CTS Synergy System I |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | - | +2.4% | (3.9%) | +1.9% | (2.9%) | (0.9%) | +0.8% | (0.9%) | ||||
| 2006 | +4.8% | (0.5%) | +9.9% | +3.1% | (6.8%) | +2.5% | (4.8%) | +2.9% | +1.5% | (0.6%) | +3.0% | (1.3%) |
| 2007 | +1.7% | (0.3%) | (4.1%) | +1.2% | - | +0.9% | +0.9% | +0.8% | +4.3% | +1.0% | +4.8% | (2.6%) |
| 2008 | (3.9%) | (0.2%) | +7.3% | +3.9% | +1.0% | (3.8%) | +2.2% | +0.9% | +2.0% | +8.1% | (1.2%) | +2.6% |
| 2009 | (0.2%) | (5.6%) | +5.9% | - | +2.0% | +1.5% | +3.8% | +0.6% | +6.2% | +1.4% | +6.3% | +0.9% |
| 2010 | (4%) | +2.4% | - |
| $59 per quarter, only if profitable (Details) |
This is a pay-for-performance system. Subscriptions cost $59 at the end of each quarter, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.
Strategy Description 
- This overview was provided by the system developer. Collective2 has not verified it.
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 2/5/10 9:37 | BUY | 1 | @NQH0 | E-MINI NASDAQ 100 | 1730.50 | 2/23 9:38 | 1810.50 | Low | $1,600 |
| 2/5/10 9:36 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1058.50 | 2/23 9:30 | 1103.25 | Low | $2,237 |
| 2/10/10 8:20 | BUY | 1 | @TYH0 | US T-NOTE 10 YR | 118 25/64 | 2/11 11:49 | 117 42/64 | Low | ($735) |
| 1/21/10 11:44 | BUY | 1 | @NQH0 | E-MINI NASDAQ 100 | 1844.00 | 2/4 9:45 | 1763.50 | Low | ($1,610) |
| 1/21/10 10:29 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1124.75 | 2/1 9:30 | 1077.75 | Low | ($2,350) |
| 12/31/09 8:20 | SELL | 1 | @TYH0 | US T-NOTE 10 YR | 115 43/64 | 1/12/10 8:20 | 116 34/64 | Low | ($859) |
| 12/31/09 8:20 | SELL | 1 | @USH0 | US T-BOND | 115 22/32 | 1/12/10 8:20 | 116 3/32 | Low | ($406) |
| 12/10/09 9:31 | BUY | 1 | @ESH0 | E-MINI S&P 500 | 1099.00 | 12/30 9:30 | 1118.50 | Low | $975 |
| 12/9/09 9:40 | BUY | 1 | @ESZ9 | E-MINI S&P 500 | 1087.25 | 12/10 9:31 | 1103.50 | Low | $812 |
| 12/3/09 8:20 | BUY | 1 | @TYH0 | US T-NOTE 10 YR | 118 47/64 | 12/4 8:30 | 118 1/64 | Low | ($718) |
| 12/3/09 8:20 | BUY | 1 | @USH0 | US T-BOND | 120 23/32 | 12/4 8:20 | 120 8/32 | Low | ($469) |
| 10/28/09 9:30 | BUY | 2 | @NQZ9 | E-MINI NASDAQ 100 | 1684.50 | 11/18 9:58 | 1775.12 | Low | $3,625 |
| 10/27/09 10:00 | BUY | 2 | @ESZ9 | E-MINI S&P 500 | 1058.38 | 11/12 11:11 | 1091.00 | Normal | $3,262 |
| 10/2/09 9:30 | BUY | 1 | @NQZ9 | E-MINI NASDAQ 100 | 1662.00 | 10/16 9:56 | 1736.50 | Low | $1,490 |
| 10/2/09 9:30 | BUY | 2 | @ESZ9 | E-MINI S&P 500 | 1016.25 | 10/16 9:32 | 1075.50 | Low | $5,925 |
Statistics
Analytics| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.23 |
| Average P/L per unit traded | $275.75 |
System Description
Our systems tend to be fairly accurate, but trade relative infrequently. The solution is to combine them, which generate more frequent signals and also smooth the equity curve. This is a combination from different systems on the e-mini indices, (S&P and Nasdaq) and the 30 Year Bonds and 10 Year Notes. The most open positions at one time, is one unit for Bonds, one for Notes, 4 for e-mini S&P and 4 for e-mini Nasdaq, but this will rarely happen and you can decide to only take the first few positions if you have a small acount, until your account is built up enough to take all positions.
Entries are based on limit orders place the evening before and is valid for the whole next day, which generally should result in similar fills than on C2. Some exits are based on limit orders for the Treasury Markets and stop and limit for the rest.
Even though we trade the e-minis, the trades are set to be valid only during the day session and we use the park until feature available at many online brokers, to set trades at market open. Only one order is set per day and no daytrading at all is involved. The same is valid for the Bonds and Notes. We trade the electronic contracts (ZB, ZN) only during the day session. You can chose to also trade the regular session contracts (US, TY) without problems. The volume on the electronic contracts is much higher per day and you might get better fills than trading the day session contracts.
The Treasury System was tested as far back as 1983 with only three losing years including the last 3 years of realtime testing. The Index systems were tested on the full contracts based on e-mini values back to 1995 to ensure robustness.
We have ran combined tests with TradersStudio software and together, there was only one losing year since 1995 from which date the systems overlap, drawdowns were low and the equity curve was very smooth without spikes up, or down.
Some systems only trigger exits based on closing prices to exit at the open next morning, so it might look like there are no stop after an entry, but there is.
Please review the historical trades and notice that we trade a realistic number of contracts and do not trades dozens of contracts, or 10000s of stocks for only a few ticks of profits. Our system is longer term, which make slippage much less of a problem and real trades will be very close to what you see on here.
Futher information and backtested results can be seen at: http://www.creativetradingsystems.com
- This system description was provided by the system developer. Collective2 has not verified it.


