Short-Term Stock Index Program (SPY)
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 +1.4% +1.0% 2007 +1.6% +2.6% - - - - - - - - - - 2008 - - - - (0.2%) - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - - 2011 +0.2% - - - - - - - - - - - 2012 - - - - - - - - - - - - 2013 - - - - -
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 2380 days.
Instruments
Stocks
Strategies
Technical analysis, Market timing, Unclassified
System started
11/12/2006 (79 months ago)
System developer
Bundle Trader 967 Vendor has created 9 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
2/12/07 9:35
BUY
1,300
SPY
STANDARD & POOR'S DEPOSITARY 143.83
2/13
144.14 Low $280
2/9/07 9:40
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY 145.04
2/9
143.80 Low $856
2/8/07 9:40
BUY
400
SPY
STANDARD & POOR'S DEPOSITARY 144.79
2/8
144.76 Low ($20)
2/7/07 9:40
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY 144.95
2/8
144.78 Low $106
2/5/07 9:35
BUY
1,600
SPY
STANDARD & POOR'S DEPOSITARY 144.70
2/7
144.83 Low $180
1/30/07 10:07
BUY
1,400
SPY
STANDARD & POOR'S DEPOSITARY 142.90
2/2
143.73 Low $1,135
1/29/07 9:40
SELL
400
SPY
STANDARD & POOR'S DEPOSITARY 142.18
1/30
142.29 Low ($52)
1/26/07 9:50
BUY
700
SPY
STANDARD & POOR'S DEPOSITARY 142.11
1/26
142.29 Low $112
1/25/07 12:10
SELL
200
SPY
STANDARD & POOR'S DEPOSITARY 143.11
1/26
142.57 Low $104
1/24/07 13:55
BUY
400
SPY
STANDARD & POOR'S DEPOSITARY 143.50
1/25
143.57 n/a $19
1/22/07 16:05
BUY
200
SPY
STANDARD & POOR'S DEPOSITARY 142.22
1/23
142.99 Low $150
1/22/07 10:16
SELL
400
SPY
STANDARD & POOR'S DEPOSITARY 142.37
1/22
142.30 Low $19
1/11/07 14:55
BUY
1,100
SPY
STANDARD & POOR'S DEPOSITARY 142.39
1/18
142.64 Low $253
1/11/07 13:10
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY 142.40
1/11
142.27 Low $65
1/11/07 9:50
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY 142.14
1/11
142.34 Low ($154)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
2/12/07 9:35
BUY
1,300
SPY
STANDARD & POOR'S DEPOSITARY
143.83
2/13
144.14 Low $280
2/12/07 9:35
BTO
500
SPY
143.98
2/12/07 9:45
BTO
200
SPY
143.83
2/12/07 11:52
STC
300
SPY
143.64
2/12/07 16:06
BTO
300
SPY
143.41
2/13/07 10:00
STC
300
SPY
144.12
2/13/07 10:05
BTO
300
SPY
144.02
2/13/07 15:40
STC
200
SPY
144.49
2/13/07 16:05
STC
200
SPY
144.56
2/9/07 9:40
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY
145.04
2/9
143.80 Low $856
2/9/07 9:40
SSHORT
200
SPY
145.25
2/9/07 10:45
SSHORT
500
SPY
144.96
2/9/07 14:20
BTC
200
SPY
143.80
2/9/07 14:20
BTC
500
SPY
143.80
2/8/07 9:40
BUY
400
SPY
STANDARD & POOR'S DEPOSITARY
144.79
2/8
144.76 Low ($20)
2/8/07 9:40
BTO
400
SPY
144.79
2/8/07 15:45
STC
400
SPY
144.76
2/7/07 9:40
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY
144.95
2/8
144.78 Low $106
2/7/07 9:40
SSHORT
100
SPY
144.96
2/7/07 9:45
SSHORT
600
SPY
144.95
2/8/07 9:30
BTC
700
SPY
144.78
2/5/07 9:35
BUY
1,600
SPY
STANDARD & POOR'S DEPOSITARY
144.70
2/7
144.83 Low $180
2/5/07 9:35
BTO
100
SPY
144.64
2/5/07 10:01
BTO
600
SPY
144.56
2/5/07 10:05
STC
100
SPY
144.50
2/5/07 10:05
STC
400
SPY
144.48
2/6/07 9:30
STC
100
SPY
144.97
2/6/07 9:36
BTO
600
SPY
144.88
2/6/07 9:41
STC
100
SPY
144.93
2/6/07 9:41
STC
400
SPY
144.93
2/6/07 13:20
BTO
300
SPY
144.62
2/7/07 9:33
STC
300
SPY
145.10
2/7/07 9:40
STC
200
SPY
144.96
1/30/07 10:07
BUY
1,400
SPY
STANDARD & POOR'S DEPOSITARY
142.90
2/2
143.73 Low $1,135
1/30/07 10:07
BTO
200
SPY
142.25
1/30/07 11:51
BTO
500
SPY
142.63
1/30/07 15:15
STC
300
SPY
142.70
1/30/07 15:15
STC
200
SPY
142.70
1/31/07 10:36
BTO
500
SPY
142.91
1/31/07 15:10
STC
200
SPY
143.96
1/31/07 15:10
STC
300
SPY
143.96
2/1/07 9:35
BTO
200
SPY
144.19
2/2/07 9:36
STC
300
SPY
144.69
2/2/07 10:40
STC
100
SPY
144.84
1/29/07 9:40
SELL
400
SPY
STANDARD & POOR'S DEPOSITARY
142.18
1/30
142.29 Low ($52)
1/29/07 9:40
SSHORT
400
SPY
142.18
1/30/07 10:05
BTC
400
SPY
142.29
1/26/07 9:50
BUY
700
SPY
STANDARD & POOR'S DEPOSITARY
142.11
1/26
142.29 Low $112
1/26/07 9:50
BTO
400
SPY
142.17
1/26/07 12:35
BTO
300
SPY
142.03
1/26/07 15:20
STC
300
SPY
142.29
1/26/07 15:20
STC
400
SPY
142.29
1/25/07 12:10
SELL
200
SPY
STANDARD & POOR'S DEPOSITARY
143.11
1/26
142.57 Low $104
1/25/07 12:10
SSHORT
200
SPY
143.11
1/26/07 9:31
BTC
200
SPY
142.57
1/24/07 13:55
BUY
400
SPY
STANDARD & POOR'S DEPOSITARY
143.50
1/25
143.57 n/a $19
1/24/07 13:55
BTO
400
SPY
143.50
1/25/07 9:45
STC
300
SPY
143.72
1/25/07 12:10
STC
100
SPY
143.11
1/22/07 16:05
BUY
200
SPY
STANDARD & POOR'S DEPOSITARY
142.22
1/23
142.99 Low $150
1/22/07 16:05
BTO
200
SPY
142.22
1/23/07 13:00
STC
200
SPY
142.99
1/22/07 10:16
SELL
400
SPY
STANDARD & POOR'S DEPOSITARY
142.37
1/22
142.30 Low $19
1/22/07 10:16
SSHORT
400
SPY
142.37
1/22/07 14:05
BTC
300
SPY
142.33
1/22/07 16:05
BTC
100
SPY
142.22
1/11/07 14:55
BUY
1,100
SPY
STANDARD & POOR'S DEPOSITARY
142.39
1/18
142.64 Low $253
1/11/07 14:55
BTO
700
SPY
142.46
1/11/07 16:06
STC
600
SPY
142.30
1/12/07 10:45
BTO
400
SPY
142.27
1/18/07 9:48
STC
500
SPY
143.05
1/11/07 13:10
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY
142.40
1/11
142.27 Low $65
1/11/07 13:10
SSHORT
700
SPY
142.40
1/11/07 13:25
BTC
600
SPY
142.27
1/11/07 9:50
SELL
700
SPY
STANDARD & POOR'S DEPOSITARY
142.14
1/11
142.34 Low ($154)
1/11/07 9:50
SSHORT
100
SPY
141.90
1/11/07 10:11
SSHORT
600
SPY
142.18
1/11/07 11:00
BTC
700
SPY
142.34
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 61 # Profitable 40 (65.6%) # months tracked 79 Profitable months 5 (6.3%) Avg trade duration 1.0 days Annual return (compounded) 1.1% Average win $215 Average loss $69 Profit factor 6.2:1 Max peak-to-valley drawdown (historical) 0.49% drawdown period Dec 14, 2006 to Dec 19, 2006 Correlation w/ S&P 0.084 Sharpe ratio 0.437 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) 1.11 Average P/L per unit traded $0.18 Sum of dividends and cash expir. in model account $195
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System Description
This is a CTA program tracked here at Collective2 for auditing purposes at the request of a potential client.
- 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.
