Important Warning about Hypothetical Results


On this page, and others within this Web site, you are going to read about trading systems and their performance. It's important that you understand that all results reported on these pages must be treated as hypothetical results.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.


Warning about commission costs


Collective2 does not, by default, include commissions and execution costs when displaying hypothetical results. These costs will certainly make your actual trading results worse than the results you see here. For high-frequency trading systems, your results will be vastly worse than the results you see here.

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Dow Eagle

  | Warning

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Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                   +4.2%+4.9%+15.6%+6.9%(7.8%)  -  +2.2%
2008  -  (2.3%)+12.2%(2.5%)+5.4%(4.7%)  -  (4.3%)  -    -    -    -  
2009  -    -    -    -    -    -    -    -    -    -    -    -  
2010  -    -    -                                                        

 
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Show chart:  Standard  |  Monte Carlo  |  Personalized
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis
System started 6/14/2007 (33 months ago)
System developer Amalgamated Analysis Contact
(Last login to C2: 3/12/10 12:27)

Vendor has created 3 other systems. Show



Recently Closed Trades

CSVExplain SymbolsDetails

Opened ET B/S # Symbol   Price Closed Price Risk P/L
8/19/08 9:31 SELL 2 DJU8 11385 8/22 9:31 11487 Normal ($2,040)
5/30/08 9:30 BUY 1 DJM8 12670 6/4 9:31 12385 High ($2,850)
5/21/08 9:30 SELL 1 DJM8 12848 5/23 9:30 12620 Low $2,280
5/15/08 9:30 BUY 1 DJM8 12885 5/21 9:30 12965 Normal $800
3/31/08 8:35 SELL 1 DJM8 12235 4/1 9:57 12435 Normal ($2,000)
3/13/08 9:32 BUY 1 DJM8 11975 3/25 15:45 12530 Normal $5,550
3/3/08 9:31 SELL 1 DJH8 12250 3/12 9:31 12195 Normal $550
2/13/08 9:30 BUY 1 DJH8 12455 2/18 8:35 12353 Normal ($1,020)
12/12/07 8:25 SELL 1 DJH8 13600 12/14 9:31 13505 Normal $950
11/15/07 9:31 BUY 1 DJZ7 13215 11/16 9:31 13215 Normal $0
10/8/07 8:21 BUY 1 DJZ7 14135 10/18 8:21 13903 High ($2,320)
9/26/07 9:30 SELL 1 DJZ7 13925 10/2 14:32 14135 Normal ($2,100)
9/24/07 8:21 BUY 1 DJZ7 13933 9/25 22:01 13865 Normal ($680)
9/13/07 8:21 BUY 1 DJU7 13365 9/20 9:18 13810 Low $4,450
8/22/07 9:32 BUY 1 DJZ7 13199 8/29 9:40 13250 Low $510

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Statistics

Analytics  
Trades18
# Profitable10 (55.6%)
# months tracked33
Profitable months7 (21.2%)
Avg trade duration5.5 days
Annual return (compounded)10.1%
Average win$2,378
Average loss$1,626
Profit factor1.8:1
Max peak-to-valley drawdown (historical)12.05%
drawdown periodSept 19, 2007 to Nov 16, 2007
Correlation w/ S&P0.001
Sharpe ratio0.503
C2Realism Factor 83%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss12.5%
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)0.42
Average P/L per unit traded$655.00


Reviews


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System Description

10 year hypothetical return on $35,000 investment with $40 slippage and commission: 24% per annum ($8,400), maximum expected drawdown $10,000. Stop loss on long side is approximately $,3000; short side, $2,000.

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

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$100 per monthDetails

Subscriptions cost $100 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.)



Overview

Trades Dow pit product ($10 per point). Average hold 7 days. 10 year hypothetical record: Profit factor 2.2, 50% winners, average net profit $573 per contract net of $40 commn and slippage.

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

Model Account Status

Started$35,000
Buy Power$45,770
Cash$45,770
Equity$0
Cumulative $$10,770
Total System Equity$45,770
Margined$0
Open P/L$0


Crowd Opinion

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