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Turning Points

What it trades: Futures

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%)(0.5%)                                                      

 
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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 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 19:00 BUY 1 @WK0 WHEAT 487 3/4 3/18 10:36 487 3/4 Low $0
3/9/10 19:00 SELL 1 @QMJ0 MINY CRUDE OIL 81.262 3/16 10:07 81.262 Low $0
3/10/10 19:00 BUY 1 @EUM0 EUROFX 1.3643 3/15 12:01 1.3643 Low $0
3/9/10 3:30 BUY 1 @KCK0 COFFEE 131 3/15 8:46 131 Low $0
3/11/10 19:00 BUY 1 @BPM0 BRITISH POUND 1.5060 3/15 5:20 1.5060 Low $0
3/3/10 19:00 SELL 1 @YMH0 MINI DOW 10380 3/5 5:54 10464 Low ($420)
2/25/10 19:00 SELL 1 @WK0 WHEAT 503 2/4 2/26 11:01 514 3/4 Low ($562)
2/24/10 19:00 SELL 1 @SMH0 SOYBEAN MEAL 276.6 2/25 19:01 272.0 Low $460
2/11/10 19:00 BUY 1 @BPH0 BRITISH POUND 1.5697 2/18 8:46 1.5565 Low ($825)
2/16/10 19:00 BUY 1 @EUH0 EUROFX 1.3764 2/17 10:48 1.3645 Low ($1,475)
2/1/10 19:00 BUY 1 @CH0 CORN 359 2/4 2/4 10:30 351 2/4 Low ($400)
2/1/10 19:00 BUY 1 @BOH0 SOYBEAN OIL 36.34 2/2 10:35 36.81 Low $282
1/28/10 19:00 BUY 1 @WH0 WHEAT 486 2/4 1/29 11:59 479 1/4 Low ($361)
1/26/10 19:00 BUY 1 @SMH0 SOYBEAN MEAL 286.6 1/27 12:28 282.5 Low ($410)
1/19/10 3:30 SELL 1 @SBH0 SUGAR #11 27.95 1/19 11:55 28.33 Low ($422)

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Reviews


 
Nov 3, 2009 from AutoTrader

The statistics are very good and the equity curve tells you that you have to be patient and go for the long run. An added advantage is that it can easily be traded manually since there have been some hickups with auto trading.

 
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 (41 months ago)
Trades331
# Profitable177 (53.5%)
# months tracked40
Profitable months26 (65.0%)
Avg trade duration3.3 days
Annual return (compounded)40.5%
Average win$972
Average loss$776
Profit factor1.4:1
Max peak-to-valley drawdown (historical)16.68%
drawdown periodMay 14, 2007 to Nov 06, 2007
Correlation w/ S&P0.004
Sharpe ratio1.42
C2Realism Factor 235%
Keep after worst-case slippage 98.5%
Probabilities of future account loss  
Chance of 10% account loss31.7%
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)0.36
Average P/L per unit traded$144.07


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

Signals will be parked for 1900 EST by 1845 EST when possible.

End Of Day trading, no exceptions.

Electronic contracts. Only one contract will be traded. If this should ever change, all subscribers will be notified well in advance. (At least two weeks, at least two notifications.)

Trades:
Corn, Wheat, Soybean complex---Gold, Silver, Copper---Cocoa, Coffee, Sugar, Cotton---Australian Dollar, British Pound, Canadian Dollar, Euro Fx, Japanese Yen, Swiss Franc, US Dollar---E-mini S&P, E-mini Nasdaq, E-mini Dow Jones---E-mini Crude Oil, E-mini Natural Gas---US T Bond, Euro Dollar.

$25,000 minimum to trade this system with one contract. We will have a maximum of about 5-6 open trades at any one time. With typical brokers margins this should keep autotraders far from a margin call. We are always aware of $25,000 for one contract and trades are put on accordingly. Remember, one $2,500 winning trade gives a 10% gain with this system when trading 1 contract for each $25,000. And so the potential return is quite high over the course of one year.

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