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test

What it trades: Forex Strategies: Technical analysis, Market timing

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
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  -    -    -    -    -    -    -    -    -                    

 
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Subscription Terms

$100 per month, only if profitable (Details)

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. (Contact System Developer)



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 $5,908
11/6/08 15:21 SELL 13 CAD/JPY 82.020 11/12 15:16 77.010 Normal $6,657
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 ($1,419)
10/20/08 9:34 SELL 13 GBP/USD 1.72200 10/20 15:07 1.71285 Low $1,190
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 ($199)
9/14/08 17:31 BUY 6 GBP/USD 1.80502 9/15 15:34 1.79576 Low ($556)
9/8/08 15:23 BUY 16 USD/JPY 108.092 9/11 8:30 106.420 Normal ($2,503)
8/27/08 15:27 SELL 14 CAD/JPY 104.630 9/8 15:22 101.280 Low $4,321
9/4/08 18:03 SELL 12 USD/JPY 106.210 9/7 17:31 108.748 Normal ($2,825)
8/31/08 17:31 SELL 22 USD/JPY 108.332 9/1 15:47 108.211 Low $246

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Statistics

Analytics  
System has been audited since11/18/2007 (34 months ago)
Trades78
# Profitable36 (46.2%)
# months tracked35
Profitable months6 (17.1%)
Avg trade duration15.2 days
Annual return (compounded)10.3%
Average win$2,461
Average loss$1,369
Profit factor1.5:1
Max peak-to-valley drawdown (historical)23.77%
drawdown periodMarch 16, 2008 to Nov 10, 2008
Correlation w/ S&P-0.160
Sharpe ratio0.485
C2Realism Factor 0%
Keep after worst-case slippage 88.8%
Probabilities of future account loss  
Chance of 10% account loss50.0%
Chance of 20% account loss5.9%
Chance of 30% account loss5.9%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.16
Average P/L per unit traded