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Gold Survivor Energy Portfolio

What it trades: Futures

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2006                                                        +0.6%+10.5%(4.4%)+5.0%
2007(2.3%)+5.2%+3.3%+2.3%+7.1%+12.0%+2.0%+8.6%+6.1%+6.3%+5.2%+5.3%
2008+1.2%+3.8%+1.1%+4.6%(0.7%)+6.3%(1.9%)+0.3%+4.0%+0.4%+1.9%(1%)
2009(3.7%)+0.4%(2.8%)(0.2%)(1.2%)(2.1%)+4.5%(1.3%)+1.0%+3.1%+4.3%(0.4%)
2010+0.6%+0.1%  -                                                        

 
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Subscription Terms

$695 per month, only if profitable (Details)

This is a pay-for-performance system. Subscriptions cost $695 at the end of each month, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end of a calendar month; you'll still get 30 days' worth of trades.)

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Strategy Description 


Highly profitable long/short intraday system. The risks are very small. the system is very tradable. In order to ensure proper execution of order, only a limited number of subscriptions is allowed.
read more...

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




Recently Closed Trades

Details

System creator requested that closed trades data below be delayed by 7 hours.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
3/18/10 9:30 BUY 1 QNGJ0 4.280 3/18 9:49 4.251 n/a ($290)
3/16/10 10:17 BUY 1 QNGJ0 4.358 3/16 14:29 4.344 Low ($140)
3/12/10 10:06 SELL 1 QCLJ0 CRUDE OIL 82.13 3/12 14:29 81.25 Low $880
3/12/10 9:31 SELL 1 QHOJ0 2.1221 3/12 14:29 2.0941 Low $1,176
3/12/10 9:30 SELL 1 QRBJ0 2.2730 3/12 12:37 2.2400 Low $1,386
3/11/10 13:16 BUY 1 QNGJ0 4.455 3/11 14:29 4.437 Low ($180)
3/11/10 10:30 SELL 1 QNGJ0 4.484 3/11 13:15 4.455 Low $290
3/10/10 10:30 BUY 1 QNGJ0 4.515 3/10 14:30 4.558 Low $430
3/10/10 12:02 SELL 1 QHOJ0 2.1066 3/10 14:15 2.1193 Low ($533)
3/10/10 12:06 SELL 1 QRBJ0 2.2735 3/10 14:15 2.2910 Low ($735)
3/10/10 11:49 SELL 1 QCLJ0 CRUDE OIL 82.02 3/10 14:05 81.81 Low $210
3/10/10 10:48 BUY 1 QRBJ0 2.2877 3/10 12:06 2.2719 Low ($663)
3/10/10 10:51 BUY 1 QHOJ0 2.1184 3/10 12:02 2.1064 Low ($504)
3/10/10 10:52 BUY 1 QCLJ0 CRUDE OIL 82.50 3/10 11:49 82.01 Low ($490)
3/10/10 9:31 SELL 1 QRBJ0 2.2611 3/10 10:32 2.2815 Low ($856)

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Statistics

Analytics  
System has been audited since9/16/2006 (43 months ago)
Trades1,528
# Profitable683 (44.7%)
# months tracked42
Profitable months30 (71.4%)
Avg trade duration2.2 hours
Annual return (compounded)30.2%
Average win$987
Average loss$621
Profit factor1.3:1
Max peak-to-valley drawdown (historical)12.14%
drawdown periodNov 13, 2008 to June 25, 2009
Correlation w/ S&P-0.016
Sharpe ratio2.116
C2Realism Factor 99%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss4.9%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.17
Average P/L per unit traded$94.28


System Description

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HISTORICAL RESULTS
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Download historical results here:
http://www.coincollector.it/Survivor-Energy-Portfolio_484186.html
http://www.en.coincollector.ea23.com/Survivor-Energy-Portfolio_1754346.html

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ADDITIONAL INFORMATION
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Subscribe our Blog "Trading Weeks" here:
http://tradingweeks.blogspot.com

See other our C2 trading systems here:
http://coincollector-blog-uk.blogspot.com

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FEEDS
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To read our Blog Trading Week subscribe the following feed:
http://feeds.feedburner.com/TradingWeek

To see other our C2 trading systems subscribe the following feed:
http://feeds.feedburner.com/TradingSystemsCollection

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SYSTEM FEATURES
--------------------------------
Survivor Energy Portfolio works on the Crude Oil (CL), Natural Gas (NG), Gasoline (RB) and Heating Oil (HO) markets. It closes all positions at the end of day. The system work with fixed non-optimized parameters and only with Stop orders. In order to ensure proper execution of order, only a limited number of subscriptions is allowed.

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GOLD SURVIVOR FEATURES
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Survivor is a very good system, both intraday and overnight, which can work on a highly diversified futures and stocks portfolio. The Survivor core elements are the volatility breakout, the file pattern that validates it and the little number of parameters (3) which regulate its working.
The highly selective and combined two variables action makes Survivor one of the more robust and versatile systems in its category.
In fact Survivor can operate with profit on many markets and on many time frames. It can also operate both intraday and overnight. It works on fixed non-optimizied parameters on all the markets, these parameters are never changed and this is an essential condition to guarantee constant and robust results.

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OUR OTHER SYSTEMS ON C2
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See other our C2 trading systems here:
http://coincollector-blog-uk.blogspot.com

Gold Survivor DayTrader: www.collective2.com/go/survivordaytrader
Gold Survivor Intraday Portfolio: www.collective2.com/go/survivorintradayportfolio
Gold Survivor Eurex Brk: www.collective2.com/go/eurexbrk
Gold Survivor Eurex Mini Portfolio: www.collective2.com/go/survivoreurexminiportfolio
Gold Survivor Intraday Dax: www.collective2.com/go/survivordaxintraday
Gold Survivor Intraday Euro Fx: www.collective2.com/go/survivorintraeurofx
Gold Survivor Intraday Mini S&P: www.collective2.com/go/survivores
Sniper Commodity: www.collective2.com/go/snipercommodity
Super Commodity: www.collective2.com/go/supercommodity
Super Mixer: www.collective2.com/go/supermixer
Super Mixer Light: www.collective2.com/go/supermixerlight
Super Forex: www.collective2.com/go/superforex
Super Forex Light: www.collective2.com/go/superforexlight
Super Stocks: www.collective2.com/go/superstocks

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