Hypothetical Monthly Returns (includes typical commissions and system fees)
|Instruments||Mostly Options; (some stocks)|
|Strategies||Volatility trading, Unclassified|
|System started||1/23/2010 (41 months ago)|
(Last login to C2: 6/18/13 10:30)
C2 Score: 999
Vendor has created 3 other systems. Show
The name of this system has been changed 2 times. Show
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|
|2/20/13 9:32||BUY||1||GLD1418M140||GLD Jan14 140 put (exp 01/18/2014)||3.85||4/199:31||10.40||Low||$653|
|12/2/11 12:51||BUY||200||TLT||ISHARES BARCLAYS 20+ YEAR TR||117.79||1/20/13 9:09||120.00||Low||$438|
|7/31/12 10:30||SELL||2||TLT1319A120||TLT Jan13 120 call (exp 01/19/2013)||10.50||1/20/13 9:09||0.00||Low||$2,098|
|10/17/11 9:46||BUY||1||GLD1319M110||GLD Jan13 110 put (exp 01/19/2013)||3.50||1/20/13 9:01||0.00||Low||($351)|
|4/28/11 11:07||BUY||1||GLD1319M130||GLD Jan13 130 put (exp 01/19/2013)||8.45||1/20/13 9:01||0.00||Normal||($846)|
|6/14/12 10:57||SELL||1||GLD1222X175||GLD Dec12 175 put (exp 12/22/2012)||22.80||12/239:01||0.00||Low||$2,279|
|6/15/12 14:56||SELL||1||SPY1222L139||SPY Dec12 139 call (exp 12/22/2012)||4.87||12/2010:47||5.44||Low||($59)|
|5/31/12 10:06||BUY||2||TLT1319M110||TLT Jan13 110 put (exp 01/19/2013)||2.07||9/511:34||0.57||Low||($304)|
|10/5/11 11:59||BUY||1||SPY1319M90||SPY Jan13 90 put (exp 01/19/2013)||8.18||8/21/12 15:09||0.23||Normal||($797)|
|5/31/12 10:04||SELL||2||TLT1222I118||TLT Sep12 118 call (exp 09/22/2012)||10.35||7/3110:29||11.85||Normal||($304)|
|12/23/11 12:47||SELL||1||SPY1216F132||SPY Jun12 132 call (exp 06/16/2012)||4.65||6/15/12 14:55||1.85||Low||$278|
|12/16/11 10:10||SELL||1||GLD1216R185||GLD Jun12 185 put (exp 06/16/2012)||32.85||6/14/12 10:57||28.15||Low||$468|
|12/2/11 12:53||BUY||2||TLT1319M100||TLT Jan13 100 put (exp 01/19/2013)||4.25||5/31/12 10:06||0.60||Low||($734)|
|2/29/12 9:36||SELL||2||TLT1222I112||TLT Sep12 112 call (exp 09/22/2012)||8.15||5/3110:04||15.95||Normal||($1,564)|
|9/23/11 11:10||BUY||1||TLT1217C135||TLT Mar12 135 call (exp 03/17/2012)||2.54||3/18/12 9:00||0.00||Low||($255)|
|Chance of 50% account loss||0.0%|
|Chance of 100% account loss||0.0%|
|Average Profit to Drawdown (APD)||0.28|
|Average P/L per unit traded||$55.03|
|Sum of dividends and cash expir. in model account||$5,126|
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--- Isonomy, Cautious Balanced - Unexciting but relatively safe, easy to understand and follow.
--- Isonomy Plus, Enhanced Balanced - this system. Enhanced version of Isonomy for higher returns.
--- Isonomy Turbo, Aggressive Balanced - Most aggressive of the three systems for highest returns.
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To exceed the long term stock market returns with no increase in volatility along the way. Expecting about 15% average per year over the long term. Could be used for a retirement or college fund as long as you can stomach short term volatility.
An expected 15% per year may not look very impressive. But we're in this for the long haul and over the long term it compounds up nicely. $30,000 at 10% over 15 years turns into $125,000 but at 15% it turns into $244,000... almost double.
Of course these are goals only. No performance can be guaranteed, and the actual real-world results may be vastly different from these goals.
Isonomy Plus works with a combination of Gold (or other precious commodity), Stocks and Bonds. We use the gold as an inflation hedge (and general crisis hedge for that matter) over the short term and for capital appreciation over the long term. The other two pay us some nice dividends so even in times of stagnation we can make a little progress.
The principle is that sufficiently different asset classes do not usually move in step for long and so by keeping our money allocated between different asset classes, and rebalancing from time to time, we can smooth out our returns over the long term. Various studies have shown that such diversification greatly smooths out performance.
Given that returns are already smoothed (i.e. volatility is reduced) we use gearing (in the form of 50% margin) to increase long term returns. Of course, this increases short term volatility as well but not beyond that expected if the smoothing had not occured.
On top of the basic balancing strategy we use options at the periphery to generate a little extra income and to protect from the extremes of volatility.
Therefore we expect greater long-term return than the stock market alone (with dividends reinvested) but with similar, or lower, volatility along the way.
Trading is infrequent, perhaps ten to fifteen trades per year. Therefore trading costs are minimal. Signals may come at any time of day but if you are off-line for a while and not auto-trading there is no need to panic - placing the trade a day or two late should usually cause no discernible deviation from performance as measured by Collective 2.
~ This system is designed to be traded with at least $30,000 equity but you can trade it with more. With any less I would recommend you trade Isonomy instead, geared if you want.
This is because with less than $30,000 you may not be able to follow the option trades properly.
~ Make sure you scale your trades accordingly. For instance if the system equity (up-to-date value is shown in the box on the right hand side of this page) is currently $30,000 and the signal is to buy 15 shares (or one option) then you buy 30 shares (or two options) if you have $60,000.
~ Important: If you start trading this system manually you should place trades to open all currently open positions. If you autotrade then this should be done for you automatically.
~ Your broker account should allow you to trade options - covered calls, short puts, spreads. You will not need to sell naked calls.
Without the options component you will just be trading a geared version of Isonomy.
~ 50% gearing is employed by default. You can trade without margin by funding your account with 150% of the nominal equity, whilst at the same time scaling the trades as if you had 100% nominal equity.
~ For instance, if the current system equity (up-to-date value is shown in the box on the right hand side of this page) is $30,000 and you have $45,000, when the signal says to buy 20 shares then to trade without margin you buy 20, not 30.
Another example: if the system equity is $60,000 and you have $45,000, when the signal says to buy 20 shares then to trade without margin you buy 10, not 15.
Please use the system forum or contact me directly if you have any questions.
Below are back-test results of how this system may have performed had it been running just before, and during, the Credit Crunch. Of course, these are only approximated hypothetical results derived after the fact and should be taken as such.
Year.... Isonomy Plus....S&P500
2005.........20.5%...........9.8% (Jan 05 - Jan 06)
- 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.