Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | - | (6.1%) | (35.8%) | (48.5%) | (2.1%) | +30.9% | ||||||
| 2012 | +18.3% | - | - | +4.8% | - |
Strategy Summary
Subscribe to System
| $20 per week, only if profitable | Details |
This is a pay-for-performance system. Subscriptions cost $20 at the end of each week, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.
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Model Account Status
| Started | $2,500 |
|---|---|
| Buy Power | $1,615 |
| Cash | $1,615 |
| Equity | $0 |
| Cumulative $ | ($884) |
| Total System Equity | $1,615 |
| Margined | $0 |
| Open P/L | $0 |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 1/31/12 6:55 | SELL | 3 | EUR/USD | 1.31865 | 1/3110:16 | 1.31250 | Low | $182 | |
| 11/22/11 12:34 | BUY | 2 | EUR/JPY | 104.175 | 12/14:44 | 104.674 | Extreme | $127 | |
| 11/16/11 3:33 | BUY | 2 | EUR/JPY | 103.893 | 11/223:35 | 104.259 | Very | $93 | |
| 10/13/11 14:05 | SELL | 2 | EUR/USD | 1.37640 | 10/1314:47 | 1.37765 | Normal | ($27) | |
| 10/11/11 7:45 | SELL | 2 | EUR/USD | 1.36205 | 10/119:04 | 1.35770 | n/a | $85 | |
| 10/10/11 9:36 | SELL | 1 | @ESZ1 | E-MINI S&P 500 | 1172.50 | 10/1017:17 | 1189.75 | Extreme | ($877) |
| 10/10/11 9:22 | SELL | 2 | EUR/USD | 1.36250 | 10/109:32 | 1.36230 | Low | $2 | |
| 10/10/11 4:19 | SELL | 2 | EUR/USD | 1.35353 | 10/104:40 | 1.35643 | Normal | ($60) | |
| 10/10/11 3:49 | SELL | 2 | EUR/USD | 1.34930 | 10/104:15 | 1.35415 | Normal | ($99) | |
| 10/7/11 10:08 | BUY | 2 | EUR/USD | 1.34875 | 10/710:06 | 1.34980 | n/a | $19 | |
| 10/7/11 9:27 | BUY | 2 | EUR/USD | 1.34801 | 10/710:01 | 1.34840 | Normal | $6 | |
| 10/7/11 9:15 | SELL | 2 | EUR/JPY | 103.429 | 10/79:14 | 103.460 | Low | ($10) | |
| 10/7/11 9:10 | SELL | 2 | EUR/JPY | 103.530 | 10/79:05 | 103.470 | n/a | $14 | |
| 10/7/11 6:43 | BUY | 2 | EUR/USD | 1.34310 | 10/76:48 | 1.34260 | Low | ($12) | |
| 10/7/11 5:18 | BUY | 2 | EUR/USD | 1.34225 | 10/75:23 | 1.34145 | Low | ($18) | |
Reviews
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 59 |
| # Profitable | 34 (57.6%) |
| # months tracked | 11 |
| Profitable months | 3 (27.3%) |
| Avg trade duration | 18.9 hours |
| Annual return (compounded) | -42.0% |
| Average win | $57 |
| Average loss | $113 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 71.29% |
| drawdown period | Sept 21, 2011 to Nov 24, 2011 |
| Correlation w/ S&P | 0.123 |
| Sharpe ratio | -0.727 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 93.0% |
| Chance of 50% account loss | 0.6% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.31 |
| Average P/L per unit traded | ($47.26) |
System Description
- Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
