Stock Swing Trader
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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +2.8% | |||||||||||
| 2010 | +33.1% | +41.6% | (1.1%) | +19.4% | (2.2%) | +3.4% | +1.3% | (10.1%) | +5.1% | +15.4% | (0.3%) | +4.4% |
| 2011 | +0.9% | +5.8% | +4.2% | +9.0% | (5.8%) | +12.4% | +2.6% | (4.9%) | (3%) | +4.5% | +11.6% | (0.1%) |
| 2012 | +3.8% | +1.3% |
Loading Chart...
| Instruments | Stocks |
|---|---|
| Strategies | Sell overvalue, Technical analysis, Market timing |
| System started | 12/30/2009 (26 months ago) |
| System developer |
Julian van der Walle 
(Last login to C2: 2/3/12 9:31) C2 Score: 997  Vendor has created 2 other systems. Show |
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 | |
| 2/2/12 9:44 | BUY | 2,000 | QCOR | QUESTCOR PHARMACEUTICALS | 34.80 | 2/3 10:05 |
33.62 | Low | ($2,402) |
| 1/30/12 9:32 | BUY | 3,000 | GRPN | GROUPON INC | 19.89 | 2/2 14:23 |
23.23 | Low | $9,986 |
| 2/2/12 9:32 | BUY | 1,000 | OKE | ONEOK INC | 81.95 | 2/2 12:14 |
81.46 | Low | ($511) |
| 1/24/12 10:00 | BUY | 2,000 | DPZ | DOMINO'S PIZZA INC | 31.37 | 1/31 12:02 |
32.60 | Low | $2,416 |
| 1/25/12 11:58 | BUY | 1,000 | REGN | REGENERON PHARM INC | 81.31 | 1/31 12:02 |
89.83 | Low | $8,497 |
| 1/24/12 10:21 | SELL | 1,500 | QIHU | QIHOO 360 TECHNOLOGY ADR | 17.21 | 1/27 9:40 |
17.55 | Low | ($538) |
| 1/24/12 9:37 | BUY | 4,000 | JRCC | JAMES RIVER COAL COMPANY | 6.64 | 1/27 9:39 |
6.68 | Low | $68 |
| 1/24/12 9:39 | BUY | 4,000 | REXX | REX ENERGY CORP | 10.58 | 1/27 9:39 |
10.53 | Low | ($257) |
| 1/24/12 10:09 | BUY | 2,000 | COG | CABOT OIL & GAS CORP CLA | 31.74 | 1/24 11:06 |
31.22 | Low | ($1,082) |
| 1/18/12 9:30 | BUY | 1,500 | RRC | RANGE RESOURCES CORP | 54.72 | 1/23 9:41 |
57.23 | Low | $3,736 |
| 1/20/12 9:31 | BUY | 1,000 | DECK | DECKERS OUTDOOR CORP | 85.61 | 1/23 9:30 |
82.89 | Low | ($2,742) |
| 1/25/12 10:56 | BUY | 1,000 | REGN | REGENERON PHARM INC | 81.29 | 1/23 9:30 |
81.22 | Low | ($95) |
| 1/18/12 9:41 | BUY | 2,000 | IDIX | IDENIX PHARMACEUTICALS | 14.13 | 1/20 11:03 |
14.27 | Low | $233 |
| 1/17/12 9:30 | BUY | 300 | MA | MASTERCARD INC CL A | 341.26 | 1/20 9:32 |
346.72 | Low | $1,634 |
| 1/11/12 11:17 | SELL | 2,000 | LPS | LENDER PROCESSING SVCS | 15.30 | 1/20 9:30 |
15.25 | Low | $73 |
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.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 318 |
| # Profitable | 176 (55.3%) |
| # months tracked | 27 |
| Profitable months | 19 (70.4%) |
| Avg trade duration | 5.5 days |
| Annual return (compounded) | 100.9% |
| Average win | $3,726 |
| Average loss | $2,295 |
| Profit factor | 2.0:1 |
| Max peak-to-valley drawdown (historical) | 11.66% |
| drawdown period | March 19, 2010 to April 01, 2010 |
| Correlation w/ S&P | 0.069 |
| Sharpe ratio | 2.713 |
| Keep after worst-case slippage | 88.2% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 9.8% |
| 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) | 0.43 |
| Average P/L per unit traded | $0.15 |
| Sum of dividends and cash expir. in model account | $2,680 |
Reviews
See AllHorrible strategy, the developer buy high sell low and when there is a large amount of profit he does not lock in the profit and let it turn into a big loser. Buying CF at all time highs after it ran up 300 percent since last July just tells you how terrible the strategy is. That CF trade was a complete disaster buying at the high then it dropped 10 percent.
Up 42% net of fees and commissions. Biggest drawdown of 9%. This in a year where the S & P was flat and the biggest market drawdown was as high as 20%. One star? Do you have the honour to delete this bullshit review?
Agree with the previous review. Excellent performance. Both long and short positions held simultaneously. Developer is communicative, responsive to questions. Does not have as long a history as some, but nevertheless would appear to be one of the better systems on C2.
I have been a subscriber for close to 3 months. The metrics speak for themselves - excellent P/L and high sharpe ratio. The developer clearly puts a lot of time into his trades and sends consistent updates to subscribers. Very happy with Stock Swing Trader.
Very good swing trading system. Appropriate position sizing. Good diversity in the types of positions
I was lucky to start relatively early and reaped great rewards. Now the system is doing its best to adapt to the changed market. Some people who autotraded at OX complaint that they did not get filled at the short sales, however, the vendor who communicates with subs frequently warned against using OX. OX, in my opinion, might work for options but is a very poor choice for autotrading stock and futures systems. ID
I have been trading this system actively for about 3 months and pnl-wise its performance has been flat for me. Despite that, overall I would say it's a very tradable system and there's hoping that the equity curve starts moving up again. My observations: * Generally speaking the stocks being shorted are available for borrowing in Interactive Brokers. * I wouldn't attempt to trade it manually due to rapid exit order entry and cancel that often occur after the initial position entry. * The system's profitability is cyclical (as seen on the equity curve) and dependent on market conditions. * The developer communicates often with the subscribers and answers any questions promptly.
I definitely like the system. I tries to catch extremes, where it is often successful. It is traded manually. The provider really cares and listen to his subscribers. - And acts accordingly. Actually the system flatlined due to some unsuccessful trades in these stormy times. But I still think he handled it well. I am now unsubscribing, as I currently see no longer an option for autotrading with IB, which does not encur too significant costs. - Otherwise I would stick with the system. So, probably it will go up now again :)
System Description
The strategy I use behind this system has changed over time. In the beginning I focused mainly on buying or shorting stocks when they had reached technical extremes to the downside or upside respectively. This produced outsized gains but also lead to large and uncomfortable drawdowns.
Now I am more conservative. I seek to have a low correlation to the S & P, minimal drawdowns.and an above average return. In my mind I shoot for about 4% a month. The portfolio is more diversified typically holding 4 or 5 positions open for a few weeks at a time. The holding perioed is determined by how quickly the stock moves in my favour or against me.
As of writing this (April 19, 2011) I am currently very bullish on the stock market for 2011 so there is a long side bias and I expect there will be for awhile.
- 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.
