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Turning Points

What it trades: Futures Strategies: Volatility trading, Market timing, Unclassified

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2006                                                                      +29.1%+0.5%
2007+13.6%+3.4%+3.1%+9.8%+12.6%(4.4%)+3.0%+0.7%(1.1%)(10.4%)+13.1%+6.5%
2008+0.9%(6%)+2.0%+17.9%(2.9%)+8.8%+15.2%+5.7%(0.8%)(2.2%)+0.1%(2.3%)
2009+7.7%+0.8%+0.6%(0.9%)+6.7%+1.7%+4.1%(3%)+2.7%(1.7%)(2.3%)(3.4%)
2010+1.6%(3.2%)(0.9%)(0.3%)(2.4%)+2.8%(8.3%)+4.8%(0.9%)                  

 
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Subscription Terms

$120 per month (Details)

Subscriptions cost $120 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 


EOD futures
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 that text above is an accurate Strategy Description. (Contact System Developer)




Recently Closed Trades

Details

Opened ET B/S # Symbol   Price Closed Price Risk P/L
8/31/10 21:00 SELL 1 @CTZ0 COTTON - #2 8610 9/1 10:01 8742 Low ($660)
8/29/10 19:00 BUY 1 @WU0 WHEAT 667 2/4 8/30 10:30 687 n/a $978
8/25/10 18:00 BUY 1 @EUU0 EUROFX 1.2663 8/27 11:08 1.2766 Low $1,288
8/22/10 18:10 SELL 1 @JYU0 JAPANESE YEN 0.011676 8/23 19:18 0.011755 Low ($988)
8/18/10 18:00 BUY 1 @BPU0 BRITISH POUND 1.5598 8/20 6:24 1.5477 Low ($756)
8/18/10 19:00 SELL 1 @SX0 SOYBEANS 1031 1/4 8/19 12:31 1015 3/4 Low $775
8/16/10 16:58 BUY 1 QHGU0 Copper 328.25 8/17 9:30 334.28 Low $1,508
8/9/10 17:03 SELL 1 QSIU0 Silver 5000 oz 18.33 8/11 11:12 17.98 Low $1,730
8/10/10 17:31 SELL 1 @NQU0 E-MINI NASDAQ 100 1896.00 8/11 3:19 1876.12 n/a $398
8/5/10 18:00 SELL 1 @ADU0 AUSTRALIAN DOLLAR 0.9117 8/10 8:19 0.9036 Low $810
8/4/10 18:23 SELL 1 @JYU0 JAPANESE YEN 0.011586 8/6 8:30 0.011691 Low ($1,313)
8/4/10 19:00 SELL 1 @USU0 US T-BOND 127 26/32 8/6 8:30 128 28/32 Low ($1,059)
8/4/10 18:11 SELL 1 @JYU0 JAPANESE YEN 0.011580 8/4 18:11 0.011581 n/a ($13)
7/28/10 3:30 SELL 1 @SBV0 Sugar #11 18.45 7/28 12:11 18.90 Low ($504)
7/22/10 18:01 SELL 1 @LEQ0 LIVE CATTLE 93.22 7/26 11:58 92.75 Low $190

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Reviews


 
Oct 28, 2009 from AutoTrader

Generally a fairly painless system to trade, although it does have some pretty lengthy flatline periods...Note Sept 08 through April 09 and mid-May 09 through the end of October 09...Other than a brief blip up from May 1-15, 2009 there have been no other sustained runs of any significance over the past 15 months. The Good News, of course, is that it has also not lost any money. However without a more sustained equity curve up, this has been a somewhat lackluster performance overall.

 
Sept 13, 2009 from AutoTrader

this system is one of the finest on C2. Almost 3 years averaging 8 trades per month and great profits. All the stats indicate a solid system will minimal DD risk. The 2 star review is an insult. No new trades for 6 days so you bash the system?

 
Sept 10, 2009 from Subscriber

Last trade was 9/2......I find good trades everyday in the core futures....whats going on?

Rebuttal, posted on Sept 21, 2009 by system developer:

Turning Points averages about 2 trades a week, sometimes it has 3-4 trades a week and sometimes it has 0-1 trade a week. This hopefully will increase as more good trades will improve performance, however we do not take trades just to keep a constant flow of trades as this would most likely be detrimental to performance and subscribers.

 
Aug 11, 2009 from Subscriber

when almost all C2 systems fail, it is something to see one persist. And with decent stats. (1.6 PF, 1.7 Sharpe, 0.53 APD). [Still worried about a 250% realism, as there is something continuously fishy that C2 does not correct it. Maybe due to a rescaling???] Anyway, the system's performance may not continue, but so far, so good - Index



Statistics

Analytics  
System has been audited since11/12/2006 (46 months ago)
Trades383
# Profitable203 (53.0%)
# months tracked47
Profitable months28 (59.6%)
Avg trade duration3.3 days
Annual return (compounded)33.0%
Average win$959
Average loss$811
Profit factor1.3:1
Max peak-to-valley drawdown (historical)21.49%
drawdown periodAug 05, 2009 to Aug 07, 2010
Correlation w/ S&P0.010
Sharpe ratio1.295
C2Realism Factor 219%
Keep after worst-case slippage 97.9%
Probabilities of future account loss  
Chance of 10% account loss31.7%
Chance of 20% account loss9.5%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.25
Average P/L per unit traded$114.51


System Description

Turning Points is time tested and based on a robust methodology.
It works in all markets, bull, bear and everything in between.

This is a true system, meaning entry and exit points are mechanical. Turning Points has one setup indicator and three trigger indicators. All exits are based on the ATR indicator or an opposing signal. The only thing discretionary can be which trigger is used and what trades are taken. All are equally consistent and of the same methodology. (Every trigger as well as the set up indicator is based on one formula)

Market orders. Stop loss and profit points are given unless a trailing stop is used.
Stops are typically 1.5 or .75 ATR. Tight and very tight

End Of Day trading, no exceptions.

$25,000 minimum to trade this system with one contract.

System was rescaled on 4/16/08 down to $50,000. We are now trading one contract instead of multiples. This put the initial starting capital at close to $25,000.

- 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.