Weekend Stock Trader

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011	+1.4%	+1.3%	+3.4%	+0.3%	(0.5%)	(4.6%)	(0.6%)	(4.4%)	(3.9%)	(1.6%)	(4.1%)	+1.0%
2012	+0.6%	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)	(0.1%)
2013	(0.1%)	(0.1%)	-	(0.2%)	(0.1%)	-

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Technical Analysis: Moving Average daysX

Instruments	Stocks
Strategies	Buy undervalue
System started	1/1/2011 (30 months ago)
System developer	StockMarketStudent (Last login to C2: 6/6/13 18:20) C2 Score: 970 Vendor has created 1 other system. Show

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
12/5/11 9:30	BUY	62	DV	DEVRY INC	35.73	1/3/12 9:31	39.18	Low	$212
11/28/11 9:30	BUY	199	AES	AES CORP THE	11.41	1/3/12 9:31	12.03	Low	$119
11/28/11 9:30	BUY	27	HUM	HUMANA INC	83.19	1/3/12 9:30	89.21	Low	$161
12/12/11 9:30	BUY	68	WDC	WESTERN DIGITAL CORP	32.19	1/3/12 9:30	31.38	Low	($57)
10/24/11 9:31	BUY	129	SEE	SEALED AIR CORP	17.44	11/28 9:30	16.84	Low	($80)
8/22/11 9:30	BUY	50	SO	SOUTHERN COMPANY THE	40.41	11/28 9:30	42.93	Low	$124
8/22/11 9:30	BUY	37	ED	CONSOLIDATED EDISON INC	55.00	11/28 9:30	57.88	Low	$105
10/17/11 9:30	BUY	898	S	SPRINT NEXTEL CORP	2.83	11/21 9:38	2.58	Low	($243)
10/17/11 9:30	BUY	69	MPC	MARATHON PETROLEUM	36.04	11/21 9:30	32.33	Low	($258)
10/17/11 9:31	BUY	88	WDC	WESTERN DIGITAL CORP	26.75	11/21 9:30	25.92	Low	($75)
8/22/11 9:30	BUY	36	HSY	HERSHEY COMPANY	55.86	11/14 9:30	56.15	Low	$8
10/24/11 9:30	BUY	56	ABC	AMERISOURCE BERGEN CORP	39.84	11/14 9:30	39.46	Low	($23)
6/20/11 9:32	BUY	130	QID	Proshares UltraShort QQQ ETF 2x	54.23	10/17 9:30	45.76	Normal	($1,105)
7/5/11 9:30	BUY	20	CF	CF INDUSTRIES HOLDINGS	141.10	10/3 9:30	121.01	Low	($404)
8/22/11 9:30	BUY	33	NEM	NEWMONT MINING	61.00	9/26 9:30	61.97	Low	$30

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
12/5/11 9:30	BUY	62	DV	DEVRY INC	35.73	1/3/12 9:31	39.18	Low	$212
12/5/11 9:30	BTO	62	DV		35.73
1/3/12 9:31	STC	62	DV		39.18
11/28/11 9:30	BUY	199	AES	AES CORP THE	11.41	1/3/12 9:31	12.03	Low	$119
11/28/11 9:30	BTO	199	AES		11.41
1/3/12 9:31	STC	199	AES		12.03
11/28/11 9:30	BUY	27	HUM	HUMANA INC	83.19	1/3/12 9:30	89.21	Low	$161
11/28/11 9:30	BTO	27	HUM		83.19
1/3/12 9:30	STC	27	HUM		89.21
12/12/11 9:30	BUY	68	WDC	WESTERN DIGITAL CORP	32.19	1/3/12 9:30	31.38	Low	($57)
12/12/11 9:30	BTO	68	WDC		32.19
1/3/12 9:30	STC	68	WDC		31.38
10/24/11 9:31	BUY	129	SEE	SEALED AIR CORP	17.44	11/28 9:30	16.84	Low	($80)
10/24/11 9:31	BTO	129	SEE		17.44
11/28/11 9:30	STC	129	SEE		16.84
8/22/11 9:30	BUY	50	SO	SOUTHERN COMPANY THE	40.41	11/28 9:30	42.93	Low	$124
8/22/11 9:30	BTO	50	SO		40.41
11/28/11 9:30	STC	50	SO		42.93
8/22/11 9:30	BUY	37	ED	CONSOLIDATED EDISON INC	55.00	11/28 9:30	57.88	Low	$105
8/22/11 9:30	BTO	37	ED		55.00
11/28/11 9:30	STC	37	ED		57.88
10/17/11 9:30	BUY	898	S	SPRINT NEXTEL CORP	2.83	11/21 9:38	2.58	Low	($243)
10/17/11 9:30	BTO	898	S		2.83
11/21/11 9:38	STC	898	S		2.58
10/17/11 9:30	BUY	69	MPC	MARATHON PETROLEUM	36.04	11/21 9:30	32.33	Low	($258)
10/17/11 9:30	BTO	69	MPC		36.04
11/21/11 9:30	STC	69	MPC		32.33
10/17/11 9:31	BUY	88	WDC	WESTERN DIGITAL CORP	26.75	11/21 9:30	25.92	Low	($75)
10/17/11 9:31	BTO	88	WDC		26.75
11/21/11 9:30	STC	88	WDC		25.92
8/22/11 9:30	BUY	36	HSY	HERSHEY COMPANY	55.86	11/14 9:30	56.15	Low	$8
8/22/11 9:30	BTO	36	HSY		55.86
11/14/11 9:30	STC	36	HSY		56.15
10/24/11 9:30	BUY	56	ABC	AMERISOURCE BERGEN CORP	39.84	11/14 9:30	39.46	Low	($23)
10/24/11 9:30	BTO	56	ABC		39.84
11/14/11 9:30	STC	56	ABC		39.46
6/20/11 9:32	BUY	130	QID	Proshares UltraShort QQQ ETF 2x	54.23	10/17 9:30	45.76	Normal	($1,105)
6/20/11 9:32	BTO	80	QID		57.30
7/18/11 9:31	BTO	50	QID		49.31
8/1/11 9:32	STC	70	QID		47.15
10/17/11 9:30	STC	60	QID		44.13
7/5/11 9:30	BUY	20	CF	CF INDUSTRIES HOLDINGS	141.10	10/3 9:30	121.01	Low	($404)
7/5/11 9:30	BTO	20	CF		141.10
10/3/11 9:30	STC	20	CF		121.01
8/22/11 9:30	BUY	33	NEM	NEWMONT MINING	61.00	9/26 9:30	61.97	Low	$30
8/22/11 9:30	BTO	33	NEM		61.00
9/26/11 9:30	STC	33	NEM		61.97

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	57
# Profitable	27 (47.4%)
# months tracked	30
Profitable months	6 (20.0%)
Avg trade duration	48.7 days
Annual Return	-5.6%
Average win	$140
Average loss	$216
Profit factor	0.7:1
Max peak-to-valley drawdown (historical)	18.62%
drawdown period	April 01, 2011 to Dec 15, 2011
Correlation w/ S&P	0.349
Sharpe ratio	-0.822
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	100.0%
Chance of 20% account loss	6.7%
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	($0.55)
Sum of dividends and cash expir. in model account	$305

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System Description

This system typically holds 10 highly liquid stocks. During certain market conditions the positions will be hedged using a short ETF. Typical holding period is ~6 months. Up to 100% of available cash is used. This system does not utilize margin. When hedging is required the existing positions are reduced in size to accommodate the hedge with available cash. All buy / sell instructions are market orders issued on the weekend. All stocks are part of the SP500. This system can be manually traded without any issues.

- 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.

Report

Dividends Itemized
Started	$25,000
Buy Power	$22,614
Cash	$22,614
Equity	$0
Cumulative $*	($2,385)
Total System Equity	$22,614
Margined	$0
Open P/L	$0

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