emini independence
- hypothetical · Annual Return (Compounded)
- -40.8%
- Max Drawdown
- 43.8%
- Trades
- 212
- Win Trades
- 46.7%
- Profit Factor
- 1
- Win Months
- 0.5%
About this strategy
This system is for those interested in daytrading russell 2000 to make a living.
This system generates signals on a 24 hr basis except between 6 to 8 pm ET from Monday to Thursday,Fridays all trading closes at 4.15 pm ET.
Signals are mainly given between 6 am to 4 pm et.
However if there are oppurtunities at other times,signal will be given outside of normal trading hours.
Slippage may be an issue during off trading hours.
Pl choose a broker who will charge you 1.5 usd or less each way.
My broker charges me 1.2 usd each way=2.4 usd is my cost.
Slippage has not been a issue with my broker during regular trading hours..
I f you can keep these issues under control,then good profit is assured.
Please take all the signals in order to get the maximum returns.
Pl do not pick and choose the signals
This is a Low Risk High Reward System.
Automated system .
Entries based on chart patterns and mass behaviour pshycology,studied over two decades of trading experience.
Several filters are used in order to keep the drawdown to a minimum.
Exits based on stop loss.
Stop loss based on volatilty
The entries will be buy to open and sell to open or market orders,depending on the trading environment.
The Entries will be Market orders or Stop orders.
The Exits will be by progressive stop loss.
Money Management:
I f you are a conservative person with a Low Risk Tolerance then,
Enter only one contract for a Capital of 10,000 USD,
Unless otherwise specified.
If your an aggressive person with an appetite for High Risk then,
Enter Two contracts for a Capital of 10,000 usd
PL add one or two contracts for every additional 10,000 USD earned or deposited.
Its very important to Always keep the no of contracts fixed.
RETURNS ON INVESTMENT
You can make excellent returns on capital invested,provided you follow the system rigourously.
PL follow the returns as trading goes on in EMINIINDEPENDENCE.COLLECTIVE 2.COM
Enter and exit as per the strategy only in order to ensure success.
SUBSCRIPTIONS WILL BE LIMITED.
Risk disclosure:
Futures Trading is high risk and you can lose a great deal of money, maybe all, in the process. You agree and understand the risks involved and have made your own assessment of your personal risk tolerances. You agree to not hold anyone affiliated with this site liable for any losses that may result from the information provided. By submitting your membership form, you agree and fully understand that this site and its contents are not meant and were not developed to be viewed as trading advice or recommendations. You agree by viewing the contents of this site that you do so at your own discretion and that you will not hold accountable anyone affiliated with this site for any losses or interpretations you may have. Past performance is no guarantee of future results.No representation is being made that any account will or is likely to achieve profits or losses similar to those shown
This system generates signals on a 24 hr basis except between 6 to 8 pm ET from Monday to Thursday,Fridays all trading closes at 4.15 pm ET.
Signals are mainly given between 6 am to 4 pm et.
However if there are oppurtunities at other times,signal will be given outside of normal trading hours.
Slippage may be an issue during off trading hours.
Pl choose a broker who will charge you 1.5 usd or less each way.
My broker charges me 1.2 usd each way=2.4 usd is my cost.
Slippage has not been a issue with my broker during regular trading hours..
I f you can keep these issues under control,then good profit is assured.
Please take all the signals in order to get the maximum returns.
Pl do not pick and choose the signals
This is a Low Risk High Reward System.
Automated system .
Entries based on chart patterns and mass behaviour pshycology,studied over two decades of trading experience.
Several filters are used in order to keep the drawdown to a minimum.
Exits based on stop loss.
Stop loss based on volatilty
The entries will be buy to open and sell to open or market orders,depending on the trading environment.
The Entries will be Market orders or Stop orders.
The Exits will be by progressive stop loss.
Money Management:
I f you are a conservative person with a Low Risk Tolerance then,
Enter only one contract for a Capital of 10,000 USD,
Unless otherwise specified.
If your an aggressive person with an appetite for High Risk then,
Enter Two contracts for a Capital of 10,000 usd
PL add one or two contracts for every additional 10,000 USD earned or deposited.
Its very important to Always keep the no of contracts fixed.
RETURNS ON INVESTMENT
You can make excellent returns on capital invested,provided you follow the system rigourously.
PL follow the returns as trading goes on in EMINIINDEPENDENCE.COLLECTIVE 2.COM
Enter and exit as per the strategy only in order to ensure success.
SUBSCRIPTIONS WILL BE LIMITED.
Risk disclosure:
Futures Trading is high risk and you can lose a great deal of money, maybe all, in the process. You agree and understand the risks involved and have made your own assessment of your personal risk tolerances. You agree to not hold anyone affiliated with this site liable for any losses that may result from the information provided. By submitting your membership form, you agree and fully understand that this site and its contents are not meant and were not developed to be viewed as trading advice or recommendations. You agree by viewing the contents of this site that you do so at your own discretion and that you will not hold accountable anyone affiliated with this site for any losses or interpretations you may have. Past performance is no guarantee of future results.No representation is being made that any account will or is likely to achieve profits or losses similar to those shown
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 19.1 | -51.1 | -15.1 | 0.0 | -0.0 | -50.5 | |||||||
| 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 | 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 | 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 | 0.0 |
| 2014 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | -0.0 |
| 2015 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2016 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 8/25/2010 |
|---|---|
| Suggested Minimum Capital | $20,000 |
| Age | 196 months |
| What it trades | Futures |
| # Trades | 212 |
| # Profitable | 99 |
| % Profitable | 46.7% |
| Avg trade duration | 27.5 minutes |
| Max peak-to-valley drawdown | 43.8% |
| drawdown period | Sept 04, 2010 - Sept 21, 2010 |
| Annual return (compounded) | -0.6% |
| Avg win | $384 |
| Avg loss | $353 |
Ratios
| W:L ratio | 0.96 |
|---|---|
| Sharpe Ratio | -0.29 |
| Sortino Ratio | -0.34 |
| Calmar Ratio | -0.08 |
CORRELATION STATISTICS
| Correlation to SP500 | -0.00 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 623.4% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -72.2% |
Return Statistics
| Ann Return (w trading costs) | -40.8% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | -0.6% |
Slump
| Current Slump as Pcnt Equity | 162.9% |
|---|---|
| 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% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 90.2% |
|---|---|
| Chance of 20% account loss | 73.8% |
| Chance of 30% account loss | 41.9% |
| Chance of 40% account loss | 18.2% |
| Chance of 50% account loss | 2.3% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
| Chance of 100% account loss (Monte Carlo) | 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 | $353 |
|---|---|
| Avg Win | $384 |
| # Winners | 99 |
| Sum Trade PL (losers) | $39,853 |
| Sum Trade PL (winners) | $38,063 |
| Num Months Winners | 1 |
| # Losers | 113 |
| % Winners | 46.7% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 194 |
|---|
Frequency
| Avg Position Time (mins) | 27.50 |
|---|---|
| Avg Position Time (hrs) | 0.46 |
| Avg Trade Length | 0 |
| Last Trade Ago | 5828 |
Regression
| Alpha | -0.01 |
|---|---|
| Beta | 0 |
| Treynor Index | 7.52 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.03 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.01 |
| MAE:Equity, average, losing trades | 0.03 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.02 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -13.19 |
| MAE:PL (avg, all trades) | -0.90 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 71.63 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 32.81 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.71 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.34 |
| Hold-and-Hope Ratio | -0.07 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | -0.03 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.03 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 17 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.0% |
Trading record
Placed 111 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| TFS Z0 | long | 1 | Oct 1, 2010 | Oct 1, 2010 | $202 |
| TFS Z0 | long | 1 | Oct 1, 2010 | Oct 1, 2010 | ($58) |
| TFS Z0 | short | 3 | Oct 1, 2010 | Oct 1, 2010 | $326 |
| TFS Z0 | long | 2 | Oct 1, 2010 | Oct 1, 2010 | ($796) |
| TFS Z0 | short | 2 | Oct 1, 2010 | Oct 1, 2010 | $154 |
| TFS Z0 | long | 3 | Oct 1, 2010 | Oct 1, 2010 | ($64) |
| TFS Z0 | short | 3 | Oct 1, 2010 | Oct 1, 2010 | ($914) |
| TFS Z0 | short | 1 | Sep 30, 2010 | Sep 30, 2010 | ($68) |
| TFS Z0 | long | 3 | Sep 30, 2010 | Sep 30, 2010 | $456 |
| TFS Z0 | short | 3 | Sep 30, 2010 | Sep 30, 2010 | $6 |
| TFS Z0 | long | 3 | Sep 30, 2010 | Sep 30, 2010 | $606 |
| TFS Z0 | short | 3 | Sep 30, 2010 | Sep 30, 2010 | $1,506 |
| TFS Z0 | long | 1 | Sep 30, 2010 | Sep 30, 2010 | ($18) |
| TFS Z0 | short | 1 | Sep 30, 2010 | Sep 30, 2010 | ($108) |
| TFS Z0 | short | 3 | Sep 30, 2010 | Sep 30, 2010 | ($234) |
| TFS Z0 | long | 3 | Sep 30, 2010 | Sep 30, 2010 | ($1,194) |
| TFS Z0 | short | 2 | Sep 30, 2010 | Sep 30, 2010 | ($616) |
| TFS Z0 | short | 3 | Sep 30, 2010 | Sep 30, 2010 | ($1,064) |
| TFS Z0 | short | 3 | Sep 29, 2010 | Sep 29, 2010 | $36 |
| TFS Z0 | short | 3 | Sep 29, 2010 | Sep 29, 2010 | $66 |
| TFS Z0 | short | 3 | Sep 29, 2010 | Sep 29, 2010 | ($54) |
| TFS Z0 | long | 1 | Sep 29, 2010 | Sep 29, 2010 | ($28) |
| TFS Z0 | long | 3 | Sep 29, 2010 | Sep 29, 2010 | $726 |
| TFS Z0 | short | 3 | Sep 29, 2010 | Sep 29, 2010 | ($884) |
| TFS Z0 | long | 1 | Sep 29, 2010 | Sep 29, 2010 | ($228) |
| TFS Z0 | short | 2 | Sep 29, 2010 | Sep 29, 2010 | ($76) |
| TFS Z0 | long | 2 | Sep 29, 2010 | Sep 29, 2010 | $244 |
| TFS Z0 | short | 1 | Sep 29, 2010 | Sep 29, 2010 | $192 |
| TFS Z0 | long | 1 | Sep 29, 2010 | Sep 29, 2010 | ($28) |
| TFS Z0 | long | 3 | Sep 29, 2010 | Sep 29, 2010 | $466 |
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.