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SMA




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                                                             +2.1%
2008(15.5%)+12.1%+9.7%+12.3%+9.1%+3.8%(1.1%)+1.1%+11.5%(7.9%)(13.1%)+28.3%
2009+1.6%(3.1%)+2.5%+24.5%+1.5%(3.2%)  -    -    -    -    -    -  
2010  -    -    -    -    -    -    -    -    -    -    -    -  
2011(0.1%)  -    -    -  (0.1%)  -    -    -    -    -  (0.1%)  -  
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 12/17/2007 (66 months ago)
System developer Richard Haines
(Last login to C2: 5/22/13 16:16)
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.

Live brokerage trade data is available for this system. Show broker data?

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
6/9/09 9:30 BUY 1,674 IWM ISHARES RUSSELL 2000 INDEX 52.84 6/189:30 50.77 Normal ($3,498)
6/9/09 9:30 BUY 408 MDY STANDARD & POOR'S MIDCAP 400 108.34 6/179:30 104.22 Normal ($1,689)
6/9/09 9:30 BUY 1,200 QQQQ POWERSHRS QQQ TR SR1 ETF 36.84 6/109:30 37.17 Low $372
6/3/09 9:30 SELL 406 MDY STANDARD & POOR'S MIDCAP 400 108.10 6/89:30 107.77 Low $126
6/2/09 9:30 SELL 1,223 QQQQ POWERSHRS QQQ TR SR1 ETF 36.19 6/89:30 36.53 Low ($440)
6/3/09 9:30 SELL 1,682 IWM ISHARES RUSSELL 2000 INDEX 52.31 6/89:30 52.80 Normal ($858)
5/27/09 9:30 BUY 410 MDY STANDARD & POOR'S MIDCAP 400 103.70 6/19:30 106.72 Low $1,230
5/27/09 9:30 BUY 1,706 IWM ISHARES RUSSELL 2000 INDEX 49.76 6/19:30 51.36 Normal $2,696
5/26/09 9:30 BUY 1,247 QQQQ POWERSHRS QQQ TR SR1 ETF 33.19 5/299:30 34.98 n/a $2,207
5/19/09 9:30 SELL 1,216 QQQQ POWERSHRS QQQ TR SR1 ETF 34.14 5/229:30 33.78 Low $414
5/14/09 9:30 BUY 1,682 IWM ISHARES RUSSELL 2000 INDEX 47.39 5/199:30 49.37 Low $3,296
5/14/09 9:30 BUY 402 MDY STANDARD & POOR'S MIDCAP 400 98.99 5/189:30 100.38 Low $551
5/12/09 9:30 BUY 1,187 QQQQ POWERSHRS QQQ TR SR1 ETF 34.44 5/189:30 33.59 Normal ($1,033)
4/30/09 9:30 SELL 406 MDY STANDARD & POOR'S MIDCAP 400 103.47 5/129:30 104.95 Low ($609)
4/30/09 9:30 SELL 1,690 IWM ISHARES RUSSELL 2000 INDEX 49.70 5/129:30 50.57 Normal ($1,504)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades165
# Profitable110 (66.7%)
# months tracked66
Profitable months13 (19.7%)
Avg trade duration4.3 days
Annual return (compounded)13.2%
Average win$1,184
Average loss$1,491
Profit factor1.6:1
Max peak-to-valley drawdown (historical)28.29%
drawdown periodSept 25, 2008 to Oct 16, 2008
Correlation w/ S&P0.057
Sharpe ratio0.895
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss34.1%
Chance of 20% account loss19.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.24
Average P/L per unit traded$0.43


Reviews


 
May 13, 2009 from Subscriber

Subscribed for 6 months. Well run system. Very good for anyone looking for steady growth of equity.

 
Sept 23, 2008 from AutoTrader

I've been following this system for a long time, and Mr Haines in fact treats SMA as if some of his family's money were in it. He is careful to avoid big drawdowns, investing in a conservative manner. Still, returns are pretty decent for the low risk. I would recommend this system for my own family w/o reserve.

System Description








This is a trading program I have designed for some of my family.

This signal will trade with a 50% IWM weighting 25% QQQQ weighting and 25% MDY weighting. The account trades with an account value plus 75% margin. All signals have a technical trigger with another confirmation trigger. When both are in the same direction a signal will occur. It can hold between 0 and 3 positions at a time.


Realism Factor 100.0
Trades 165
Profitable 110
Losses 55
Win % 66.7%
APD Ratio 0.24

Correlation w/ S&P 0.057
Cumu $ $48,300
after typical commission $45,781
and real-life slippage $45,781

Keep after worst-case slippage 100.0%
Avg Win $1,184
Avg Loss $1,491
Profit Factor 1.6:1
P/L per unit $0.43
after typical commission $0.42
after real-life slippage $0.42

Avg Trade Length 4.3 days
Compound Annual % 53.9% over 550 days
Sharpe Ratio 1.347
Max Drawdown 28.29% (20080925 to 20081016)
Risk of 20% account loss 19.0%
Risk of 50% account loss 0.0%
Risk of 100% account loss 0.0%


Crowd Opinion

Viewed 5,746 times
Tracked by 132 My Analyst pages
With commentary: 3

- 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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There is a free trial period of 30 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, you will be charged $25 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



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Overview

Trades IWM MDY QQQQ. Signals issued before market open. All trades should be market orders on open.
read more...

- 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.

Subscribers

Subscriber revenue:
$2,675

Model Account Status

Started$50,000
Buy Power$98,300
Cash$1
Equity$1
Cumulative $$48,300
Total System Equity$98,300
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


System Forum

All
Introduction to SMA
richard haines at 6/5/09 18:08ET

I hate to see SMA take 3 losing trades like this. Looking at the history I see we had 6 winning trades in a row before these losers. Becau...

Introduction to SMA
Index at 6/2/09 13:18ET

congrats

Introduction to SMA
Kevin Davey at 6/1/09 21:42ET

Congrats Rick! I hope your success continues... Kevin

Introduction to SMA
richard haines at 6/1/09 21:21ET

533 days and we have doubled our money! Rick Haines

Crowd Opinion

Viewed 6,082 times
System Notebooks 97 people
System Notebook Comments 2 See Latest