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Collective2 Profile

James Nelson


Joined Collective2: 12/15/2006
Last Logged in: 4/30/2012


Occupation: Statistician and Programmer
Location: USA
Years Trading: 10+ but really 4
What I Trade: Stock, Futures, Options

Started trying to find better investment options for my IRA and ended up developing my own systems and witting code to automatically execute trades. I have one system on C2 (VP Trader), but I mostly develop for myself.


Systems Managing

Stock Tips
Trades: Futures
Created: 12/08/2009
CAGR: 0.79%
VP Trader
X
Paid Subscribers
This strategy has current paid subscribers.

Trades: Stocks
Created: 1/12/2009
CAGR: 1.95%

Most Recent Forum Posts

8/16/2010 Pat, You sound like you had a nice lucky streak. A...
Subject: System--Daily Income
8/11/2010 With OEC, I think the total for a single traded contract...
Subject: System--Daily Income
3/29/2010 I don't see anything suspect about that review. We are all...
Subject: Voting on C2 customer reviews
3/15/2010 ok, I get it now, just the system fee, not the...
Subject: Selling my rights to publish a trading system
3/12/2010 What are you talking about? ...
Subject: Selling my rights to publish a trading system
3/10/2010 How many moving violations have you had in the past 6...
Subject: Collective2 Scores
2/23/2010 I don't use C2 email, but I vote "Yes" for the...
Subject: C2 on Iphone

System Notebook

Zero


TradesStocks
Cumu P/L$36,421
Compound Ann Return30.8%
# Trades4,255
Sharpe Ratio1.75
Subscribe for: $88 per month - only if profitable

Bond Portfolio E9


TradesFutures
Cumu P/L$62,445
Compound Ann Return13.6%
# Trades41
Sharpe Ratio1.70
Subscribe for: $250 each month
Others writing about Bond Portfolio E9:
Dean Marks
Angelo Montes

One Stock Wonder


TradesStocks
Cumu P/L($5,492)
Compound Ann Return-21.1%
# Trades27
Sharpe Ratio-0.83
Subscribe for: 7-day free trial, then $50 each month
Others writing about One Stock Wonder:
Stephen Norris
Michael Bytnar

Gen 3 - Mini S&P Only


TradesFutures
Cumu P/L$195
Compound Ann Return0.3%
# Trades165
Sharpe Ratio-0.05
Subscribe for: 7-day free trial, then $0 each month
Others writing about Gen 3 - Mini S&P Only:
Sandy K
Klaus S
Jeff G
Kerry Szymanski

Mini N&R


TradesFutures
Cumu P/L$6,937
Compound Ann Return3.3%
# Trades196
Sharpe Ratio0.14
Subscribe for: 7-day free trial, then $0 each month

Pairs Trading QID QLD Scalper


TradesStocks
Cumu P/L$38,881
Compound Ann Return5.5%
# Trades78
Sharpe Ratio0.22
Subscribe for: $0 each month

Stocksubuy-1


TradesStocks
Cumu P/L($1,891)
Compound Ann Return-5.0%
# Trades28
Sharpe Ratio-0.53
Subscribe for: $15 each month
Others writing about Stocksubuy-1:
Stephen Norris
Michael Bytnar

Gen 2 - Mini S&P Only


TradesFutures
Cumu P/L$4,113
Compound Ann Return4.2%
# Trades512
Sharpe Ratio0.14
Subscribe for: 7-day free trial, then $0 each month

Average Rating:
Comments 4/1/09 13:40 ET:
Went live on 7/6/2009 with 1x or 100% scale. My plan is to trade the system for 6 months ending in late Dec 2009, followed by an evaluation and decision to continue in 2010. My Stop: I have set a system stop at -$5,000 from my initial investment. This means that on 7/6/2009 the cash value of the C2 account is at $32,612 and I will stop trading the system if the C2 account drops to $27,612. I do not include commission/subscription charges in the stop calculation. OEC commission per round trip trade is $9.19. Trading Method: OpenECry with Gen3 autotrading, I plan to take the signals as they are presented without adding any additional stops or money management. Increasing the Scale: Should the system gain $10,000 from 7/6/2009 (a C2 balance of $42,612), I will increase the scale to 200%, otherwise I will stay at 100%. July 2009, start $32,612($9,588) end $34,763($11,402) = $2,151($1,814) Aug 2009, start $34,763(11,402) end $34,516($11,193) = $-247($-209) Sept 2009, start $34,516($11,193) end $33,453($9,962) = $-1,063($-1,231) Oct 2009, start $33.453($9,962) end $xx,xxx($xx,xxx) = $x,xxx($x,xxx) Nov 2009 Dec 2009 Comments from July; the difference between C2 and real was partly slippage on the first trade, partly commission of -$200, and 1 case where I second guessed the signal and lost $115 as a result. Otherwise, first month was good with good returns. In total with subscription fee I had a gain of $1685 for July and an overall gain of $1685. Comments from August; the big issue was related to a C2 error that resulted in an order being hung. In the end I had to close it myself on Sunday and had an open position for 2 days or so. At the time I was not using the C2 AutoSync feature by choice, after that incident I turned it on figuring any AutoSync fill loss would pail in comparison to having an open position for several days. The system was difficult to trade in August because of many profits turning into losses. I second guessed one and made a small extra profit. The open order issue also resulted in a small extra profit. As a result the C2 loss without commission was -$247 and my real loss with commission was -$209. If we add the subscription fee, I have a loss of -$338 for August and an overall gain of $1347. Comments from September; OpenECry error for the last three trades of Sept resulted in me not trading. As it turned out, this resulted in about a complete neutral gain after commission, so the numbers for the month were not effected. In this case, I elected to try and correct the problem with OEC, which took 3days to resolve, without trying to manually trade the signal. For Sept, the C2 loss without commission was -$1,063 and my real loss with commission (total -$202) was -$1,231. If we add the subscription fee, I have a loss of –$1,360 for September and an overall loss of -$13.