Fortuna is a strategy which trades Mostly Futures, Forex; (some stocks, options).
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Read nothing; listen to no one except your new signals. Due to the risk of error, use caution (monitor) Auto-trading. Software which automates the order entry process is highly recommended. read more...
- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (9.7%) | +17.6% | (7.1%) | +17.6% | +6.9% | (23.4%) | +148.8% | (1.7%) | +13.6% | |||
| 2010 | (17%) | (60.3%) | +4.9% | (47.7%) | (95.1%) | (0.8%) | +10.0% | +199.2% | +16.0% |
| This system is not currently accepting new subscribers. |
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 | |
|---|---|---|---|---|---|---|---|---|---|
| 8/10/10 11:15 | SELL | 2 | @USU0 | US T-BOND | 129 11/32 | 8/11 3:09 | 130 9/32 | Extreme | ($1,874) |
| 8/8/10 19:00 | BUY | 1 | @USU0 | US T-BOND | 129 18/32 | 8/10 11:15 | 129 11/32 | Normal | ($219) |
| 8/9/10 18:54 | SELL | 2 | @ESU0 | E-MINI S&P 500 | 1125.50 | 8/9 18:55 | 1125.75 | n/a | ($25) |
| 8/6/10 5:09 | BUY | 1 | @EUU0 | EUROFX | 1.3180 | 8/9 18:55 | 1.3229 | n/a | $613 |
| 8/8/10 18:00 | BUY | 1 | @ESU0 | E-MINI S&P 500 | 1121.00 | 8/9 18:53 | 1125.50 | Low | $225 |
| 5/26/10 1:39 | BUY | 1 | QGCM0 | Gold 100 oz | 1205.10 | 5/26 16:58 | 1211.60 | Low | $650 |
| 5/25/10 20:49 | SELL | 1 | EUR/USD | 1.23215 | 5/26 16:57 | 1.21789 | n/a | $143 | |
| 5/25/10 20:18 | SELL | 1 | @TYM0 | US T-NOTE 10 YR | 121 30/64 | 5/26 16:57 | 121 24/64 | Normal | $94 |
| 5/25/10 20:17 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1081.00 | 5/26 16:56 | 1062.25 | Extreme | ($938) |
| 5/24/10 19:36 | SELL | 1 | QGCM0 | Gold 100 oz | 1191.90 | 5/26 1:39 | 1205.10 | Extreme | ($1,320) |
| 5/25/10 20:17 | BUY | 1 | @EUM0 | EUROFX | 1.2320 | 5/25 20:49 | 1.2327 | Normal | $88 |
| 5/25/10 0:30 | BUY | 2 | @TYM0 | US T-NOTE 10 YR | 121 50/64 | 5/25 20:18 | 121 30/64 | Very | ($624) |
| 5/25/10 6:48 | SELL | 2 | @EUM0 | EUROFX | 1.2198 | 5/25 20:17 | 1.2320 | Extreme | ($3,050) |
| 5/25/10 0:24 | SELL | 2 | @ESM0 | E-MINI S&P 500 | 1055.00 | 5/25 20:17 | 1081.00 | Extreme | ($2,600) |
| 5/24/10 19:34 | BUY | 1 | @EUM0 | EUROFX | 1.2347 | 5/25 6:48 | 1.2198 | Very | ($1,862) |
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Statistics
Analytics| System has been audited since | 4/19/2009 (17 months ago) |
|---|---|
| Trades | 9,473 |
| # Profitable | 3,649 (38.5%) |
| # months tracked | 18 |
| Profitable months | 9 (50.0%) |
| Avg trade duration | 3.2 days |
| Annual return (compounded) | -85.6% |
| Average win | $2,015 |
| Average loss | $1,341 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 99.63% |
| drawdown period | Dec 01, 2009 to May 27, 2010 |
| Correlation w/ S&P | -0.045 |
| Sharpe ratio | -0.845 |
C2Realism Factor  | 76% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 1.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.02 |
| Average P/L per unit traded | $4.79 |
| Sum of dividends and cash expir. in model account | $261 |
