($706)

Normal

$1,637
BTO1@CDH9
CANADIAN DOLLAR
0.8123
2/5/09 19:00
STC1
0.8020
2/6/09 7:00
($1,035)

n/a

($1,035)
BTO1QHGH9
155
1/19/09 19:00
STC1
148.63
1/20/09 5:17
($1,592)

n/a

($1,592)
STO1@CDH9
CANADIAN DOLLAR
0.8414
1/11/09 17:00
BTC1
0.8155
1/13/09 7:34
n/a

No calc

$2,590
STO1QGCG9
GOLD 100 OZ
882.70
1/4/09 19:17
BTC1
839.15
1/6/09 3:22
$0

Low

$4,355
STO1@DXZ8
86.82
12/2/08 20:00
BTC1
87.84
12/4/08 4:02
($1,020)

Normal

($1,020)
BTO1@SBH9
11.75
11/25/08 2:30
STC1
11.42
12/3/08 8:33
($369)

Normal

($369)
STO1@EDZ8
98.08
11/20/08 19:00
BTC1
97.94
11/21/08 4:19
($25)

Low

$337
BTO1QHGZ8
170.70
11/16/08 18:05
STC1
157.77
11/20/08 2:05
($3,232)

V.High

($3,232)
  >>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.