ES-ES

What it trades: Mostly Forex; (some futures) Strategies: Market timing

Hypothetical Monthly Results

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2009										(10.4%)	+59.1%	+70.7%
2010	+24.7%	(7.1%)	+14.9%	+13.6%	+25.5%	(31.7%)	(37.5%)	+114.7%	(34.1%)

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Subscription Terms

$60 per month (Details)

Subscriptions cost $60 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

None provided. (Contact System Developer)

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

Opened ET	B/S	#	Symbol	Price	Closed	Price	Risk	P/L
8/26/10 8:44	BUY	8	USD/CAD	1.05523	8/26 14:37	1.05672	Normal	$113
8/26/10 10:00	SELL	2	GBP/USD	1.55687	8/26 11:25	1.55616	Low	$14
8/26/10 5:59	SELL	12	AUD/USD	0.88903	8/26 11:06	0.88814	Normal	$107
8/26/10 9:46	SELL	6	EUR/USD	1.27346	8/26 11:03	1.27268	Low	$47
8/26/10 6:13	BUY	3	USD/CAD	1.05639	8/26 8:03	1.05752	Low	$32
8/26/10 6:46	SELL	2	EUR/USD	1.27159	8/26 6:49	1.27045	n/a	$23
8/26/10 6:05	SELL	2	GBP/USD	1.55493	8/26 6:49	1.55318	Low	$35
8/25/10 8:56	SELL	2	AUD/USD	0.87943	8/25 9:13	0.87893	Low	$10
8/25/10 7:59	SELL	1	EUR/USD	1.26269	8/25 8:16	1.26157	Low	$11
8/25/10 7:44	SELL	2	EUR/USD	1.26270	8/25 7:48	1.26163	Low	$21
8/24/10 19:20	SELL	4	EUR/USD	1.26556	8/25 7:03	1.26402	Low	$62
8/25/10 6:40	SELL	1	GBP/USD	1.54308	8/25 7:01	1.54192	Low	$12
8/25/10 5:38	SELL	3	AUD/USD	0.88555	8/25 6:59	0.88361	Low	$58
8/25/10 5:40	SELL	2	USD/JPY	84.533	8/25 6:52	84.567	Low	($8)
8/24/10 15:53	SELL	3	AUD/USD	0.88416	8/24 20:21	0.88355	Low	$18

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Statistics

Analytics

System has been audited since	10/19/2009 (11 months ago)
Trades	1,844
# Profitable	1,077 (58.4%)
# months tracked	12
Profitable months	7 (58.3%)
Avg trade duration	3.9 hours
Annual return (compounded)	226.5%
Average win	$65
Average loss	$85
Profit factor	1.1:1
Max peak-to-valley drawdown (historical)	74.64%
drawdown period	June 07, 2010 to July 15, 2010
Correlation w/ S&P	-0.215
Sharpe ratio	0.9
C2Realism Factor	100%
Keep after worst-case slippage	96.4%
Probabilities of future account loss
Chance of 10% account loss	80.5%
Chance of 20% account loss	69.0%
Chance of 30% account loss	44.2%

Chance of 50% account loss	0.1%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	-0.02
Average P/L per unit traded	($29.14)

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