Gold Swing Survivor Futures Ptf $25K |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | - | - | - | - | - | - | - | - | - |
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.)
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
DetailsSystem 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) |
Statistics
Analytics| System has been audited since | 7/19/2007 (38 months ago) |
|---|---|
| Trades | 155 |
| # Profitable | 67 (43.2%) |
| # months tracked | 39 |
| Profitable months | 7 (17.9%) |
| Avg trade duration | 3.2 days |
| Annual return (compounded) | 10.7% |
| Average win | $850 |
| Average loss | $539 |
| Profit factor | 1.2:1 |
| Max peak-to-valley drawdown (historical) | 36.37% |
| drawdown period | March 06, 2008 to Aug 12, 2008 |
| Correlation w/ S&P | 0.004 |
| Sharpe ratio | 0.588 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 95.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 37.5% |
| Chance of 20% account loss | 12.5% |
| Chance of 30% account loss | 2.5% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.15 |
| Average P/L per unit traded | $46.38 |
System Description
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 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.
