Solaris
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | +3.9% | +8.1% | +2.2% | +0.9% | (15.8%) | +22.5% | +4.2% | (3%) | (2.4%) | (3.1%) | +9.4% | |
| 2009 | +14.6% | +16.3% | (4%) | +5.7% | +16.9% | +15.9% | +9.1% | +11.7% | +5.1% | (5.5%) | +8.2% | +11.0% |
| 2010 | (6.3%) | +2.6% | (1.1%) | (3.1%) | (9.7%) | (6.2%) | +11.0% | (4.2%) | +2.6% | (0.3%) | (1.4%) | +18.1% |
| 2011 | +8.0% | +17.6% | +6.8% | (0.9%) | +1.6% | +3.7% | (5.1%) | (21.5%) | (20.5%) | +0.5% | (9.5%) | - |
| 2012 | - | +1.0% | +0.1% | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Technical analysis |
| System started | 2/14/2008 (65 months ago) |
| System developer |
Bob Svan 
(Last login to C2: 6/17/13 8:19) C2 Score: 968  Vendor has created 5 other systems. Show |
| Status | This system is no longer supported. |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 11/18/11 15:02 | BUY | 1,390 | EDU | NEW ORIENTAL EDU & TECH ADR | 23.89 | 11/22 9:31 |
22.50 | Low | ($1,960) |
| 11/18/11 11:37 | BUY | 1,080 | AVGO | AVAGO TECHNOLOGIES LTD | 30.01 | 11/22 9:30 |
29.61 | Low | ($454) |
| 11/18/11 10:57 | BUY | 560 | CERN | CERNER CORP | 58.31 | 11/22 9:30 |
57.14 | Low | ($666) |
| 11/18/11 15:21 | BUY | 870 | NAV | NAVISTAR INTERNAT CORP | 36.94 | 11/22 9:30 |
35.92 | Low | ($904) |
| 11/18/11 14:40 | BUY | 1,180 | MCP | MOLYCORP | 28.04 | 11/21 10:24 |
28.73 | Low | $790 |
| 11/17/11 12:31 | BUY | 3,190 | F | FORD MOTOR CO | 10.16 | 11/21 9:31 |
9.98 | Low | ($638) |
| 11/17/11 12:31 | BUY | 1,920 | TTM | TATA MOTORS LTD ADR | 16.48 | 11/21 9:31 |
15.56 | Low | ($1,804) |
| 11/17/11 11:22 | BUY | 440 | AGU | AGRIUM INC | 72.35 | 11/21 9:30 |
69.24 | Low | ($1,377) |
| 11/17/11 12:31 | BUY | 1,800 | SWKS | SKYWORKS SOLUTIONS INC | 17.45 | 11/21 9:30 |
16.64 | Low | ($1,494) |
| 11/17/11 12:34 | BUY | 2,130 | ACI | ARCH COAL INC | 14.98 | 11/21 9:30 |
14.41 | Low | ($1,257) |
| 11/17/11 12:34 | BUY | 1,870 | EPI | WISDOMTREE INDIA ERN ETF | 17.54 | 11/21 9:30 |
16.78 | Low | ($1,458) |
| 11/17/11 12:31 | BUY | 4,490 | DAL | DELTA AIR LINES INC. | 7.23 | 11/21 9:30 |
7.20 | Low | ($225) |
| 11/17/11 12:31 | BUY | 4,160 | BSBR | BANCO SANTANDER ADR | 7.67 | 11/21 9:30 |
7.33 | Low | ($1,497) |
| 11/17/11 9:38 | BUY | 2,610 | WNR | WESTERN REFINING INC | 12.61 | 11/21 9:30 |
12.14 | Low | ($1,279) |
| 11/17/11 12:13 | BUY | 2,920 | NGD | NEW GOLD | 10.85 | 11/21 9:30 |
10.07 | Low | ($2,336) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 3,690 |
| # Profitable | 2,223 (60.2%) |
| # months tracked | 65 |
| Profitable months | 29 (44.6%) |
| Avg trade duration | 2.2 days |
| Annual return (compounded) | 27.4% |
| Average win | $795 |
| Average loss | $1,042 |
| Profit factor | 1.2:1 |
| Max peak-to-valley drawdown (historical) | 38.93% |
| drawdown period | July 22, 2011 to Nov 22, 2011 |
| Correlation w/ S&P | 0.252 |
| Sharpe ratio | 1.271 |
| Keep after worst-case slippage | 57.2% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.01 |
| Average P/L per unit traded | ($0.13) |
| Sum of dividends and cash expir. in model account | $25,047 |
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System Description
www.trade-and-win.com
A system based on the Law of Large Numbers.
------------------------------------------------------
The law of large numbers is a theorem in probability that describes the long-term stability of a random variable. Given a sample of independent and identically distributed random variables with a finite expected value, the average of these observations will eventually approach and stay close to the expected value. (Wikipedia)
------------------------------------------------------
2011-05-19:
For all curious people.
Yes, there is open P/L about minus $52000.
But Solaris is not going to crash, it does not hold some losing position and it is not violating its rules "do not invest too much in one position".
The reason is:
Solaris opened a position in PUDA on 4/8/2011.
Amount: 6380, price: $8.17.
Unfortunately trading with PUDA was halted on 04/11/2011 and we are waiting from that day...
Collective2 shows (sometimes) the whole position value as opened profit loss.
A system based on the Law of Large Numbers.
------------------------------------------------------
The law of large numbers is a theorem in probability that describes the long-term stability of a random variable. Given a sample of independent and identically distributed random variables with a finite expected value, the average of these observations will eventually approach and stay close to the expected value. (Wikipedia)
------------------------------------------------------
2011-05-19:
For all curious people.
Yes, there is open P/L about minus $52000.
But Solaris is not going to crash, it does not hold some losing position and it is not violating its rules "do not invest too much in one position".
The reason is:
Solaris opened a position in PUDA on 4/8/2011.
Amount: 6380, price: $8.17.
Unfortunately trading with PUDA was halted on 04/11/2011 and we are waiting from that day...
Collective2 shows (sometimes) the whole position value as opened profit loss.
- 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.
