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Mini N&R

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Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                   +5.7%(7.8%)+3.6%+22.1%(0.4%)(2.2%)(3.2%)
2010+7.6%+9.5%(7.7%)                                                      

 
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Show chart:  Standard  |  Monte Carlo  |  Personalized
Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Technical analysis
System started 6/4/2009 (9 months ago)
System developer KJ Trading Systems Contact
(Last login to C2: 3/11/10 19:04)

Vendor has created 9 other systems. Show




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

Opened ET B/S # Symbol   Price Closed Price Risk P/L
3/2/10 10:30 SELL 1 @TFSH0 645.40 3/3 11:22 652.40 Low ($700)
3/1/10 10:26 SELL 1 @TFSH0 637.60 3/2 9:58 646.10 Low ($850)
2/26/10 9:40 SELL 2 @NQH0 1806.25 3/1 14:00 1845.50 Normal ($1,570)
2/19/10 13:14 SELL 1 @TFSH0 631.30 3/1 9:58 636.50 Low ($520)
2/16/10 9:40 SELL 2 @NQH0 1788.00 2/24 10:10 1805.00 Normal ($680)
2/18/10 15:06 SELL 1 @TFSH0 626.40 2/19 12:46 631.50 Low ($510)
2/16/10 16:02 SELL 1 @TFSH0 619.10 2/18 14:38 626.10 Low ($700)
2/16/10 9:58 SELL 1 @TFSH0 611.10 2/16 15:35 617.60 n/a ($650)
2/10/10 9:40 BUY 2 @NQH0 1755.00 2/16 9:40 1788.25 Low $1,330
2/12/10 9:58 BUY 1 @TFSH0 598.70 2/16 9:30 615.90 Low $1,720
2/10/10 10:26 BUY 1 @TFSH0 586.60 2/12 9:30 598.20 Low $1,160
2/2/10 9:40 SELL 2 @NQH0 1759.75 2/10 9:40 1755.25 Normal $180
2/5/10 10:16 BUY 1 @TFSH0 583.60 2/10 9:30 590.80 Low $720
2/3/10 9:58 SELL 1 @TFSH0 613.90 2/5 10:16 583.60 Low $3,030
2/1/10 9:58 BUY 1 @TFSH0 602.50 2/3 9:30 610.80 Low $830

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Statistics

Analytics  
Trades129
# Profitable65 (50.4%)
# months tracked9
Profitable months5 (55.6%)
Avg trade duration3.7 days
Annual return (compounded)35.2%
Average win$1,182
Average loss$994
Profit factor1.2:1
Max peak-to-valley drawdown (historical)15.23%
drawdown periodJuly 14, 2009 to Aug 28, 2009
Correlation w/ S&P-0.191
Sharpe ratio1.034
C2Realism Factor 100%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss36.6%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.09
Average P/L per unit traded$43.96


Reviews


 
July 25, 2009 from Subscriber

Risky and dangerous system, holds 3 index contracts overnight, and over the weekends. Lost almost 7K in last 5 trading days taking large losses on short trades and quicly entering another short 3 times in a row during very strong last week rally giving up all gains since inception. System is supposed to smooth equity curve of Gen 2 however outweights it in contract size almost 3:1.

System Description

On a single TF (mini Russell) and 2 NQ (mini-Nasdaq) contract basis, Mini N&R has returned an average of $37,856 per year (AFTER commissions), based on its 5+ year walkforward history. (Note: Past performance is no guarantee of future results.)

This system can be traded successfully on its own. But, I originally designed to it be traded with Gen 2 - Mini S&P Only , to smooth out the overall equity curve. And that is what I do now: I trade both Gen 2 - Mini S&P Only and Mini N&R in the same account.

For more information on my systems, helpful tips that will make you a more successful investor and frequent updates, please visit the Gen 2 - Mini S&P Only forum.

You can visit www.kjtradingsystems.com for general info on the 3 time award winning trader behind this system.

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

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Overview

Trades the mini-Nasdaq (NQ) and the mini-Russell (TF).

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

Model Account Status

Started$50,000
Buy Power$54,620
Cash$65,220
Equity$10
Cumulative $$13,220
Total System Equity$63,220
Margined$3,400
Open P/L$10
System vendor has delayed data by 7 days for non-subs.


System Forum

All
My Analyst Comment
Index at 3/9/10 15:46ET

exactly - hiding the signals is the vendor's perogative, to prevent freeloaders from stealing signals. It is perfectly resonable for the ve...

My Analyst Comment
Kevin Davey at 3/9/10 10:13ET

Followup to "Inga German"'s latest "My Analyst" comment... Inga, I am trying to help you get the data you need. To a...

My Analyst Comment
Kevin Davey at 3/1/10 22:20ET

Inga German wrote a My Analyst comment: "However, Kevin hides his G2MSPO trading data for 7 days, making it impossible to compute any ...

Drawdowns With Mini N&R
Kevin Davey at 7/25/09 20:30ET

Ning - Thanks for the question. I will send you a coupon for month #2 if you decide to subscribe. The current drawdown has lasted ab...

Crowd Opinion

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Tracked by 18 people
Analyst notes 5 See