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TFG

What it trades: Futures

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2008+13.7%+34.8%+6.1%+7.4%+11.9%+10.2%(3.7%)+1.0%+4.0%(6.3%)+0.5%+6.0%
2009(0.6%)  -    -    -    -    -    -    -    -    -    -    -  
2010  -    -    -                                                        

 
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Show chart:  Standard  |  Monte Carlo  |  Personalized

Subscription Terms

Free! (Details)

Subscriptions to this system are free.



Strategy Description 


Our goal is to trend trade several Grain Markets listed on the ECBOT capturing larger overall profits relative to losses, while limiting our capital exposure through the use of protective stop loss orders.

- This overview was provided by the system developer. Collective2 has not verified it.




Recently Closed Trades

Details

System creator requested that closed trades data below be delayed by three days.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
1/8/09 21:03 BUY 2 @SMH9 SOYBEAN MEAL 3050.0 1/12 10:30 3065.0 Low $300
1/5/09 10:44 BUY 2 @CH9 CORN 416 1/5 10:48 411 1/4 Low ($475)
12/24/08 6:36 BUY 0.839 @WH9 WHEAT 575 3/4 12/29 12:10 590 1/4 Low $601
12/19/08 14:14 BUY 0.839 @SMF9 SOYBEAN MEAL 2669.3 12/29 10:46 2841.8 n/a $1,448
12/26/08 10:51 BUY 0.839 @BOF9 SOYBEAN OIL 3310 12/26 10:51 3271 n/a ($196)
12/22/08 10:39 BUY 0.839 @SF9 SOYBEANS 889 1/4 12/22 12:07 880 2/4 Low ($367)
12/16/08 14:35 SELL 0.839 QCLF9 CRUDE OIL 43.27 12/16 14:59 43.28 Low ($7)
12/1/08 8:53 SELL 0.839 QCLF9 CRUDE OIL 51.12 12/1 9:43 50.88 Low $204
11/12/08 10:30 SELL 0.839 @SF9 SOYBEANS 897 3/4 11/12 11:17 894 1/4 Low $147
10/22/08 10:30 SELL 0.839 @CZ8 CORN 387 10/23 10:34 392 Low ($210)
10/22/08 16:15 SELL 0.839 @GFF9 FEEDER CATTLE 96.52 10/22 16:37 99.04 Low ($1,057)
10/22/08 10:30 SELL 0.839 @SMF9 SOYBEAN MEAL 2544.0 10/22 12:25 2604.3 Low ($506)
10/22/08 10:30 SELL 0.839 @SF9 SOYBEANS 873 1/4 10/22 11:26 876 2/4 Low ($134)
9/26/08 11:41 SELL 0.839 @WZ8 WHEAT 719 1/4 9/30 5:26 695 1/4 Low $1,008
9/28/08 19:01 SELL 0.839 @BOZ8 SOYBEAN OIL 4740.50 9/29 11:05 4591.25 n/a $752

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Reviews


 
May 1, 2008 from AutoTrader

Honest vendor that tries his best to control risk and take high probability trades. Very pleased so far.



Statistics

Analytics  
System has been audited since1/7/2008 (27 months ago)
Trades107
# Profitable50 (46.7%)
# months tracked26
Profitable months10 (38.5%)
Avg trade duration2.2 days
Annual return (compounded)41.3%
Average win$624
Average loss$266
Profit factor2.1:1
Max peak-to-valley drawdown (historical)15.41%
drawdown periodJan 18, 2008 to Jan 22, 2008
Correlation w/ S&P-0.071
Sharpe ratio1.64
C2Realism Factor 95%
Keep after worst-case slippage 94.7%
Probabilities of future account loss  
Chance of 10% account loss19.5%
Chance of 20% account loss2.4%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)1.80
Average P/L per unit traded$169.49


System Description

02/11/09: Thank you to all of you that continue to contact me in regards to running the TFG service. Your kind words of support are much appreciated to know that my continued work is not in vain. My initial goal of the TFG service when launched in Jan '08 here at C2 was to provide commodities to the subscribers so that as little capital as possible would be risked on each commodity trade with an overall goal of a minimal of 100% annualized return after 12 months. This was my agenda. My goal at the onset.

Due to limited subscriber participation, having met my goal, and needing to make better use of my time, the C2 portfolio was terminated on 1/22/09. Although C2 now continues to calculate an annualized return each day forward after the fact (don't ask me why), which will continue to lower the overall annualized return since the system was terminated, the 100% annualized return goal was achieved.

During the mid '08 year, I had tried to automate the system entry and exits to make it less time consuming, but ran into multiple issues with data providers, programmers, platform, etc... which took up much of my time for several months. Not only did my own real accounts suffer as a result, but as you will notice the TFG equity curve Q3 and Q4 did not increase as the prior two quarters to take advantage of the bearish trend which ensued, which we may have been able to capitalize, had an automated management system been utilized as I was trying to develop. What is evident that while NinjaTrader is a good platform for intraday trading and management only - for longer term (multiple day) trade management there is a lot still to be desired.

...

01/22/09: I have had to make a difficult decision. Due to limited participation in the TFG service, and after much agony, the service has been discontinued. If you have any questions, or comments about the service as it was managed, etc... feel free to send me a private message including your return email address. Best regards - Aspire Trader

...

Please Note: To purge excessive capital realized in 2008, system rescaled to minimum recommended capital requirement of $30k on 12/30/08. We trade the front month contracts on the following 5 grain markets listed on the ECBOT (Chicago Board of Trade - Electronic exchange, http://www.ecbot.com):

WHEAT, CORN, SOYBEANS, SOYBEAN MEAL, & SOYBEAN OIL

TFG (Trending Futures, Grains), formerly known as Trending Futures is a discretionary trading system managed by an experienced trader. The goal of our service is to achieve long term capital growth with limited and small draw downs in comparison to the overall account size.

Interested in making your own small fortune with commodities?

It is predicted that with the slowing of the US economy, the equity market slowing down, the increase of demand of economies of China, India, Brazil, and other countries "coming to be" so to speak, that the commodity market will remain strong and bullish for many years to come.

Do you want a piece of the action? Do you have any commodities in your portfolio now? If not, then our service is tailored specifically for you. Sign up now to see how easy it is to trade commodities using our scale out for profits method which not only quickly cuts down on your overall risk exposure, but also allows you to participate in huge big winners while allowing winning trade positions to potentially grow much larger than losing ones when the markets trend.

And... as we all know, BIG winners = BIG profits.

TFG is a swing trading system (may hold a position overnight for several days). The system will hold a position for as many days as it takes to either reach profit targets or protective stop losses to be adjusted as necessary through the trade alerts that we send out.

All new positions are typically taken as stop market orders as traded through the electronic futures markets at the Chicago Board of Trade (ECBOT). How many open positions you may ask? To make our service the easiest to use, there are typically no more than 1 - 3 open positions at any given time. We go into a new position with 2 contracts. We don't need a lot of positions, and we don't need to day trade, but rather well timed entries which are then properly managed is our basic principle of our success to date.

Of course proper position sizing and account management is paramount to successful trading. Capital preservation is of the utmost importance. All positions once entered, include a risk protective stop loss, as well as limit order to lock in some profits. Once we get the move we are expecting, we then trail stop as needed.

Obviously not all trades will be profitable however, but quality vs quantity is the objective with precise trade management - stop losses, profit targets and / or trailing stops are always provided to our valued subscribers. Once in a profitable position our objective is to scale out with proper position sizing, and ride the overall trend with a trailing stop.

We value your feedback and appreciate the opportunity to work with you. Please feel free to send an instant message with any questions, comments, feedback, etc... For more detail information on the service provided, please visit our web site at

http://www.TrendingFuturesAlerts.com

Thank you for your interest, and best to you.

- This system description was provided by the system developer. Collective2 has not verified it.