Gen 3 - Mini S&P Only is a strategy which trades Futures.
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (0.9%) | - | +3.5% | |||||||||
| 2010 | +3.5% | (4.7%) | +2.1% | (4.8%) | +8.6% | +3.2% | (3.2%) | +1.5% | +2.5% |
Subscription Terms
| Seven-day free trial, then $159 per month (Details) |
There is a free trial period of 7 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, you will be charged $159 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.)
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 9/2/10 9:45 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1080.00 | 9/2 16:05 | 1090.25 | Normal | ($513) |
| 9/1/10 9:44 | BUY | 2 | @ESU0 | E-MINI S&P 500 | 1070.12 | 9/1 16:05 | 1081.38 | Low | $1,125 |
| 8/31/10 9:48 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1044.25 | 8/31 16:05 | 1051.50 | Normal | ($363) |
| 8/30/10 9:36 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1061.75 | 8/30 16:05 | 1046.75 | Low | $750 |
| 8/27/10 11:30 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1059.00 | 8/27 16:05 | 1063.50 | Low | $225 |
| 8/27/10 10:14 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1045.25 | 8/27 11:30 | 1058.75 | Normal | ($675) |
| 8/26/10 10:01 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1056.50 | 8/26 16:05 | 1045.00 | Low | $575 |
| 8/25/10 9:44 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1045.00 | 8/25 16:05 | 1052.50 | Normal | $375 |
| 8/23/10 9:59 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1078.00 | 8/23 16:05 | 1064.50 | Normal | ($675) |
| 8/20/10 9:40 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1069.00 | 8/20 16:05 | 1069.50 | Low | $25 |
| 8/19/10 11:30 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1075.25 | 8/19 16:05 | 1072.75 | n/a | $125 |
| 8/19/10 9:50 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1086.75 | 8/19 11:30 | 1075.25 | n/a | ($575) |
| 8/18/10 9:54 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1085.25 | 8/18 16:05 | 1088.25 | Normal | ($150) |
| 8/17/10 9:51 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1085.00 | 8/17 16:05 | 1090.75 | Normal | ($288) |
| 8/16/10 9:41 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1073.25 | 8/16 16:50 | 1077.75 | Low | ($225) |
Reviews
Agree with the other review - a knowledgeable trader running the system and a good back test but the reality has been very disappointing. Does some rather odd things like going short after a large gap down in a raging bull market - that makes no sense and even the most junior trader would not do such a thing. Had high hopes but rapidly losing confidence in this system.
A great trader, a fully automatized system, with good backtest results: so what is the problem? Look at the equity curve and then you know: it does not work [actually I am relying here also on experience from Gen2]. Very positive market and the system is unsuccessful. - Not even break-even, let alone, recovering the fee. Based on the simulations the system might be good, but it does not seem to work in real life. [While writing this, we are down $600 for the day and ~$1000 for the week.... Let alone the fees I paid for Gen3 and Gen2.. much money went wasted.. Even, if the trader is award-winning, the systems here certainly are not..
Statistics
Analytics| System has been audited since | 10/1/2009 (11 months ago) |
|---|---|
| Trades | 152 |
| # Profitable | 79 (52.0%) |
| # months tracked | 12 |
| Profitable months | 7 (58.3%) |
| Avg trade duration | 5.9 hours |
| Annual return (compounded) | 13.0% |
| Average win | $373 |
| Average loss | $378 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 21.15% |
| drawdown period | Feb 09, 2010 to May 24, 2010 |
| Correlation w/ S&P | 0.091 |
| Sharpe ratio | 0.412 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 58.5% |
| Chance of 20% account loss | 31.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.08 |
| Average P/L per unit traded | ($13.25) |
System Description
Collective 2 Results as of 10/2/09:
Gen 1 - Mini S&P Only (Closed) - Profit = $5,050 in 6 months
Gen 2 - Mini S&P Only - Profit = $15,243 in 11 months
On a single (sometimes 2) ES (mini S&P) contract basis, Gen 3 - Mini S&P Only has returned an average of $16,093 per year (AFTER commissions), based on its 10.8 year hypothetical history.
Worst year was 2002, when it made only $4073 (after commissions).
You can visit www.kjtradingsystems.com for general info on the 3 time award winning trader behind this system.
Go to http://www.kjtradingsystems.com for much more information about this system, and to get access to hypothetical historical reports.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description.
