Sleep Well |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | +4.4% | - | (6.1%) | +4.6% | (4.9%) | +1.1% | (0.9%) | |||||
| 2006 | +37.5% | (7.7%) | +21.6% | +2.4% | (1.3%) | (2.6%) | - | - | - | - | - | - |
| 2007 | - | - | - | - | - | - | - | - | - | - | +0.2% | - |
| 2008 | (0.3%) | - | - | - | - | - | - | - | - | - | - | - |
| 2009 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | - | - | - | - | - |
Subscription Terms
| 30-day free trial, then $299 per month (Details) |
There is a free trial period of 30 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $299 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Strategy Description
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 5/30/06 9:31 | BUY | 5,319 | GNBT | 1.88 | 6/13 11:11 | 1.50 | Low | ($2,021) | |
| 5/30/06 12:13 | BUY | 350 | PEIX | PACIFIC ETHANOL INC | 29.50 | 6/8 9:33 | 25.00 | Low | ($1,575) |
| 5/15/06 9:38 | BUY | 375 | NEU | NEWMARKET CORP | 50.99 | 5/19 9:42 | 47.42 | Low | ($1,339) |
| 5/15/06 9:31 | BUY | 480 | RACK | 40.50 | 5/15 15:05 | 38.19 | Low | ($1,109) | |
| 4/10/06 9:31 | BUY | 1,333 | TSCM | THESTREET.COM INC | 7.50 | 4/28 9:32 | 9.86 | Low | $3,146 |
| 4/10/06 10:05 | BUY | 1,500 | EGLE | EAGLE BULK SHIPPING INC | 13.80 | 4/28 9:32 | 13.81 | Low | $15 |
| 4/10/06 9:44 | BUY | 850 | KND | 23.71 | 4/24 16:01 | 23.82 | Low | $94 | |
| 4/3/06 9:51 | BUY | 230 | FMD | FIRST MARBLEHEAD CORP | 43.25 | 4/21 15:56 | 44.10 | Low | $196 |
| 4/3/06 9:31 | BUY | 610 | PZZA | PAPA JOHNS INTERNAT INC | 32.80 | 4/21 15:56 | 33.32 | Low | $317 |
| 3/27/06 9:31 | BUY | 5,990 | CYTR | 1.67 | 4/13 15:57 | 2.11 | Low | $2,636 | |
| 3/27/06 9:36 | BUY | 670 | FOXH | 29.87 | 4/11 10:06 | 31.45 | Low | $1,059 | |
| 4/10/06 9:31 | BUY | 10,000 | PPHM | PEREGRINE PHARMACEUTICLS | 1.38 | 4/11 9:38 | 1.31 | Low | ($750) |
| 4/3/06 9:31 | BUY | 2,965 | TTP | 3.35 | 4/7 16:00 | 3.13 | Low | ($652) | |
| 3/20/06 9:59 | BUY | 7,300 | NXXI | 1.37 | 4/7 15:57 | 2.38 | Low | $7,373 | |
| 3/20/06 9:31 | BUY | 770 | SHFL | SHUFFLE MASTER INC | 25.98 | 4/7 15:56 | 35.08 | Low | $7,007 |
Statistics
Analytics| System has been audited since | 6/12/2005 (64 months ago) |
|---|---|
| Trades | 190 |
| # Profitable | 93 (48.9%) |
| # months tracked | 64 |
| Profitable months | 7 (10.9%) |
| Avg trade duration | 5.4 days |
| Annual return (compounded) | 7.8% |
| Average win | $1,280 |
| Average loss | $728 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 16.72% |
| drawdown period | July 13, 2005 to Aug 18, 2005 |
| Correlation w/ S&P | 0.073 |
| Sharpe ratio | 0.581 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 96.1% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 31.2% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.77 |
| Average P/L per unit traded | $0.03 |
System Description
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description.
