QI Portfolio I
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 +22.6% +8.0% +0.1% 2013 (10.4%) +11.5% (12.1%) +3.0% (12.9%)
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 217 days.
Instruments
Futures
Strategies
Technical analysis
System started
10/13/2012 (7 months ago)
System developer
Quantitative Investments GmbH 983 Vendor has created 3 other systems. Show
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Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/14/13 18:00
SELL
1
@ESM3
E-MINI S&P 500 1647.50
5/15
1656.50 Normal ($464)
5/12/13 18:11
SELL
1
@ESM3
E-MINI S&P 500 1625.25
5/13
1630.75 Low ($289)
5/9/13 4:13
BUY
1
BDM3
EUREX BUND 146.02
5/10
144.62 High ($1,831)
5/2/13 18:00
SELL
1
@ESM3
E-MINI S&P 500 1592.00
5/3
1601.50 Normal ($489)
4/25/13 18:00
SELL
1
@ESM3
E-MINI S&P 500 1581.25
4/29
1585.50 Low ($227)
4/22/13 11:02
SELL
1
BDM3
EUREX BUND 146.34
4/23
146.74 Normal ($533)
4/21/13 18:02
BUY
1
@ESM3
E-MINI S&P 500 1549.00
4/22
1557.00 Low $386
4/17/13 9:04
BUY
1
BDM3
EUREX BUND 145.98
4/22
146.34 Low $455
4/17/13 18:00
SELL
1
@ESM3
E-MINI S&P 500 1544.25
4/18
1553.25 Normal ($464)
4/15/13 10:02
SELL
1
BDM3
EUREX BUND 145.92
4/17
145.93 Low ($27)
4/11/13 3:49
BUY
1
BDM3
EUREX BUND 145.37
4/15
145.92 Low $706
3/28/13 7:00
BUY
1
BDM3
EUREX BUND 145.62
4/8
146.12 Normal $637
4/3/13 18:00
SELL
1
@ESM3
E-MINI S&P 500 1548.50
4/4
1557.50 Low ($464)
3/27/13 19:00
SELL
1
@ESM3
E-MINI S&P 500 1556.25
3/28
1564.00 Low ($402)
3/25/13 15:06
SELL
1
BDM3
EUREX BUND 144.74
3/27
145.03 Low ($386)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/14/13 18:00
SELL
1
@ESM3
E-MINI S&P 500
1647.50
5/15
1656.50 Normal ($464)
5/14/13 18:00
STO
1
@ESM3
1647.50
5/15/13 12:11
BTC
1
@ESM3
1656.50
5/12/13 18:11
SELL
1
@ESM3
E-MINI S&P 500
1625.25
5/13
1630.75 Low ($289)
5/12/13 18:11
STO
1
@ESM3
1625.25
5/13/13 18:00
BTC
1
@ESM3
1630.75
5/9/13 4:13
BUY
1
BDM3
EUREX BUND
146.02
5/10
144.62 High ($1,831)
5/9/13 4:13
BTO
1
BDM3
146.02
5/10/13 11:01
STC
1
BDM3
144.62
5/2/13 18:00
SELL
1
@ESM3
E-MINI S&P 500
1592.00
5/3
1601.50 Normal ($489)
5/2/13 18:00
STO
1
@ESM3
1592.00
5/3/13 8:33
BTC
1
@ESM3
1601.50
4/25/13 18:00
SELL
1
@ESM3
E-MINI S&P 500
1581.25
4/29
1585.50 Low ($227)
4/25/13 18:00
STO
1
@ESM3
1581.25
4/29/13 10:07
BTC
1
@ESM3
1585.50
4/22/13 11:02
SELL
1
BDM3
EUREX BUND
146.34
4/23
146.74 Normal ($533)
4/22/13 11:02
STO
1
BDM3
146.34
4/23/13 4:42
BTC
1
BDM3
146.74
4/21/13 18:02
BUY
1
@ESM3
E-MINI S&P 500
1549.00
4/22
1557.00 Low $386
4/21/13 18:02
BTO
1
@ESM3
1549.00
4/22/13 18:00
STC
1
@ESM3
1557.00
4/17/13 9:04
BUY
1
BDM3
EUREX BUND
145.98
4/22
146.34 Low $455
4/17/13 9:04
BTO
1
BDM3
145.98
4/22/13 11:02
STC
1
BDM3
146.34
4/17/13 18:00
SELL
1
@ESM3
E-MINI S&P 500
1544.25
4/18
1553.25 Normal ($464)
4/17/13 18:00
STO
1
@ESM3
1544.25
4/18/13 7:37
BTC
1
@ESM3
1553.25
4/15/13 10:02
SELL
1
BDM3
EUREX BUND
145.92
4/17
145.93 Low ($27)
4/15/13 10:02
STO
1
BDM3
145.92
4/17/13 6:18
BTC
1
BDM3
145.93
4/11/13 3:49
BUY
1
BDM3
EUREX BUND
145.37
4/15
145.92 Low $706
4/11/13 3:49
BTO
1
BDM3
145.37
4/15/13 10:02
STC
1
BDM3
145.92
3/28/13 7:00
BUY
1
BDM3
EUREX BUND
145.62
4/8
146.12 Normal $637
3/28/13 7:00
BTO
1
BDM3
145.62
4/8/13 11:03
STC
1
BDM3
146.12
4/3/13 18:00
SELL
1
@ESM3
E-MINI S&P 500
1548.50
4/4
1557.50 Low ($464)
4/3/13 18:00
STO
1
@ESM3
1548.50
4/4/13 10:02
BTC
1
@ESM3
1557.50
3/27/13 19:00
SELL
1
@ESM3
E-MINI S&P 500
1556.25
3/28
1564.00 Low ($402)
3/27/13 19:00
STO
1
@ESM3
1556.25
3/28/13 23:59
BTC
1
@ESM3
1564.00
3/25/13 15:06
SELL
1
BDM3
EUREX BUND
144.74
3/27
145.03 Low ($386)
3/25/13 15:06
STO
1
BDM3
144.74
3/27/13 4:15
BTC
1
BDM3
145.03
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 48 # Profitable 22 (45.8%) # months tracked 8 Profitable months 5 (62.5%) Avg trade duration 3.8 days Annual return (compounded) 20.8% Average win $812 Average loss $595 Profit factor 1.2:1 Max peak-to-valley drawdown (historical) 22.36% drawdown period Dec 13, 2012 to May 16, 2013 Correlation w/ S&P -0.183 Sharpe ratio 0.7 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 45.5% Chance of 20% account loss 8.5% Chance of 30% account loss 0.5%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) 0.10 Average P/L per unit traded $95.73
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Model Account Status Started $20,000 Buy Power $22,403 Cash $22,403 Equity $0 Cumulative $ $2,403 Total System Equity $22,403 Margined $0 Open P/L $0
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