Equity Equilibrium
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | +0.3% | +4.7% | (16.8%) | +12.7% | (7.8%) | +0.1% | (4.5%) | +3.7% | +3.3% | (2.7%) | ||
| 2007 | +0.1% | (0.9%) | +2.7% | +5.1% | +5.2% | (2.1%) | (1%) | (1%) | +4.5% | +4.8% | (5.4%) | (0.8%) |
| 2008 | (7.3%) | +1.0% | (5.1%) | +3.8% | +12.7% | +0.5% | (8.7%) | (0.1%) | (13.7%) | (21.6%) | (9%) | +2.3% |
| 2009 | (10.2%) | (8.5%) | +1.5% | +16.5% | +7.4% | (4.4%) | +13.1% | +1.1% | +9.0% | (29.4%) | +3.9% | +9.0% |
| 2010 | (1.6%) | +6.3% | +3.3% | +7.5% | (10.9%) | (7.9%) | +0.5% | (10%) | +15.8% | (0.7%) | +7.2% | +9.5% |
| 2011 | (8.6%) | (1.5%) | +5.1% | - | (4.5%) | (4.4%) | (1.5%) | (10.6%) | (8.3%) | +0.3% | +1.8% | +11.1% |
| 2012 | +5.9% | +0.2% | (0.2%) | +5.8% | (11.2%) | +12.2% | (4.8%) | (4.6%) | (0.6%) | +1.8% | (0.7%) | +3.3% |
| 2013 | +18.0% | +1.2% | +3.3% | (12.1%) | +4.6% |
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| Instruments | Stocks |
|---|---|
| Strategies | Buy undervalue |
| System started | 3/25/2006 (87 months ago) |
| System developer |
Mike Kelly 
(Last login to C2: 1/28/13 19:42) C2 Score: 380  Vendor has created 1 other system. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by 1 hour.
Note that the system currently has an open, losing position which is not being displayed to non-subscribers.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/9/06 12:15 | BUY | 350 | TNL | TECHNITROL | 27.18 | 8/18 9:43 |
27.54 | Normal | $119 |
| 5/9/06 11:05 | BUY | 275 | EZPW | EZCORP INC CL A | 34.78 | 6/26 10:06 |
36.24 | Normal | $397 |
| 5/10/06 9:40 | BUY | 612 | ODFL | OLD DOMINION FREIGHT LNS | 15.15 | 6/23 9:32 |
15.56 | Low | $241 |
| 5/10/06 10:15 | BUY | 275 | SPN | SUPERIOR ENERGY SVCS INC | 34.26 | 6/5 9:31 |
35.01 | Normal | $201 |
| 4/21/06 13:44 | BUY | 1,425 | FCFS | FIRST CASH FINANCIAL SVC | 21.08 | 5/31 12:03 |
21.17 | Normal | $101 |
| 5/11/06 9:45 | BUY | 225 | PMTI | PALOMAR MEDICAL TECH | 43.99 | 5/26 10:18 |
45.45 | Low | $325 |
| 4/24/06 12:04 | BUY | 875 | NTES | NETEASE.COM INC ADS | 22.28 | 5/16 11:31 |
22.36 | Low | $53 |
| 4/24/06 10:42 | BUY | 625 | OXPS | OPTIONSXPRESS HOLDINGS | 31.70 | 5/10 13:20 |
31.89 | Low | $102 |
| 5/9/06 14:55 | BUY | 225 | ERS | 40.37 | 5/10 9:31 |
43.49 | Low | $698 | |
| 4/27/06 11:10 | BUY | 225 | PENN | PENN NATIONAL GAMING INC | 41.59 | 5/9 12:27 |
42.27 | Low | $149 |
| 5/9/06 11:25 | BUY | 250 | WAB | WESTINGHOUSE AIR BRAKE | 38.72 | 5/9 12:26 |
39.27 | Low | $133 |
| 5/4/06 11:35 | BUY | 526 | CRESY | CRESUD S.A.C.I.P.Y.A ADR | 18.45 | 5/9 9:39 |
19.06 | Low | $309 |
| 4/28/06 10:00 | BUY | 375 | AQNT | 25.39 | 5/9 9:31 |
27.28 | Low | $702 | |
| 5/5/06 13:55 | BUY | 17 | GMXR | GMX RESOURCES INC | 574.34 | 5/5 15:53 |
580.45 | Low | $102 |
| 5/2/06 14:45 | BUY | 225 | SCSS | SELECT COMFORT CORP | 40.51 | 5/4 15:55 |
41.15 | Low | $140 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 105 |
| # Profitable | 94 (89.5%) |
| # months tracked | 87 |
| Profitable months | 46 (52.9%) |
| Avg trade duration | 324.3 days |
| Annual return (compounded) | -5.5% |
| Average win | $304 |
| Average loss | $5,954 |
| Profit factor | 0.5:1 |
| Max peak-to-valley drawdown (historical) | 60.31% |
| drawdown period | May 09, 2006 to March 10, 2009 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | -0.236 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| 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) | -0.38 |
| Average P/L per unit traded | $0.77 |
| Sum of dividends and cash expir. in model account | $3,654 |
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System Description
The goal is to catch short term corrections in quality stocks and capture a profit within a short period. This can be within the same day, but most likely within 1-3 days.
Several stocks will be reviewed each day after the market close. Any Buy orders will be issued after 9:45am the next morning. There will be a GTC Limit order to Sell issued after an order is filled that will seek a profit. I am currently not using Stop orders after a Buy because risk tolerances vary from person to person. So use a Stop that is appropriate for you.
Trying to keep trade sizes reasonable at about $10k per order. Since we expect 1-3 stocks being bought per day and a 1-3 day trade length, the $10k trade size seems about right such that the initial $100k starting balance will always have cash available when we need it.
The reason for entering orders after 9:45am instead of at the 9:30 open is that many stocks will gap up at the open and need some time to settle down before we would want to buy them.
Several stocks will be reviewed each day after the market close. Any Buy orders will be issued after 9:45am the next morning. There will be a GTC Limit order to Sell issued after an order is filled that will seek a profit. I am currently not using Stop orders after a Buy because risk tolerances vary from person to person. So use a Stop that is appropriate for you.
Trying to keep trade sizes reasonable at about $10k per order. Since we expect 1-3 stocks being bought per day and a 1-3 day trade length, the $10k trade size seems about right such that the initial $100k starting balance will always have cash available when we need it.
The reason for entering orders after 9:45am instead of at the 9:30 open is that many stocks will gap up at the open and need some time to settle down before we would want to buy them.
- 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. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
