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Collective2 Profile

Krystof Huang


Joined Collective2: 8/17/2011
Last Logged in: 10/06/2012


Occupation: Website developer & newsletter publisher
Location: New England
What I Trade: Equities and ETFs

I have been studying the performances of mutual funds and other long-term investment systems since the 1990's. My strength is not in fundamental analysis, but in analyzing the results of systems. I develop my own custom simulations for this purpose. I know very little about options, futures or derivatives, and am still in the process of determining whether learning more about these may be worthwhile. So far, I have been able to achieve equivalent results using only traditional equities, which always carry more fundamental value.


Most Recent Forum Posts

9/21/2011 Please excuse my ignorance about Forex. One of the benefits of...
Subject: Hidden fees for no-fee Forex mirror trading?
9/20/2011 I am a total beginner concerning Forex trading. I recently became...
Subject: Hidden fees for no-fee Forex mirror trading?
9/20/2011 Whew! Thank you Matthew. Sounds better now. ...
Subject: Separate software fees for Forex?
9/20/2011 """""You can AutoTrade as many trading systems as you like in...
Subject: Separate software fees for Forex?
9/17/2011 To reduce the affect of the $1,200 software fee, and to...
Subject: Suggestion: Real Accounts Only
9/17/2011 P.S. After posting my message above, it occurred to me that...
Subject: Trade multiple systems at once in same account?
9/17/2011 Thank you very much Karl and Dean! Finally some straight answers...
Subject: Base values for derivatives in my Top-5 list?
9/16/2011 """"Where FIFO matters is in marked-to-market profit recognition, which isn't really...
Subject: Trade multiple systems at once in same account?
9/16/2011 I have no opinion about "fraud" but there is definitely confusion...
Subject: Fraud - kiran chandekar or Kiran Chandekar???
9/09/2011 Hi Dean, I was counting on you to answer this thread...
Subject: Base values for derivatives in my Top-5 list?

System Notebook

S&P ETF TIMER


TradesStocks
Cumu P/L$8,185
Compound Ann Return19.5%
# Trades161
Sharpe Ratio1.19
Subscribe for: $129 each quarter
Others writing about S&P ETF TIMER:
Linda Davenport
Dan Maguire
David Bowers

Average Rating:
Comments 9/8/11 13:16 ET:
In September of 2011, I rate S&P ETF TIMER as #1 out of 5 top picks for medium-sized MBtrading autotraded hedging accounts. (Larger account holders who can afford higher fees may have other good choices.)

Rating #1: S&P ETF TIMER. Uses SSO vs. SDS to achieve a 2x leveraged effect on the S&P 500. I soon will be publishing an SSO vs. SDS system myself, so I have faith in the potential. S&P ETF TIMER so far has achieved that potential, with 42% CAGR (compounded annual growth rate) and only -14% maximum drawdown. Fees are about $43 monthly. I also see no severe dip around August 2011, as has affected many similar systems.

My #2 pick, B1 Global, has twice the CAGR and a similarly smooth performance and similar monthly fee. ($99 pay-if-profitable.) However Forex-based trading is always more of a gamble than index-based trading. For your #1 emphasis in a hedging account, I assume you are willing to take serious risks, but not unnecessary risks. If forced to choose only one c2 system, I would choose S&P ETF TIMER.

Secondary Rating #1: Krystof's 30% target CAGR medium-risk ETF system. (Coming soon.) This will use non-leveraged ETF's for lower risk and higher baseline value. (I will also release a #2-rated leveraged SSO vs. SDS system. With no live testing, my SSO vs. SDS system must rank below S&P ETF TIMER.)

sp500-trading.com


TradesFutures
Cumu P/L$30,604
Compound Ann Return51.0%
# Trades45
Sharpe Ratio1.04
Subscribe for: 21-day free trial, then $85 each month
Others writing about sp500-trading.com:
Inga German
Jack Gross
Aaron Capps
Xavier Wyman Pfiefer III, Ph.D

Average Rating:
Comments 9/8/11 13:10 ET:
In September of 2011, I rate Sp500-trading.com as #3 out of 5 top picks for medium-sized MBtrading autotrade accounts. (Larger account holders who can afford higher fees may have other good choices.) I give one of my own systems the same rating. You may wish to ignore my own ratings of my own systems. However if interested in my systems, I do suggest considering these other systems for diversity. CAGR is compounded annual growth rate, max DD is maximum drawdown.

#3. Sp500-trading.com. Futures. Max DD -31%. CAGR 66% / 612 days. Fee $50 monthly. About 20 trades yearly. (The Cake is another good system with similar CAGR and only $20 monthly, but which comes to a similar overhead after paying for about 180 trades yearly. Also The Cake is a forex system, of which there is another on this list. So Sp500-trading.com gains points for low churn plus diversity.)

#3. Krystof's 18% target low-risk ETF & treasury bond system. A low-risk system, designed to justify increasing the size of hedging accounts, thus minimizing risk and overhead for all hedging activities. Also suitable as a primary portfolio. Minimizes risk by balancing between 6 long and short ETF's. Minimizes buy-ins to average 1/2 total value in cash, including 1/4 total value in BND US Treasury Fund.

Isonomy Turbo


TradesOptions
Cumu P/L($575)
Compound Ann Return-1.8%
# Trades135
Sharpe Ratio-0.09
Subscribe for: 30-day free trial, then $285 each quarter
Others writing about Isonomy Turbo:
Dean Marks

Average Rating:
Comments 9/8/11 13:02 ET:
I applaud the Isonomy vendor for showing sincere backtest results for all his systems.

Isonomy Turbo. Interesting potential for a low-loss system. If the annual fees were only $200, I would suggest that every Collective2 auto trader might consider allocating 1/5 or 1/10 of their hedge account to this system. Isonomy Turbo might be like a cash reserve that might never lose for any calendar year and meanwhile might average 20% annual growth, according to backtesting. Unfortunately the annual fees are almost $1,200. This restricts the use to large allocations, and I am not sure large allocations are appropriate for an options system.

Isonomy Plus. Another options system with backtests showing about 18% average annual gain, and a loss of -17% for 2008. Monthly fee about $50. I would prefer PRPFX and several high-yield global bond funds.

Isonomy. This does hold stocks for greater fundamental value, but the backtest annual average is only about 8%, with a -6% drawdown for 2008. Even if free, I would prefer BND / VBMFX.

At any rate, good work for Isonomy Turbo, the one that interests me.

B1Global


TradesForex
Cumu P/L$112,655
Compound Ann Return25.5%
# Trades264
Sharpe Ratio1.17
Subscribe for: $99 per month - only if profitable
Others writing about B1Global:
Inga German
Andrew Spanos
Trend Decision

Average Rating:
Comments 9/8/11 12:23 ET:
In September of 2011, I rate B1global as #2 out of 5 top picks for medium-sized MBtrading autotraded hedging accounts. (Larger account holders who can afford higher fees may have other good choices.) I give one of my own systems the same rating. You may wish to ignore my own ratings of my own systems. However if interested in my systems, I do suggest considering these other systems for diversity. CAGR is compounded annual growth rate, max DD is maximum drawdown.

#2. B1 Global, forex, max DD -12%. Medium churn about 100 trades yearly. Fees about $50 monthly. ($99 pay-if-profitable.) CAGR 89% / 586 days. Steady gains and pay-if-profitable plan.

#2. Krystof's 45% target SSO vs. SDS leveraged ETF system. (Coming soon.) No live history. Backtest target CAGR 45% / 1000 days. Low churn, low drawdowns. Fee $15, 60-day free trial. Lifetime -$5 discount for early subscribers.

Shorting Options


TradesMostly Options; (some stocks)
Cumu P/L$17,138
Compound Ann Return24.8%
# Trades95
Sharpe Ratio1.16
Subscribe for: $9.95 each month

Average Rating:
Comments 9/8/11 12:21 ET:
In September of 2011, I rate Shorting Options as #4 out of 5 top picks for medium-sized MBtrading autotrade accounts. (Larger account holders who can afford higher fees may have other good choices.) I give one of my own systems the same rating. You may wish to ignore my own ratings of my own systems. However if interested in my systems, I do suggest considering these other systems for diversity. CAGR is compounded annual growth rate, max DD is maximum drawdown.

#4. Shorting Options. Options. Max DD -21%. CAGR 37% / 1016 days. Fee only $10 monthly. Steady gains with low churn. Extra points for diversity, low price, long history.

#4. Krystof's 24% target long-only ETF & treasury bond system. (Coming soon.) Backtesting shows it may be possible to equal the best value investing, with no shortselling, no derivatives, and no net loss for 2008. No live history. Backtest target CAGR 24% / 1000 days. Low churn, low drawdowns. Fee $15, 60-day free trial. Lifetime -$5 discount for early subscribers.

Rebound Solo


TradesStocks
Cumu P/L$4,929
Compound Ann Return20.1%
# Trades123
Sharpe Ratio0.54
Subscribe for: $20 per profitable trade
Others writing about Rebound Solo:
Tina B
Paul Zimmons

Average Rating:
Comments 9/8/11 12:21 ET:
In September of 2011, I rate Rebound Solo as #5 out of 5 top picks for medium-sized MBtrading autotrade accounts. (Larger account holders who can afford higher fees may have other good choices.) I give one of my own systems the same rating. You may wish to ignore my own ratings of my own systems. However if interested in my systems, I do suggest considering these other systems for diversity. CAGR is compounded annual growth rate, max DD is maximum drawdown.

#5. Rebound Solo. Stocks. Max DD -20%. CAGR 39% / 737 days. Fee about $20 monthly. ($20 for profitable trades, about 50 trades yearly.) Relatively long history of relatively steady growth. Not doing as well for 2011. But the low fee moves this higher up the list.

#5. Krystof's 24% target Hedged Value Investing. (Coming soon.) Holds stocks picked by top analysts and insiders who have a combined 10-year performance average of 20% annual gain with a drawdown of only -20% for 2008. Adds one short ETF to minimize drawdowns. Fee $15, 60-day free trial. Lifetime -$5 discount for early subscribers.