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These trading results are maintained and verified by Collective2, an independent company.

Collective2 (C2) is a Web site that monitors over 7,052 trading systems. We are not affiliated with the trading system developer. We merely verify the results of a trading system, by measuring a system's advice versus real-time market data. Use of Collective2 to verify system results or to research trading systems is free. All system results presented on C2 must be regarded as hypothetical. You can learn more about the limitations of hypothetical results.

 System Details: EXLENCE

Hypothetical Monthly Results (limitations of these statistics ?)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007        -+11.5%(1.3%)+22.2%
2008+31.8%+5.8%(3.8%)(0.2%)(3.7%)-(2.5%)+8.6%(5.8%)+31.4%(6.3%) 
Best-case fills, no commisson Best-case, with commis.
Adjusted by Realism Factor Realism Factor, with commis.
Monte Carlo Simulation (?) Interactive chart
   

Instruments

Futures
Strategies Technical Analysis, Market Timing
System started 9/23/2007 (60 weeks ago)
System developer

EXLENCE Trading (Private Msg

(Last login to C2: 11/17/08 8:05)
 
Cash & Margin
Started Buy Power Cash Equity Margined Open P/L
$100,000 $210,309 $212,840 $0 $2,531 $0
 
Subscribing to this system

There is a free trial period of 10 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, subscriptions cost $495 per quarter. [Subscribe here]

You are not subscribed to this system.

Overview

The system developer writes:

_____ "Excellence Is As EXLENCE Does" _____ EXLENCE trades a basket of 27 U.S. futures markets. This system enters new entry and protective stop orders on the first trading day of each week between 8 and 10:40 a.m. New York Time; the entry orders are good through Friday. Subscriptions limited.
 
Real Trade Stats Available

This system has been AutoTraded and sufficient data has been collected to allow us to overlay real brokerage execution data on top of hypothetical trades. Would you like to see trade information gathered from subscribers' real brokerage accounts?

Change view?Yes, show real trades from subscriber broker accounts
 
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Statistics   Show/Hide | Advanced

Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.

  Realism Factor 91.8About the C2 Realism Factor  
 
Trades
242  
 
Profitable
96  
 
Losses
146  
  Win % 39.7%  
  APD Ratio
0.37
 
  Correlation w/ S&P -0.145   
  Cumu $ $112,840  
  after typical commission $109,550  
  and real-life slippage
$109,568
 
  Keep after worst-case slippage 89.3%   
  Avg Win $3,600  
  Avg Loss $1,594  
  Profit Factor 1.5:1   
  P/L per unit $297.68  
  after typical commission $295.18  
  after real-life slippage
$295.23
 
 
Avg Trade Length
5.2 days  
  Compound Annual % 91.6% over 422 days  
  Sharpe Ratio 2.025  
  Max Drawdown 21.32% (20080211 to 20080804)  
  Risk of 20% account loss 5.0%   
  Risk of 50% account loss 0.0%   
  Risk of 100% account loss 0.0%   
Crowd Opinion
Viewed 7,013 times
Tracked by 137 My Analyst pages
With commentary: 12

Subscriber Reviews

Oct 28, 2008

Reviewer: AutoTrader of system

I took a look at this system briefly back in the Spring of this year when it was first being introduced to C2 only a few months old. As its equity curve, track record, and overall stats indicate, I believe EXLENCE continues to be one of the shining stars available here at C2. Due to the large number of underlying in its basket, it however might be somewhat more challenging to implement for smaller account sizes (ie. less than $100k capital). -- Aspire Trader

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May 1, 2008

Reviewer: AutoTrader of system

Need good nerves.. and a big account. Itīs a "waiting for the big one" system - that big one does come once in a while. Does it offset all the losers? We will see..

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Feb 21, 2008

Reviewer: Subscriber to system

not yet convinced this will hold up in the longterm. Although the system has interesting stats, using all stop orders to get INTO the market exposes you to constant pullbacks. The idea seems to be to get in on breakouts, but you can get clusters of wins and clusters of losses. The losses are likely to shave a small trader's portfolio suddenly. You get most of the new orders on Monday afternoon. Small traders should only put in those trades with SMALL margins, and learn to feel their way through firstl [Show Entire]

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What this page displays

Realism Factor (RF) Calcs
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"Report Problem" Links
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Show Forex as Pips
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Overlay AutoTrade results
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Trade Commentary
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Verified AutoTrades Only
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System Description

The system developer writes:

____________________ "Excellence Is As EXLENCE Does" ____________________
EXLENCE trades a basket of 27 U.S. futures markets. This system enters new entry and protective stop orders on the first trading day of each week between 8 and 10:40 a.m. New York Time; the entry orders are good through Friday. Subscriptions are limited. A waiting list begins after the subscriber cap is reached. ___ (Very infrequently this system enters additional orders during the week to rollforward existing positions or cancel/replace unfilled orders into the next front contract month.)
!!! This system uses protective Stop Loss orders !!!

The current EXLENCE max drawdown is 18.76% (from February 11, 2008 to May 20, 2008). A request to Matthew Klein (owner of C2) is pending to correct the max drawdown, which miscalculat [Show Entire]

Recent Trade Signals Entered: EXLENCE


Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on September 23, 2007. If you decide to AutoTrade this system, you can easily trade with a different amount of capital (smaller or larger), and your results will vary accordingly. These hypothetical results do not include commissions. Since you are not yet a subscriber to this system, we show only closed trades below.

Action#Symbol PriceDateC#PriceDate
Drawdwn & Risk
P/L
STO2@KCH9
COFFEE
111.60
11/17/08 8:40
BTC2
114.50
11/17/08 13:27
($2,175)

Normal

($2,175)
STO2@SMZ8
SOYBEAN MEAL
2658
11/11/08 10:30
BTC2
2698
11/17/08 10:45
($1,800)

Normal

($800)
STO2@CZ8
CORN
380 2/4
11/6/08 10:30
BTC2
386 3/4
11/17/08 10:43
($900)

Low

($625)
BTO1@WZ8
WHEAT
549 3/4
11/12/08 12:42
STC1
521 3/4
11/13/08 13:03
($1,400)

Normal

($1,400)
BTO1QNGZ8
6.721
11/3/08 13:30
STC1
7.038
11/11/08 9:33
($10)

Low

$3,170
BTO2@KCZ8
COFFEE
116.30
11/10/08 8:49
STC2
112.80
11/10/08 13:27
($2,625)

Normal

($2,625)
BTO4@YIZ8
10.21
11/4/08 8:26
STC4
10.24
11/10/08 10:54
($1,400)

Normal

$120
STO1@SF9
SOYBEANS
902
11/5/08 19:00
BTC1
944
11/9/08 19:10
($2,100)

Normal

($2,100)
BTO2@KCZ8
COFFEE
115.20
11/4/08 9:18
STC2
111.55
11/6/08 11:11
($2,737)

Low

($2,737)
BTO2@WZ8
WHEAT
563 3/4
11/3/08 10:54
STC2
538 3/4
11/5/08 11:30
($2,500)

Normal

($2,500)
BTO3@SMZ8
SOYBEAN MEAL
2816
11/4/08 10:30
STC3
2725
11/5/08 10:51
($2,730)

Low

($2,730)
STO1@ESZ8
E-MINI S&P 500
1173.25
9/29/08 9:53
BTC1
980.50
10/13/08 15:23
($462)

Low

$9,637
BTO1@JYZ8
JAPANESE YEN
0.9562
9/22/08 14:55
STC1
0.9954
10/13/08 12:27
($1,787)

Low

$4,900
STO3@LEZ8
102.45
9/26/08 10:28
BTC3
94.05
10/13/08 11:36
($450)

Low

$10,079