Mini N&R is a strategy which trades Futures.
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Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% | - | - | - |
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
DetailsSystem 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 |
Reviews
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 since | 6/4/2009 (15 months ago) |
|---|---|
| Trades | 196 |
| # Profitable | 87 (44.4%) |
| # months tracked | 16 |
| Profitable months | 7 (43.8%) |
| Avg trade duration | 3.3 days |
| Annual return (compounded) | 10.7% |
| Average win | $1,264 |
| Average loss | $945 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 29.04% |
| drawdown period | Feb 16, 2010 to May 25, 2010 |
| Correlation w/ S&P | 0.001 |
| Sharpe ratio | 0.304 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 81.2% |
| Chance of 20% account loss | 29.4% |
| Chance of 30% account loss | 5.9% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.03 |
| Average P/L per unit traded | $10.21 |
