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RT Forex North

By BradGoldman

Forex · Started Jun 2006

hypothetical · Annual Return (Compounded)
0.9%
Max Drawdown
95.1%
Trades
309
Win Trades
59.5%
Profit Factor
1.10
Win Months
8.6%

About this strategy















This is for forex traders. You can autotrade it if you like but manually trading it may be better to prevent slippage. Trade signals will be e-mailed from C2 to you and also appear in C2. The system is setup for mostly limit orders but may have market orders in a fast market.

I have real profit and real stops, but will use mental stops and average into trades when needed. I will not keep losing trades hidden in the system since I will be trading my own money.

I have decided to pay the C2 fee since the system is working and so it will keep track of my trades. If you are interested in trading this system, feel free to signup. I made the price for a months trial very reasonable considering that a single good trade makes at least $ 999.00

We will cap the number of subscribers at 40 to help maintain profitability.

http://www.river-traders.com/ e-mail: using C2 private messaging.

Note: We have decided to not offer free auto-trading since we are swing system not a scalping system. Our goal is to make money for our subscribers and us not the brokers. If you have been unsubscribed when we turned off "free" auto-trading, you can just click on the subscribe button to continue to get both manual and/or auto-trade signals.

Please note to certain hedge funds that I have been in contact with that this system is currently open to normal individuals ONLY, but that I will be happy to work something out with you where I trade a managed account and will work to convert my current subscribers to managed accounts. We are the only forex system on C2 that has been in the top 10 best forex system for over a year with real money results from both myself and our subscribers.

Quoted from Matthew Klein:

"First, let me address the main topic at hand. When using the "Show real-life brokerage fills," C2 ONLY includes fills from live accounts, and NEVER includes fills from demo/simulation accounts."

"I want to congratulate you on the excellent performance of your C2 trading system called RT Forex North!"



Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
200627.47.8-5.15.7-1.21.410.151.9
20074.30.26.7-3.3-9.4-1.86.31.34.11.64.8-2.811.3
20084.92.13.81.11.92.9-16.7-7.7-23.8-56.9135.30.8-29.3
20090.00.00.00.00.00.00.00.0-1.4-0.00.00.0-1.5
20100.00.00.00.00.00.00.00.00.00.00.0-0.00.0
20110.00.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began6/5/2006
Suggested Minimum Capital$100,000
Age247 months
What it tradesForex
# Trades309
# Profitable184
% Profitable59.5%
Avg trade duration16.0 hours
Max peak-to-valley drawdown95.1%
drawdown periodJuly 14, 2008 - Oct 10, 2008
Annual Return (Compounded)0.9%
Avg win$2,615
Avg loss$3,543

Ratios

W:L ratio1.09
Sharpe Ratio0.15
Sortino Ratio0.30
Calmar Ratio-0.02

CORRELATION STATISTICS

Correlation to SP5000.01
Return Percent SP500 (cumu) during strategy life503.6%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-486.4%

Return Statistics

Ann Return (w trading costs)0.9%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)1.6%

Slump

Current Slump as Pcnt Equity69.7%
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss100.0%
Chance of 50% account loss100.0%
Chance of 60% account loss (Monte Carlo)100.0%
Chance of 70% account loss (Monte Carlo)100.0%
Chance of 80% account loss (Monte Carlo)100.0%
Chance of 90% account loss (Monte Carlo)100.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)0
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$3,543
Avg Win$2,615
# Winners184
Sum Trade PL (losers)$442,904
Sum Trade PL (winners)$481,174
Num Months Winners23
# Losers125
% Winners59.5%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table244

Frequency

Avg Position Time (mins)962.67
Avg Position Time (hrs)16.04
Avg Trade Length0.70
Last Trade Ago6486

Regression

Alpha0.02
Beta0.02
Treynor Index1.42

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.04
MAE:Equity, 95th Percentile Value for this strat0.14
MAE:Equity, average, losing trades0.07
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.02
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades47.83
MAE:PL (avg, all trades)0.64
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats36.67
MAE:PL - Winning Trades - this strat Percentile of All Strats63.42
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.83
Avg(MAE) / Avg(PL) - Losing trades-1.33
Hold-and-Hope Ratio0.02

RATIO STATISTICS

Mean0.04
SD0.39
Sharpe ratio (Glass type estimate)0.11
Sharpe ratio (Hedges UMVUE)0.11
df84
t0.30
p0.38
Lowerbound of 95% confidence interval for Sharpe Ratio-0.62
Upperbound of 95% confidence interval for Sharpe Ratio0.85
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.63
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.85
Sortino ratio0.21
Upside Potential Ratio1.15
Upside part of mean0.24
Downside part of mean-0.19
Upside SD0.33
Downside SD0.21
N nonnegative terms72
N negative terms13
N of observations85
Mean of predictor0.18
Mean of criterion0.04
SD of predictor0.27
SD of criterion0.39
Covariance0.01
r0.14
b (slope, estimate of beta)0.20
a (intercept, estimate of alpha)0.01
Mean Square Error0.15
DF error83
t(b)1.26
p(b)0.11
t(a)0.05
p(a)0.48
Lowerbound of 95% confidence interval for beta-0.12
Upperbound of 95% confidence interval for beta0.52
Lowerbound of 95% confidence interval for alpha-0.29
Upperbound of 95% confidence interval for alpha0.31
Treynor index (mean / b)0.22
Jensen alpha (a)0.01
Mean-0.02
SD0.35
Sharpe ratio (Glass type estimate)-0.06
Sharpe ratio (Hedges UMVUE)-0.06
df84
t-0.15
p0.56
Lowerbound of 95% confidence interval for Sharpe Ratio-0.79
Upperbound of 95% confidence interval for Sharpe Ratio0.68
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.79
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.68
Sortino ratio-0.08
Upside Potential Ratio0.83
Upside part of mean0.20
Downside part of mean-0.22
Upside SD0.25
Downside SD0.24
N nonnegative terms72
N negative terms13
N of observations85
Mean of predictor0.14
Mean of criterion-0.02
SD of predictor0.27
SD of criterion0.35
Covariance0.02
r0.23
b (slope, estimate of beta)0.30
a (intercept, estimate of alpha)-0.06
Mean Square Error0.12
DF error83
t(b)2.19
p(b)0.02
t(a)-0.48
p(a)0.68
Lowerbound of 95% confidence interval for beta0.03
Upperbound of 95% confidence interval for beta0.57
Lowerbound of 95% confidence interval for alpha-0.32
Upperbound of 95% confidence interval for alpha0.20
Treynor index (mean / b)-0.06
Jensen alpha (a)-0.06
VaR(95%)0.15
Expected Shortfall on VaR0.19
VaR(95%)0.01
Expected Shortfall on VaR0.04
Mean0.74
SD1.32
Sharpe ratio (Glass type estimate)0.56
Sharpe ratio (Hedges UMVUE)0.56
df1875
t1.49
p0.48
Lowerbound of 95% confidence interval for Sharpe Ratio-0.18
Upperbound of 95% confidence interval for Sharpe Ratio1.29
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.18
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.29
Sortino ratio1.08
Upside Potential Ratio3.63
Upside part of mean2.47
Downside part of mean-1.73
Upside SD1.14
Downside SD0.68
N nonnegative terms1596
N negative terms280
N of observations1876
Mean of predictor0.30
Mean of criterion0.74
SD of predictor0.57
SD of criterion1.32
Covariance0.32
r0.43
b (slope, estimate of beta)1.01
a (intercept, estimate of alpha)0.43
Mean Square Error1.43
DF error1874
t(b)20.68
p(b)0.28
t(a)0.97
p(a)0.49
Lowerbound of 95% confidence interval for beta0.91
Upperbound of 95% confidence interval for beta1.11
Lowerbound of 95% confidence interval for alpha-0.44
Upperbound of 95% confidence interval for alpha1.31
Treynor index (mean / b)0.73
Jensen alpha (a)0.43
Mean-0.02
SD1.23
Sharpe ratio (Glass type estimate)-0.02
Sharpe ratio (Hedges UMVUE)-0.02
df1875
t-0.04
p0.50
Lowerbound of 95% confidence interval for Sharpe Ratio-0.75
Upperbound of 95% confidence interval for Sharpe Ratio0.72
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.75
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.72
Sortino ratio-0.02
Upside Potential Ratio2.24
Upside part of mean2.05
Downside part of mean-2.07
Upside SD0.82
Downside SD0.91
N nonnegative terms1596
N negative terms280
N of observations1876
Mean of predictor0.14
Mean of criterion-0.02
SD of predictor0.57
SD of criterion1.23
Covariance0.30
r0.42
b (slope, estimate of beta)0.92
a (intercept, estimate of alpha)-0.15
Mean Square Error1.24
DF error1874
t(b)20.29
p(b)0.29
t(a)-0.35
p(a)0.50
Lowerbound of 95% confidence interval for beta0.83
Upperbound of 95% confidence interval for beta1.01
Lowerbound of 95% confidence interval for alpha-0.96
Upperbound of 95% confidence interval for alpha0.67
Treynor index (mean / b)-0.02
Jensen alpha (a)-0.15
VaR(95%)0.12
Expected Shortfall on VaR0.14
VaR(95%)0.00
Expected Shortfall on VaR0.02
Mean0
SD0
Sharpe ratio (Glass type estimate)0
Sharpe ratio (Hedges UMVUE)0
df0
t0
p0
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Sortino ratio0
Upside Potential Ratio0
Upside part of mean0
Downside part of mean0
Upside SD0
Downside SD0
N nonnegative terms131
N negative terms0
N of observations131
Mean of predictor0.85
Mean of criterion0
SD of predictor0.65
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)0
Mean Square Error0
DF error0
t(b)0
p(b)0
t(a)0
p(a)0
Lowerbound of 95% confidence interval for beta0
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha0
Upperbound of 95% confidence interval for alpha0
Treynor index (mean / b)0
Jensen alpha (a)0
Mean0
SD0
Sharpe ratio (Glass type estimate)0
Sharpe ratio (Hedges UMVUE)0
df0
t0
p0
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Sortino ratio0
Upside Potential Ratio0
Upside part of mean0
Downside part of mean0
Upside SD0
Downside SD0
N nonnegative terms131
N negative terms0
N of observations131
Mean of predictor0.62
Mean of criterion0
SD of predictor0.71
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)0
Mean Square Error0
DF error0
t(b)0
p(b)0
t(a)0
p(a)0
Lowerbound of 95% confidence interval for beta0
VAR (95 Confidence Intrvl)0.12
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha0
Upperbound of 95% confidence interval for alpha0
Treynor index (mean / b)0
Jensen alpha (a)0
VaR(95%)0
Expected Shortfall on VaR0
VaR(95%)0
Expected Shortfall on VaR0

ORDER STATISTICS

Number of observations85
Minimum0.65
Quartile 11
Median1
Quartile 31
Maximum1.84
Mean of quarter 10.94
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41.08
Inter Quartile Range0
Number outliers low13
Percentage of outliers low0.15
Mean of outliers low0.89
Number of outliers high20
Percentage of outliers high0.24
Mean of outliers high1.08
Extreme Value Index (moments method)-8.93
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0.00
Extreme Value Index (regression method)0.47
VaR(95%) (regression method)0.05
Expected Shortfall (regression method)0.16
Number of observations1876
Minimum0.36
Quartile 11
Median1
Quartile 31
Maximum2.59
Mean of quarter 10.97
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41.04
Inter Quartile Range0
Number outliers low280
Percentage of outliers low0.15
Mean of outliers low0.96
Number of outliers high325
Percentage of outliers high0.17
Mean of outliers high1.05
Extreme Value Index (moments method)1.53
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations131
Minimum1
Quartile 11
Median1
Quartile 31
Maximum1
Mean of quarter 11
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0

DRAW DOWN STATISTICS

Number of observations4
Minimum0.06
Quartile 10.12
Median0.18
Quartile 30.32
Maximum0.65
Mean of quarter 10.06
Mean of quarter 20.14
Mean of quarter 30.21
Mean of quarter 40.65
Inter Quartile Range0.20
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.25
Mean of outliers high0.65
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations17
Minimum0.00
Quartile 10.05
Median0.13
Quartile 30.29
Maximum0.82
Mean of quarter 10.02
Mean of quarter 20.10
Mean of quarter 30.18
Mean of quarter 40.48
Inter Quartile Range0.24
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high1
Percentage of outliers high0.06
Mean of outliers high0.82
Extreme Value Index (moments method)0.09
VaR(95%) (moments method)0.50
Expected Shortfall (moments method)0.66
Extreme Value Index (regression method)0.73
VaR(95%) (regression method)0.42
Expected Shortfall (regression method)0.91
Number of observations0
Minimum0
Quartile 10
Median0
Quartile 30
Maximum0
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Strat Max DD how much worse than SP500 max DD during strat life?-385276608
Max Equity Drawdown (num days)88
Last 4 Months - Pcnt Negative0.0%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)-0.02
Compounded annual return (geometric extrapolation)-0.02
Calmar ratio (compounded annual return / max draw down)-0.03
Compounded annual return / average of 25% largest draw downs-0.03
Compounded annual return / Expected Shortfall lognormal-0.10
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)-0.02
Compounded annual return (geometric extrapolation)-0.02
Calmar ratio (compounded annual return / max draw down)-0.02
Compounded annual return / average of 25% largest draw downs-0.04
Compounded annual return / Expected Shortfall lognormal-0.13
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)0
Compounded annual return (geometric extrapolation)0
Calmar ratio (compounded annual return / max draw down)0
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal0

Trading record

Placed 13 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/USD short800Dec 8, 2008Dec 9, 2008$3,597
EUR/USD short500Dec 3, 2008Dec 4, 2008($2,455)
EUR/USD short700Nov 25, 2008Nov 26, 2008$8,988
EUR/USD long1400Nov 17, 2008Nov 19, 2008$19,152
USD/CAD short500Nov 6, 2008Nov 7, 2008$9,188
USD/CAD short500Nov 3, 2008Nov 4, 2008$5,430
GBP/USD short700Oct 27, 2008Nov 3, 2008($19,950)
USD/CAD short700Oct 22, 2008Oct 30, 2008$20,800
GBP/JPY short500Oct 13, 2008Oct 20, 2008$48
AUD/USD long1000Oct 8, 2008Oct 19, 2008$1,773
EUR/USD long1000Sep 30, 2008Oct 13, 2008($55,160)
EUR/USD short1000Sep 23, 2008Sep 23, 2008$7,090
EUR/USD long1000Sep 16, 2008Sep 17, 2008($1,850)
EUR/USD short1000Sep 14, 2008Sep 15, 2008$17,930
EUR/USD long500Sep 9, 2008Sep 10, 2008($8,245)
GBP/JPY short1000Sep 8, 2008Sep 9, 2008($121)
GBP/JPY long1000Sep 8, 2008Sep 8, 2008($115)
GBP/USD long1000Sep 7, 2008Sep 8, 2008($21,705)
EUR/USD short500Sep 8, 2008Sep 8, 2008$3,865
GBP/USD short600Aug 24, 2008Aug 25, 2008$3,600
GBP/USD short600Aug 19, 2008Aug 19, 2008$1,500
GBP/USD short500Aug 12, 2008Aug 12, 2008$0
EUR/JPY long1200Aug 12, 2008Aug 12, 2008($83)
GBP/JPY long450Aug 11, 2008Aug 12, 2008($58)
EUR/JPY short300Aug 10, 2008Aug 11, 2008$1
EUR/JPY short400Aug 7, 2008Aug 7, 2008$13
GBP/JPY long300Aug 5, 2008Aug 5, 2008($5)
GBP/USD short500Aug 1, 2008Aug 1, 2008$1,500
GBP/USD long500Jul 31, 2008Jul 31, 2008$2,500
GBP/USD short500Jul 30, 2008Jul 31, 2008($2,150)

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.