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What it trades: Stocks Strategies:

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                                 +7.8%+10.9%+13.1%(8.6%)+3.3%
2008(21.1%)(4.2%)(13.5%)+7.4%(1.4%)(16.9%)+2.1%+6.4%(5%)(16.9%)(9.9%)+14.4%
2009(7.3%)+0.5%+3.2%+6.7%(9.4%)(0.1%)+11.3%+1.3%+7.5%(5.9%)(20.4%)+6.1%
2010(2.9%)+6.0%+4.6%(2%)+11.9%(15.2%)+12.9%(22.8%)+1.9%                  

 
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Strategy Description 


None provided. (Contact System Developer)



Recently Closed Trades

Details

Opened ET B/S # Symbol   Price Closed Price Risk P/L
2/8/08 9:30 BUY 330 STP SUNTECH POWER HOLDINGS 45.60 7/8 11:03 32.28 n/a ($4,396)
2/5/08 9:30 BUY 350 PPDI PHARMACEUTICAL PROD DEV 42.50 3/11 11:15 43.94 Low $504
2/22/08 9:30 BUY 400 BMRN BIOMARIN PHARMACEUTICALS 37.05 3/7 10:45 36.72 Low ($132)
2/22/08 9:30 BUY 520 YHOO YAHOO! INC 28.36 3/4 10:46 27.74 Low ($323)
2/13/08 9:30 BUY 680 TNE TELE NORTE LESTE PARTIC 23.64 2/22 9:30 25.35 Low $1,163
2/20/08 9:30 BUY 190 DE DEERE & CO 82.93 2/22 9:30 86.06 Low $595
2/8/08 9:33 BUY 520 RYL RYLAND GROUP INC THE 28.54 2/20 11:00 27.25 Low ($671)
2/12/08 9:30 BUY 210 HUM HUMANA INC 72.99 2/20 9:30 68.84 Low ($872)
2/4/08 9:30 BUY 610 ABX BARRICK GOLD CORP 49.15 2/20 9:30 49.39 Low $145
2/12/08 9:30 BUY 270 IBN ICICI BANK ADR 54.80 2/14 9:32 59.32 n/a $1,220
2/11/08 9:33 BUY 500 MBT MOBILE TELESYS OJSC ADS 31.00 2/13 9:35 33.72 Low $1,362
1/24/08 9:30 BUY 280 MRK MERCK & COMPANY INC. 50.39 2/13 9:30 46.91 Normal ($974)
2/5/08 9:30 BUY 440 PAAS PAN AMERICAN SILVER CORP 33.95 2/12 9:30 36.21 Low $994
2/5/08 9:30 BUY 420 GG GOLDCORP INC 35.16 2/12 9:30 37.58 Low $1,016
1/31/08 9:30 BUY 580 BIDU BAIDU INC ADS 25.06 2/11 9:33 24.00 Low ($617)

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Statistics

Analytics  
System has been audited since8/22/2007 (37 months ago)
Trades225
# Profitable140 (62.2%)
# months tracked38
Profitable months20 (52.6%)
Avg trade duration41.4 days
Annual return (compounded)-19.7%
Average win$833
Average loss$1,991
Profit factor0.7:1
Max peak-to-valley drawdown (historical)67.65%
drawdown periodOct 15, 2007 to Nov 20, 2008
Correlation w/ S&P0.458
Sharpe ratio-0.457
C2Realism Factor 0%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss93.3%
Chance of 20% account loss80.0%
Chance of 30% account loss73.3%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.19
Average P/L per unit traded$0.27
Sum of dividends and cash expir. in model account$4,223