Loading historical trade record for Gen 3 - Mini S&P Only...




Gen 3 - Mini S&P Only is a strategy which trades Futures.

Trades mini S&P (ES) 1 contract occasionally adds 1 contract on if profitable. read more...

- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.

Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                               (1.7%)(0.7%)+2.4%
2010+2.9%(5.9%)+1.1%(6%)+8.0%+2.4%(4.5%)+0.3%(8.8%)  -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -                                                                    

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Technical Analysis:  Moving Average daysX

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Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/28/10 10:32 SELL 1 @ESZ0 E-MINI S&P 500 1134.50 9/28
16:07
1142.50 Normal ($414)
9/28/10 9:55 SELL 1 @ESZ0 E-MINI S&P 500 1133.00 9/28
10:26
1134.25 Low ($77)
9/27/10 9:54 SELL 1 @ESZ0 E-MINI S&P 500 1141.25 9/27
16:05
1137.75 Low $161
9/22/10 9:55 BUY 1 @ESZ0 E-MINI S&P 500 1137.25 9/22
16:05
1130.00 Normal ($377)
9/21/10 9:52 SELL 1 @ESZ0 E-MINI S&P 500 1136.25 9/21
16:05
1135.00 Normal $49
9/20/10 9:49 SELL 1 @ESZ0 E-MINI S&P 500 1122.50 9/20
16:05
1137.75 Normal ($777)
9/17/10 10:15 SELL 1 @ESZ0 E-MINI S&P 500 1118.75 9/17
16:05
1120.00 Low ($77)
9/16/10 9:54 SELL 1 @ESZ0 E-MINI S&P 500 1116.50 9/16
16:05
1121.50 Low ($264)
9/15/10 9:50 SELL 1 @ESZ0 E-MINI S&P 500 1111.75 9/15
16:05
1121.00 Normal ($477)
9/14/10 9:35 BUY 1 @ESZ0 E-MINI S&P 500 1113.25 9/14
16:05
1117.00 Low $174
9/13/10 9:51 BUY 1 @ESZ0 E-MINI S&P 500 1115.25 9/13
16:05
1116.75 Low $61
9/8/10 9:58 BUY 1 @ESU0 E-MINI S&P 500 1097.75 9/8
16:05
1099.50 Low $74
9/3/10 9:54 BUY 1 @ESU0 E-MINI S&P 500 1103.25 9/3
16:07
1104.00 Normal $24
9/2/10 9:45 SELL 1 @ESU0 E-MINI S&P 500 1080.00 9/2
16:05
1090.25 Normal ($527)
9/1/10 9:44 BUY 2 @ESU0 E-MINI S&P 500 1070.12 9/1
16:05
1081.38 Low $1,097

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Reviews


 
April 23, 2010 from AutoTrader

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.

 
April 22, 2010 from AutoTrader

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  
All Statistics Based on Hypothetical Results
Trades165
# Profitable85 (51.5%)
# months tracked28
Profitable months6 (21.4%)
Avg trade duration6.0 hours
Annual return (compounded)0.4%
Average win$354
Average loss$374
Profit factor1.0:1
Max peak-to-valley drawdown (historical)21.15%
drawdown periodFeb 09, 2010 to May 24, 2010
Correlation w/ S&P0.044
Sharpe ratio-0.033
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss62.5%
Chance of 20% account loss58.8%
Chance of 30% account loss17.6%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.03
Average P/L per unit traded($25.77)


System Description

You can visit www.kjtradingsystems.com for general info on the 3 time award winning trader behind this system.

- 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. 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.