The Cleaner Fish
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | +5.3% | +0.4% | ||||||||||
| 2008 | (16.7%) | (3.2%) | (4.9%) | +14.5% | +6.7% | (14.9%) | (4.5%) | +4.2% | (12%) | (20.5%) | (15.1%) | (1.8%) |
| 2009 | (11.7%) | (2.5%) | +7.1% | +25.3% | +2.4% | +5.5% | +4.9% | +2.3% | +5.6% | (18.4%) | +4.4% | +11.1% |
| 2010 | (6.7%) | +5.2% | +4.4% | +8.1% | (19.2%) | (13.8%) | +12.5% | (7.7%) | +14.8% | +5.2% | +0.1% | +11.9% |
| 2011 | +3.8% | (9.4%) | (4.6%) | +4.9% | (9.8%) | (4.5%) | +4.2% | (10.5%) | (4%) | +6.2% | (10.2%) | +7.1% |
| 2012 | +14.7% | +4.8% | +2.8% | (3.1%) | (9.1%) | +6.4% | (5.7%) | +5.3% | - | +0.7% | (6.7%) | +1.7% |
| 2013 | +10.7% | (4.4%) | +3.7% | +7.2% | +6.8% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Stocks, Options; (some futures) |
|---|---|
| Strategies | Buy undervalue, Technical analysis, Volatility trading, Spreads |
| System started | 11/8/2007 (67 months ago) |
| System developer |
Xavier the Cleaner Fish 
(Last login to C2: 8/5/10 2:34) C2 Score: 256  The name of this system has been changed 2 times. Show |
| Status | This system is no longer supported. |
Note: system 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 | |
| 10/1/08 15:11 | SELL | 2 | GEWVY | GE Oct08 25 put | 1.72 | 10/19 9:01 |
0.00 | Normal | $342 |
| 10/1/08 15:13 | SELL | 3 | MSQVR | MSFT Oct08 26 put | 0.71 | 10/19 9:01 |
0.00 | Normal | $210 |
| 10/1/08 15:15 | SELL | 3 | ULJVB | MRVL Oct08 10 put | 1.05 | 10/19 9:01 |
0.00 | Normal | $312 |
| 6/21/08 9:00 | BUY | 400 | BWS | BROWN SHOE CO INC | 15.00 | 10/1 14:58 |
15.64 | Normal | $248 |
| 6/21/08 9:00 | BUY | 200 | TGT | TARGET CORP | 50.00 | 9/2 9:31 |
54.99 | Normal | $994 |
| 5/9/08 15:30 | SELL | 2 | ERJGI | ERJ Jul08 45 call | 0.60 | 7/19 9:00 |
0.00 | Normal | $118 |
| 2/26/08 15:49 | BUY | 200 | ERJ | EMBRAER EMPRS BRASIL DE AERO | 46.12 | 7/15 10:49 |
25.95 | n/a | ($4,039) |
| 6/21/08 9:00 | BUY | 200 | SGP | 20.00 | 7/2 11:22 |
19.75 | Low | ($54) | |
| 4/19/08 9:02 | BUY | 200 | GE | GENERAL ELECTRIC CO | 36.50 | 6/23 11:17 |
27.54 | Normal | ($1,796) |
| 4/14/08 15:59 | SELL | 1 | COFUJ | COF Sep08 50 put | 8.80 | 6/23 11:17 |
12.50 | Low | ($372) |
| 5/19/08 9:30 | SELL | 4 | MQNFE | SIGM Jun08 25 call | 1.55 | 6/21 9:02 |
0.00 | Low | $616 |
| 5/12/08 14:46 | SELL | 2 | URPRI | EXPD Jun08 45 put | 1.25 | 6/21 9:02 |
0.00 | Low | $248 |
| 5/15/08 15:35 | SELL | 2 | DLYRZ | DELL Jun08 21 put | 1.02 | 6/21 9:01 |
0.00 | Low | $202 |
| 5/14/08 9:45 | SELL | 2 | SGPRD | SGP Jun08 20 put | 1.15 | 6/21 9:00 |
0.00 | Low | $228 |
| 5/13/08 14:55 | SELL | 10 | CFCRA | CFC Jun08 5 put | 0.65 | 6/21 9:00 |
0.00 | Low | $641 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 130 |
| # Profitable | 88 (67.7%) |
| # months tracked | 67 |
| Profitable months | 38 (56.7%) |
| Avg trade duration | 135.6 days |
| Annual return (compounded) | -3.9% |
| Average win | $351 |
| Average loss | $1,048 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 63.88% |
| drawdown period | Dec 10, 2007 to Nov 20, 2008 |
| Correlation w/ S&P | 0.444 |
| Sharpe ratio | -0.169 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 90.0% |
| Chance of 30% account loss | 80.0% |
| Chance of 50% account loss | 0.2% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.16 |
| Average P/L per unit traded | $50.43 |
| Sum of dividends and cash expir. in model account | $3,303 |
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System Description
Cleaner Fish trading system is a stock and option trading system that will take advantage of the time decay of options and the fact that the market is in a non-trending mode for most of the time.
We try to aim our directional bias when we are taking a position in a stock to be mildly bullish to neutral.
Most positions will have a life expectancy of 1 to 4 months, sometimes more. If all goes well they will be called away from us freeing up money that we can use to invest in new stocks / positions. If after a month we are to keep our stock then we will build a new options position around that stock to try and maximize income.
Bottom line, we are the other side of the call and put buyers.
Give it a try and see.
-Xavier
We try to aim our directional bias when we are taking a position in a stock to be mildly bullish to neutral.
Most positions will have a life expectancy of 1 to 4 months, sometimes more. If all goes well they will be called away from us freeing up money that we can use to invest in new stocks / positions. If after a month we are to keep our stock then we will build a new options position around that stock to try and maximize income.
Bottom line, we are the other side of the call and put buyers.
Give it a try and see.
-Xavier
- 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.
