Schulenberg SSO/SDS/UWM/TWM (^SURE)

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011	-	(0.1%)	(0.1%)	(2.4%)	(0.4%)	(3.2%)	(4.2%)	+44.2%	(24.1%)	+20.5%	(21.6%)	+8.1%
2012	+8.5%	+8.2%	+9.1%	(3.7%)	(7%)	+5.8%	(0.7%)	+5.1%	+5.5%	(4.6%)	(8.5%)	+2.5%
2013	+7.2%	+1.9%	+9.5%	+2.3%	(0.9%)

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Technical Analysis: Moving Average daysX

Instruments

Stocks

Strategies

Market timing

System started

1/5/2011 (29 months ago)

System developer

Schulenberg and Associates

(Last login to C2: 5/23/13 23:42)
C2 Score: 992

Vendor has created 7 other systems. Show
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System creator requested that closed trades data below be delayed by seven days.

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
5/16/13 9:31	BUY	4,300	TWM	ULTRASHORT RUSSELL2000 PROSH	17.93	5/17 9:31	17.81	Low	($602)
5/14/13 9:31	BUY	2,000	SDS	PROSHARES ULTRSHT S&P500	39.99	5/17 9:30	38.89	Low	($2,240)
5/15/13 9:31	BUY	1,500	UWM	ULTRA RUSSELL2000 PROSHARES	60.94	5/16 9:31	61.33	Low	$555
5/14/13 9:31	BUY	4,300	TWM	ULTRASHORT RUSSELL2000 PROSH	18.34	5/15 9:30	18.03	Low	($1,419)
4/3/13 9:31	BUY	1,500	UWM	ULTRA RUSSELL2000 PROSHARES	55.48	5/14 9:30	59.92	Normal	$6,630
5/10/13 9:31	BUY	800	SSO	PROSHARES ULTRA S&P 500	78.92	5/14 9:30	79.53	Low	$472
5/9/13 9:31	BUY	1,900	SDS	PROSHARES ULTRSHT S&P500	40.17	5/10 9:30	40.34	Low	$285
5/8/13 9:31	BUY	800	SSO	PROSHARES ULTRA S&P 500	78.44	5/9 9:31	77.47	Low	($788)
5/6/13 9:30	BUY	1,900	SDS	PROSHARES ULTRSHT S&P500	41.11	5/8 9:30	41.11	Low	($38)
5/3/13 9:30	BUY	800	SSO	PROSHARES ULTRA S&P 500	77.15	5/6 9:31	77.47	Low	$244
4/3/13 9:31	BUY	800	SSO	PROSHARES ULTRA S&P 500	73.34	5/2 9:30	74.80	Normal	$1,152
4/2/13 9:31	BUY	3,600	TWM	ULTRASHORT RUSSELL2000 PROSH	20.00	4/3 9:30	20.32	Low	$1,080
4/2/13 9:30	BUY	1,650	SDS	PROSHARES ULTRSHT S&P500	44.02	4/3 9:30	43.83	Low	($347)
11/12/12 9:31	BUY	1,500	UWM	ULTRA RUSSELL2000 PROSHARES	40.21	4/2/13 9:30	56.50	Low	$24,405
3/18/13 9:30	BUY	800	SSO	PROSHARES ULTRA S&P 500	71.05	4/2 9:30	73.09	Low	$1,616

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
5/16/13 9:31	BUY	4,300	TWM	ULTRASHORT RUSSELL2000 PROSH	17.93	5/17 9:31	17.81	Low	($602)
5/16/13 9:31	BTO	4,300	TWM		17.93
5/17/13 9:31	STC	4,300	TWM		17.81
5/14/13 9:31	BUY	2,000	SDS	PROSHARES ULTRSHT S&P500	39.99	5/17 9:30	38.89	Low	($2,240)
5/14/13 9:31	BTO	2,000	SDS		39.99
5/17/13 9:30	STC	2,000	SDS		38.89
5/15/13 9:31	BUY	1,500	UWM	ULTRA RUSSELL2000 PROSHARES	60.94	5/16 9:31	61.33	Low	$555
5/15/13 9:31	BTO	1,500	UWM		60.94
5/16/13 9:31	STC	1,500	UWM		61.33
5/14/13 9:31	BUY	4,300	TWM	ULTRASHORT RUSSELL2000 PROSH	18.34	5/15 9:30	18.03	Low	($1,419)
5/14/13 9:31	BTO	4,300	TWM		18.34
5/15/13 9:30	STC	4,300	TWM		18.03
4/3/13 9:31	BUY	1,500	UWM	ULTRA RUSSELL2000 PROSHARES	55.48	5/14 9:30	59.92	Normal	$6,630
4/3/13 9:31	BTO	1,500	UWM		55.48
5/14/13 9:30	STC	1,500	UWM		59.92
5/10/13 9:31	BUY	800	SSO	PROSHARES ULTRA S&P 500	78.92	5/14 9:30	79.53	Low	$472
5/10/13 9:31	BTO	800	SSO		78.92
5/14/13 9:30	STC	800	SSO		79.53
5/9/13 9:31	BUY	1,900	SDS	PROSHARES ULTRSHT S&P500	40.17	5/10 9:30	40.34	Low	$285
5/9/13 9:31	BTO	1,900	SDS		40.17
5/10/13 9:30	STC	1,900	SDS		40.34
5/8/13 9:31	BUY	800	SSO	PROSHARES ULTRA S&P 500	78.44	5/9 9:31	77.47	Low	($788)
5/8/13 9:31	BTO	800	SSO		78.44
5/9/13 9:31	STC	800	SSO		77.47
5/6/13 9:30	BUY	1,900	SDS	PROSHARES ULTRSHT S&P500	41.11	5/8 9:30	41.11	Low	($38)
5/6/13 9:30	BTO	1,900	SDS		41.11
5/8/13 9:30	STC	1,900	SDS		41.11
5/3/13 9:30	BUY	800	SSO	PROSHARES ULTRA S&P 500	77.15	5/6 9:31	77.47	Low	$244
5/3/13 9:30	BTO	800	SSO		77.15
5/6/13 9:31	STC	800	SSO		77.47
4/3/13 9:31	BUY	800	SSO	PROSHARES ULTRA S&P 500	73.34	5/2 9:30	74.80	Normal	$1,152
4/3/13 9:31	BTO	800	SSO		73.34
5/2/13 9:30	STC	800	SSO		74.80
4/2/13 9:31	BUY	3,600	TWM	ULTRASHORT RUSSELL2000 PROSH	20.00	4/3 9:30	20.32	Low	$1,080
4/2/13 9:31	BTO	3,600	TWM		20.00
4/3/13 9:30	STC	3,600	TWM		20.32
4/2/13 9:30	BUY	1,650	SDS	PROSHARES ULTRSHT S&P500	44.02	4/3 9:30	43.83	Low	($347)
4/2/13 9:30	BTO	1,650	SDS		44.02
4/3/13 9:30	STC	1,650	SDS		43.83
11/12/12 9:31	BUY	1,500	UWM	ULTRA RUSSELL2000 PROSHARES	40.21	4/2/13 9:30	56.50	Low	$24,405
11/12/12 9:31	BTO	1,500	UWM		40.21
4/2/13 9:30	STC	1,500	UWM		56.50
3/18/13 9:30	BUY	800	SSO	PROSHARES ULTRA S&P 500	71.05	4/2 9:30	73.09	Low	$1,616
3/18/13 9:30	BTO	800	SSO		71.05
4/2/13 9:30	STC	800	SSO		73.09

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	232
# Profitable	121 (52.2%)
# months tracked	29
Profitable months	14 (48.3%)
Avg trade duration	7.4 days
Annual return (compounded)	19.2%
Average win	$1,529
Average loss	$1,202
Profit factor	1.4:1
Max peak-to-valley drawdown (historical)	31.03%
drawdown period	Aug 31, 2011 to Oct 04, 2011
Correlation w/ S&P	0.204
Sharpe ratio	0.581
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	64.0%
Chance of 20% account loss	31.5%
Chance of 30% account loss	10.0%

Chance of 50% account loss	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.17
Average P/L per unit traded	$0.21
Sum of dividends and cash expir. in model account	$521

Reviews

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Dividends Itemized
Started	$100,000
Buy Power	$73,537
Cash	$1
Equity	$1
Cumulative $*	$52,134
Total System Equity	$152,134
Margined	$1
Open P/L	$1,804
System vendor has delayed data by 7 days for non-subs.

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