VT26 - C2 trading system which trades futures

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VT26

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These trading results are maintained and verified by Collective2, an independent company.

Collective2 (C2) is a Web site that monitors over 6,427 trading systems. We are not affiliated with the trading system developer. We merely verify the results of a trading system, by measuring a system's advice versus real-time market data. Use of Collective2 to verify system results or to research trading systems is free. All system results presented on C2 must be regarded as hypothetical. You can learn more about the limitations of hypothetical results.

Private Msg

System Details: VT26

Hypothetical Monthly Results (limitations of these statistics ?)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2008

+11.7%

+18.7%

(3.6%)

+4.0%

+2.5%

Best-case fills, no commisson	Best-case, with commis.
Adjusted by Realism Factor	Realism Factor, with commis.
Monte Carlo Simulation (?)	Interactive chart

Instruments

Futures

Strategies

Technical Analysis, Volatility trading

System started

4/8/2008 (19 weeks ago)

System developer

Andy G. (Private Msg)

(Last login to C2: 8/19/08 15:59)

Cash & Margin

Started	Buy Power	Cash	Equity	Margined	Open P/L
$100,000	$136,308	$136,308	$0	$0	$0

Subscribing to this system

There is a free trial period of 30 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, subscriptions cost $250 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.) [Subscribe here]

You are not subscribed to this system.

Overview

The system developer writes:

VT26 is volatility breakout 100% automated system with a conservative Philosohy. Its main priority to keep the drawdown on low levels with steady profit increase.

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Statistics

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Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.

Realism Factor

99.7

Trades

535

Profitable

260

Losses

275

Win %

48.6%

APD Ratio

0.18

Correlation w/ S&P

0.055

Cumu $

$36,307

after typical commission

$32,482

Keep after worst-case slippage

100.0%

Avg Win

$613

Avg Loss

$448

Profit Factor

1.3:1

P/L per unit

$63.10

after typical commission

$60.60

Avg Trade Length

2.6 hours

Compound Annual %

135.4% over 133 days

Sharpe Ratio

3.233

Max Drawdown

10.1% (20080616 to 20080625)

Risk of 20% account loss

0.0%

Risk of 50% account loss

0.0%

Risk of 100% account loss

0.0%

Crowd Opinion

Viewed 643 times

Tracked by 32 My Analyst pages

With commentary: 0

Subscriber Reviews

No reviews have been written yet.

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What this page displays

Realism Factor (RF) Calcs

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"Report Problem" Links

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Off

Show Forex as Pips

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Overlay AutoTrade results

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Trade Commentary

On

Off

System Description

The system developer writes:

VT26 is volatility breakout 100% automated system with a conservative Philosohy. Its main priority to keep the drawdown on low levels with steady profit increase.

Available a complete description of the trading system in the following link:

http://www.tradingsys.org/documentos/VT26_system.pdf

Release Notes:

(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.

Recent Trade Signals Entered: VT26

Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on April 08, 2008. If you decide to AutoTrade this system, you can easily trade with a different amount of capital (smaller or larger), and your results will vary accordingly. These hypothetical results do not include commissions. Since you are not yet a subscriber to this system, we show only trades which have been closed for at least 1 hours below.

Drawdwn & Risk

P/L

STO

1

@ER2U8

E-MINI RUSSELL 2000

728.80

8/19/08 14:30

BTC

1

728.60

8/19/08 15:58

($220)

Low

STO

1

@EMDU8

E-MINI S&P MIDCAP 400

802.60

8/19/08 14:25

BTC

1

802.60

8/19/08 15:58

($130)

Low

BTO

1

@ER2U8

E-MINI RUSSELL 2000

732.40

8/19/08 13:31

STC

1

728.60

8/19/08 14:30

($380)

Low

STO

1

@ER2U8

E-MINI RUSSELL 2000

729.20

8/19/08 11:58

BTC

1

732.40

8/19/08 13:31

($320)

Low

STO

1

XGU8

DAX INDEX

6335

8/19/08 10:18

BTC

1

6310.50

8/19/08 11:25

($187)

Low

STO

1

XGU8

DAX INDEX

6459.50

8/18/08 10:05

BTC

1

6453.50

8/18/08 11:42

($112)

Low

BTO

3

BDU8

EUREX BUND

114.47

8/18/08 11:25

STC

3

114.51

8/18/08 11:40

($60)

Low

STO

1

QCLU8

113.32

8/18/08 10:50

BTC

1

112.88

8/18/08 11:37

$0

Low

BTO

1

@EMDU8

E-MINI S&P MIDCAP 400

823.10

8/15/08 12:41

STC

1

820.50

8/15/08 14:54

($380)

Low

STO

1

@ER2U8

E-MINI RUSSELL 2000

748.70

8/15/08 14:06

BTC

1

747.60

8/15/08 14:54

($100)

Low

STO

1

QCLU8

112.82

8/15/08 8:31

BTC

1

112.29

8/15/08 14:20

($1,490)

Normal

STO

1

XGU8

DAX INDEX

6441.50

8/15/08 10:05

BTC

1

6456.50

8/15/08 13:55

($1,000)

Normal

STO

1

@EMDU8

E-MINI S&P MIDCAP 400

820.90

8/15/08 11:56

BTC

1

823.10

8/15/08 12:41

($220)

Low

BTO

3

BDU8

EUREX BUND

114.18

8/15/08 10:06

STC

3

114.44

8/15/08 12:40

($330)

Low

STO

1

@ER2U8

E-MINI RUSSELL 2000

749.20

8/15/08 12:13

BTC

1

752.10

8/15/08 12:40

($330)

Low

BTO

3

BDU8

EUREX BUND

114.07

8/14/08 9:49

STC

3

114

8/14/08 11:47

($660)

Low

STO

1

QCLU8

115.74

8/14/08 8:50

BTC

1

114.73

8/14/08 11:45

($1,140)

Normal

STO

1

XGU8

DAX INDEX

6482.50

8/13/08 10:30

BTC

1

6443

8/13/08 11:47

($137)

Low

STO

1

@ER2U8

E-MINI RUSSELL 2000

742.90

8/12/08 15:14

BTC

1

746.30

8/12/08 16:10

($350)

Low

STO

1

@EMDU8

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E-MINI S&P MIDCAP 400