Mini N&R is a strategy which trades Futures.
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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +5.3% | (8.4%) | +3.0% | +21.7% | (0.9%) | (2.7%) | (3.6%) | |||||
| 2010 | +7.5% | +9.4% | (8.7%) | +3.8% | (21.9%) | +8.9% | - | - | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - |
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Subscribe to System
| 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.)
Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.
System creator requested that closed trades data below be delayed by seven days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| 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 | $2,586 |
| 6/4/10 9:40 | BUY | 2 | @NQM0 | E-MINI NASDAQ 100 | 1865.75 | 6/10 16:03 |
1825.50 | High | ($1,638) |
| 6/8/10 11:50 | BUY | 1 | @TFSM0 | Emini Russell | 614.10 | 6/8 14:10 |
608.80 | Low | ($544) |
| 6/8/10 10:26 | BUY | 1 | @TFSM0 | Emini Russell | 613 | 6/8 11:22 |
610.90 | Low | ($224) |
| 6/7/10 11:22 | BUY | 1 | @TFSM0 | Emini Russell | 627.40 | 6/8 9:58 |
613.90 | Normal | ($1,364) |
| 6/7/10 9:58 | BUY | 1 | @TFSM0 | Emini Russell | 636.20 | 6/7 10:54 |
629 | Low | ($734) |
| 6/3/10 9:58 | SELL | 1 | @TFSM0 | Emini Russell | 666.40 | 6/7 9:30 |
637.50 | Low | $2,876 |
| 5/28/10 9:40 | SELL | 2 | @NQM0 | E-MINI NASDAQ 100 | 1859.25 | 6/4 9:40 |
1865.50 | Normal | ($278) |
| 6/2/10 9:58 | BUY | 1 | @TFSM0 | Emini Russell | 642.60 | 6/3 9:30 |
660.30 | Low | $1,756 |
| 5/27/10 15:06 | SELL | 1 | @TFSM0 | Emini Russell | 664.50 | 6/2 9:30 |
645.20 | Low | $1,916 |
| 5/27/10 11:22 | SELL | 1 | @TFSM0 | Emini Russell | 656.70 | 5/27 14:38 |
664.70 | n/a | ($814) |
| 5/27/10 9:58 | SELL | 1 | @TFSM0 | Emini Russell | 654.80 | 5/27 10:54 |
658.50 | n/a | ($384) |
| 5/19/10 9:40 | BUY | 2 | @NQM0 | E-MINI NASDAQ 100 | 1888.50 | 5/27 10:10 |
1836.50 | Very | ($2,108) |
| 5/26/10 9:58 | SELL | 1 | @TFSM0 | Emini Russell | 653.50 | 5/27 9:30 |
658.80 | Low | ($544) |
| 5/25/10 10:26 | BUY | 1 | @TFSM0 | Emini Russell | 624.70 | 5/26 9:30 |
643.20 | Low | $1,836 |
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| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 196 |
| # Profitable | 87 (44.4%) |
| # months tracked | 33 |
| Profitable months | 7 (21.2%) |
| Avg trade duration | 3.3 days |
| Annual return (compounded) | 5.0% |
| 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 | 0.002 |
| Sharpe ratio | 0.184 |
Keep after worst-case slippage  | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 68.8% |
| Chance of 20% account loss | 23.5% |
| 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 |
