Parcours US Stars
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +3.8% | |||||||||||
| 2011 | +2.2% | +3.2% | (1.2%) | +2.9% | (0.7%) | (1.2%) | +0.6% | +5.9% | +12.8% | +2.2% | +2.6% | +2.8% |
| 2012 | +2.0% | (2.4%) | +2.1% | +2.8% | (6.3%) | +2.7% | +1.2% | +4.9% | +1.4% | +3.0% | +1.8% | +0.8% |
| 2013 | +5.0% | +1.2% | +3.5% | (0.7%) | +1.5% | +0.1% |
Loading Chart...
| Instruments | Stocks |
|---|---|
| Strategies | Buy undervalue, Sell overvalue, Technical analysis, Market timing |
| System started | 12/13/2010 (31 months ago) |
| System developer |
Parcours Investments 
(Last login to C2: 6/20/13 4:45) C2 Score: 999  Vendor has created 3 other systems. Show |
System creator requested that closed trades data below be delayed by one day.
Note: system has an open, losing position which is not being displayed to non-subscribers.
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 | |
| 4/30/13 14:12 | BUY | 185 | KR | KROGER CO THE | 34.33 | 5/3115:26 | 34.02 | Low | ($62) |
| 5/1/13 9:30 | BUY | 80 | MPC | MARATHON PETROLEUM | 77.54 | 5/3115:25 | 83.29 | Low | $458 |
| 3/1/13 9:30 | BUY | 462 | PBI | PITNEY BOWES | 13.06 | 5/3115:25 | 14.82 | Low | $802 |
| 3/28/13 12:55 | BUY | 172 | STX | SEAGATE TECHNOLOGY | 36.47 | 5/3115:25 | 43.59 | Low | $1,222 |
| 5/1/13 9:30 | BUY | 280 | SWY | SAFEWAY INC | 22.45 | 5/3115:25 | 23.18 | Low | $197 |
| 5/1/13 9:30 | BUY | 255 | TSN | TYSON FOODS INC | 24.55 | 5/3115:24 | 25.11 | Low | $139 |
| 4/1/13 15:08 | BUY | 200 | GME | GAMESTOP CORP CL A | 29.69 | 5/3115:18 | 33.54 | Low | $765 |
| 3/1/13 9:31 | BUY | 151 | BMC | BMC SOFTWARE INC | 39.83 | 5/3115:17 | 45.37 | Low | $833 |
| 4/30/13 14:40 | BUY | 175 | CPB | CAMPBELL SOUP CO | 46.37 | 5/19:31 | 46.39 | Low | $0 |
| 4/30/13 14:48 | BUY | 264 | CBG | CB RICHARD ELLIS GROUP | 24.15 | 5/19:30 | 24.10 | Low | ($18) |
| 4/30/13 14:45 | BUY | 118 | ABC | AMERISOURCE BERGEN CORP | 54.09 | 5/19:30 | 54.06 | Low | ($6) |
| 4/30/13 14:47 | BUY | 72 | HSY | HERSHEY COMPANY | 88.85 | 5/19:30 | 88.92 | Low | $3 |
| 3/1/13 9:31 | BUY | 180 | MO | ALTRIA GROUP INC | 33.53 | 5/19:30 | 36.49 | Low | $528 |
| 1/31/13 13:11 | BUY | 138 | VLO | VALERO ENERGY CORP | 43.64 | 4/3014:45 | 40.59 | Low | ($425) |
| 1/31/13 13:11 | BUY | 123 | TSO | TESORO CORPORATION | 48.68 | 4/3014:44 | 53.45 | Low | $582 |
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 | 624 |
| # Profitable | 417 (66.8%) |
| # months tracked | 31 |
| Profitable months | 25 (80.6%) |
| Avg trade duration | 20.2 days |
| Annual Return | 31.0% |
| Average win | $519 |
| Average loss | $621 |
| Profit factor | 1.8:1 |
| Max peak-to-valley drawdown (historical) | 9.65% |
| drawdown period | May 04, 2012 to June 04, 2012 |
| Correlation w/ S&P | 0.268 |
| Sharpe ratio | 2.376 |
| Keep after worst-case slippage | 97.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 1.0% |
| 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) | 0.30 |
| Average P/L per unit traded | $1.05 |
Reviews
What's impressive about this system is that it has consistently made money while being fully hedged (there is a short SPY position to offset the long stock positions). I personally use e-mini futures instead of the SPY for the hedge.
System Description
We screen US stocks based on our fundamental investment process and we rank our top investments on the base of fundamentals and technical analysis.
Companies that are selected as long in our portfolio are on our belief top quality companies following our proprietary model. Our Portfolio is a market neutral and our longs will be hedged with SPY ETF short.
Stop loss rules are not strict but measured on a portfolio equilibrium basis. Portfolio will be rebalanced between the last day and the first of every month.
This system doesn't need a lot of work to be followed.
Our goal is to be positive in aboslute terms every year even when indices are negative.
Leverage will be used. We will assume an initial investment of 100 000 Dollars.But this portfolio can be replicated with less capital.
- 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.
