Loading historical trade record for Mini N&R...




Mini N&R is a strategy which trades Futures.

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                   +5.7%(7.8%)+3.6%+22.1%(0.4%)(2.2%)(3.2%)
2010+7.6%+9.5%(7.9%)+4.1%(20.2%)+8.6%  -    -    -                    

 
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Subscription Terms

Seven-day free trial, then $179 per month (Details)

There is a free trial period of 7 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, you will be charged $179 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.)





Recently Closed Trades

Details

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

Opened ET B/S # Symbol   Price Closed Price Risk P/L
6/8/10 15:06 BUY 1 @TFSM0 Emini Russell 611.70 6/10 16:03 637.70 Low $2,600
6/4/10 9:40 BUY 2 @NQM0 E-MINI NASDAQ 100 1865.75 6/10 16:03 1825.50 High ($1,610)
6/8/10 11:50 BUY 1 @TFSM0 Emini Russell 614.10 6/8 14:10 608.80 Low ($530)
6/8/10 10:26 BUY 1 @TFSM0 Emini Russell 613 6/8 11:22 610.90 Low ($210)
6/7/10 11:22 BUY 1 @TFSM0 Emini Russell 627.40 6/8 9:58 613.90 Normal ($1,350)
6/7/10 9:58 BUY 1 @TFSM0 Emini Russell 636.20 6/7 10:54 629 Low ($720)
6/3/10 9:58 SELL 1 @TFSM0 Emini Russell 666.40 6/7 9:30 637.50 Low $2,890
5/28/10 9:40 SELL 2 @NQM0 E-MINI NASDAQ 100 1859.25 6/4 9:40 1865.50 Normal ($250)
6/2/10 9:58 BUY 1 @TFSM0 Emini Russell 642.60 6/3 9:30 660.30 Low $1,770
5/27/10 15:06 SELL 1 @TFSM0 Emini Russell 664.50 6/2 9:30 645.20 Low $1,930
5/27/10 11:22 SELL 1 @TFSM0 Emini Russell 656.70 5/27 14:38 664.70 n/a ($800)
5/27/10 9:58 SELL 1 @TFSM0 Emini Russell 654.80 5/27 10:54 658.50 n/a ($370)
5/19/10 9:40 BUY 2 @NQM0 E-MINI NASDAQ 100 1888.50 5/27 10:10 1836.50 Very ($2,080)
5/26/10 9:58 SELL 1 @TFSM0 Emini Russell 653.50 5/27 9:30 658.80 Low ($530)
5/25/10 10:26 BUY 1 @TFSM0 Emini Russell 624.70 5/26 9:30 643.20 Low $1,850

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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.



Statistics

Analytics  
System has been audited since6/4/2009 (15 months ago)
Trades196
# Profitable87 (44.4%)
# months tracked16
Profitable months7 (43.8%)
Avg trade duration3.3 days
Annual return (compounded)10.7%
Average win$1,264
Average loss$945
Profit factor1.1:1
Max peak-to-valley drawdown (historical)29.04%
drawdown periodFeb 16, 2010 to May 25, 2010
Correlation w/ S&P0.001
Sharpe ratio0.304
C2Realism Factor 100%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss81.2%
Chance of 20% account loss29.4%
Chance of 30% account loss5.9%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.03
Average P/L per unit traded$10.21