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GnosLevels (Futures)
The GnosLevels is a volatility based algorithm designed to identify bullish and bearish levels with key support and resistance levels. It is dynamic in providing key levels to enter and exit the markets as prices change and breach key price barriers throughout various trading sessions. All trades are based on proprietary logic driven by technical price barriers for both the bullish upside and bearish downside conditions. Futures contracts traded: Dow, S&P, Nasdaq, Gold, Silver, T-Note, 30yr Bond, Crude Oil, Natural Gas, Heating Oil, Soybeans, Euro, British pound, Canadian dollar, Swiss franc, Australian dollar, Japanese yen.
All performance information are based on hypothetical results.
| Performance Report | |||
| Starting capital : | $ 80000 | return on capital: | 76.21 % |
| Fund transfers : | $ | Actual Capital | $ 80000 |
| Description | All Trades : | Long Trades : | Short Trades : |
| Net Profit | $ 60968 | $ 30132 | $ 30836 |
| Gross Profit | $ 104803 | $ 47598 | $ 57205 |
| Gross Loss | $ -43835 | $ -17466 | $ -26369 |
| Profit Factor | 2.39 | 2.73 | 2.17 |
| Description | All Trades : | Long Trades : | Short Trades : |
| No Contracts | 420 | 209 | 211 |
| Trades | 420 | 209 | 211 |
| winning trades | 353 | 178 | 175 |
| losing trades | 67 | 31 | 36 |
| even Trades | 0 | 0 | 0 |
| Consecutive Profitable Periods: | |||
| start date | end date | length | Up |
| 2010-02-05 | 2010-03-02 | 20 | 8440 |
| 2009-01-12 | 2009-01-20 | 9 | 6271 |
| 2009-02-12 | 2009-02-18 | 7 | 5223 |
| Consecutive Losing Periods: | |||
| start date | end date | length | Down |
| 2010-05-06 | 2010-05-14 | 2 | -3547 |
| 2010-05-25 | 2010-05-25 | 2 | -2952 |
| 2009-12-01 | 2009-12-08 | 3 | -2054 |