InvincibleX
- hypothetical · Annual Return (Compounded)
- -21.0%
- Max Drawdown
- 100.0%
- Trades
- 76
- Win Trades
- 89.5%
- Profit Factor
- 0.40
- Win Months
- 3.8%
About this strategy
InvincibleX is a long-short Futures trading system. We use a 90% successful Proprietary Trading Pattern, plus a new Trading Technique based on market retracements trading, plus accurate Money Management to achieve our well-known results.
The single trading time expectation is variable (days, weeks, months) depending on the time-basis signals, but is usually a non frenetic Style of Trading or scalping : useful for expert traders as well as novices.
The trading frequency is not standardized and depending by market conditions and related timeframe.
This Trading system is sized on US$ 100k (100.000US$) minimum, until Hundred millions US$ trading accounts.
INVINCIBLEX IS SUITABLE FOR FULL AUTO-TRADING ( C2 through the Broker "Open e-Cry") or you can receive signals through mobile phone text and transmitting the orders by phone to your Broker (so you will be not charged of Exchange fees by your broker);
This trading system is fruit of 15years of Global Financial Markets trading and Investors Psychology study and analysis.
This is not a Scalping style of trading, so the results are replicable at 99% by InvincibleX users, and not only virtually as usual for the scalping TS.
Further informations, support and assistance (e-mail and Gmail instant messenger) provided through:
dl.invinciblex@gmail.com
REMEMBER THAT FUTURES TRADING COULD BRING SIGNIFICATIVE LOSSES, SOMETIMES MORE THAN INVESTED CAPITAL; either auto-trading and automatizated trading tools could raise significative trading issues.
Please view CME, COMEX, CBOT, EUREX and other Exchanges website to be informed about futures trading risks.
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | 3.1 | 8.4 | 11.8 | ||||||||||
| 2007 | 2.2 | 9.8 | 3.7 | 11.9 | 1.6 | 4.3 | 5.1 | -6.7 | -99.6 | -1211.2 | -3.4 | 0.0 | -105.5 |
| 2008 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2009 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2010 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.0 | -0.0 | |
| 2011 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2012 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2013 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2014 | 0.0 | -12.5 | -0.9 | -1.1 | -2.7 | -0.3 | -3.9 | -3.3 | -5.7 | -2.1 | -0.8 | -3.3 | |
| 2015 | -10.3 | -0.9 | -4.2 | -4.2 | -2.3 | -1.9 | -2.0 | -2.3 | -0.3 | -2.5 | -4.2 | -3.7 | |
| 2016 | -1.1 | -0.7 | -3.7 | -1.6 | -3.2 | -1.0 | -1.3 | -0.1 | -0.4 | -9.0 | 0.0 | 0.0 | |
| 2017 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2018 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2019 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2020 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2023 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2024 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2025 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 11/17/2006 |
|---|---|
| Suggested Minimum Capital | $100,000 |
| Age | 241 months |
| What it trades | Futures |
| # Trades | 76 |
| # Profitable | 68 |
| % Profitable | 89.5% |
| Avg trade duration | 2.6 days |
| Max peak-to-valley drawdown | 100.0% |
| drawdown period | Oct 31, 2007 - June 20, 2014 |
| Annual return (compounded) | 0.0% |
| Avg win | $1,089 |
| Avg loss | $21,932 |
Ratios
| W:L ratio | 0.42 |
|---|---|
| Sharpe Ratio | -0.58 |
| Sortino Ratio | -0.81 |
| Calmar Ratio | -0.81 |
CORRELATION STATISTICS
| Correlation to SP500 | -0.03 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 445.1% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -121.0% |
Return Statistics
| Ann Return (w trading costs) | -21.0% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 0.0% |
Slump
| Current Slump as Pcnt Equity | — |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 1.0% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Percent Trades Stocks | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $21,932 |
|---|---|
| Avg Win | $1,089 |
| # Winners | 68 |
| Sum Trade PL (losers) | $175,456 |
| Sum Trade PL (winners) | $74,043 |
| Num Months Winners | 9 |
| # Losers | 8 |
| % Winners | 89.5% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 12 |
|---|
Frequency
| Avg Position Time (mins) | 3728.05 |
|---|---|
| Avg Position Time (hrs) | 62.13 |
| Avg Trade Length | 2.60 |
| Last Trade Ago | 6869 |
Regression
| Alpha | 0 |
|---|---|
| Beta | -0.46 |
| Treynor Index | 0 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.50 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 4.98 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.01 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -2.88 |
| MAE:PL (avg, all trades) | 0.78 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 27.02 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 21 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 1.54 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.04 |
| Hold-and-Hope Ratio | -0.35 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | 69.82 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.35 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 2424 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.8% |
Trading record
Placed 39 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| QM Z7 | short | 1 | Oct 17, 2007 | Nov 15, 2007 | ($3,383) |
| SB H8 | long | 2 | Jun 20, 2007 | Oct 26, 2007 | $779 |
| QM X7 | short | 1 | Oct 15, 2007 | Oct 19, 2007 | ($2,571) |
| W Z7 | short | 29 | Aug 22, 2007 | Sep 27, 2007 | ($167,782) |
| QM X7 | short | 5 | Sep 19, 2007 | Sep 25, 2007 | $3,585 |
| QM V7 | short | 4 | Sep 13, 2007 | Sep 19, 2007 | ($1,557) |
| W Z7 | short | 1 | Aug 15, 2007 | Aug 15, 2007 | $642 |
| W Z7 | short | 6 | Aug 8, 2007 | Aug 10, 2007 | $3,552 |
| QM U7 | short | 2 | Jul 31, 2007 | Aug 1, 2007 | $734 |
| AD U7 | short | 14 | Jul 18, 2007 | Jul 26, 2007 | $2,398 |
| QG U7 | long | 2 | Jul 24, 2007 | Jul 25, 2007 | $484 |
| QM U7 | short | 2 | Jul 20, 2007 | Jul 20, 2007 | $409 |
| QM U7 | short | 1 | Jul 19, 2007 | Jul 19, 2007 | $192 |
| QM U7 | short | 1 | Jul 17, 2007 | Jul 17, 2007 | $155 |
| CT V7 | short | 3 | Jul 12, 2007 | Jul 17, 2007 | $1,046 |
| BD U7 | long | 8 | Jun 1, 2007 | Jul 11, 2007 | $1,765 |
| CD U7 | short | 1 | Jul 9, 2007 | Jul 10, 2007 | $742 |
| XG U7 | short | 1 | Jun 20, 2007 | Jun 20, 2007 | $441 |
| W U7 | short | 2 | Jun 15, 2007 | Jun 19, 2007 | $1,184 |
| CD U7 | short | 4 | May 30, 2007 | Jun 18, 2007 | $798 |
| XG U7 | short | 1 | Jun 1, 2007 | Jun 6, 2007 | $2,551 |
| XG U7 | short | 1 | May 31, 2007 | May 31, 2007 | $291 |
| LB N7 | short | 1 | May 29, 2007 | May 30, 2007 | $223 |
| XG M7 | short | 2 | May 25, 2007 | May 30, 2007 | $1,168 |
| YM M7 | short | 4 | May 14, 2007 | May 24, 2007 | $713 |
| ES M7 | short | 5 | May 22, 2007 | May 22, 2007 | $460 |
| XG M7 | short | 1 | May 4, 2007 | May 8, 2007 | $278 |
| HG N7 | short | 11 | Apr 3, 2007 | Apr 26, 2007 | $10,550 |
| BD M7 | long | 3 | Apr 13, 2007 | Apr 17, 2007 | $510 |
| FC K7 | short | 4 | Apr 2, 2007 | Apr 12, 2007 | $2,043 |
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.