Fortuna is a strategy which trades Mostly Futures, Forex; (some stocks).
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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 the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (10%) | +16.9% | (7.6%) | +16.2% | +5.4% | (30%) | +157.2% | (8.6%) | +7.8% | |||
| 2010 | (25.9%) | (86.7%) | (7.8%) | (285.9%) | (135.1%) | - | (0.3%) | (6.1%) | (5.3%) | (0.2%) | - | (4.4%) |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - |
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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 | |
| 10/8/10 8:43 | BUY | 10 | @TYZ0 | US T-NOTE 10 YR | 126 43/64 | 10/18 11:13 |
126 60/64 | Extreme | $2,420 |
| 10/8/10 8:45 | BUY | 9 | @TUZ0 | US T-NOTE 2 YR | 109 113/128 | 10/17 22:03 |
109 116/128 | Normal | $228 |
| 10/8/10 8:44 | BUY | 4 | @FVZ0 | US T-NOTE 5 YR | 121 31/64 | 10/17 22:03 |
121 32/64 | Normal | ($10) |
| 10/12/10 23:08 | SELL | 3 | @USZ0 | US T-BOND | 133 15/32 | 10/14 20:32 |
132 16/32 | High | $2,834 |
| 10/8/10 8:42 | BUY | 2 | @USZ0 | US T-BOND | 134 24/32 | 10/12 22:32 |
133 15/32 | Extreme | ($2,590) |
| 10/8/10 6:29 | SELL | 1 | @TUZ0 | US T-NOTE 2 YR | 109 112/128 | 10/8 8:45 |
109 118/128 | Low | ($108) |
| 10/8/10 6:28 | SELL | 2 | @FVZ0 | US T-NOTE 5 YR | 121 25/64 | 10/8 8:43 |
121 39/64 | Normal | ($436) |
| 10/8/10 6:26 | SELL | 2 | @TYZ0 | US T-NOTE 10 YR | 126 63/64 | 10/8 8:42 |
127 20/64 | Normal | ($684) |
| 10/8/10 6:27 | SELL | 2 | @USZ0 | US T-BOND | 134 8/32 | 10/8 8:41 |
134 24/32 | High | ($1,028) |
| 10/6/10 11:09 | SELL | 3 | @OJX0 | Orange Juice | 150.70 | 10/8 8:01 |
150.02 | Low | $266 |
| 10/7/10 10:53 | BUY | 1 | @FVZ0 | US T-NOTE 5 YR | 121 33/64 | 10/8 6:27 |
121 25/64 | Low | ($139) |
| 10/7/10 10:52 | BUY | 1 | @USZ0 | US T-BOND | 134 18/32 | 10/8 6:26 |
134 8/32 | Low | ($326) |
| 10/7/10 10:52 | BUY | 1 | @TYZ0 | US T-NOTE 10 YR | 127 13/64 | 10/8 6:26 |
126 63/64 | Low | ($233) |
| 10/7/10 22:52 | BUY | 1 | @ESZ0 | E-MINI S&P 500 | 1159.00 | 10/8 2:24 |
1156.00 | Low | ($164) |
| 10/7/10 22:45 | BUY | 1 | @EMDZ0 | Mini Midcap 400 | 806.10 | 10/8 2:23 |
803.30 | Low | ($294) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 9,533 |
| # Profitable | 3,670 (38.5%) |
| # months tracked | 34 |
| Profitable months | 5 (14.7%) |
| Avg trade duration | 3.2 days |
| Annual return (compounded) | -59.4% |
| Average win | $2,014 |
| Average loss | $1,342 |
| 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 | -0.041 |
| Sharpe ratio | -0.596 |
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 | 97.7% |
| Chance of 50% account loss | 0.9% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.02 |
| Average P/L per unit traded | $5.74 |
| Sum of dividends and cash expir. in model account | $18,471 |
