Turning Points |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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%) |
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
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- 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 |
Reviews
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.
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?
Last trade was 9/2......I find good trades everyday in the core futures....whats going on?
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.
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 since | 11/12/2006 (46 months ago) |
|---|---|
| Trades | 383 |
| # Profitable | 203 (53.0%) |
| # months tracked | 47 |
| Profitable months | 28 (59.6%) |
| Avg trade duration | 3.3 days |
| Annual return (compounded) | 33.0% |
| Average win | $959 |
| Average loss | $811 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 21.49% |
| drawdown period | Aug 05, 2009 to Aug 07, 2010 |
| Correlation w/ S&P | 0.010 |
| Sharpe ratio | 1.295 |
C2Realism Factor  | 219% |
| Keep after worst-case slippage | 97.9% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 31.7% |
| Chance of 20% account loss | 9.5% |
| 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) | 0.25 |
| Average P/L per unit traded | $114.51 |
System Description
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.
