What it trades: Forex
Hypothetical Monthly Results
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| 2007 | | | | | | | | | | | (0.6%) | (4.1%) |
|---|
| 2008 | +1.2% | +8.9% | +20.3% | (5.6%) | +0.3% | (4.5%) | (3.6%) | +4.7% | (4.7%) | (0.2%) | +20.3% | - |
|---|
| 2009 | - | - | - | - | - | - | - | - | (0.4%) | - | - | - |
|---|
| 2010 | - | - | - | | | | | | | | | |
|---|
| Drag mouse in chart to zoom |
Subscription Terms
This is a pay-for-performance system. Subscriptions cost $100 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 
None provided.
Recently Closed Trades
Details
| Opened ET |
B/S |
# |
Symbol |
|
Price |
Closed |
Price |
Risk |
P/L |
| 11/6/08 15:22 |
BUY |
17 |
USD/CAD |
|
1.18998 |
11/24 15:25 |
1.23413 |
Normal |
$5,907 |
| 11/6/08 15:21 |
SELL |
13 |
CAD/JPY |
|
82.020 |
11/12 15:16 |
77.010 |
Normal |
$6,656 |
| 11/5/08 16:00 |
SELL |
20 |
USD/JPY |
|
97.755 |
11/12 15:13 |
95.209 |
Low |
$5,202 |
| 11/11/08 18:32 |
SELL |
10 |
EUR/USD |
|
1.25040 |
11/12 15:11 |
1.25136 |
Low |
($96) |
| 11/11/08 18:33 |
SELL |
10 |
GBP/USD |
|
1.53570 |
11/12 15:10 |
1.49601 |
Low |
$3,969 |
| 10/29/08 22:37 |
SELL |
10 |
USD/CHF |
|
1.12480 |
10/30 16:06 |
1.14076 |
Normal |
($1,418) |
| 10/20/08 9:34 |
SELL |
13 |
GBP/USD |
|
1.72200 |
10/20 15:07 |
1.71285 |
Low |
$1,189 |
| 9/21/08 17:35 |
BUY |
12 |
EUR/USD |
|
1.45000 |
9/22 15:24 |
1.48187 |
Low |
$3,824 |
| 9/21/08 17:30 |
BUY |
15 |
GBP/CHF |
|
2.02595 |
9/22 15:23 |
1.99610 |
Normal |
($4,142) |
| 9/14/08 17:30 |
BUY |
9 |
EUR/USD |
|
1.43420 |
9/18 15:14 |
1.43199 |
Normal |
($198) |
| 9/14/08 17:31 |
BUY |
6 |
GBP/USD |
|
1.80502 |
9/15 15:34 |
1.79576 |
Low |
($555) |
| 9/8/08 15:23 |
BUY |
16 |
USD/JPY |
|
108.092 |
9/11 8:30 |
106.420 |
Normal |
($2,502) |
| 8/27/08 15:27 |
SELL |
14 |
CAD/JPY |
|
104.630 |
9/8 15:22 |
101.280 |
Low |
$4,320 |
| 9/4/08 18:03 |
SELL |
12 |
USD/JPY |
|
106.210 |
9/7 17:31 |
108.748 |
Normal |
($2,824) |
| 8/31/08 17:31 |
SELL |
22 |
USD/JPY |
|
108.332 |
9/1 15:47 |
108.211 |
Low |
$246 |
| Opened ET |
B/S |
# |
Symbol |
|
Price |
Closed |
Close Price |
Risk |
P/L |
| 11/6/08 15:22 |
BUY |
17 |
USD/CAD |
|
1.18998 |
11/24 15:25 |
1.23413 |
Normal |
$5,907 |
| 11/6/08 15:22 |
BTO |
17 |
USD/CAD |
|
1.18998 |
|
|
|
|
| 11/24/08 15:25 |
STC |
17 |
USD/CAD |
|
1.23413 |
|
|
|
|
| 11/6/08 15:21 |
SELL |
13 |
CAD/JPY |
|
82.020 |
11/12 15:16 |
77.010 |
Normal |
$6,656 |
| 11/6/08 15:21 |
STO |
13 |
CAD/JPY |
|
82.020 |
|
|
|
|
| 11/12/08 15:16 |
BTC |
13 |
CAD/JPY |
|
77.010 |
|
|
|
|
| 11/5/08 16:00 |
SELL |
20 |
USD/JPY |
|
97.755 |
11/12 15:13 |
95.209 |
Low |
$5,202 |
| 11/5/08 16:00 |
STO |
10 |
USD/JPY |
|
98.230 |
|
|
|
|
| 11/11/08 18:36 |
STO |
10 |
USD/JPY |
|
97.280 |
|
|
|
|
| 11/12/08 15:13 |
BTC |
20 |
USD/JPY |
|
95.209 |
|
|
|
|
| 11/11/08 18:32 |
SELL |
10 |
EUR/USD |
|
1.25040 |
11/12 15:11 |
1.25136 |
Low |
($96) |
| 11/11/08 18:32 |
STO |
10 |
EUR/USD |
|
1.25040 |
|
|
|
|
| 11/12/08 15:11 |
BTC |
10 |
EUR/USD |
|
1.25136 |
|
|
|
|
| 11/11/08 18:33 |
SELL |
10 |
GBP/USD |
|
1.53570 |
11/12 15:10 |
1.49601 |
Low |
$3,969 |
| 11/11/08 18:33 |
STO |
10 |
GBP/USD |
|
1.53570 |
|
|
|
|
| 11/12/08 15:10 |
BTC |
10 |
GBP/USD |
|
1.49601 |
|
|
|
|
| 10/29/08 22:37 |
SELL |
10 |
USD/CHF |
|
1.12480 |
10/30 16:06 |
1.14076 |
Normal |
($1,418) |
| 10/29/08 22:37 |
STO |
10 |
USD/CHF |
|
1.12480 |
|
|
|
|
| 10/30/08 16:06 |
BTC |
10 |
USD/CHF |
|
1.14076 |
|
|
|
|
| 10/20/08 9:34 |
SELL |
13 |
GBP/USD |
|
1.72200 |
10/20 15:07 |
1.71285 |
Low |
$1,189 |
| 10/20/08 9:34 |
STO |
13 |
GBP/USD |
|
1.72200 |
|
|
|
|
| 10/20/08 15:07 |
BTC |
13 |
GBP/USD |
|
1.71285 |
|
|
|
|
| 9/21/08 17:35 |
BUY |
12 |
EUR/USD |
|
1.45000 |
9/22 15:24 |
1.48187 |
Low |
$3,824 |
| 9/21/08 17:35 |
BTO |
12 |
EUR/USD |
|
1.45000 |
|
|
|
|
| 9/22/08 15:24 |
STC |
12 |
EUR/USD |
|
1.48187 |
|
|
|
|
| 9/21/08 17:30 |
BUY |
15 |
GBP/CHF |
|
2.02595 |
9/22 15:23 |
1.99610 |
Normal |
($4,142) |
| 9/21/08 17:30 |
BTO |
15 |
GBP/CHF |
|
2.02595 |
|
|
|
|
| 9/22/08 15:23 |
STC |
15 |
GBP/CHF |
|
1.99610 |
|
|
|
|
| 9/14/08 17:30 |
BUY |
9 |
EUR/USD |
|
1.43420 |
9/18 15:14 |
1.43199 |
Normal |
($198) |
| 9/14/08 17:30 |
BTO |
9 |
EUR/USD |
|
1.43420 |
|
|
|
|
| 9/18/08 15:14 |
STC |
9 |
EUR/USD |
|
1.43199 |
|
|
|
|
| 9/14/08 17:31 |
BUY |
6 |
GBP/USD |
|
1.80502 |
9/15 15:34 |
1.79576 |
Low |
($555) |
| 9/14/08 17:31 |
BTO |
6 |
GBP/USD |
|
1.80502 |
|
|
|
|
| 9/15/08 15:34 |
STC |
6 |
GBP/USD |
|
1.79576 |
|
|
|
|
| 9/8/08 15:23 |
BUY |
16 |
USD/JPY |
|
108.092 |
9/11 8:30 |
106.420 |
Normal |
($2,502) |
| 9/8/08 15:23 |
BTO |
16 |
USD/JPY |
|
108.092 |
|
|
|
|
| 9/11/08 8:30 |
STC |
16 |
USD/JPY |
|
106.420 |
|
|
|
|
| 8/27/08 15:27 |
SELL |
14 |
CAD/JPY |
|
104.630 |
9/8 15:22 |
101.280 |
Low |
$4,320 |
| 8/27/08 15:27 |
STO |
14 |
CAD/JPY |
|
104.630 |
|
|
|
|
| 9/8/08 15:22 |
BTC |
14 |
CAD/JPY |
|
101.280 |
|
|
|
|
| 9/4/08 18:03 |
SELL |
12 |
USD/JPY |
|
106.210 |
9/7 17:31 |
108.748 |
Normal |
($2,824) |
| 9/4/08 18:03 |
STO |
12 |
USD/JPY |
|
106.210 |
|
|
|
|
| 9/7/08 17:31 |
BTC |
12 |
USD/JPY |
|
108.748 |
|
|
|
|
| 8/31/08 17:31 |
SELL |
22 |
USD/JPY |
|
108.332 |
9/1 15:47 |
108.211 |
Low |
$246 |
| 8/31/08 17:31 |
STO |
22 |
USD/JPY |
|
108.332 |
|
|
|
|
| 9/1/08 15:47 |
BTC |
22 |
USD/JPY |
|
108.211 |
|
|
|
|
<< More recent
Statistics
Analytics | System has been audited since | 11/18/2007 (28 months ago) |
|---|
| Trades | 78 |
|---|
| # Profitable | 36 (46.2%) |
|---|
| # months tracked | 28 |
|---|
| Profitable months | 6 (21.4%) |
|---|
| Avg trade duration | 15.2 days |
|---|
| Annual return (compounded) | 12.6% |
|---|
| Average win | $2,461 |
|---|
| Average loss | $1,368 |
|---|
| Profit factor | 1.5:1 |
|---|
| Max peak-to-valley drawdown (historical) | 23.77% |
|---|
| drawdown period | March 16, 2008 to Nov 10, 2008 |
|---|
| Correlation w/ S&P | -0.160 |
|---|
| Sharpe ratio | 0.446 |
|---|
C2Realism Factor  | 100% |
|---|
Keep after worst-case slippage  | 88.8% |
|---|
Probabilities of future account loss  |   |
|---|
| Chance of 10% account loss | 50.0% |
|---|
| Chance of 20% account loss | 5.9% |
|---|
| Chance of 30% account loss | 5.9% |
|---|
| Chance of 50% account loss | 0.0% |
|---|
| Chance of 100% account loss | 0.0% |
|---|
| Average Profit to Drawdown (APD) | 0.16 |
|---|
| Average P/L per unit traded | |
|---|
System Description
- This system description was provided by the system developer. Collective2 has not verified it.