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


Gen 3 - Mini S&P Only

What it trades: Futures

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                               (0.9%)  -  +3.5%
2010+3.5%(4.7%)+0.2%                                                      

 
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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 since10/1/2009 (6 months ago)
Trades71
# Profitable39 (54.9%)
Avg trade duration6.1 hours
Annual return (compounded)4.5%
Average win$252
Average loss$298
Profit factor1.0:1
Max peak-to-valley drawdown (historical)10.65%
drawdown periodFeb 09, 2010 to March 05, 2010
Correlation w/ S&P0.040
Sharpe ratio0.073
C2Realism Factor 100%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss46.3%
Chance of 20% account loss2.4%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
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.

- This system description was provided by the system developer. Collective2 has not verified it.