NQ Timer
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +7.5% | (0.6%) | (3.7%) | |||||||||
| 2011 | +4.8% | +4.4% | (1.8%) | +6.2% | (3.3%) | (4.9%) | (3%) | +21.1% | (5.3%) | (1.9%) | (3.3%) | (2%) |
| 2012 | +7.3% | +5.6% | +3.8% | +2.1% | (6.3%) | (5%) | (5.1%) | +9.5% | - | (1%) | +4.8% | (2.7%) |
| 2013 | +7.6% | (3.7%) | (3%) | (6.2%) | +6.4% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Market timing |
| System started | 10/7/2010 (32 months ago) |
| System developer |
QQQ Timing Investors 
(Last login to C2: 5/24/13 12:10) C2 Score: 997  Vendor has created 2 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 | |
| 4/18/13 9:31 | SELL | 3 | @NQM3 | E-MINI NASDAQ 100 | 2780.75 | 4/30 9:30 |
2863.00 | Normal | ($4,977) |
| 3/6/13 9:31 | BUY | 6 | @NQM3 | E-MINI NASDAQ 100 | 2804.50 | 4/18 9:30 |
2780.96 | High | ($2,909) |
| 2/26/13 9:31 | SELL | 3 | @NQM3 | E-MINI NASDAQ 100 | 2702.75 | 3/6 9:31 |
2804.50 | Normal | ($6,147) |
| 12/24/12 9:31 | BUY | 6 | @NQH3 | E-MINI NASDAQ 100 | 2653.50 | 2/26/13 9:31 | 2708.50 | High | $6,516 |
| 11/26/12 9:31 | BUY | 6 | @NQZ2 | E-MINI NASDAQ 100 | 2631.75 | 12/21 18:16 |
2650.50 | Normal | $2,166 |
| 10/12/12 9:31 | SELL | 3 | @NQZ2 | E-MINI NASDAQ 100 | 2713.00 | 11/26 9:31 |
2631.75 | Low | $4,833 |
| 10/11/12 9:31 | BUY | 3 | @NQZ2 | E-MINI NASDAQ 100 | 2740.75 | 10/12 9:31 |
2713.00 | Low | ($1,707) |
| 9/19/12 9:30 | BUY | 5 | @NQZ2 | E-MINI NASDAQ 100 | 2850.75 | 10/11 9:31 |
2740.75 | Very | ($11,070) |
| 7/27/12 9:31 | BUY | 4 | @NQU2 | E-MINI NASDAQ 100 | 2596.00 | 9/19 9:30 |
2856.50 | Low | $20,784 |
| 7/25/12 9:31 | SELL | 2 | @NQU2 | E-MINI NASDAQ 100 | 2542.00 | 7/27 9:31 |
2596.00 | Normal | ($2,188) |
| 7/2/12 9:32 | BUY | 5 | @NQU2 | E-MINI NASDAQ 100 | 2612.00 | 7/25 9:31 |
2542.00 | High | ($7,070) |
| 6/26/12 9:31 | SELL | 2 | @NQU2 | E-MINI NASDAQ 100 | 2536.75 | 7/2 9:32 |
2612.00 | Normal | ($3,038) |
| 6/18/12 9:30 | BUY | 5 | @NQU2 | E-MINI NASDAQ 100 | 2554.25 | 6/26 9:31 |
2536.75 | Normal | ($1,820) |
| 5/7/12 9:31 | SELL | 2 | @NQM2 | E-MINI NASDAQ 100 | 2617.75 | 6/15 16:45 |
2544.75 | Low | $2,892 |
| 4/26/12 9:30 | BUY | 6 | @NQM2 | E-MINI NASDAQ 100 | 2705.75 | 5/7 9:31 |
2617.75 | Very | ($10,644) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 35 |
| # Profitable | 17 (48.6%) |
| # months tracked | 32 |
| Profitable months | 13 (40.6%) |
| Avg trade duration | 27.3 days |
| Annual return (compounded) | 10.1% |
| Average win | $6,336 |
| Average loss | $4,417 |
| Profit factor | 1.4:1 |
| Max peak-to-valley drawdown (historical) | 19.43% |
| drawdown period | May 01, 2012 to July 24, 2012 |
| Correlation w/ S&P | 0.101 |
| Sharpe ratio | 0.402 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 69.0% |
| Chance of 20% account loss | 29.5% |
| Chance of 30% account loss | 5.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 1.0% |
| Average Profit to Drawdown (APD) | 0.21 |
| Average P/L per unit traded | $336.13 |
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System Description
Proven EOD long-term system.
All 100% mechanical trades placed prior to US stock market open. Appropriate leverage (2.5X max) ALWAYS used.
Investors Business Daily or IBD provides extensive research for institutional clients. Historically, every market uptrend has been "confirmed" with a follow-through day. Conversely, a multiple distribution day stack can point to a market correction.
This system is designed to profit from IBD's market shift calls as outlined in the newspaper's "The Big Picture". I also use other proprietary measures that have been back-tested for over 3 years at Collective2.
All "swing" trades are market orders placed before 9:30 am EST to be executed at the Stock Market open. Also uses protective stop-loss orders in case of emergencies as capital preservation is the top priority.
This system is developed to greatly out-perform stocks for the long-term, while keeping loss periods contained. This trend-following system holds NQ contracts either Long or Short based on IBD's market bias.
Thank you for following and welcome to the "IBD Experiment"!
All 100% mechanical trades placed prior to US stock market open. Appropriate leverage (2.5X max) ALWAYS used.
Investors Business Daily or IBD provides extensive research for institutional clients. Historically, every market uptrend has been "confirmed" with a follow-through day. Conversely, a multiple distribution day stack can point to a market correction.
This system is designed to profit from IBD's market shift calls as outlined in the newspaper's "The Big Picture". I also use other proprietary measures that have been back-tested for over 3 years at Collective2.
All "swing" trades are market orders placed before 9:30 am EST to be executed at the Stock Market open. Also uses protective stop-loss orders in case of emergencies as capital preservation is the top priority.
This system is developed to greatly out-perform stocks for the long-term, while keeping loss periods contained. This trend-following system holds NQ contracts either Long or Short based on IBD's market bias.
Thank you for following and welcome to the "IBD Experiment"!
- 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.
