ziggy
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 - (0.6%) (1.7%) (2.5%) (7.4%) (3.9%) +15.7% (24.3%) +31.0% (9.5%) (11.1%) 2012 +9.7% +8.8% +5.0% (9%) (11.3%) (2.4%) +4.8% (7.6%) +0.8% +1.3% (15.5%) +4.2% 2013 +8.0% (16.3%) (3.4%) (3.1%) +13.8% (2.2%)
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 841 days.
Instruments
Stocks
Strategies
Technical analysis, Market timing
System started
2/28/2011 (28 months ago)
System developer
Al 975 Vendor has created 3 other systems. Show The name of this system has been changed 2 times. Show Original name Changed to When changed Pendulum Swing StochRSI(7) test 7/1/11 14:28 StochRSI(7) test ziggy 7/6/11 0:19
What is the C2 Score?
Recently Closed Trades CSV Details Note: system has an open, losing position which is not being displayed to non-subscribers.
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
8/9/11 11:12
BUY
350
SPY
STANDARD & POOR'S DEPOSITARY 114.05
8/1012:37
113.72 Normal ($123)
8/9/11 9:33
SELL
350
SPY
STANDARD & POOR'S DEPOSITARY 114.07
8/911:11
114.05 Low $0
7/27/11 15:44
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY 130.71
8/99:30
114.07 Low $4,653
7/20/11 9:32
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY 133.07
7/2715:44
130.71 Normal ($667)
7/18/11 15:53
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY 130.57
7/209:31
133.07 Normal ($706)
6/28/11 15:46
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY 129.48
7/1815:53
130.57 Low $299
6/27/11 15:59
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY 127.96
6/2815:46
129.48 Low ($432)
6/27/11 15:44
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY 128.20
6/2715:59
127.96 Low ($73)
6/24/11 12:27
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY 127.13
6/2715:44
128.20 Low ($306)
6/20/11 15:40
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY 127.73
6/2412:27
127.13 Low ($174)
6/7/11 9:30
BUY
208
SDS
PROSHARES ULTRSHT S&P500 86.76
6/2015:40
88.28 Low $312
4/25/11 9:32
BUY
720
SSO
PROSHARES ULTRA S&P 500 54.09
6/69:33
51.08 High ($2,181)
4/13/11 9:36
BUY
450
SDS
PROSHARES ULTRSHT S&P500 84.32
4/259:32
82.12 Normal ($999)
4/1/11 9:33
BUY
750
SSO
PROSHARES ULTRA S&P 500 54.14
4/139:32
52.84 Normal ($990)
3/29/11 9:31
BUY
250
SDS
PROSHARES ULTRSHT S&P500 85.88
4/19:33
82.64 Normal ($815)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
8/9/11 11:12
BUY
350
SPY
STANDARD & POOR'S DEPOSITARY
114.05
8/1012:37
113.72 Normal ($123)
8/9/11 11:12
BTO
350
SPY
114.05
8/10/11 12:37
STC
350
SPY
113.72
8/9/11 9:33
SELL
350
SPY
STANDARD & POOR'S DEPOSITARY
114.07
8/911:11
114.05 Low $0
8/9/11 9:33
STO
350
SPY
114.07
8/9/11 11:11
BTC
350
SPY
114.05
7/27/11 15:44
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY
130.71
8/99:30
114.07 Low $4,653
7/27/11 15:44
STO
280
SPY
130.71
8/9/11 9:30
BTC
280
SPY
114.07
7/20/11 9:32
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY
133.07
7/2715:44
130.71 Normal ($667)
7/20/11 9:32
BTO
280
SPY
133.07
7/27/11 15:44
STC
280
SPY
130.71
7/18/11 15:53
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY
130.57
7/209:31
133.07 Normal ($706)
7/18/11 15:53
STO
280
SPY
130.57
7/20/11 9:31
BTC
280
SPY
133.07
6/28/11 15:46
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY
129.48
7/1815:53
130.57 Low $299
6/28/11 15:46
BTO
280
SPY
129.48
7/18/11 15:53
STC
280
SPY
130.57
6/27/11 15:59
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY
127.96
6/2815:46
129.48 Low ($432)
6/27/11 15:59
STO
280
SPY
127.96
6/28/11 15:46
BTC
280
SPY
129.48
6/27/11 15:44
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY
128.20
6/2715:59
127.96 Low ($73)
6/27/11 15:44
BTO
280
SPY
128.20
6/27/11 15:59
STC
280
SPY
127.96
6/24/11 12:27
SELL
280
SPY
STANDARD & POOR'S DEPOSITARY
127.13
6/2715:44
128.20 Low ($306)
6/24/11 12:27
STO
280
SPY
127.13
6/27/11 15:44
BTC
280
SPY
128.20
6/20/11 15:40
BUY
280
SPY
STANDARD & POOR'S DEPOSITARY
127.73
6/2412:27
127.13 Low ($174)
6/20/11 15:40
BTO
280
SPY
127.73
6/24/11 12:27
STC
280
SPY
127.13
6/7/11 9:30
BUY
208
SDS
PROSHARES ULTRSHT S&P500
86.76
6/2015:40
88.28 Low $312
6/7/11 9:30
BTO
208
SDS
86.76
6/20/11 15:40
STC
208
SDS
88.28
4/25/11 9:32
BUY
720
SSO
PROSHARES ULTRA S&P 500
54.09
6/69:33
51.08 High ($2,181)
4/25/11 9:32
BTO
720
SSO
54.09
6/6/11 9:33
STC
720
SSO
51.08
4/13/11 9:36
BUY
450
SDS
PROSHARES ULTRSHT S&P500
84.32
4/259:32
82.12 Normal ($999)
4/13/11 9:36
BTO
450
SDS
84.32
4/25/11 9:32
STC
450
SDS
82.12
4/1/11 9:33
BUY
750
SSO
PROSHARES ULTRA S&P 500
54.14
4/139:32
52.84 Normal ($990)
4/1/11 9:33
BTO
375
SSO
53.96
4/6/11 9:40
BTO
375
SSO
54.32
4/13/11 9:32
STC
750
SSO
52.84
3/29/11 9:31
BUY
250
SDS
PROSHARES ULTRSHT S&P500
85.88
4/19:33
82.64 Normal ($815)
3/29/11 9:31
BTO
250
SDS
85.88
4/1/11 9:33
STC
250
SDS
82.64
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 21 # Profitable 7 (33.3%) # months tracked 29 Profitable months 11 (37.9%) Avg trade duration 39.5 days Annual Return -15.7% Average win $939 Average loss $1,498 Profit factor 0.3:1 Max peak-to-valley drawdown (historical) 45.5% drawdown period March 08, 2011 to April 06, 2013 Correlation w/ S&P 0.264 Sharpe ratio -0.661 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 100.0%
Chance of 50% account loss 0.3% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.83 Average P/L per unit traded $0.13
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testing an idea
read more... - This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.
Model Account Status Started $40,000 Buy Power $6,512 Cash $19,170 Equity ($12,657) Cumulative $ ($14,394) Total System Equity $25,605 Margined $0 Open P/L ($12,657)
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