Stellar--not supp. since 08.22.08
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | +0.9% | +14.2% | +4.3% | (14%) | (6.1%) | +2.4% | +0.2% | (0.1%) | (0.3%) | (0.1%) | (0.1%) | |
| 2009 | - | +0.1% | - | (0.1%) | +0.1% | (0.3%) | - | (0.4%) | +0.1% | - | - | - |
| 2010 | +0.1% | - | (0.1%) | (0.1%) | +0.2% | - | (0.1%) | +0.1% | - | (0.2%) | +0.1% | +2.3% |
| 2011 | (0.1%) | - | +0.1% | (0.1%) | +0.2% | (0.1%) | - | +0.2% | - | - | - | (0.1%) |
| 2012 | (0.3%) | (0.1%) | +0.1% | - | +0.3% | (0.1%) | - | +0.2% | +0.1% | +0.1% | +0.1% | (0.1%) |
| 2013 | (0.3%) | +0.1% | - | +0.1% | +0.2% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
Loading Chart...
| Instruments | Stocks |
|---|---|
| Strategies | |
| System started | 2/22/2008 (64 months ago) |
| System developer |
NP 
(Last login to C2: 5/17/13 9:41) C2 Score: 1000  Vendor has created 5 other systems. Show The name of this system has been changed 1 time. Show |
| Status | This system is no longer supported. |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 8/22/08 9:30 | BUY | 138 | ATVI | ACTIVISION BLIZZARD INC | 17.00 | 8/22 9:49 |
17.00 | Low | ($4) |
| 8/21/08 15:36 | BUY | 100 | DELL | DELL INC | 25.25 | 8/21 15:40 |
25.23 | Low | ($4) |
| 8/21/08 15:27 | BUY | 200 | AAPL | APPLE INC | 174.74 | 8/21 15:28 |
174.70 | n/a | ($12) |
| 8/21/08 15:05 | BUY | 100 | AAPL | APPLE INC | 174.50 | 8/21 15:11 |
174.05 | Low | ($47) |
| 8/21/08 13:00 | SELL | 1 | AAPL | APPLE INC | 172.36 | 8/21 13:01 |
172.39 | n/a | ($2) |
| 8/20/08 15:48 | BUY | 101 | AAPL | APPLE INC | 173.90 | 8/21 12:59 |
172.36 | Low | ($160) |
| 7/23/08 10:36 | BUY | 600 | JOYG | JOY GLOBAL INC | 66.38 | 7/25 9:32 |
67.12 | Low | $432 |
| 7/23/08 9:37 | BUY | 520 | MICC | MILLICOM INTL CELLULAR SA | 74.48 | 7/25 9:32 |
73.90 | Low | ($312) |
| 7/21/08 11:45 | BUY | 85 | GOOG | GOOGLE INC A | 472.15 | 7/23 9:30 |
482.14 | Low | $847 |
| 7/15/08 10:00 | BUY | 580 | AMZN | AMAZON.COM INC | 63.96 | 7/17 9:33 |
71.20 | Low | $4,187 |
| 7/15/08 10:31 | BUY | 1,200 | LAMR | LAMAR ADVERTISING CO A | 30.95 | 7/17 9:32 |
33.50 | Low | $3,036 |
| 7/14/08 9:30 | BUY | 985 | INFY | INFOSYS TECHNOLOGIES ADS | 38.14 | 7/16 9:31 |
37.09 | Normal | ($1,054) |
| 7/8/08 10:00 | BUY | 1,140 | VRSN | VERISIGN INC | 32.97 | 7/10 9:33 |
33.61 | Low | $707 |
| 7/8/08 9:46 | BUY | 3,100 | VMED | VIRGIN MEDIA | 12.10 | 7/10 9:33 |
11.78 | Normal | ($1,054) |
| 7/3/08 12:27 | BUY | 2,065 | MXIM | MAXIM INTEGRATED PRODUCTS | 19.08 | 7/8 9:33 |
17.85 | Normal | ($2,581) |
<< More recent
Less | More
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 70 |
| # Profitable | 32 (45.7%) |
| # months tracked | 64 |
| Profitable months | 25 (39.1%) |
| Avg trade duration | 52.0 days |
| Annual return (compounded) | 0.7% |
| Average win | $1,751 |
| Average loss | $1,442 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 23.19% |
| drawdown period | May 01, 2008 to July 14, 2008 |
| Correlation w/ S&P | 0.277 |
| Sharpe ratio | -0.005 |
| Keep after worst-case slippage | 68.5% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 50.0% |
| Chance of 20% account loss | 17.5% |
| 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) | 0.01 |
| Average P/L per unit traded | $0.30 |
| Sum of dividends and cash expir. in model account | $2,249 |
Reviews
No reviews have been written yet.
System Description
Stellar is a long-only, script-driven EOD (End-of-Day) swing trading system that utilizes regression and money-flow analysis to identify price aberations in Naz/S&P-100 equities which historically precede short-term price increases with ~62% probability (based on a 10 year 1000+ trade backtest history). The system is comprised of two parallel, moderately-correlated algorithms which generate a combination of market and limit entry orders outside of market hours.
All positions are held for exactly 2 trading days. Profit targets and stoplosses are optional. C2 position sizes are 19.5% of available leveraged capital (2X margin) thus a hypothetical 100k account with 200k purchasing power could open a maximum of 5 positions at 39k each (assuming 5k total leeway allowance). Average exposure with margin is ~40%. Stellar can be easily scaled for a variety of account sizes with a recommended minimum of 1k per position.
Before subscribing please acknowledge that past performance (backtest and C2 out-of-sample) is not indicative of future performance and significant deviations from posted metrics (positive and negative) are not only possible but increasingly more likely with time. This system is intended to supplement other investment strategies.
More detailed information is forthcoming.
All positions are held for exactly 2 trading days. Profit targets and stoplosses are optional. C2 position sizes are 19.5% of available leveraged capital (2X margin) thus a hypothetical 100k account with 200k purchasing power could open a maximum of 5 positions at 39k each (assuming 5k total leeway allowance). Average exposure with margin is ~40%. Stellar can be easily scaled for a variety of account sizes with a recommended minimum of 1k per position.
Before subscribing please acknowledge that past performance (backtest and C2 out-of-sample) is not indicative of future performance and significant deviations from posted metrics (positive and negative) are not only possible but increasingly more likely with time. This system is intended to supplement other investment strategies.
More detailed information is forthcoming.
- 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.
