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rydex 500




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2006                     (1.2%)+4.6%(14.5%)(1.4%)(0.4%)  -    -    -    -  
2007  -    -    -    -    -    -    -    -    -    -    -    -  
2008  -    -    -    -    -    -    -    -    -    -    -    -  
2009  -    -    -    -    -    -    -    -    -    -    -    -  
2010(0.1%)  -    -    -  (0.1%)  -    -    -    -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -    -    -    -    -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Market timing
System started 4/21/2006 (86 months ago)
System developer Richard Haines
(Last login to C2: 5/24/13 0:45)
C2 Score: 988

Vendor has created 14 other systems. Show
StatusThis system is no longer supported.



Recently Closed Trades

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System creator requested that closed trades data below be delayed by seven days.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
7/19/06 22:02 BUY 2,056 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 39.81 8/4
22:02
38.72 n/a ($2,282)
7/6/06 22:09 BUY 2,122 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 39.78 7/10
22:07
39.33 n/a ($997)
7/3/06 22:08 BUY 2,151 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 38.46 7/6
22:08
38.85 n/a $796
6/29/06 22:08 BUY 2,336 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 39.73 7/3
22:07
40.16 n/a $957
6/23/06 22:11 BUY 2,329 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 40.68 6/29
22:07
38.87 n/a ($4,262)
6/21/06 22:07 BUY 2,481 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 38.50 6/23
22:10
38.01 n/a ($1,266)
6/19/06 22:08 BUY 2,289 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 40.93 6/21
22:07
40.15 n/a ($1,831)
6/15/06 22:08 BUY 2,663 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 38.79 6/19
22:07
37.77 n/a ($2,769)
6/9/06 22:08 BUY 2,382 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 40.17 6/15
22:07
39.85 n/a ($810)
6/7/06 22:08 BUY 2,582 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 38.84 6/9
22:07
38.58 n/a ($723)
6/5/06 22:08 BUY 2,578 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 39.28 6/7
22:07
39.88 n/a $1,495
6/2/06 22:08 BUY 2,465 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 40.87 6/5
22:07
39.42 n/a ($3,623)
5/31/06 22:07 BUY 2,495 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 38.98 6/2
22:08
37.92 n/a ($2,695)
5/30/06 22:08 BUY 2,370 RYTNX RYDEX DYNAMIC FDS S&P 500 2X STRATEGY 39.10 5/31
22:07
39.75 n/a $1,494
5/23/06 22:07 BUY 2,595 RYTPX RYDEX DYNAMIC FDS INVERSE S&P 500 2X S 39.83 5/30
22:07
39.63 n/a ($571)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades23
# Profitable8 (34.8%)
# months tracked86
Profitable months1 (1.2%)
Avg trade duration4.0 days
Annual return (compounded)-1.8%
Average win$1,822
Average loss$1,769
Profit factor0.5:1
Max peak-to-valley drawdown (historical)17.63%
drawdown periodMay 18, 2006 to Aug 04, 2006
Correlation w/ S&P0.000
Sharpe ratio-0.628
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.00
Average P/L per unit traded($0.23)


Reviews


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System Description

Both my Rydex 500 and Rydex QQQQ signals are end of day signals. These systems trade Rydex Dynamic Family Mutual Funds. When the market is going up make money with the Rydex Dynamic S+P 500 fund that goes in the same direction of the market. When the market is going down make money with the Rydex Dynamic Inverse S+P 500 fund that goes in the opposite direction of the market. By trading both signals at the same time draw downs are minimized. In the 14 months starting March of 2005 you have 12 winning months with 3 loosing months. Averaging 4.71% monthly. Because both signals use different index tracking funds and 2 totally different signal criteria it is recommended trading both signals at the same time. When using an account directly at Rydex Mutual Fund Company you don’t pay any trading commissions. Also since these signals trade mutual funds there should always be a realism factor of 100%. All signals are delivered before market opening on the day of the trade or sooner. Thank You for looking at my system and good luck with your trading. Rick Haines

- 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.

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Overview

Rydex 500 trades Rydex sp-500 index tracking funds both long and short. The system is 100% mechanical.
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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 the Overview text above. 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.

Model Account Status

Started$100,000
Buy Power$88,033
Cash$1
Equity$1
Cumulative $($11,966)
Total System Equity$88,033
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


System Forum

All
mutual fund fills
richard haines at 4/29/06 22:18ET

Thanks Chris for the response. I was hoping to give my subscribers more time to make the trade. By them getting the notice the same day as...

mutual fund fills
Christian Quale at 4/29/06 10:22ET

Rick; You can enter the order any time during the day and the trade will be settled with the Rydex PM price for that same day. This refl...

mutual fund fills
richard haines at 4/28/06 23:37ET

Mathew it is 11:36 on Friday and my trade is still not posted. Could you please try to execute mutual fund trades a little earlier in the e...

mutual fund fills
richard haines at 4/28/06 17:20ET

I just looked at my history and see it was posted at 10:07. That can work for me. Thanks Rick Haines

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