HPW- High Probability Winning |
What it trades: Stocks
Strategies: Technical analysis, Market timing
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | +14.3% | |||||||||||
| 2006 | (2.5%) | +1.4% | +1.5% | +5.0% | (6.1%) | +0.7% | (4.1%) | +3.8% | +1.2% | +4.2% | +8.3% | (0.2%) |
| 2007 | (0.4%) | (0.6%) | +0.8% | (1.8%) | (0.1%) | (1.4%) | +2.1% | (1.3%) | +6.5% | +3.3% | (5.6%) | +3.1% |
| 2008 | +7.2% | - | +0.9% | +0.9% | +2.0% | +5.8% | +2.1% | (3.6%) | (1.7%) | (12.2%) | +4.0% | +6.1% |
| 2009 | (4.4%) | +1.0% | +3.4% | +3.2% | - | (1.8%) | +1.7% | (0.1%) | +2.4% | (2.5%) | +5.4% | (0.6%) |
| 2010 | - | - | - | - | - | - | - | - | - |
Strategy Description 
HPW System identifies new trends and then times the long/short entry points. The System trades only highly liquid ETFs or stocks, mainly Energy and Gold- related. Signals come intraday on the hourly closing basis. Open positions may be held from several hours to several weeks.
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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 | |
|---|---|---|---|---|---|---|---|---|---|
| 12/14/09 14:50 | BUY | 1,000 | GDX | MARKET VECTORS GOLD ETF | 48.32 | 12/15 15:31 | 47.35 | Low | ($970) |
| 9/8/09 12:50 | BUY | 2,000 | GDX | MARKET VECTORS GOLD ETF | 46.04 | 11/9 9:38 | 48.20 | Normal | $4,325 |
| 6/12/09 11:44 | BUY | 2,600 | GDX | MARKET VECTORS GOLD ETF | 39.74 | 9/4 9:49 | 40.73 | High | $2,576 |
| 6/19/09 15:35 | SELL | 2,000 | TRF | TEMPLETON RUSSIA FUND | 16.85 | 6/26 10:19 | 16.47 | Low | $760 |
| 4/6/09 11:09 | BUY | 2,000 | RSX | MARKET VECTORS RUSSIA ETF | 15.68 | 4/8 13:21 | 16.33 | Low | $1,300 |
| 10/10/08 10:12 | BUY | 2,000 | RSX | MARKET VECTORS RUSSIA ETF | 15.68 | 4/6/09 9:38 | 15.74 | High | $130 |
| 8/1/08 10:08 | BUY | 3,000 | GDX | MARKET VECTORS GOLD ETF | 38.88 | 1/7/09 9:33 | 35.03 | n/a | ($11,540) |
| 12/18/08 15:21 | BUY | 500 | SLX | MARKET VECTORS STEEL INDEX E | 30.63 | 12/31 15:16 | 29.58 | Low | ($525) |
| 9/25/08 14:11 | BUY | 1,000 | GLD | SPDR GOLD TRUST | 86.03 | 12/31 15:15 | 87.42 | High | $1,385 |
| 12/18/08 15:21 | BUY | 500 | KOL | 14.59 | 12/31 15:14 | 14.75 | Low | $80 | |
| 10/6/08 10:54 | BUY | 500 | RSX | MARKET VECTORS RUSSIA ETF | 17.87 | 10/9 15:03 | 17.92 | Low | $25 |
| 9/29/08 15:57 | BUY | 500 | EEM | ISHARES MSCI EMERGING MARKET | 31.64 | 9/30 15:01 | 33.81 | Low | $1,085 |
| 8/1/08 10:09 | BUY | 1,000 | EEM | ISHARES MSCI EMERGING MARKET | 42.33 | 8/6 10:09 | 41.74 | Low | ($590) |
| 7/24/08 15:12 | BUY | 1,000 | RSX | MARKET VECTORS RUSSIA ETF | 46.26 | 7/31 15:58 | 45.18 | Normal | ($1,080) |
| 7/30/08 10:42 | BUY | 1,000 | GDX | MARKET VECTORS GOLD ETF | 42.05 | 7/31 13:54 | 43.87 | Low | $1,820 |
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Statistics
Analytics| System has been audited since | 12/6/2005 (58 months ago) |
|---|---|
| Trades | 135 |
| # Profitable | 107 (79.3%) |
| # months tracked | 58 |
| Profitable months | 28 (48.3%) |
| Avg trade duration | 15.9 days |
| Annual return (compounded) | 10.5% |
| Average win | $1,054 |
| Average loss | $1,894 |
| Profit factor | 2.1:1 |
| Max peak-to-valley drawdown (historical) | 23.37% |
| drawdown period | July 31, 2008 to Nov 20, 2008 |
| Correlation w/ S&P | 0.204 |
| Sharpe ratio | 0.62 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 98.4% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 43.8% |
| Chance of 20% account loss | 17.6% |
| 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) | 0.23 |
| Average P/L per unit traded | $0.60 |
| Sum of dividends and cash expir. in model account | $80 |
