Blue Lobster Fund |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | (0.3%) | +2.8% | (2.6%) | |||||||||
| 2008 | +3.7% | +8.0% | +3.7% | +5.0% | (0.3%) | (12%) | (20.2%) | +7.5% | +12.7% | +18.3% | +12.5% | - |
| 2009 | +7.2% | +6.4% | (11.1%) | (9.9%) | (61.2%) | - | (0.6%) | - | - | (0.2%) | - | - |
| 2010 | - | - | - |
Subscription Terms
| $69 per month, only if profitable (Details) |
This is a pay-for-performance system. Subscriptions cost $69 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
- 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 | |
|---|---|---|---|---|---|---|---|---|---|
| 3/16/09 16:38 | SELL | 35 | NZD/USD | 0.54796 | 5/10 22:56 | 0.60991 | Extreme | ($21,685) | |
| 1/25/09 21:54 | SELL | 15 | NZD/USD | 0.52955 | 2/27 14:20 | 0.50380 | Normal | $3,862 | |
| 11/5/08 20:10 | SELL | 10 | NZD/USD | 0.59420 | 11/12 12:48 | 0.56368 | Normal | $3,052 | |
| 7/14/08 2:41 | SELL | 20 | NZD/USD | 0.69376 | 10/6 0:27 | 0.65060 | Normal | $8,633 | |
| 7/7/08 5:07 | SELL | 5 | EUR/NOK | 7.95520 | 7/20 19:18 | 8.55550 | Extreme | ($5,903) | |
| 7/6/08 17:53 | SELL | 4 | AUD/USD | 0.96237 | 7/7 15:13 | 0.95528 | Extreme | $283 | |
| 6/24/08 3:09 | SELL | 4 | EUR/CHF | 1.62180 | 6/29 17:30 | 1.60870 | Low | $514 | |
| 6/23/08 4:10 | SELL | 4 | AUD/USD | 0.95179 | 6/27 4:27 | 0.96230 | Normal | ($420) | |
| 6/23/08 4:08 | SELL | 5 | GBP/JPY | 211.682 | 6/26 4:01 | 213.616 | Normal | ($895) | |
| 6/18/08 2:51 | BUY | 3 | GBP/AUD | 2.07343 | 6/23 0:59 | 2.06450 | Low | ($231) | |
| 6/18/08 2:11 | BUY | 4 | USD/CAD | 1.01982 | 6/19 8:34 | 1.01280 | Low | ($259) | |
| 6/17/08 3:30 | SELL | 3 | EUR/AUD | 1.64831 | 6/18 2:12 | 1.64373 | Low | $129 | |
| 6/16/08 1:45 | BUY | 3 | GBP/USD | 1.95297 | 6/16 17:15 | 1.96305 | Low | $302 | |
| 6/13/08 7:33 | BUY | 4 | AUD/CHF | 0.98465 | 6/16 4:57 | 0.97890 | Low | ($220) | |
| 6/12/08 6:12 | SELL | 3 | NZD/USD | 0.75160 | 6/16 1:43 | 0.75330 | Low | ($51) |
Statistics
Analytics| System has been audited since | 10/25/2007 (29 months ago) |
|---|---|
| Trades | 117 |
| # Profitable | 58 (49.6%) |
| # months tracked | 29 |
| Profitable months | 11 (37.9%) |
| Avg trade duration | 2.1 days |
| Annual return (compounded) | -26.1% |
| Average win | $507 |
| Average loss | $674 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 69.69% |
| drawdown period | Feb 20, 2009 to May 10, 2009 |
| Correlation w/ S&P | -0.148 |
| Sharpe ratio | -0.642 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 0.9% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.00 |
| Average P/L per unit traded |
