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Gold Swing Survivor Futures Ptf $25K

What it trades: Futures

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                          (0.1%)+48.5%+1.0%+4.3%+4.3%+13.5%
2008+3.6%+10.9%(2.6%)(4.3%)(11%)(10.3%)(10.4%)(2.6%)  -    -    -    -  
2009  -    -    -    -    -    -    -    -    -    -    -    -  
2010  -    -    -                                                        

 
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Show chart:  Standard  |  Monte Carlo  |  Personalized

Subscription Terms

$295 per month, only if profitable (Details)

This is a pay-for-performance system. Subscriptions cost $295 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 medium-term 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.

- 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 one day.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
8/8/08 11:31 BUY 1 FCU8 FEEDER CATTLE 117.150 8/12 13:18 116.350 Low ($400)
8/8/08 11:32 BUY 1 LBU8 LUMBER 255.50 8/11 10:43 255.20 Low ($33)
8/7/08 10:08 BUY 1 FCQ8 FEEDER CATTLE 115.200 8/7 11:43 114.700 Low ($250)
7/30/08 9:16 SELL 1 TYU8 U S T-NOTE 10 YEAR 113 35/64 8/1 8:29 115 7/64 Normal ($1,562)
7/28/08 13:58 SELL 1 LBU8 LUMBER 252.90 7/31 10:05 251 Low $209
7/17/08 10:31 BUY 1 SQ8 SOYBEANS 1566 7/17 11:27 1546 2/4 Normal ($975)
7/17/08 10:06 SELL 1 FCQ8 FEEDER CATTLE 111.150 7/17 11:04 111.750 Low ($300)
7/17/08 10:31 SELL 1 SQ8 SOYBEANS 1566 7/17 10:31 1566 n/a $0
7/15/08 8:39 BUY 1 TYU8 U S T-NOTE 10 YEAR 115 28/64 7/16 10:38 115 15/64 Low ($204)
7/10/08 13:22 BUY 1 SQ8 SOYBEANS 1595 2/4 7/15 10:33 1591 Normal ($225)
7/8/08 10:32 BUY 1 FCQ8 FEEDER CATTLE 112.100 7/14 12:54 110.800 Low ($650)
7/8/08 10:32 SELL 1 LBU8 LUMBER 259.50 7/10 10:49 260.50 Low ($110)
7/10/08 10:48 BUY 1 SQ8 SOYBEANS 1582 7/10 10:48 1579 n/a ($150)
7/8/08 9:59 SELL 1 TYU8 U S T-NOTE 10 YEAR 115 2/64 7/9 14:40 115 27/64 Low ($391)
6/25/08 10:58 SELL 1 TYU8 U S T-NOTE 10 YEAR 112 33/64 6/26 13:27 113 41/64 Normal ($1,125)

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Statistics

Analytics  
System has been audited since7/19/2007 (32 months ago)
Trades155
# Profitable67 (43.2%)
# months tracked32
Profitable months7 (21.9%)
Avg trade duration3.1 days
Annual return (compounded)12.7%
Average win$850
Average loss$539
Profit factor1.2:1
Max peak-to-valley drawdown (historical)36.37%
drawdown periodMarch 06, 2008 to Aug 12, 2008
Correlation w/ S&P0.004
Sharpe ratio0.532
C2Realism Factor 89%
Keep after worst-case slippage 95.8%
Probabilities of future account loss  
Chance of 10% account loss37.5%
Chance of 20% account loss12.5%
Chance of 30% account loss2.5%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.15
Average P/L per unit traded$46.37


System Description

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GOLD SWING SURVIVOR FUTURES $25K PORTFOLIO FEATURES
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Download historical system results here:
http://www.coincollector.it/Swing-Survivor-Futures-Portfolio_484188.html#English
http://www.coincollector.it/Trading-Systems_760348.html
Additional Information:
http://www.coincollector.it/What-is_504772.html

Swing Survivor Futures $25K Portfolio works with 1 10 Yr. TNotes (TY), 1 Soybeans (S), 1 Feeder Cattle (FC), 1 Lumber (LB). The system works with fixed non-optimizied parameters. 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.

In order to see the system that it works on a intraday portfolio, on C2 to watch the following system:
Gold Survivor eMini Russell. Go to this link: www.collective2.com/go/survivorminirussell
Gold Survivor Intraday Portfolio. Go to this link: www.collective2.com/go/survivorintradayportfolio
Gold Survivor Energy Portfolio. Go to this link: www.collective2.com/go/survivorenergyportfolio
Gold Survivor DayTrader Portfolio. Go to this link: www.collective2.com/go/survivordaytrader
Gold Survivor Forex Portfolio: www.collective2.com/go/survivorforexportfolio

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