Extreme Trader
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +2.3% | (2.6%) | (32.1%) | +6.0% | +9.0% | +2.5% | +6.0% | +2.6% | ||||
| 2010 | +11.8% | (9.1%) | (4.3%) | (12.6%) | (26.6%) | (0.5%) | (0.4%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) |
| 2011 | (0.5%) | (0.7%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) |
| 2012 | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.5%) |
| 2013 | (0.5%) | (0.5%) | (0.5%) | (0.5%) | (0.6%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Market timing |
| System started | 5/27/2009 (48 months ago) |
| System developer |
Richard Haines 
(Last login to C2: 5/21/13 0:39) C2 Score: 988  Vendor has created 14 other systems. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by seven 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 | |
| 5/17/10 9:30 | BUY | 342 | TNA | DIREXION SHRS SML BLL 3X | 28.98 | 5/27 9:30 |
23.76 | Extreme | ($1,792) |
| 5/13/10 9:30 | SELL | 106 | IWM | ISHARES RUSSELL 2000 INDEX | 71.46 | 5/17 9:30 |
70.00 | Low | $153 |
| 4/28/10 9:30 | BUY | 318 | TNA | DIREXION SHRS SML BLL 3X | 33.14 | 5/13 9:30 |
30.76 | Extreme | ($763) |
| 4/19/10 9:30 | SELL | 127 | IWM | ISHARES RUSSELL 2000 INDEX | 71.06 | 4/23 9:30 |
73.49 | Normal | ($312) |
| 4/9/10 9:30 | SELL | 127 | IWM | ISHARES RUSSELL 2000 INDEX | 69.94 | 4/15 9:35 |
72.15 | Normal | ($284) |
| 3/29/10 9:30 | BUY | 404 | TNA | DIREXION SHRS SML BLL 3X | 27.64 | 3/30 9:30 |
27.86 | Low | $83 |
| 3/15/10 9:30 | SELL | 132 | IWM | ISHARES RUSSELL 2000 INDEX | 67.68 | 3/24 9:30 |
68.68 | Normal | ($135) |
| 3/2/10 9:30 | SELL | 141 | IWM | ISHARES RUSSELL 2000 INDEX | 64.50 | 3/3 9:30 |
65.07 | Low | ($83) |
| 2/12/10 9:30 | BUY | 154 | TWM | ULTRASHORT RUSSELL2000 PROSH | 107.16 | 3/1 9:30 |
96.00 | Extreme | ($1,722) |
| 2/8/10 9:30 | BUY | 618 | UWM | ULTRA RUSSELL2000 PROSHARES | 25.26 | 2/11 9:30 |
25.67 | Normal | $241 |
| 1/27/10 9:30 | BUY | 579 | UWM | ULTRA RUSSELL2000 PROSHARES | 26.98 | 2/2 9:30 |
26.94 | Normal | ($35) |
| 1/15/10 9:32 | BUY | 154 | TWM | ULTRASHORT RUSSELL2000 PROSH | 93.40 | 1/22 9:30 |
99.00 | Low | $859 |
| 1/13/10 9:30 | BUY | 473 | UWM | ULTRA RUSSELL2000 PROSHARES | 29.61 | 1/15 9:32 |
30.44 | Normal | $384 |
| 1/4/10 9:30 | BUY | 477 | UWM | ULTRA RUSSELL2000 PROSHARES | 29.20 | 1/5 9:30 |
29.72 | Normal | $238 |
| 12/18/09 9:30 | BUY | 484 | UWM | ULTRA RUSSELL2000 PROSHARES | 27.00 | 12/22 9:30 |
27.88 | Normal | $416 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 35 |
| # Profitable | 16 (45.7%) |
| # months tracked | 49 |
| Profitable months | 7 (14.3%) |
| Avg trade duration | 5.5 days |
| Annual return (compounded) | -12.3% |
| Average win | $524 |
| Average loss | $656 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 56.94% |
| drawdown period | June 03, 2009 to May 25, 2010 |
| Correlation w/ S&P | 0.248 |
| Sharpe ratio | -0.677 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 95.2% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 0.4% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.16 |
| Average P/L per unit traded | ($1.26) |
Reviews
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System Description
This is the same identical IWM signal that my old SMA signal used. Please refer to SMA for historical performance.
I will run this signal with the account balance plus 50% for every trade.
The following adjust made on 3-1-10.
We are getting hurt on the short side with this signal way too much. I am changing my money management to adjust for the losses on the short side. This adjustment is the result of studying the signal since inception on C2 and not the result of the recent past.
In the future I will trade TNA with account value plus 25%. On the down side it will be IWM short with account value. Just exactly the way I will trade in my own account in the future.
Some evenings I may be working very late into the evening. Please check your email for signals before the open in the morning.
Disclaimer
The content on this site is provided as general information only and should not be taken as investment or trading advice. Any action that you take as a result of information, analysis, or conclusion on this site is ultimately your responsibility. Always consult your financial adviser(s) before making any investment or trading decisions.
Thanks and Good Luck
Rick Haines
Trades 35
# Profitable 16 (45.7%)
# months tracked 12
Profitable months 7 (58.3%)
Avg trade duration 5.5 days
Annual return (compounded) -40.1%
Average win $523
Average loss $654
Profit factor 0.7:1
Max peak-to-valley drawdown (historical) 56.94%
drawdown period June 03, 2009 to May 25, 2010
Correlation w/ S&P 0.248
Sharpe ratio -1.041
C2Realism Factor 98%
Keep after worst-case slippage 100.0%
Probabilities of future account loss
Chance of 10% account loss 100.0%
Chance of 20% account loss 95.2%
Chance of 30% account loss 100.0%
Chance of 50% account loss 0.4%
Chance of 100% account loss 0.0%
Average Profit to Drawdown (APD) -0.16
Average P/L per unit traded ($0.64)
I will run this signal with the account balance plus 50% for every trade.
The following adjust made on 3-1-10.
We are getting hurt on the short side with this signal way too much. I am changing my money management to adjust for the losses on the short side. This adjustment is the result of studying the signal since inception on C2 and not the result of the recent past.
In the future I will trade TNA with account value plus 25%. On the down side it will be IWM short with account value. Just exactly the way I will trade in my own account in the future.
Some evenings I may be working very late into the evening. Please check your email for signals before the open in the morning.
Disclaimer
The content on this site is provided as general information only and should not be taken as investment or trading advice. Any action that you take as a result of information, analysis, or conclusion on this site is ultimately your responsibility. Always consult your financial adviser(s) before making any investment or trading decisions.
Thanks and Good Luck
Rick Haines
Trades 35
# Profitable 16 (45.7%)
# months tracked 12
Profitable months 7 (58.3%)
Avg trade duration 5.5 days
Annual return (compounded) -40.1%
Average win $523
Average loss $654
Profit factor 0.7:1
Max peak-to-valley drawdown (historical) 56.94%
drawdown period June 03, 2009 to May 25, 2010
Correlation w/ S&P 0.248
Sharpe ratio -1.041
C2Realism Factor 98%
Keep after worst-case slippage 100.0%
Probabilities of future account loss
Chance of 10% account loss 100.0%
Chance of 20% account loss 95.2%
Chance of 30% account loss 100.0%
Chance of 50% account loss 0.4%
Chance of 100% account loss 0.0%
Average Profit to Drawdown (APD) -0.16
Average P/L per unit traded ($0.64)
- 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.
