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Collective2 Profile

Abraham Blumberg


Joined Collective2: 11/11/2008
Last Logged in: 6/03/2009


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Systems Managing

VIX POSITION TRADER 3
Trades: Stocks
Created: 11/11/2008
CAGR: -5.10%
VIX TRADER RELATIVE STRENGTH
Trades: Stocks
Created: 11/11/2008
CAGR: -5.70%

Most Recent Forum Posts

12/01/2008 perhaps it is and i dont know how? when i hit...
Subject: Multiple Trade Entries
12/01/2008 For systems such as mine where multiple limit orders are placed...
Subject: Multiple Trade Entries

System Notebook

Killed system


TradesFutures
Cumu P/L$8,911
Compound Ann Return13.3%
# Trades177
Sharpe Ratio1.07
Subscribe for: $0 each month

Trading the trend


TradesFutures
Cumu P/L($6,127)
Compound Ann Return-18.6%
# Trades798
Sharpe Ratio-0.22
Subscribe for: $0 each month

No Ratings Yet
Comments 12/8/08 20:02 ET:
so far seems like a good system with consistent profits and controlled losses vs. the gains. Very nice staircase like equity curve. Not sure why the position size does not increase along with the overall equity of the system, as that would dramatically increase the annual returns on a amortized basis. I will definitely be watching this system as it progresses. I would like to see what would be considered a "bad loss" so can gauge what the "worst case scenario" would be. It is still too early to tell if there will be that one massive loss that will negate days if not weeks worth of profits. However, since it is a daytrading system and all trades are closed out before the close that in and of itself limits the losses to some degree, outside of the real possibilitly these days of 6-700 point swings in the dow and 50-100 point swings in the S&P. I am cautiously optimistic on this system so far and will definitely be watching. Although i am a vendor myself on C2, i can always appreciate a good system and look to profit off of someone else's good work. Keep it up. Abe

QT Quick Fire


TradesFutures
Cumu P/L$91,042
Compound Ann Return56.7%
# Trades3,846
Sharpe Ratio3.92
Subscribe for: $1500 each month

Gulf Stream Hedge Fund


TradesStocks
Cumu P/L$312,573
Compound Ann Return33.8%
# Trades17,017
Sharpe Ratio1.50
Subscribe for: $2000 each quarter

dgamma


TradesMostly Options; (some stocks, futures)
Cumu P/L$49,177
Compound Ann Return36.5%
# Trades319
Sharpe Ratio1.27
Subscribe for: $15 per profitable trade

ShadowBanker


TradesForex
Cumu P/L$1,053,760
Compound Ann Return120.7%
# Trades517
Sharpe Ratio0.61
Subscribe for: $299 each month

TFG


TradesFutures
Cumu P/L$16,023
Compound Ann Return15.4%
# Trades107
Sharpe Ratio1.31
Subscribe for: $0 each month

Turbo Trader / Turbo TraderProfessional


TradesFutures
Cumu P/L$252,966
Compound Ann Return17.9%
# Trades772
Sharpe Ratio1.01
Subscribe for: 14-day free trial, then $150 each month

Overnight in the S&P


TradesFutures
Cumu P/L$316,934
Compound Ann Return34.7%
# Trades176
Sharpe Ratio1.40
Subscribe for: 6-day free trial, then $250 each month

Integrity-Profiteer


TradesForex
Cumu P/L$78,340
Compound Ann Return13.3%
# Trades301
Sharpe Ratio0.47
Subscribe for: 7-day free trial, then $399 each month