Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | - | - | - | - | - |
Strategy Summary
Subscribe to System
| Seven-day free trial, then $0 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 $0 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.)
Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.
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Model Account Status
| Started | $20,000 |
|---|---|
| Buy Power | $20,195 |
| Cash | $20,195 |
| Equity | $0 |
| Cumulative $ | $195 |
| Total System Equity | $20,195 |
| Margined | $0 |
| Open P/L | $0 |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 9/28/10 10:32 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1134.50 | 9/2816:07 | 1142.50 | Normal | ($414) |
| 9/28/10 9:55 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1133.00 | 9/2810:26 | 1134.25 | Low | ($77) |
| 9/27/10 9:54 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1141.25 | 9/2716:05 | 1137.75 | Low | $161 |
| 9/22/10 9:55 | BUY | 1 | @ESZ0 | E-MINI S&P 500 | 1137.25 | 9/2216:05 | 1130.00 | Normal | ($377) |
| 9/21/10 9:52 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1136.25 | 9/2116:05 | 1135.00 | Normal | $49 |
| 9/20/10 9:49 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1122.50 | 9/2016:05 | 1137.75 | Normal | ($777) |
| 9/17/10 10:15 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1118.75 | 9/1716:05 | 1120.00 | Low | ($77) |
| 9/16/10 9:54 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1116.50 | 9/1616:05 | 1121.50 | Low | ($264) |
| 9/15/10 9:50 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1111.75 | 9/1516:05 | 1121.00 | Normal | ($477) |
| 9/14/10 9:35 | BUY | 1 | @ESZ0 | E-MINI S&P 500 | 1113.25 | 9/1416:05 | 1117.00 | Low | $174 |
| 9/13/10 9:51 | BUY | 1 | @ESZ0 | E-MINI S&P 500 | 1115.25 | 9/1316:05 | 1116.75 | Low | $61 |
| 9/8/10 9:58 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1097.75 | 9/816:05 | 1099.50 | Low | $74 |
| 9/3/10 9:54 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1103.25 | 9/316:07 | 1104.00 | Normal | $24 |
| 9/2/10 9:45 | SELL | 1 | @ESU0 | E-MINI S&P 500 | 1080.00 | 9/216:05 | 1090.25 | Normal | ($527) |
| 9/1/10 9:44 | BUY | 2 | @ESU0 | E-MINI S&P 500 | 1070.12 | 9/116:05 | 1081.38 | Low | $1,097 |
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| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 165 |
| # Profitable | 85 (51.5%) |
| # months tracked | 32 |
| Profitable months | 6 (18.8%) |
| Avg trade duration | 6.0 hours |
| Annual return (compounded) | 0.4% |
| Average win | $354 |
| Average loss | $374 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 21.15% |
| drawdown period | Feb 09, 2010 to May 24, 2010 |
| Correlation w/ S&P | 0.043 |
| Sharpe ratio | -0.039 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 87.5% |
| Chance of 20% account loss | 23.5% |
| 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) | 0.03 |
| Average P/L per unit traded | ($25.77) |
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.
