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Optimum Long Only




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009              +3.1%+6.4%(10.8%)(1.6%)(6.7%)+7.4%+11.5%  -    -    -  
2010  -    -    -    -    -    -    -    -    -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -    -    -    -    -    -    -    -  (0.2%)  -    -  
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 Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing, Unclassified
System started 3/30/2009 (50 months ago)
System developer Optimum Systems
(Last login to C2: 6/7/12 0:45)
C2 Score: 985

Vendor has created 3 other systems. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVDetails


System creator requested that closed trades data below be delayed by seven days.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/14/09 10:16 BUY 1,142 CFW CANO PETROLEUM 1.10 9/29
9:51
0.91 Low ($238)
9/22/09 10:01 BUY 1,200 CHCI COMSTOCK HOMEBUILDING CO 1.15 9/23
13:40
1.16 Low ($12)
8/18/09 9:46 BUY 380 LIOX LIONBRIDGE TECHNOLOGIES 2.66 9/23
13:09
2.69 Low $3
9/23/09 9:58 BUY 1 FBC FLAGSTAR BANCORP INC 1240.00 9/23
11:41
1290.00 Low $48
8/28/09 9:59 BUY 1,000 QTM QUANTUM CORP 1.23 9/23
11:41
1.26 Low $10
9/4/09 9:39 BUY 935 BBI BLOCKBUSTER INC CL A 1.18 9/23
11:40
1.22 Low $18
9/8/09 10:05 BUY 1,091 AIS ANTARES PHARMA INC 1.10 9/23
11:40
1.17 Low $54
9/22/09 9:59 BUY 1,150 AHR 1.15 9/23
11:40
1.29 Low $138
9/17/09 10:12 BUY 238 OCLR OCLARO INC 5.40 9/23
11:39
5.80 Low $90
8/27/09 10:12 BUY 950 CPST CAPSTONE TURBINE CORP 1.22 9/23
11:39
1.49 Low $238
9/21/09 9:55 BUY 1,300 GBE GRUBB & ELLIS CO 0.99 9/23
9:57
1.62 Low $793
9/9/09 9:53 BUY 1,000 GTN GRAY TELEVISION 1.10 9/21
9:47
2.67 Low $1,547
9/15/09 9:47 BUY 110 FTWR FIBERTOWER 12.50 9/18
10:35
10.10 Low ($266)
8/11/09 10:04 BUY 500 ZIXI ZIX 2.00 9/17
10:19
2.49 Low $235
9/2/09 11:27 BUY 952 LTXC LTX-CREDENCE CORP 1.07 9/17
10:09
1.63 Low $514

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades101
# Profitable54 (53.5%)
# months tracked51
Profitable months4 (7.8%)
Avg trade duration9.6 days
Annual return (compounded)3.3%
Average win$382
Average loss$348
Profit factor1.3:1
Max peak-to-valley drawdown (historical)24.37%
drawdown periodMay 04, 2009 to July 16, 2009
Correlation w/ S&P0.336
Sharpe ratio0.399
Keep after worst-case slippage 99.6%
Probabilities of future account loss  
Chance of 10% account loss14.6%
Chance of 20% account loss2.4%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.16
Average P/L per unit traded($1.03)


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Overview

Optimum System is an always long trading system suitable for retirement or non-margined accounts. We use technical analysis to time the market then use a mixture of fundamental and technical analysis to select stocks which correspond to that market timing signal.
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- 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.

Model Account Status

Started$30,000
Buy Power$34,314
Cash$1
Equity$1
Cumulative $$4,313
Total System Equity$34,313
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


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