Important Warning about Hypothetical Results


On this page, and others within this Web site, you are going to read about trading systems and their performance. It's important that you understand that all results reported on these pages must be treated as hypothetical results.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.


Warning about commission costs


Collective2 does not, by default, include commissions and execution costs when displaying hypothetical results. These costs will certainly make your actual trading results worse than the results you see here. For high-frequency trading systems, your results will be vastly worse than the results you see here.

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quantum-fx version 2

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Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2008                       -    -  (8.5%)+8.7%+6.6%+3.7%+4.9%+1.0%  -  
2009(0.5%)+3.1%  -  +6.7%(4.4%)+5.9%+4.5%+9.5%+0.4%(3.7%)+7.6%(5.8%)
2010(5.4%)  -                                                              

 
Drag mouse in chart to zoom
Show chart:  Standard  |  Monte Carlo  |  Personalized
Technical Analysis:  Moving Average daysX

Instruments Forex
Strategies Technical analysis, Market timing
System started 4/21/2008 (22 months ago)
System developer QVirtue Contact
(Last login to C2: 2/9/10 2:32)

The name of this system has been changed 2 times. Show



Recently Closed Trades

CSV Show AutoTrade DataDetails

System creator requested that closed trades data below be delayed by one day.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
1/14/10 19:15 BUY 35 AUD/JPY 84.950 1/15 3:01 84.150 Normal ($3,077)
1/14/10 19:06 BUY 35 AUD/JPY 85.005 1/14 19:06 84.981 n/a ($92)
1/4/10 20:06 BUY 70 EUR/CHF 1.48400 1/6 19:01 1.47900 Normal ($3,412)
1/4/10 2:28 SELL 32 AUD/JPY 83.700 1/6 10:20 84.900 Normal ($4,145)
1/3/10 19:07 BUY 42 EUR/USD 1.43000 1/5 13:32 1.43700 Low $2,940
12/15/09 3:21 BUY 33 EUR/JPY 129.700 12/17 18:11 128.500 Low ($4,326)
12/8/09 2:07 BUY 36 AUD/USD 0.91140 12/15 22:17 0.89900 Normal ($4,464)
11/25/09 17:31 BUY 24 AUD/JPY 81.400 11/25 22:30 80.400 Low ($2,763)
11/23/09 17:12 BUY 40 EUR/JPY 133.100 11/24 0:52 132.630 Low ($2,119)
10/28/09 20:38 BUY 100 EUR/CHF 1.51010 11/12 14:01 1.51044 Low $334
11/11/09 3:21 SELL 44 AUD/USD 0.93250 11/12 14:01 0.92387 Low $3,797
11/10/09 19:00 BUY 31 EUR/JPY 134.330 11/12 4:08 134.150 Low ($622)
11/4/09 2:00 BUY 45 EUR/GBP 0.89550 11/11 14:07 0.90441 Normal $6,636
11/3/09 17:53 BUY 31 AUD/USD 0.90250 11/9 7:42 0.92950 Low $8,370
11/2/09 22:32 BUY 31 AUD/USD 0.90400 11/3 4:53 0.89400 Normal ($3,100)

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Statistics

Analytics  
Trades131
# Profitable58 (44.3%)
# months tracked22
Profitable months12 (54.5%)
Avg trade duration3.0 days
Annual return (compounded)19.0%
Average win$2,878
Average loss$1,779
Profit factor1.3:1
Max peak-to-valley drawdown (historical)14.81%
drawdown periodJune 03, 2008 to June 24, 2008
Correlation w/ S&P-0.008
Sharpe ratio0.726
C2Realism Factor 99%
Keep after worst-case slippage 66.9%
Probabilities of future account loss  
Chance of 10% account loss46.3%
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)0.19
Average P/L per unit traded


Reviews


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Subscribe to System

$70 per month, only if profitableDetails

This is a pay-for-performance system. Subscriptions cost $70 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.)



Overview

quantum-fx

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

Model Account Status

Started$100,000
Buy Power$137,048
Cash$137,048
Equity$0
Cumulative $$37,048
Total System Equity$137,048
Margined$0
Open P/L$0
System vendor has delayed data by 1 day for non-subs.


Crowd Opinion

Viewed 1,355 times
Tracked by 28 people
Analyst notes 1 See