(45779563)

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2009												+4.4%
2010	(10.2%)	+7.7%	+9.5%	+37.9%	(32.5%)	(25.2%)	+24.3%	(30.4%)	+149.8%	(116.6%)	(573%)	(134.1%)
2011	(13.4%)	(5.9%)	-	-	-	-	-	-	-	-	-	-
2012	-	-	-	-	-	-	-	-	-	-	-	-
2013	-	-	-	-	-

There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis: Moving Average daysX

Instruments

Mostly Stocks; (some options)

Strategies

Market timing

System started

12/10/2009 (42 months ago)

System developer

Username

(Last login to C2: 5/23/13 1:31)
C2 Score: 262

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

Status

This system is no longer supported.

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
12/21/10 9:44	BUY	1,000	VXX1122A60	VXX Jan11 60 call (exp 01/22/2011)	0.10	1/23/11 9:01	0.00	Extreme	($10,950)
12/3/10 10:34	BUY	10,000	VXX1018L60	VXX Dec10 60 call (exp 12/18/2010)	0.15	12/19 9:01	0.00	Extreme	($159,500)
11/21/10 9:02	BUY	1,250	VXX	IPATH S&P 500 VIX SHORT-TERM	52.00	12/3 10:31	179.80	n/a	$159,724
10/25/10 10:57	BUY	50	VXX1012K13	VXX Nov10 13 call	0.85	11/21 9:02	0.00	Extreme	($1,111)
10/18/10 15:53	BUY	20	VMW1020W75	VMW Nov10 75 put (exp 11/20/2010)	4.00	10/25 10:03	2.05	Extreme	($3,938)
10/15/10 14:37	BUY	175	GOOG1016J600	GOOG Oct10 600 call (exp 10/16/2010)	0.80	10/15 15:08	0.30	Extreme	($9,083)
10/8/10 13:27	BUY	3,000	DBC1016J25	DBC Oct10 25 call (exp 10/16/2010)	0.30	10/15 14:35	0.05	Extreme	($80,700)
10/14/10 11:44	BUY	50	GOOG1016V500	GOOG Oct10 500 put (exp 10/16/2010)	1.30	10/15 12:13	0.05	High	($6,345)
10/8/10 9:45	BUY	800	WRLD1016V40	WRLD Oct10 40 put (exp 10/16/2010)	0.85	10/8 13:24	1.20	Low	$26,480
10/4/10 9:49	BUY	2,000	AKAM1016J50	AKAM Oct10 50 call (exp 10/16/2010)	0.84	10/8 9:36	0.12	Extreme	($147,800)
10/1/10 11:30	BUY	1,500	HPQ1016J40	HPQ Oct10 40 call (exp 10/16/2010)	1.10	10/1 15:57	1.30	Low	$27,150
9/29/10 13:50	BUY	500	CRM1016J115	CRM Oct10 115 call (exp 10/16/2010)	2.92	9/30 11:16	3.65	Low	$35,450
9/21/10 14:09	BUY	1,900	SYMC1016J15	SYMC Oct10 15 call (exp 10/16/2010)	0.54	9/29 13:45	0.77	Extreme	$40,090
9/21/10 12:12	BUY	20,000	NMR	NOMURA HOLDINGS ADR	4.95	9/21 14:07	4.94	Low	($600)
9/20/10 13:52	BUY	150	AAPL1016V280	AAPL Oct10 280 put (exp 10/16/2010)	7.30	9/21 10:13	6.45	Extreme	($13,035)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
12/21/10 9:44	BUY	1,000	VXX1122A60	VXX Jan11 60 call (exp 01/22/2011)	0.10	1/23/11 9:01	0.00	Extreme	($10,950)
12/21/10 9:44	BTO	1,000	VXX1122A60		0.10
1/23/11 9:01	exp	1,000	VXX1122A60		0.00
12/3/10 10:34	BUY	10,000	VXX1018L60	VXX Dec10 60 call (exp 12/18/2010)	0.15	12/19 9:01	0.00	Extreme	($159,500)
12/3/10 10:34	BTO	10,000	VXX1018L60		0.15
12/19/10 9:01	exp	10,000	VXX1018L60		0.00
11/21/10 9:02	BUY	1,250	VXX	IPATH S&P 500 VIX SHORT-TERM	52.00	12/3 10:31	179.80	n/a	$159,724
11/21/10 9:02	BTO	1,250	VXX		52.00
11/22/10 9:30	STC	1,250	VXX		179.80
12/3/10 10:31	STC	0	VXX		168.60
10/25/10 10:57	BUY	50	VXX1012K13	VXX Nov10 13 call	0.85	11/21 9:02	0.00	Extreme	($1,111)
10/25/10 10:57	BTO	50	VXX1012K13		0.85
11/21/10 9:02	exp	50	VXX1012K13		0.00
10/18/10 15:53	BUY	20	VMW1020W75	VMW Nov10 75 put (exp 11/20/2010)	4.00	10/25 10:03	2.05	Extreme	($3,938)
10/18/10 15:53	BTO	20	VMW1020W75		4.00
10/25/10 10:03	STC	20	VMW1020W75		2.05
10/15/10 14:37	BUY	175	GOOG1016J600	GOOG Oct10 600 call (exp 10/16/2010)	0.80	10/15 15:08	0.30	Extreme	($9,083)
10/15/10 14:37	BTO	175	GOOG1016J600		0.80
10/15/10 15:08	STC	175	GOOG1016J600		0.30
10/8/10 13:27	BUY	3,000	DBC1016J25	DBC Oct10 25 call (exp 10/16/2010)	0.30	10/15 14:35	0.05	Extreme	($80,700)
10/8/10 13:27	BTO	2,000	DBC1016J25		0.30
10/8/10 13:27	BTO	500	DBC1016J25		0.30
10/8/10 13:27	BTO	500	DBC1016J25		0.30
10/15/10 12:14	STC	1	DBC1016J25		0.05
10/15/10 14:33	STC	49	DBC1016J25		0.05
10/15/10 14:33	STC	450	DBC1016J25		0.05
10/15/10 14:34	STC	500	DBC1016J25		0.05
10/15/10 14:34	STC	1,000	DBC1016J25		0.05
10/15/10 14:35	STC	1,000	DBC1016J25		0.05
10/14/10 11:44	BUY	50	GOOG1016V500	GOOG Oct10 500 put (exp 10/16/2010)	1.30	10/15 12:13	0.05	High	($6,345)
10/14/10 11:44	BTO	50	GOOG1016V500		1.30
10/15/10 12:13	STC	50	GOOG1016V500		0.05
10/8/10 9:45	BUY	800	WRLD1016V40	WRLD Oct10 40 put (exp 10/16/2010)	0.85	10/8 13:24	1.20	Low	$26,480
10/8/10 9:45	BTO	800	WRLD1016V40		0.85
10/8/10 13:24	STC	800	WRLD1016V40		1.20
10/4/10 9:49	BUY	2,000	AKAM1016J50	AKAM Oct10 50 call (exp 10/16/2010)	0.84	10/8 9:36	0.12	Extreme	($147,800)
10/4/10 9:49	BTO	2,000	AKAM1016J50		0.84
10/8/10 9:36	STC	2,000	AKAM1016J50		0.12
10/1/10 11:30	BUY	1,500	HPQ1016J40	HPQ Oct10 40 call (exp 10/16/2010)	1.10	10/1 15:57	1.30	Low	$27,150
10/1/10 11:30	BTO	500	HPQ1016J40		1.05
10/1/10 11:34	BTO	500	HPQ1016J40		1.13
10/1/10 11:36	BTO	500	HPQ1016J40		1.12
10/1/10 15:57	STC	1,500	HPQ1016J40		1.30
9/29/10 13:50	BUY	500	CRM1016J115	CRM Oct10 115 call (exp 10/16/2010)	2.92	9/30 11:16	3.65	Low	$35,450
9/29/10 13:50	BTO	100	CRM1016J115		2.95
9/29/10 13:54	BTO	200	CRM1016J115		2.92
9/29/10 13:55	BTO	100	CRM1016J115		2.90
9/29/10 13:56	BTO	100	CRM1016J115		2.92
9/30/10 11:16	STC	500	CRM1016J115		3.65
9/21/10 14:09	BUY	1,900	SYMC1016J15	SYMC Oct10 15 call (exp 10/16/2010)	0.54	9/29 13:45	0.77	Extreme	$40,090
9/21/10 14:09	BTO	1,000	SYMC1016J15		0.54
9/21/10 14:10	BTO	900	SYMC1016J15		0.54
9/29/10 13:45	STC	900	SYMC1016J15		0.77
9/29/10 13:45	STC	1,000	SYMC1016J15		0.77
9/21/10 12:12	BUY	20,000	NMR	NOMURA HOLDINGS ADR	4.95	9/21 14:07	4.94	Low	($600)
9/21/10 12:12	BTO	20,000	NMR		4.95
9/21/10 14:07	STC	20,000	NMR		4.94
9/20/10 13:52	BUY	150	AAPL1016V280	AAPL Oct10 280 put (exp 10/16/2010)	7.30	9/21 10:13	6.45	Extreme	($13,035)
9/20/10 13:52	BTO	150	AAPL1016V280		7.30
9/21/10 10:13	STC	150	AAPL1016V280		6.45

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	68
# Profitable	32 (47.1%)
# months tracked	42
Profitable months	6 (14.3%)
Avg trade duration	18.6 days
Annual return (compounded)	-88.8%
Average win	$17,109
Average loss	$18,004
Profit factor	0.8:1
Max peak-to-valley drawdown (historical)	99.99%
drawdown period	Dec 29, 2010 to June 27, 2012
Correlation w/ S&P	-0.001
Sharpe ratio	-0.824
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	97.6%
Chance of 20% account loss	100.0%
Chance of 30% account loss	100.0%

Chance of 50% account loss	1.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	-0.32
Average P/L per unit traded	($3.70)
Sum of dividends and cash expir. in model account	$720

Reviews

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System Description

This system is not open to subscribers.

It will be highly volatile.

It will attempt to answer the question 'if you had to have all your money in one position at any given time what would it be?'

In other words it will use 100% position sizing.

Sometimes it will be right, sometimes it will be wrong, it is just a game for me to play, but you are welcome to watch.

- 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	$100,000
Buy Power	$50
Cash	$50
Equity	$0
Cumulative $*	($99,949)
Total System Equity	$51
Margined	$0
Open P/L	($2,970)

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