Schulenberg 3X-Hedged IWM (^IWM3)

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011	+3.6%	(2.9%)	+3.5%	+2.6%	+0.9%	(14.5%)	(4.3%)	+37.3%	(23.5%)	+11.5%	(27.3%)	+10.3%
2012	+8.6%	+13.0%	+8.9%	(0.2%)	(10.2%)	+7.6%	+1.7%	+7.3%	+3.0%	(3.8%)	(5.6%)	(0.5%)
2013	+13.0%	+2.4%	+15.8%	(17.2%)	+26.4%

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Technical Analysis: Moving Average daysX

Instruments

Stocks

Strategies

Technical analysis, Market timing

System started

1/6/2011 (29 months ago)

System developer

Schulenberg and Associates

(Last login to C2: 5/18/13 13:12)
C2 Score: 992

Vendor has created 7 other systems. Show
The name of this system has been changed 6 times. 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
5/9/13 9:31	BUY	200	FAZ	DIREXION DF BEAR 3X	35.09	5/10 9:30	35.55	Low	$88
5/6/13 9:30	BUY	200	FAZ	DIREXION DF BEAR 3X	37.10	5/8 9:31	35.85	Normal	($254)
4/2/13 10:33	BUY	67	FAZ	DIREXION DF BEAR 3X	41.93	4/3 9:30	41.91	Low	($3)
12/3/12 11:25	BUY	380	TNA	DIREXION SHRS SML BLL 3X	31.12	4/2/13 9:30	43.74	Low	$4,787
12/3/12 11:25	BUY	94	FAZ	DIREXION DF BEAR 3X	68.68	1/3/13 9:31	55.80	High	($1,213)
11/30/12 9:30	BUY	120	QLD	Proshares Ultra QQQ ETF 2x	55.86	12/3 11:24	55.83	Low	($6)
11/23/12 9:30	BUY	110	SDS	PROSHARES ULTRSHT S&P500	57.06	12/3 11:24	55.54	Normal	($169)
11/26/12 9:31	BUY	120	QLD	Proshares Ultra QQQ ETF 2x	53.91	11/29 9:30	55.70	Low	$213
10/24/12 9:30	BUY	434	QID	Proshares UltraShort QQQ ETF 2x	29.87	11/26 9:31	30.52	Low	$273
11/12/12 9:31	BUY	120	SSO	PROSHARES ULTRA S&P 500	56.55	11/23 9:30	57.76	Normal	$143
11/7/12 9:30	BUY	120	SSO	PROSHARES ULTRA S&P 500	59.13	11/9 9:30	55.75	Normal	($408)
11/2/12 9:31	BUY	120	SSO	PROSHARES ULTRA S&P 500	60.75	11/6 9:31	59.64	Normal	($135)
11/1/12 9:31	BUY	115	SDS	PROSHARES ULTRSHT S&P500	56.15	11/2 9:30	54.54	Low	($187)
10/26/12 9:31	BUY	120	SSO	PROSHARES ULTRA S&P 500	58.95	11/1 9:30	59.16	Low	$23
10/25/12 9:31	BUY	115	SDS	PROSHARES ULTRSHT S&P500	55.82	10/26 9:30	56.42	Low	$67

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
5/9/13 9:31	BUY	200	FAZ	DIREXION DF BEAR 3X	35.09	5/10 9:30	35.55	Low	$88
5/9/13 9:31	BTO	200	FAZ		35.09
5/10/13 9:30	STC	200	FAZ		35.55
5/6/13 9:30	BUY	200	FAZ	DIREXION DF BEAR 3X	37.10	5/8 9:31	35.85	Normal	($254)
5/6/13 9:30	BTO	200	FAZ		37.10
5/8/13 9:31	STC	200	FAZ		35.85
4/2/13 10:33	BUY	67	FAZ	DIREXION DF BEAR 3X	41.93	4/3 9:30	41.91	Low	($3)
4/2/13 10:33	BTO	67	FAZ		41.93
4/3/13 9:30	STC	67	FAZ		41.91
12/3/12 11:25	BUY	380	TNA	DIREXION SHRS SML BLL 3X	31.12	4/2/13 9:30	43.74	Low	$4,787
12/3/12 11:25	BTO	230	TNA		28.66
1/3/13 9:30	BTO	150	TNA		34.90
4/2/13 9:30	STC	380	TNA		43.74
12/3/12 11:25	BUY	94	FAZ	DIREXION DF BEAR 3X	68.68	1/3/13 9:31	55.80	High	($1,213)
12/3/12 11:25	BTO	94	FAZ		68.68
1/3/13 9:31	STC	94	FAZ		55.80
11/30/12 9:30	BUY	120	QLD	Proshares Ultra QQQ ETF 2x	55.86	12/3 11:24	55.83	Low	($6)
11/30/12 9:30	BTO	120	QLD		55.86
12/3/12 11:24	STC	120	QLD		55.83
11/23/12 9:30	BUY	110	SDS	PROSHARES ULTRSHT S&P500	57.06	12/3 11:24	55.54	Normal	($169)
11/23/12 9:30	BTO	110	SDS		57.06
12/3/12 11:24	STC	110	SDS		55.54
11/26/12 9:31	BUY	120	QLD	Proshares Ultra QQQ ETF 2x	53.91	11/29 9:30	55.70	Low	$213
11/26/12 9:31	BTO	120	QLD		53.91
11/29/12 9:30	STC	120	QLD		55.70
10/24/12 9:30	BUY	434	QID	Proshares UltraShort QQQ ETF 2x	29.87	11/26 9:31	30.52	Low	$273
10/24/12 9:30	BTO	434	QID		29.87
11/26/12 9:31	STC	434	QID		30.52
11/12/12 9:31	BUY	120	SSO	PROSHARES ULTRA S&P 500	56.55	11/23 9:30	57.76	Normal	$143
11/12/12 9:31	BTO	120	SSO		56.55
11/23/12 9:30	STC	120	SSO		57.76
11/7/12 9:30	BUY	120	SSO	PROSHARES ULTRA S&P 500	59.13	11/9 9:30	55.75	Normal	($408)
11/7/12 9:30	BTO	120	SSO		59.13
11/9/12 9:30	STC	120	SSO		55.75
11/2/12 9:31	BUY	120	SSO	PROSHARES ULTRA S&P 500	60.75	11/6 9:31	59.64	Normal	($135)
11/2/12 9:31	BTO	120	SSO		60.75
11/6/12 9:31	STC	120	SSO		59.64
11/1/12 9:31	BUY	115	SDS	PROSHARES ULTRSHT S&P500	56.15	11/2 9:30	54.54	Low	($187)
11/1/12 9:31	BTO	115	SDS		56.15
11/2/12 9:30	STC	115	SDS		54.54
10/26/12 9:31	BUY	120	SSO	PROSHARES ULTRA S&P 500	58.95	11/1 9:30	59.16	Low	$23
10/26/12 9:31	BTO	120	SSO		58.95
11/1/12 9:30	STC	120	SSO		59.16
10/25/12 9:31	BUY	115	SDS	PROSHARES ULTRSHT S&P500	55.82	10/26 9:30	56.42	Low	$67
10/25/12 9:31	BTO	115	SDS		55.82
10/26/12 9:30	STC	115	SDS		56.42

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	177
# Profitable	90 (50.8%)
# months tracked	29
Profitable months	18 (62.1%)
Avg trade duration	8.2 days
Annual return (compounded)	27.4%
Average win	$265
Average loss	$185
Profit factor	1.5:1
Max peak-to-valley drawdown (historical)	34.25%
drawdown period	Aug 31, 2011 to Nov 24, 2011
Correlation w/ S&P	0.247
Sharpe ratio	0.708
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	67.0%
Chance of 20% account loss	51.0%
Chance of 30% account loss	18.5%

Chance of 50% account loss	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.21
Average P/L per unit traded	$0.53
Sum of dividends and cash expir. in model account	$63

Reviews

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System Description

Our stock and ETF modeling approach is described more fully in the description of our similar system, Schulenberg Hedged IWM (^IWM2) and more details about our methods -- and actual performance data for many of our signals -- can be found on our web site: http://www.schulenberg.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.

Report

Dividends Itemized
Started	$10,000
Buy Power	$9,015
Cash	$1
Equity	$1
Cumulative $*	$7,743
Total System Equity	$17,743
Margined	$1
Open P/L	$986
System vendor has delayed data by 7 days for non-subs.

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