LottaBits NASD-1 |
What it trades: Stocks
Strategies: Technical analysis
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | +5.5% | (1.2%) | ||||||||||
| 2006 | +1.2% | (2.6%) | (8.1%) | +2.5% | (4.2%) | +8.4% | +0.4% | (3.8%) | (2.5%) | +1.9% | +12.7% | (7%) |
| 2007 | +0.2% | +5.6% | (1.3%) | (7.4%) | +2.6% | (0.4%) | (3.1%) | - | - | - | - | - |
| 2008 | - | - | - | - | +1.5% | - | - | - | - | - | - | - |
| 2009 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | - | - | - | - | - |
Subscription Terms
| 30-day free trial, then $250 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 $250 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
We make Long and short trades in a portfolio of individual NASD stocks. Trades average 8-10 days each. Signals are issued after the market close for execution on the next market opening. Careful money management is used.
read more...
read more...
- 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 | |
|---|---|---|---|---|---|---|---|---|---|
| 7/2/07 9:30 | SELL | 500 | HRLY | HERLEY INDUSTRIES INC | 16.46 | 7/9 9:43 | 17.43 | Low | ($485) |
| 7/2/07 9:30 | SELL | 300 | SWIR | SIERRA WIRELESS INC | 25.11 | 7/9 9:30 | 25.39 | Low | ($84) |
| 6/29/07 9:30 | SELL | 100 | NILE | BLUE NILE INC | 60.93 | 7/9 9:30 | 68.00 | Low | ($707) |
| 7/2/07 9:30 | SELL | 400 | IRBT | IROBOT CORP | 19.86 | 7/9 9:30 | 19.40 | n/a | $184 |
| 7/3/07 9:42 | SELL | 1,800 | FLDR | 7.80 | 7/9 9:30 | 8.24 | Low | ($792) | |
| 6/29/07 9:30 | SELL | 200 | WRNC | 38.77 | 7/6 9:30 | 39.83 | Low | ($212) | |
| 7/2/07 9:30 | SELL | 400 | HHGP | 21.42 | 7/6 9:30 | 21.67 | Low | ($100) | |
| 7/3/07 9:30 | BUY | 500 | HELE | HELEN OF TROY LTD | 27.12 | 7/5 9:30 | 27.10 | Low | ($10) |
| 7/3/07 9:30 | BUY | 448 | JOSB | JOS A BANK CLOTHIERS | 27.99 | 7/5 9:30 | 28.34 | Low | $156 |
| 7/3/07 9:30 | BUY | 1,000 | TTMI | 13.02 | 7/5 9:30 | 13.08 | Low | $60 | |
| 6/28/07 9:32 | SELL | 900 | CPWR | COMPUWARE | 11.88 | 7/3 9:30 | 12.08 | Low | ($180) |
| 6/29/07 9:30 | SELL | 300 | NSIT | INSIGHT ENTERPRISES INC | 22.78 | 7/3 9:30 | 22.94 | Low | ($48) |
| 6/28/07 9:30 | SELL | 900 | RTIX | RTI BIOLOGICS INC | 11.41 | 7/3 9:30 | 11.69 | Low | ($252) |
| 6/29/07 9:30 | SELL | 200 | VRGY | VERIGY | 29.65 | 7/3 9:30 | 28.60 | n/a | $210 |
| 6/29/07 9:30 | SELL | 1,100 | FCEL | FUELCELL ENERGY INC | 8.05 | 7/3 9:30 | 8.18 | Low | ($143) |
<< More recent
Less | More
Statistics
Analytics| System has been audited since | 11/7/2005 (59 months ago) |
|---|---|
| Trades | 496 |
| # Profitable | 235 (47.4%) |
| # months tracked | 59 |
| Profitable months | 11 (18.6%) |
| Avg trade duration | 12.0 days |
| Annual return (compounded) | -0.4% |
| Average win | $677 |
| Average loss | $616 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 18.55% |
| drawdown period | Dec 12, 2005 to May 25, 2006 |
| Correlation w/ S&P | -0.046 |
| Sharpe ratio | -0.104 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 93.8% |
| Chance of 20% account loss | 12.5% |
| Chance of 30% account loss | 12.5% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.00 |
| Average P/L per unit traded | $1.24 |
| Sum of dividends and cash expir. in model account | $26 |
System Description
11/1/06- Shakedown cruise is over. Now ready to go!
Change in system as of 7/11/06 -- Ive overhauled the LottaBits-NASD1
system. Effective immediately the revised system will be used. The priciples
are the same, but the performance will benefit from the tune-up. There is also
some seasonality built in, and July thru September are quiet periods. There may
be no signals for a while, so be patient.
The LottaBits system generates a portfolio of both long and short trades in NASD stocks. All signals are provided once per day after the close for execution on the opening of the next days session. Limit orders are used to initiate trades and market orders to liquidate positions, so there is no need to monitor anything during the trading day.
We typically trade up to 20 or so stocks at a time so each represents no more than 5% of the portfolio. Stocks are selected from a list of about 1,000 optionable NASD stocks priced from $5 to $55 and trading 200,000 shares per day or more.
This is a volatile portfolio with an expected win percentage of just over 50%. You will experience periods of modest drawdown. Testing has shown that stop-loss orders do not improve either drawdown or overall return with this methodology, so they are not used. The system is highly scalable for very small or very large capital commitments but here on Collective-2 it is scaled for their $100k account size. If your account size is smaller, trade smaller amounts. If your account size is very much larger, please contact me directly. Please do not try to cherry-pick from the recommended trades -- trade them all.
A note about fills. Lottabits enters all trades using limit orders. If a trade is not filled because the limit price isnt hit it is ignored. We never chase the market. When exiting we always use market orders to ensure fills.
The LottaBits system is entirely mechanical, using completely proprietary technical indicators. It is not a trend following system and may enter and exit trend moves early. More information can be obtained by visiting my website http://www.LottaBits.com
Change in system as of 7/11/06 -- Ive overhauled the LottaBits-NASD1
system. Effective immediately the revised system will be used. The priciples
are the same, but the performance will benefit from the tune-up. There is also
some seasonality built in, and July thru September are quiet periods. There may
be no signals for a while, so be patient.
The LottaBits system generates a portfolio of both long and short trades in NASD stocks. All signals are provided once per day after the close for execution on the opening of the next days session. Limit orders are used to initiate trades and market orders to liquidate positions, so there is no need to monitor anything during the trading day.
We typically trade up to 20 or so stocks at a time so each represents no more than 5% of the portfolio. Stocks are selected from a list of about 1,000 optionable NASD stocks priced from $5 to $55 and trading 200,000 shares per day or more.
This is a volatile portfolio with an expected win percentage of just over 50%. You will experience periods of modest drawdown. Testing has shown that stop-loss orders do not improve either drawdown or overall return with this methodology, so they are not used. The system is highly scalable for very small or very large capital commitments but here on Collective-2 it is scaled for their $100k account size. If your account size is smaller, trade smaller amounts. If your account size is very much larger, please contact me directly. Please do not try to cherry-pick from the recommended trades -- trade them all.
A note about fills. Lottabits enters all trades using limit orders. If a trade is not filled because the limit price isnt hit it is ignored. We never chase the market. When exiting we always use market orders to ensure fills.
The LottaBits system is entirely mechanical, using completely proprietary technical indicators. It is not a trend following system and may enter and exit trend moves early. More information can be obtained by visiting my website http://www.LottaBits.com
- 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.
