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YM Wealth Builder

By JeffKoonce

Futures · Started Jun 2007

hypothetical · Annual Return (Compounded)
-0.4%
Max Drawdown
—
Trades
31
Win Trades
93.5%
Profit Factor
1.10
Win Months
0.4%

About this strategy

Protective stops are used as much as possible and we give you exit points with every trade.

Trade signals will be issued when there is a potential for profit that meets our criteria. Because of this, many weekdays will have multiple signals throughout the day while others will have none. Be advised that swing trade signals are also possible after the market closes.

Autotrade our system or use our signals as entry and exit points for your own strategy. This system can be traded with as little as 1 contract or $5,000.

We welcome you to the YM Wealth Builder.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2007-0.026.4-22.80.00.00.00.0-2.5
20080.00.00.00.00.00.00.00.00.00.00.00.00.0
20090.00.00.00.00.00.00.00.00.00.00.00.00.0
20100.00.00.00.00.00.00.00.00.00.00.00.00.0
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
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
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 began6/26/2007
Suggested Minimum Capital$100,000
Age234 months
What it tradesFutures
# Trades31
# Profitable29
% Profitable93.5%
Avg trade duration7.0 hours
Max peak-to-valley drawdown—
drawdown period—
Annual return (compounded)1.2%
Avg win$6,905
Avg loss$87,750

Ratios

W:L ratio1.14
Sharpe Ratio-0.06
Sortino Ratio-0.07
Calmar Ratio0

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life411.6%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)9.0%

Return Statistics

Ann Return (w trading costs)-0.4%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)1.2%

Slump

Current Slump as Pcnt Equity131.3%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.9%
Percent Trades Options0.0%
Percent Trades Stocks0.1%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$87,750
Avg Win$6,905
# Winners29
Sum Trade PL (losers)$175,500
Sum Trade PL (winners)$200,257
Num Months Winners2
# Losers2
% Winners93.6%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table232

Frequency

Avg Position Time (mins)422.07
Avg Position Time (hrs)7.03
Avg Trade Length0.30
Last Trade Ago6956

Regression

Alpha0
Beta-0.01
Treynor Index0.22

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.13
MAE:Equity, 95th Percentile Value for this strat0.86
MAE:Equity, average, losing trades0.57
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.08
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-76.93
MAE:PL (avg, all trades)1.33
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats3.53
MAE:PL - Winning Trades - this strat Percentile of All Strats53
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades1.19
Avg(MAE) / Avg(PL) - Losing trades-1.01
Hold-and-Hope Ratio-0.01

RATIO STATISTICS

a (intercept, estimate of alpha)0.01
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)2502
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 22 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
YM U7long100Aug 28, 2007Aug 28, 2007($127,300)
YM U7long98Aug 23, 2007Aug 23, 2007$4,116
YM U7short90Aug 23, 2007Aug 23, 2007$3,780
YM U7short90Aug 23, 2007Aug 23, 2007$3,780
YM U7long90Aug 20, 2007Aug 21, 2007$3,780
YM U7long90Aug 16, 2007Aug 16, 2007$3,780
YM U7long84Aug 16, 2007Aug 16, 2007$15,708
YM U7long100Aug 15, 2007Aug 15, 2007($49,800)
YM U7long100Aug 13, 2007Aug 14, 2007$9,200
YM U7long98Aug 13, 2007Aug 13, 2007$4,606
YM U7long80Aug 9, 2007Aug 10, 2007$42,160
YM U7long70Aug 8, 2007Aug 8, 2007$2,940
YM U7long70Aug 6, 2007Aug 6, 2007$16,240
YM U7long55Jul 31, 2007Aug 1, 2007$33,385
YM U7long55Jul 25, 2007Jul 25, 2007$6,985
YM U7long55Jul 24, 2007Jul 24, 2007$3,685
YM U7long55Jul 20, 2007Jul 20, 2007$2,310
YM U7short55Jul 17, 2007Jul 17, 2007$2,860
YM U7short55Jul 13, 2007Jul 16, 2007$3,135
YM U7long55Jul 12, 2007Jul 12, 2007$660
YM U7short55Jul 12, 2007Jul 12, 2007($165)
YM U7long45Jul 10, 2007Jul 11, 2007$7,515
YM U7long40Jul 10, 2007Jul 10, 2007$1,680
YM U7short40Jul 9, 2007Jul 10, 2007$9,080
YM U7short40Jul 6, 2007Jul 6, 2007$1,680
YM U7long40Jul 6, 2007Jul 6, 2007$680
YM U7long35Jul 5, 2007Jul 5, 2007$945
YM U7long35Jul 5, 2007Jul 5, 2007$1,470
YM U7long35Jul 3, 2007Jul 3, 2007$420
MKL short100Jun 28, 2007Jun 28, 2007$23

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.