Trend Trading
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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +1.5% | (0.5%) | +8.6% | +6.8% | (2.6%) | +10.0% | ||||||
| 2011 | (0.5%) | +0.9% | (0.7%) | +5.1% | (7%) | (3%) | (0.4%) | (2.4%) | (8.4%) | +9.9% | (10.1%) | (2.4%) |
| 2012 | +4.6% | +3.4% |
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 | 7/28/2010 (19 months ago) |
| System developer |
ETF 2X 
(Last login to C2: 2/22/12 15:10) C2 Score: 996  Vendor has created 3 other systems. 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 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 1/12/12 12:59 | BUY | 46 | PALL | ETFS PHYSICAL PALLADIUM SHARES | 63.40 | 2/14 12:58 |
67.83 | Low | $202 |
| 1/4/12 12:59 | BUY | 798 | RJA | ELEMENTS ROGERS AGRICULTURE ET | 9.11 | 2/13 12:58 |
9.00 | Low | ($103) |
| 1/4/12 12:59 | BUY | 43 | GLD | SPDR GOLD TRUST | 157.20 | 2/13 12:58 |
167.50 | Low | $441 |
| 1/26/12 12:59 | BUY | 85 | CORN | TEUCRIUM CORN FUND | 40.94 | 2/10 12:58 |
40.39 | Low | ($49) |
| 1/30/12 12:59 | BUY | 59 | FXY | CURRENCYSHRS JAPAN ETF | 128.99 | 2/9 12:58 |
126.95 | Low | ($122) |
| 1/31/12 12:59 | BUY | 33 | EDV | VANGUARD EXTENDED DURATION T | 120.00 | 2/6 12:58 |
115.15 | Low | ($162) |
| 11/10/11 12:31 | BUY | 398 | EUO | PROSHARES ULTST EURO ETF | 18.51 | 1/26/12 12:58 | 19.62 | Low | $434 |
| 12/30/11 12:30 | BUY | 57 | FXY | CURRENCYSHRS JAPAN ETF | 127.93 | 1/25/12 12:58 | 126.74 | Low | ($70) |
| 1/11/12 12:59 | BUY | 93 | JO | BARCLAYS IPATH COFFEE TR | 58.22 | 1/19 12:58 |
56.30 | Low | ($181) |
| 1/4/12 12:59 | BUY | 263 | DBC | POWERSHARES DB COMMODITY IDX | 27.81 | 1/17 13:03 |
27.45 | Low | ($99) |
| 12/30/11 12:30 | BUY | 63 | XOP | SPDR S&P OIL & GAS EXPLORATI | 52.88 | 1/17/12 12:59 | 53.45 | Low | $34 |
| 12/22/11 12:30 | BUY | 150 | CORN | TEUCRIUM CORN FUND | 40.74 | 1/13/12 12:59 | 39.38 | Low | ($208) |
| 12/21/11 12:30 | BUY | 145 | JJG | BARCLAYS IPATH DJ UBS GR | 42.74 | 1/13/12 12:59 | 42.32 | Low | ($65) |
| 12/5/11 12:31 | BUY | 272 | PCY | POWERSHARES EMRG MKT SOVEREI | 27.30 | 1/10/12 12:59 | 27.07 | Low | ($67) |
| 1/4/12 12:59 | BUY | 150 | EEM | ISHARES MSCI EMERGING MARKET | 38.90 | 1/9 12:59 |
38.48 | Low | ($66) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 402 |
| # Profitable | 128 (31.8%) |
| # months tracked | 20 |
| Profitable months | 9 (45.0%) |
| Avg trade duration | 24.8 days |
| Annual return (compounded) | 7.2% |
| Average win | $426 |
| Average loss | $169 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 22.82% |
| drawdown period | April 29, 2011 to Dec 14, 2011 |
| Correlation w/ S&P | 0.359 |
| Sharpe ratio | 0.372 |
| Keep after worst-case slippage | 72.8% |
| 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) | 0.11 |
| Average P/L per unit traded | ($0.18) |
| Sum of dividends and cash expir. in model account | $3,504 |
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System Description
Trend trades various ETF's that, when traded together, provide a low drawdown. The goal of this system is to generate positive returns with minimal drawdown. Leverage is used at a 1:1 ratio. More info is available at http://www.etf2x.com
- 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.
