ALWA
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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (0.3%) | +0.2% | +1.3% | +2.1% | +1.6% | +2.0% | +1.8% | +1.4% | (0.1%) | +4.6% | +1.2% | |
| 2010 | +1.5% | +1.8% | +0.1% | - | - | +0.2% | (0.2%) | +0.2% | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - |
Loading Chart...
| Instruments | Mostly Options; (some stocks) |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing |
| System started | 2/23/2009 (36 months ago) |
| System developer |
ALWA 
(Last login to C2: 4/29/10 6:05) C2 Score: 708  Vendor has created 3 other systems. Show |
System creator requested that closed trades data below be delayed by five days.
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 3/21/10 9:30 | SELL | 500 | RSX | MARKET VECTORS RUSSIA ETF | 33.00 | 3/21 9:31 |
20.00 | n/a | $6,490 |
| 3/10/10 9:47 | SELL | 5 | RKM1020C33 | RSX Mar10 33 call | 0.65 | 3/21 9:01 |
0.00 | Low | $320 |
| 3/10/10 9:37 | BUY | 5 | RKM1020C20 | RSX Mar10 20 call | 13.00 | 3/21 9:01 |
0.00 | n/a | ($6,505) |
| 2/22/10 10:03 | SELL | 5 | XME1020C58 | XME Mar10 58 call | 0.35 | 3/4 15:50 |
0.45 | Low | ($60) |
| 2/22/10 10:23 | BUY | 5 | XME1020C61 | XME Mar10 61 call | 0.15 | 3/4 15:43 |
0.05 | Low | ($60) |
| 2/8/10 14:40 | SELL | 5 | DAV1020N93 | DIA Feb10 93 put | 0.20 | 2/21 9:10 |
0.00 | Low | $95 |
| 2/8/10 15:58 | SELL | 5 | TNA1020N27 | TNA Feb10 27 put | 0.25 | 2/21 9:10 |
0.00 | n/a | $120 |
| 2/8/10 10:19 | SELL | 5 | FAS1020N48 | FAS Feb10 48 put | 0.23 | 2/21 9:10 |
0.00 | Low | $110 |
| 2/8/10 10:12 | SELL | 5 | EKQ1020N65 | EDC Feb10 65 put | 0.60 | 2/21 9:10 |
0.00 | n/a | $295 |
| 1/8/10 12:55 | SELL | 3.472 | ABTNJ | ABT Feb10 50 put | 0.23 | 1/26 10:02 |
0.20 | Low | $3 |
| 1/5/10 14:09 | SELL | 3.472 | PRQNK | COST Feb10 55 put | 0.45 | 1/26 10:02 |
0.40 | Low | $10 |
| 1/5/10 12:01 | SELL | 0.694 | GDQNH | GILD Feb10 40 put | 0.70 | 1/26 10:02 |
0.20 | Low | $34 |
| 1/8/10 15:12 | SELL | 3.472 | ABTMX | ABT Jan10 52.5 put | 0.09 | 1/17 9:01 |
0.00 | Low | $28 |
| 1/4/10 15:43 | SELL | 1.389 | PRQMK | COST Jan10 55 put | 0.10 | 1/17 9:01 |
0.00 | Low | $13 |
| 1/6/10 12:55 | SELL | 3.472 | MEAMA | MEA Jan10 5 put | 0.09 | 1/17 9:01 |
0.00 | Low | $28 |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 198 |
| # Profitable | 177 (89.4%) |
| # months tracked | 37 |
| Profitable months | 14 (37.8%) |
| Avg trade duration | 24.6 days |
| Annual return (compounded) | 7.4% |
| Average win | $92 |
| Average loss | $408 |
| Profit factor | 1.9:1 |
| Max peak-to-valley drawdown (historical) | 3.1% |
| drawdown period | July 20, 2009 to July 21, 2009 |
| Correlation w/ S&P | 0.209 |
| Sharpe ratio | 2.241 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| Chance of 20% account loss | 0.0% |
| 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) | 1.33 |
| Average P/L per unit traded | $15.34 |
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System Description
*SYSTEM IS CLOSED*
Discretionary system. All trades are real trades in my account linked to C2.
I am using IB (Interactive Brokers) and the IBtoC2 interface to transmit all trades.
- Short puts (Selling Put Options)
- Short calls (Selling Call Options)
- Covered calls (Selling Call Options while having the underlying security in the portfolio)
I recommend a minimum account of $25,000.
However you can trade with less but you have to scale down the individual trades.
One of the main goals is to keep draw down to a minimum.
Expect to see a lot of diversification.
Donīt expect any home runs but a steady increase of the invested capital.
Strategy:
Markets are scanned multiple times a day using proprietary filters to find high probability / low risk trades
Usually I close a trade if it gets too close the strike price - BUT - it might happen that - if a short put goes "into the money" (falls below strike) that I will take the shares on expiration date. That means you have to have enough money in your account to pay for them.
----------------------------------------------------------------------------------------------
Important: There might be periods where I do not issue any trades.
This might happen, when in my opinion the risk / reward ratio is not in our favor.
______________________________________________________
Additional information:
06/01/2009 During summertime there will be less trades then usual.
06/21/2009 The system has been rescaled to 50000$ from 100000$
02/02/2010 The system has been rescaled by 30%
04/06/2010 System is closed
Discretionary system. All trades are real trades in my account linked to C2.
I am using IB (Interactive Brokers) and the IBtoC2 interface to transmit all trades.
- Short puts (Selling Put Options)
- Short calls (Selling Call Options)
- Covered calls (Selling Call Options while having the underlying security in the portfolio)
I recommend a minimum account of $25,000.
However you can trade with less but you have to scale down the individual trades.
One of the main goals is to keep draw down to a minimum.
Expect to see a lot of diversification.
Donīt expect any home runs but a steady increase of the invested capital.
Strategy:
Markets are scanned multiple times a day using proprietary filters to find high probability / low risk trades
Usually I close a trade if it gets too close the strike price - BUT - it might happen that - if a short put goes "into the money" (falls below strike) that I will take the shares on expiration date. That means you have to have enough money in your account to pay for them.
----------------------------------------------------------------------------------------------
Important: There might be periods where I do not issue any trades.
This might happen, when in my opinion the risk / reward ratio is not in our favor.
______________________________________________________
Additional information:
06/01/2009 During summertime there will be less trades then usual.
06/21/2009 The system has been rescaled to 50000$ from 100000$
02/02/2010 The system has been rescaled by 30%
04/06/2010 System is closed
- 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.
