VT26 |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | +11.7% | +18.7% | (3.6%) | +4.0% | (1.8%) | +15.3% | +7.4% | +8.7% | +0.2% | |||
| 2009 | +4.9% | (1.4%) | +7.5% | +4.9% | +4.3% | (1.2%) | +0.5% | +4.1% | +4.1% | +5.1% | (3.3%) | (0.8%) |
| 2010 | +3.8% | +1.2% | +0.8% | (0.9%) | +3.7% | +0.4% | +4.3% | (0.1%) | (1.5%) |
Subscription Terms
| Seven-day free trial, then $270 per month (Details) |
There is a free trial period of 7 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, you will be charged $270 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Strategy Description
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
DetailsSystem creator requested that closed trades data below be delayed by 1 hour.
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 9/2/10 9:20 | BUY | 1 | QGCZ0 | Gold 100 oz | 1253.52 | 9/2 11:53 | 1251.38 | Low | ($214) |
| 9/2/10 9:55 | BUY | 1 | XGU0 | DAX INDEX | 6088.35 | 9/2 11:52 | 6087.05 | Low | ($42) |
| 9/2/10 10:01 | SELL | 2 | @TYZ0 | US T-NOTE 10 YR | 124 31/64 | 9/2 11:52 | 124 41/64 | Low | ($298) |
| 9/2/10 10:07 | SELL | 5 | BDU0 | EUREX BUND | 132.67 | 9/2 11:52 | 132.67 | Low | $0 |
| 9/2/10 4:24 | BUY | 1 | @EUU0 | EUROFX | 1.2822 | 9/2 8:49 | 1.2837 | Low | $186 |
| 9/2/10 7:38 | SELL | 1 | QCLV0 | CRUDE OIL | 73.39 | 9/2 8:49 | 73.64 | Low | ($252) |
| 9/1/10 10:05 | SELL | 2 | @TYZ0 | US T-NOTE 10 YR | 124 33/64 | 9/1 11:10 | 124 41/64 | Low | ($242) |
| 9/1/10 10:05 | BUY | 1 | XGU0 | DAX INDEX | 6052.94 | 9/1 11:09 | 6075.50 | Low | $722 |
| 9/1/10 10:00 | BUY | 1 | @TFSU0 | Emini Russell | 616.09 | 9/1 11:09 | 619.36 | Low | $326 |
| 9/1/10 8:15 | SELL | 1 | QCLV0 | CRUDE OIL | 72.30 | 9/1 11:09 | 74.18 | Low | ($1,877) |
| 9/1/10 7:53 | BUY | 1 | @JYU0 | JAPANESE YEN | 0.011921 | 9/1 9:50 | 0.011863 | Low | ($725) |
| 8/31/10 9:05 | BUY | 1 | QGCZ0 | Gold 100 oz | 1246.93 | 8/31 11:38 | 1249.16 | Low | $224 |
| 8/31/10 10:14 | SELL | 2 | @TYZ0 | US T-NOTE 10 YR | 125 30/64 | 8/31 11:38 | 125 36/64 | Low | ($200) |
| 8/31/10 10:59 | BUY | 1 | @JYU0 | JAPANESE YEN | 0.011901 | 8/31 11:38 | 0.011894 | Low | ($88) |
| 8/31/10 11:10 | SELL | 1 | @TFSU0 | Emini Russell | 601.96 | 8/31 11:37 | 605.45 | Low | ($349) |
Reviews
Hard to say anything meaningful after just 5 days, but sticking to facts: 23 trades: 6 losses 8 wins and the rest about BE. I would have made 1926$ gross according to the autotrade page. Not bad, and about in line with recent performance .Profit was all due to 2 Dax trades (1,708 and 1,188$ respectively) and the worst losses (-970 and -650) were both on Gold, which makes me wondering and prompts some more research on past trades Needs to be autotraded, all the more so as it looks like it uses generally market orders. So you need to feel comfortable with autotrading Overall I thought this is a good system. This test did little to change my mind
Me parece un sistema muy consistente en los resultados en el tiempo
Statistics
Analytics| System has been audited since | 4/8/2008 (29 months ago) |
|---|---|
| Trades | 2,829 |
| # Profitable | 1,506 (53.2%) |
| # months tracked | 30 |
| Profitable months | 21 (70.0%) |
| Avg trade duration | 1.5 hours |
| Annual return (compounded) | 47.4% |
| Average win | $480 |
| Average loss | $425 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 10.1% |
| drawdown period | June 16, 2008 to June 25, 2008 |
| Correlation w/ S&P | -0.046 |
| Sharpe ratio | 2.823 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 2.4% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.08 |
| Average P/L per unit traded | $46.37 |
System Description
Available a complete description of the trading system in the following link:
http://www.tradingsys.org/documentos/VT26_system.pdf
Release Notes:
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(10/07/2009): The system will not operate on summer vacation until July 24.
(21/08/2009): The system will not operate until August 27.
(02/11/2009): The system will not operate today (Nov., 2)
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(02/06/2008) New intraday system on the pound (@BP): incorporation scheduled on 03/06/2008. The aim is to further strengthen paragraph currencies.
(05/06/2008): Updated CL to QCL.
(06/07/2008): The system will not operate on summer vacation until July 21.
(30/08/2008): The system will not operate on July 30th and 31th.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description.
