VT26 - a futures trading system on Collective2

Collective2 (C2) is a Web site that monitors over 8,721 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.

Private Msg

System Details: VT26

Hypothetical Monthly Results (limitations of these statistics ?)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2008

+11.7%

+18.7%

(3.6%)

+4.0%

(1.8%)

+15.3%

+7.4%

+8.7%

+0.2%

2009

+4.9%

(1.4%)

+7.5%

+4.9%

+4.3%

(1.2%)

+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

System started

4/8/2008 (65 weeks ago)

System developer

Andy G. (Private Msg)

(Last login to C2: 7/3/09 15:25)

Cash & Margin

Started	Buy Power	Cash	Equity	Margined	Open P/L
$100,000	$213,794	$213,794	$0	$0	$0

Subscribing to this system

There is a free trial period of 30 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 $250 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:

VT26 is volatility breakout 100% automated system with a conservative Philosohy. Its main priority to keep the drawdown on low levels with steady profit increase.

You might also be interested in...

If you are interested in VT26, we have some other systems you should consider...

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

99.6

Trades

1489

Profitable

811

Losses

678

Win %

54.5%

APD Ratio

0.15

Correlation w/ S&P

0.010

Cumu $

$113,794

after typical commission

$102,639

Keep after worst-case slippage

100.0%

Avg Win

$545

Avg Loss

$484

Profit Factor

1.3:1

P/L per unit

$64.51

after typical commission

$62.01

Avg Trade Length

1.8 hours

Compound Annual %

81% over 452 days

Sharpe Ratio

3.245

Max Drawdown

10.1% (20080616 to 20080625)

Risk of 20% account loss

0.0%

Risk of 50% account loss

0.0%

Risk of 100% account loss

0.0%

Crowd Opinion

Viewed 4,545 times

Tracked by 205 My Analyst pages

With commentary: 9

Subscriber Reviews

No reviews have been written yet.

Hold mouse over gray text for context-sensitive help.

What this page displays

Realism Factor (RF) Calcs

On

Off

"Report Problem" Links

On

Off

Show Forex as Pips

On

Off

Overlay AutoTrade results

On

Off

Trade Commentary

On

Off

System Description

The system developer writes:

VT26 is volatility breakout 100% automated system with a conservative Philosohy. Its main priority to keep the drawdown on low levels with steady profit increase.

Available a complete description of the trading system in the following link:

http://www.tradingsys.org/documentos/VT26_system.pdf

Release Notes:

(02/06/2008) New intraday system on the pound (@BP): incorporation scheduled on 03/06/2008. The aim is to further strengthen paragraph currencies.

(05/06/2008): Updated CL to QCL.

(06/07/2008): The system will not operate on summer vacation until July 21.
(30/08/2008): The system will not operate on July 30th and 31th.

Recent Trade Signals Entered: VT26

Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on April 08, 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 trades which have been closed for at least 1 hours below.

Drawdwn & Risk

P/L

STO

@EMDU9

E-MINI S&P MIDCAP 400

564.50

7/3/09 11:28

BTC

569.60

7/3/09 14:02

n/a

No calc

($510)

BTO

@BPU9

BRITISH POUND

1.6341

7/3/09 5:57

STC

1.6321

7/3/09 14:02

n/a

No calc

($250)

STO

XGU9

DAX INDEX

4700.50

7/3/09 9:57

BTC

4706

7/3/09 13:55

n/a

No calc

($192)

BTO

BDU9

EUREX BUND

121.57

7/3/09 10:50

STC

121.61

7/3/09 12:40

n/a

No calc

$279

STO

@EUU9

EUROFX

1.3994

7/3/09 4:20

BTC

1.3984

7/3/09 4:24

n/a

No calc

$125

STO

XGU9

DAX INDEX

4744.50

7/2/09 10:08

BTC

4738

7/2/09 11:21

($312)

Low

$227

STO

@EUU9

EUROFX

1.4004

7/2/09 10:23

BTC

1.4013

7/2/09 11:21

($362)

Low

($112)

BTO

BDU9

EUREX BUND

121.43

7/2/09 9:44

STC

121.65

7/2/09 11:20

($100)

Low

$1,541

STO

@BPU9

BRITISH POUND

1.6326

7/2/09 10:09

BTC

1.6370

7/2/09 10:50

($550)

n/a

($550)

STO

@ZGQ9

GOLD 100 OZ

932.40

7/2/09 8:30

BTC

928

7/2/09 8:57

($330)

Low

$440

STO

QCLQ9

67.68

7/2/09 8:36

BTC

67.83

7/2/09 8:45

($250)

Low

($150)

STO

@JYU9

JAPANESE YEN

1.0336

7/2/09 8:15

BTC

1.0332

7/2/09 8:22

($100)

Low

$49

BTO

@ZGQ9

GOLD 100 OZ

938.40

7/1/09 9:24

STC

938.90

7/1/09 9:34

n/a

No calc

$50

BTO

QCLQ9

71.40

7/1/09 8:34

STC

71.64

7/1/09 9:23

($290)

Low

$240

BTO

@BPU9

BRITISH POUND

1.6477

7/1/09 8:29

STC

1.6511

7/1/09 9:23

($187)

Low

$425

BTO

@EUU9

EUROFX

1.4086

7/1/09 8:11

STC

1.4137

7/1/09 9:22

($200)

Low

$637

STO

@EMDU9

E-MINI S&P MIDCAP 400

576.50

6/30/09 15:51

BTC

575.70

6/30/09 15:53

n/a

No calc

$80

BTO

@TFSU9

E-MINI RUSSELL 2000

506

6/30/09 12:32

STC

508.20

6/30/09 15:50

($90)

Low

$220

STO

@EMDU9

E-MINI S&P MIDCAP 400

574.80

6/29/09 16:10

BTC

574.90

6/30/09 14:44

($360)

Low

($20)

STO

QCLQ9

69.07

6/30/09 13:31

BTC

69.22

6/30/09 14:03

($290)

Low

($150)

BTO

@TYU9

US T-NOTE 10 YR

116 31/64

6/30/09 12:48

STC

116 33/64

6/30/09 14:01

($155)

Low

$64

BTO

BDU9

EUREX BUND

121.10

6/30/09 11:02

STC

121.12

6/30/09 11:38

($200)

Low

$140

STO

@ZGQ9

GOLD 100 OZ

930.70

6/30/09 10:13

BTC

928.90

6/30/09 11:38

($90)

Low

$180

STO

XGU9

DAX INDEX

4818.50

6/30/09 10:26

BTC

4799

6/30/09 11:37

($100)

Low

$683

BTO

@EUU9

EUROFX

1.4140

6/30/09 7:45

STC

1.4018

6/30/09 10:20

($1,550)

Normal

($1,525)

>>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.