Gen 3 - Mini S&P Only |
What it trades: Futures
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%) | +0.2% |
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.)
Strategy Description
Trades mini S&P (ES), 1 contract, occasionally adds 1 contract on if profitable. Average 3 trades per week. Based on 10 year hypothetical walkforward history.
- This overview was provided by the system developer. Collective2 has not verified it.
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 3/16/10 10:00 | SELL | 1 | @ESM0 | E-MINI S&P 500 | 1147.25 | 3/16 16:05 | 1154.50 | Normal | ($362) |
| 3/12/10 9:48 | SELL | 1 | @ESM0 | E-MINI S&P 500 | 1147.00 | 3/12 16:05 | 1146.25 | Low | $37 |
| 3/11/10 9:37 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1138.04 | 3/11 16:05 | 1145.71 | Low | $383 |
| 3/9/10 10:03 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1137.00 | 3/9 16:05 | 1140.00 | Low | $150 |
| 3/8/10 9:48 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1138.50 | 3/8 16:05 | 1137.46 | Low | ($51) |
| 3/5/10 9:44 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1127.75 | 3/5 16:05 | 1136.50 | Normal | ($437) |
| 3/4/10 9:49 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1121.50 | 3/4 16:05 | 1122.50 | Low | $50 |
| 3/3/10 9:47 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1119.50 | 3/3 16:05 | 1118.75 | Low | $37 |
| 3/1/10 9:54 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1110.00 | 3/1 16:05 | 1114.50 | Low | $225 |
| 2/26/10 9:44 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1102.50 | 2/26 16:05 | 1102.75 | Low | ($12) |
| 2/25/10 9:57 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1088.50 | 2/25 16:05 | 1101.75 | Normal | ($662) |
| 2/24/10 10:02 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1098.96 | 2/24 16:05 | 1103.50 | Low | $226 |
| 2/23/10 9:39 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1104.00 | 2/23 16:05 | 1095.75 | Normal | ($412) |
| 2/22/10 9:58 | SELL | 1 | @ESH0 | E-MINI S&P 500 | 1107.00 | 2/22 16:05 | 1107.50 | Low | ($25) |
| 2/18/10 10:07 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1099.79 | 2/18 16:05 | 1104.00 | n/a | $210 |
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Statistics
Analytics| System has been audited since | 10/1/2009 (6 months ago) |
|---|---|
| Trades | 71 |
| # Profitable | 39 (54.9%) |
| Avg trade duration | 6.1 hours |
| Annual return (compounded) | 4.5% |
| Average win | $252 |
| Average loss | $298 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 10.65% |
| drawdown period | Feb 09, 2010 to March 05, 2010 |
| Correlation w/ S&P | 0.040 |
| Sharpe ratio | 0.073 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 46.3% |
| Chance of 20% account loss | 2.4% |
| 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) | 0.10 |
| Average P/L per unit traded | ($9.12) |
System Description
This is the third generation of my Mini S&P System. I believe this system will perform better (when you look at profit/drawdown) than the first 2 profitable generations:
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.
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 was provided by the system developer. Collective2 has not verified it.
