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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: Dow Eagle

Hypothetical Monthly Results (limitations of these statistics ?)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007     +4.2%+4.9%+15.6%+6.9%(7.8%)-+2.2%
2008-(2.3%)+12.2%(2.5%)+5.4%(4.7%)-(4.3%)----
2009-------     
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
System started 6/14/2007 (107 weeks ago)
System developer

Amalgamated Analysis (Private Msg

(Last login to C2: 6/24/09 20:59)

Vendor has created 3 other systems. (See all
Cash & Margin
Started Buy Power Cash Equity Margined Open P/L
$35,000 $45,770 $45,770 $0 $0 $0
 
Subscribing to this system

Subscriptions cost $100 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:

Trades Dow pit product ($10 per point). Average hold 7 days. 10 year hypothetical record: Profit factor 2.2, 50% winners, average net profit $573 per contract net of $40 commn and slippage.
 
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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 82.9About the C2 Realism Factor  
 
Trades
18  
 
Profitable
10  
 
Losses
8  
  Win % 55.6%  
  APD Ratio
0.42
 
  Correlation w/ S&P 0.001   
  Cumu $ $10,770  
  after typical commission $10,675  
  Keep after worst-case slippage 100.0%   
  Avg Win $2,378  
  Avg Loss $1,626  
  Profit Factor 1.8:1   
  P/L per unit $655.00  
  after typical commission $652.50  
 
Avg Trade Length
5.5 days  
  Compound Annual % 13.5% over 751 days  
  Sharpe Ratio 0.546  
  Max Drawdown 12.05% (20070919 to 20071116)  
  Risk of 20% account loss 0.0%   
  Risk of 50% account loss 0.0%   
  Risk of 100% account loss 0.0%   
Crowd Opinion
Viewed 218 times
Tracked by 3 My Analyst pages
With commentary: 0

Subscriber Reviews

No reviews have been written yet.

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What this page displays

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System Description

The system developer writes:

10 year hypothetical return on $35,000 investment with $40 slippage and commission: 24% per annum ($8,400), maximum expected drawdown $10,000. Stop loss on long side is approximately $,3000; short side, $2,000.

Recent Trade Signals Entered: Dow Eagle


Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $35,000 on June 14, 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
STO2DJU8
DOW JONES INDUSTRIAL AVG
11385
8/19/08 9:31
BTC2
11487
8/22/08 9:31
($2,100)

V.High

($2,040)
BTO1DJM8
DOW JONES INDUSTRIAL AVG
12670
5/30/08 9:30
STC1
12385
6/4/08 9:31
($3,300)

Extreme

($2,850)
STO1DJM8
DOW JONES INDUSTRIAL AVG
12848
5/21/08 9:30
BTC1
12620
5/23/08 9:30
($120)

Low

$2,280
BTO1DJM8
DOW JONES INDUSTRIAL AVG
12885
5/15/08 9:30
STC1
12965
5/21/08 9:30
($1,100)

High

$800
STO1DJM8
DOW JONES INDUSTRIAL AVG
12235
3/31/08 8:35
BTC1
12435
4/1/08 9:57
($2,000)

V.High

($2,000)
BTO1DJM8
DOW JONES INDUSTRIAL AVG
11975
3/13/08 9:32
STC1
12530
3/25/08 15:45
($2,350)

V.High

$5,550
STO1DJH8
DOW JONES INDUSTRIAL AVG
12250
3/3/08 9:31
BTC1
12195
3/12/08 9:31
($1,410)

V.High

$550
BTO1DJH8
DOW JONES INDUSTRIAL AVG
12455
2/13/08 9:30
STC1
12353
2/18/08 8:35
($1,780)

V.High

($1,020)
STO1DJH8
DOW JONES INDUSTRIAL AVG
13600
12/12/07 8:25
BTC1
13505
12/14/07 9:31
($1,900)

V.High

$950
BTO1DJZ7
DOW JONES INDUSTRIAL AVG
13215
11/15/07 9:31
STC1
13215
11/16/07 9:31
($1,300)

V.High

$0
BTO1DJZ7
DOW JONES INDUSTRIAL AVG
14135
10/8/07 8:21
STC1
13903
10/18/07 8:21
($3,050)

Extreme

($2,320)
STO1DJZ7
DOW JONES INDUSTRIAL AVG
13925
9/26/07 9:30
BTC1
14135
10/2/07 14:32
($2,700)

V.High

($2,100)
BTO1DJZ7
DOW JONES INDUSTRIAL AVG
13933
9/24/07 8:21
STC1
13865
9/25/07 22:01
($1,480)

V.High

($680)
BTO1DJU7
DOW JONES INDUSTRIAL AVG
13365
9/13/07 8:21
STC1
13810
9/20/07 9:18
($290)

Normal

$4,450
BTO1DJZ7
DOW JONES INDUSTRIAL AVG
13199
8/22/07 9:32
STC1
13250
8/29/07 9:40
($170)

Low

$510
STO1DJZ7
DOW JONES INDUSTRIAL AVG
13427
8/13/07 8:25
BTC1
12882
8/16/07 9:31
($380)

Normal

$5,450
STO1DJU7
DOW JONES INDUSTRIAL AVG
14052
7/19/07 8:21
BTC1
13735
7/26/07 9:49
($380)

Normal

$3,170
STO1DJU7
DOW JONES INDUSTRIAL AVG
13662
6/21/07 19:15
BTC1
13655
7/3/07 8:21
$0

Low

$70

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.