Global Allocation

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2008						(1.5%)	+8.8%	+7.2%	+16.6%	+19.6%	(4%)	(2.2%)
2009	(9.4%)	(6.7%)	+10.8%	+17.4%	+19.8%	(5.4%)	+7.2%	(4.1%)	+10.0%	(3.4%)	+6.7%	(0.5%)
2010	(7.2%)	+4.4%	+7.1%	+0.9%	(7.6%)	(10.5%)	+11.1%	(10.5%)	(7.6%)	+8.0%	(5.7%)	+11.4%
2011	+5.0%	+0.1%	(5.8%)	+4.1%	(0.8%)	(2.4%)	(1.4%)	(6%)	+2.6%	(12.8%)	(5.7%)	+7.1%
2012	(4.4%)	+2.1%	+8.0%	(1.4%)	+9.9%	+0.5%	(2.9%)	(3.1%)	(0.9%)	+0.8%	(0.9%)	(4.1%)
2013	(3.7%)	+3.0%	(0.5%)	+9.5%	-

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Technical Analysis: Moving Average daysX

Instruments

Stocks

Strategies

Buy undervalue, Sell overvalue, Market timing

System started

6/16/2008 (60 months ago)

System developer

p judo

(Last login to C2: 5/23/13 15:46)
C2 Score: 938

Vendor has created 11 other systems. Show
The name of this system has been changed 1 time. Show

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
7/31/12 9:35	SELL	30	SSO	PROSHARES ULTRA S&P 500	56.45	4/18/13 10:48	71.20	Low	($445)
7/30/12 9:37	SELL	10	OIL	BARCLAYS BANK IPATH INDX	21.96	4/18/13 10:48	20.17	Low	$16
7/27/12 14:50	SELL	12	FLAT	IPATH US TREASURY FLATTENER	62.66	4/18/13 10:48	64.33	Low	($22)
7/27/12 14:50	BUY	57	UUP	POWERSHARES DB US DOLLAR IND	22.76	4/18/13 10:48	22.43	Low	($21)
7/27/12 14:49	SELL	3	DBV	POWERSHARES DB G10 CURRENCY	24.90	4/18/13 10:48	27.25	Low	($9)
7/27/12 14:49	SELL	1	QQQ	POWERSHARES QQQ TRUST SERIE	64.76	4/18/13 10:48	67.66	Low	($5)
7/20/12 14:49	BUY	34	TLT	ISHARES BARCLAYS 20+ YEAR TR	129.34	4/18/13 10:48	122.87	Low	($223)
7/13/12 14:50	SELL	63	IVW	ISHARES S&P 500 GROWTH INDEX	73.43	4/18/13 10:48	76.10	Low	($172)
7/13/12 14:48	BUY	86	SPY	STANDARD & POOR'S DEPOSITARY	135.45	4/18/13 10:47	142.82	Low	$630
7/2/12 9:51	BUY	35	GLD	SPDR GOLD TRUST	154.49	4/18/13 10:47	152.70	Low	($70)
6/22/12 14:50	BUY	21	USO	UNITED STATES OIL FUND LP	31.40	4/18/13 10:47	33.09	Low	$27
6/22/12 14:48	SELL	151	IWM	ISHARES RUSSELL 2000 INDEX	79.10	4/18/13 10:47	84.56	Normal	($833)
6/14/12 10:56	BUY	50	VGK	VANGUARD EUROPEAN STOCK INDE	40.75	4/18/13 10:47	48.38	Low	$380
6/14/12 10:45	BUY	50	VT	VANGUARD TOTAL WORLD STOCK I	43.87	4/18/13 10:47	51.31	Low	$370
6/14/12 10:39	SELL	70	GE.BMW	Bay Motoren Werke AG	€55.79	4/18/13 10:46	€63.84	Normal	($712)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
7/31/12 9:35	SELL	30	SSO	PROSHARES ULTRA S&P 500	56.45	4/18/13 10:48	71.20	Low	($445)
7/31/12 9:35	STO	30	SSO		56.45
4/18/13 10:48	BTC	30	SSO		71.20
Auto Close: 4/18/13 (10:44)
7/30/12 9:37	SELL	10	OIL	BARCLAYS BANK IPATH INDX	21.96	4/18/13 10:48	20.17	Low	$16
7/30/12 9:37	STO	10	OIL		21.96
4/18/13 10:48	BTC	10	OIL		20.17
Auto Close: 4/18/13 (10:44)
7/27/12 14:50	SELL	12	FLAT	IPATH US TREASURY FLATTENER	62.66	4/18/13 10:48	64.33	Low	($22)
7/27/12 14:50	STO	12	FLAT		62.66
4/18/13 10:48	BTC	12	FLAT		64.33
Auto Close: 4/18/13 (10:44)
7/27/12 14:50	BUY	57	UUP	POWERSHARES DB US DOLLAR IND	22.76	4/18/13 10:48	22.43	Low	($21)
7/27/12 14:50	BTO	57	UUP		22.76
4/18/13 10:48	STC	57	UUP		22.43
Auto Close: 4/18/13 (10:44)
7/27/12 14:49	SELL	3	DBV	POWERSHARES DB G10 CURRENCY	24.90	4/18/13 10:48	27.25	Low	($9)
7/27/12 14:49	STO	3	DBV		24.90
4/18/13 10:48	BTC	3	DBV		27.25
Auto Close: 4/18/13 (10:44)
7/27/12 14:49	SELL	1	QQQ	POWERSHARES QQQ TRUST SERIE	64.76	4/18/13 10:48	67.66	Low	($5)
7/27/12 14:49	STO	1	QQQ		64.76
4/18/13 10:48	BTC	1	QQQ		67.66
Auto Close: 4/18/13 (10:44)
7/20/12 14:49	BUY	34	TLT	ISHARES BARCLAYS 20+ YEAR TR	129.34	4/18/13 10:48	122.87	Low	($223)
7/20/12 14:49	BTO	23	TLT		130.13
7/27/12 14:50	BTO	11	TLT		127.68
4/18/13 10:48	STC	34	TLT		122.87
Auto Close: 4/18/13 (10:44)
7/13/12 14:50	SELL	63	IVW	ISHARES S&P 500 GROWTH INDEX	73.43	4/18/13 10:48	76.10	Low	($172)
7/13/12 14:50	STO	63	IVW		73.43
7/20/12 14:49	BTC	3	IVW		74.20
7/27/12 14:51	BTC	50	IVW		75.15
4/18/13 10:48	BTC	10	IVW		81.43
Auto Close: 4/18/13 (10:44)
7/13/12 14:48	BUY	86	SPY	STANDARD & POOR'S DEPOSITARY	135.45	4/18/13 10:47	142.82	Low	$630
7/13/12 14:48	BTO	86	SPY		135.45
7/20/12 14:48	STC	25	SPY		136.42
7/27/12 14:49	STC	35	SPY		138.62
4/18/13 10:47	STC	26	SPY		154.64
Auto Close: 4/18/13 (10:44)
7/2/12 9:51	BUY	35	GLD	SPDR GOLD TRUST	154.49	4/18/13 10:47	152.70	Low	($70)
7/2/12 9:51	BTO	11	GLD		154.56
7/3/12 14:48	BTO	3	GLD		157.40
7/6/12 14:50	BTO	6	GLD		153.21
7/13/12 14:49	BTO	15	GLD		154.36
7/20/12 14:48	STC	7	GLD		153.76
7/27/12 14:50	STC	22	GLD		157.23
4/18/13 10:47	STC	6	GLD		134.83
Auto Close: 4/18/13 (10:44)
6/22/12 14:50	BUY	21	USO	UNITED STATES OIL FUND LP	31.40	4/18/13 10:47	33.09	Low	$27
6/22/12 14:50	BTO	4	USO		30.06
6/29/12 14:50	BTO	1	USO		31.83
7/2/12 9:52	BTO	13	USO		31.33
7/3/12 14:48	BTO	2	USO		32.84
7/6/12 14:50	STC	1	USO		31.59
7/13/12 14:49	STC	5	USO		32.72
7/20/12 14:49	BTO	1	USO		34.30
7/27/12 14:50	STC	13	USO		33.67
4/18/13 10:47	STC	2	USO		30.98
Auto Close: 4/18/13 (10:44)
6/22/12 14:48	SELL	151	IWM	ISHARES RUSSELL 2000 INDEX	79.10	4/18/13 10:47	84.56	Normal	($833)
6/22/12 14:48	STO	34	IWM		77.47
6/29/12 14:49	BTC	20	IWM		79.65
7/2/12 9:51	STO	37	IWM		79.83
7/6/12 14:49	BTC	40	IWM		80.28
7/13/12 14:49	STO	17	IWM		79.88
7/20/12 14:48	BTC	21	IWM		79.02
7/27/12 14:49	STO	63	IWM		79.35
4/18/13 10:47	BTC	70	IWM		90.08
Auto Close: 4/18/13 (10:44)
6/14/12 10:56	BUY	50	VGK	VANGUARD EUROPEAN STOCK INDE	40.75	4/18/13 10:47	48.38	Low	$380
6/14/12 10:56	BTO	50	VGK		40.75
4/18/13 10:47	STC	50	VGK		48.38
Auto Close: 4/18/13 (10:44)
6/14/12 10:45	BUY	50	VT	VANGUARD TOTAL WORLD STOCK I	43.87	4/18/13 10:47	51.31	Low	$370
6/14/12 10:45	BTO	50	VT		43.87
4/18/13 10:47	STC	50	VT		51.31
Auto Close: 4/18/13 (10:44)
6/14/12 10:39	SELL	70	GE.BMW	Bay Motoren Werke AG	€55.79	4/18/13 10:46	€63.84	Normal	($712)
6/14/12 10:39	STO	50	GE.BMW		56.03
6/25/12 10:22	STO	20	GE.BMW		55.20
4/18/13 10:46	BTC	70	GE.BMW		63.84
Auto Close: 4/18/13 (10:44)

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	301
# Profitable	171 (56.8%)
# months tracked	60
Profitable months	28 (46.7%)
Avg trade duration	140.1 days
Annual return (compounded)	17.6%
Average win	$371
Average loss	$300
Profit factor	1.8:1
Max peak-to-valley drawdown (historical)	30.33%
drawdown period	April 14, 2010 to Dec 01, 2011
Correlation w/ S&P	0.157
Sharpe ratio	0.642
Keep after worst-case slippage	99.9%
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	0.2%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.33
Average P/L per unit traded	($1.47)
Sum of dividends and cash expir. in model account	$238

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System Description

35% Sentiment & Behavioral
45% Reflexive Processus (aka Soros)
20% Valuation

- 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.

Report

Dividends Itemized
Started	$20,000
Buy Power	$44,640
Cash	$44,640
Equity	$0
Cumulative $*	$24,640
Total System Equity	$44,640
Margined	$0
Open P/L	$0

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