Index Win
- hypothetical · Annual Return (Compounded)
- 18.8%
- Max Drawdown
- —
- Trades
- 413
- Win Trades
- 80.6%
- Profit Factor
- 1.20
- Win Months
- 52.2%
About this strategy
If you want to take a risk in order to gain more yield , Index win is the service for you.
Indexwin core are swing trades on E-mini S&P 500 but not only. We trade also options , forex and stocks.
Stops are mental and usually not entered in the system. Plesase note , the service can gain 10% or more a month but can lose 20%. Also intra-day trades can turn into swings.
Abit about Indexwin blog :
Index Win is the ultimate site of many index traders. Futures traders are using our accurate signals to produce major profits. If you trade the US market this is the perfect place for you.
Moreover,stock traders will find this service very helpful in measuring the market direction. Come see what makes our accurate signals the choice of all traders.
www.indexwin.com
Disclaimer
The content on this site is provided as general information only and should not be taken as investment or trading advice. Any action that you take as a result of information, analysis, or conclusion on this site is ultimately your responsibility. Always consult your financial adviser(s) before making any investment or trading decisions.
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | 10.1 | 10.7 | -6.4 | 7.6 | 6.2 | 30.2 | |||||||
| 2008 | -24.3 | 66.7 | -2.5 | 21.3 | 2.3 | 44.1 | 16.7 | -3.2 | 28.9 | -35.9 | -4.6 | 0.1 | 95.9 |
| 2009 | -1.9 | 9.4 | -2.0 | -9.0 | -14.2 | 4.6 | -19.6 | -4.2 | -8.9 | 5.8 | -6.0 | 4.1 | -37.5 |
| 2010 | 1.6 | 1.3 | 0.4 | 1.1 | -0.5 | 1.5 | -1.1 | 1.3 | 0.3 | -0.5 | -0.4 | 0.4 | 5.5 |
| 2011 | -1.2 | 0.6 | -0.9 | 1.1 | -0.5 | -0.7 | 1.0 | 1.0 | 0.2 | 0.3 | 0.2 | -1.0 | -0.0 |
| 2012 | 0.3 | 0.2 | -2.2 | -0.7 | -0.1 | 0.3 | -0.8 | 0.8 | 1.6 | -0.5 | -1.3 | 0.0 | -2.4 |
| 2013 | -0.6 | -0.5 | 0.3 | -1.9 | -0.1 | -0.9 | 0.7 | 0.6 | -1.0 | -0.1 | -0.6 | -0.1 | -4.3 |
| 2014 | -0.5 | 0.3 | 0.2 | 0.2 | -0.4 | 0.5 | 0.1 | 0.3 | -0.7 | -1.0 | -0.1 | 0.2 | -1.0 |
| 2015 | 1.3 | 0.2 | -0.9 | 1.0 | 0.1 | -0.8 | -1.3 | -0.1 | 0.1 | 0.5 | -0.3 | 0.2 | -0.1 |
| 2016 | 0.3 | 1.3 | 0.1 | 1.6 | -0.4 | 1.1 | 1.0 | -0.7 | -0.0 | -0.3 | -1.2 | 0.1 | 3.0 |
| 2017 | 0.7 | -0.3 | -0.1 | -0.0 | 0.1 | -0.4 | 1.0 | 0.2 | -0.1 | -0.3 | 0.2 | 0.1 | 1.1 |
| 2018 | 0.5 | -0.4 | 0.3 | 0.0 | -0.1 | -0.2 | -0.2 | -1.2 | 0.1 | -0.1 | 0.3 | 0.5 | -0.5 |
| 2019 | -0.2 | 0.7 | -0.1 | -1.0 | 0.0 | 1.8 | 0.0 | 0.3 | -0.3 | 0.1 | -0.2 | 1.1 | 2.2 |
| 2020 | 0.3 | 0.9 | -0.6 | 3.3 | -0.8 | 0.5 | 0.9 | -0.2 | -0.3 | -0.5 | -0.4 | 0.4 | 3.6 |
| 2021 | -0.1 | -1.0 | 1.3 | 1.1 | 1.5 | -2.0 | 0.0 | -0.9 | -0.7 | 0.2 | 0.1 | 0.9 | 0.2 |
| 2022 | 0.2 | 1.8 | 2.7 | -1.9 | -0.9 | -1.2 | -3.2 | 0.1 | -0.5 | -0.5 | 1.0 | 0.7 | -1.8 |
| 2023 | 1.1 | -1.7 | 1.0 | -0.3 | -1.5 | 0.6 | 0.1 | -1.0 | -0.2 | -0.0 | 0.7 | 0.4 | -0.8 |
| 2024 | -1.5 | -0.5 | 0.6 | 1.2 | 0.3 | -0.0 | 0.9 | 0.6 | 1.1 | -1.1 | -1.2 | -1.0 | -0.8 |
| 2025 | 1.2 | 0.7 | 0.2 | 1.3 | -0.2 | 1.5 | 0.3 | 2.1 | 2.4 | -0.7 | 1.0 | 2.9 | 13.3 |
| 2026 | 4.0 | 1.0 | -4.8 | 2.7 | -1.2 | -2.7 | -0.9 | 4.9 | 1.4 | 4.1 |
Statistics
Overview
| Strategy began | 8/4/2007 |
|---|---|
| Suggested Minimum Capital | $30,000 |
| Age | 233 months |
| What it trades | Futures |
| # Trades | 413 |
| # Profitable | 333 |
| % Profitable | 80.6% |
| Avg trade duration | 18.2 days |
| Max peak-to-valley drawdown | — |
| drawdown period | — |
| Annual return (compounded) | 4.7% |
| Avg win | $673 |
| Avg loss | $2,291 |
Ratios
| W:L ratio | 1.23 |
|---|---|
| Sharpe Ratio | 0.15 |
| Sortino Ratio | 0.22 |
| Calmar Ratio | 0.18 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.01 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 433.0% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 86.1% |
Return Statistics
| Ann Return (w trading costs) | 18.8% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 4.7% |
Slump
| Current Slump as Pcnt Equity | 127.4% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 0.1% |
|---|---|
| Percent Trades Futures | 0.8% |
| Percent Trades Options | 0.0% |
| Percent Trades Stocks | 0.1% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 85.4% |
|---|---|
| Chance of 20% account loss | 78.6% |
| Chance of 30% account loss | 39.5% |
| Chance of 40% account loss | 36.4% |
| Chance of 50% account loss | 24.4% |
| Chance of 60% account loss (Monte Carlo) | 11.1% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
| Chance of 100% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Trading Style
| Any stock shorts? 0/1 | 1 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $2,291 |
|---|---|
| Avg Win | $673 |
| # Winners | 333 |
| Sum Trade PL (losers) | $183,303 |
| Sum Trade PL (winners) | $224,195 |
| Num Months Winners | 124 |
| # Losers | 80 |
| % Winners | 80.6% |
Dividends
| Dividends Received in Model Acct | 1670 |
|---|
Age
| Num Months filled monthly returns table | 230 |
|---|
Frequency
| Avg Position Time (mins) | 26233.53 |
|---|---|
| Avg Position Time (hrs) | 437.23 |
| Avg Trade Length | 18.20 |
| Last Trade Ago | 6078 |
Regression
| Alpha | 0.01 |
|---|---|
| Beta | 0.01 |
| Treynor Index | 1.28 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.03 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.02 |
| MAE:Equity, average, losing trades | 0.07 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.02 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 18.07 |
| MAE:PL (avg, all trades) | 1.71 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 86.92 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 69.53 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 1.33 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.75 |
| Hold-and-Hope Ratio | 0.06 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | 1.22 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.12 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 434 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.5% |
Trading record
Placed 626 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| ES H0 | long | 5 | Jan 22, 2010 | Jan 25, 2010 | ($15) |
| ES H0 | short | 3 | Dec 21, 2009 | Jan 21, 2010 | $589 |
| NQ H0 | short | 1 | Jan 11, 2010 | Jan 12, 2010 | $192 |
| NQ H0 | short | 1 | Jan 11, 2010 | Jan 11, 2010 | $212 |
| NQ H0 | short | 1 | Jan 6, 2010 | Jan 7, 2010 | $247 |
| NQ H0 | short | 1 | Jan 6, 2010 | Jan 6, 2010 | $132 |
| NQ H0 | short | 1 | Jan 4, 2010 | Jan 5, 2010 | $52 |
| UNG | long | 13 | Nov 10, 2009 | Dec 23, 2009 | $138 |
| ES H0 | short | 1 | Dec 21, 2009 | Dec 21, 2009 | ($33) |
| ES H0 | short | 2 | Dec 17, 2009 | Dec 18, 2009 | $284 |
| ES Z9 | short | 5 | Nov 5, 2009 | Dec 17, 2009 | ($6,528) |
| ES H0 | long | 2 | Dec 15, 2009 | Dec 16, 2009 | $559 |
| ES H0 | long | 2 | Dec 11, 2009 | Dec 14, 2009 | $1,097 |
| NEM | short | 200 | Nov 13, 2009 | Dec 9, 2009 | $138 |
| EUR/USD | short | 10 | Nov 13, 2009 | Nov 17, 2009 | $52 |
| EUR/JPY | short | 10 | Nov 6, 2009 | Nov 13, 2009 | $0 |
| EUR/USD | short | 30 | Nov 5, 2009 | Nov 12, 2009 | $96 |
| NZD/USD | long | 10 | Oct 27, 2009 | Nov 9, 2009 | ($59) |
| GE | long | 450 | Oct 23, 2009 | Nov 6, 2009 | $41 |
| NQ Z9 | long | 3 | Oct 26, 2009 | Nov 5, 2009 | ($924) |
| ES Z9 | long | 1 | Nov 3, 2009 | Nov 4, 2009 | $580 |
| ES Z9 | long | 1 | Nov 2, 2009 | Nov 2, 2009 | $217 |
| ES Z9 | long | 1 | Oct 30, 2009 | Nov 2, 2009 | $142 |
| ES Z9 | short | 2 | Oct 29, 2009 | Oct 30, 2009 | $334 |
| ES Z9 | long | 8 | Oct 26, 2009 | Oct 29, 2009 | ($102) |
| NQ Z9 | short | 1 | Oct 26, 2009 | Oct 26, 2009 | $567 |
| ES Z9 | long | 2 | Oct 23, 2009 | Oct 26, 2009 | $97 |
| NQ Z9 | long | 1 | Oct 23, 2009 | Oct 23, 2009 | $27 |
| NQ Z9 | short | 2 | Oct 22, 2009 | Oct 23, 2009 | $34 |
| UNG | long | 25 | Oct 22, 2009 | Oct 22, 2009 | $12 |
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.