TimerSignals - EEM - a stock trading system on Collective2

TimerSignals - EEM

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011		-	+6.0%	+4.6%	(2.1%)	(4.4%)	(2.5%)	(6.2%)	(0.8%)	(2.1%)	+2.6%	+1.4%
2012	+1.4%	+0.5%	(0.6%)	+0.5%	+2.1%	(2.4%)	+1.4%	(0.9%)	(1%)	(1%)	(1%)	(1%)
2013	(1.1%)	(1.1%)	(1.1%)	(1.1%)	-

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Technical Analysis: Moving Average daysX

Instruments

Stocks

Strategies

Technical analysis, Arbitrage, Spreads, Market timing

System started

2/28/2011 (27 months ago)

System developer

TimerSignals, LLC

(Last login to C2: 8/31/12 15:39)
C2 Score: 930

Vendor has created 2 other systems. Show
The name of this system has been changed 1 time. Show

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
8/30/12 15:59	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.93	8/31 15:39	39.25	Low	$120
8/23/12 15:38	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	40.05	8/24 15:41	40.10	Low	$12
8/21/12 15:58	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	40.40	8/22 15:37	40.38	Low	($16)
8/13/12 15:19	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	40.30	8/14 12:40	40.50	Low	$72
8/3/12 15:56	SELL	400	EEM	ISHARES MSCI EMERGING MARKET	39.88	8/13 15:19	40.30	Normal	($176)
7/20/12 15:34	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.55	7/27 13:02	39.01	Normal	$176
7/17/12 15:56	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.89	7/18 15:53	38.81	Normal	($40)
7/10/12 15:47	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.17	7/16 9:37	38.26	Normal	$28
7/2/12 15:48	SELL	200	EEM	ISHARES MSCI EMERGING MARKET	39.12	7/6 14:59	38.73	Low	$74
6/27/12 15:16	SELL	400	EEM	ISHARES MSCI EMERGING MARKET	37.63	6/28 12:02	37.25	Low	$144
6/14/12 15:54	SELL	400	EEM	ISHARES MSCI EMERGING MARKET	38.70	6/19 15:57	39.70	Normal	($408)
6/12/12 15:57	BUY	200	EEM	ISHARES MSCI EMERGING MARKET	38.17	6/14 15:54	38.15	Low	($8)
6/6/12 16:01	SELL	100	EEM	ISHARES MSCI EMERGING MARKET	38.03	6/8 15:59	37.90	Low	$11
6/4/12 15:45	BUY	100	EEM	ISHARES MSCI EMERGING MARKET	36.80	6/6 13:05	37.98	Low	$116
5/29/12 15:52	SELL	200	EEM	ISHARES MSCI EMERGING MARKET	38.19	5/30 15:44	37.57	Low	$120

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
8/30/12 15:59	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.93	8/31 15:39	39.25	Low	$120
8/30/12 15:59	BTO	400	EEM		38.93
8/31/12 15:39	STC	400	EEM		39.25
8/23/12 15:38	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	40.05	8/24 15:41	40.10	Low	$12
8/23/12 15:38	BTO	400	EEM		40.05
8/24/12 15:41	STC	400	EEM		40.10
8/21/12 15:58	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	40.40	8/22 15:37	40.38	Low	($16)
8/21/12 15:58	BTO	400	EEM		40.40
8/22/12 15:37	STC	400	EEM		40.38
8/13/12 15:19	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	40.30	8/14 12:40	40.50	Low	$72
8/13/12 15:19	BTO	400	EEM		40.30
8/14/12 12:40	STC	400	EEM		40.50
8/3/12 15:56	SELL	400	EEM	ISHARES MSCI EMERGING MARKET	39.88	8/13 15:19	40.30	Normal	($176)
8/3/12 15:56	STO	400	EEM		39.88
8/13/12 15:19	BTC	400	EEM		40.30
7/20/12 15:34	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.55	7/27 13:02	39.01	Normal	$176
7/20/12 15:34	BTO	400	EEM		38.55
7/27/12 13:02	STC	400	EEM		39.01
7/17/12 15:56	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.89	7/18 15:53	38.81	Normal	($40)
7/17/12 15:56	BTO	400	EEM		38.89
7/18/12 15:53	STC	400	EEM		38.81
7/10/12 15:47	BUY	400	EEM	ISHARES MSCI EMERGING MARKET	38.17	7/16 9:37	38.26	Normal	$28
7/10/12 15:47	BTO	400	EEM		38.17
7/16/12 9:37	STC	400	EEM		38.26
7/2/12 15:48	SELL	200	EEM	ISHARES MSCI EMERGING MARKET	39.12	7/6 14:59	38.73	Low	$74
7/2/12 15:48	STO	200	EEM		39.12
7/6/12 14:59	BTC	200	EEM		38.73
6/27/12 15:16	SELL	400	EEM	ISHARES MSCI EMERGING MARKET	37.63	6/28 12:02	37.25	Low	$144
6/27/12 15:16	STO	400	EEM		37.63
6/28/12 12:02	BTC	400	EEM		37.25
6/14/12 15:54	SELL	400	EEM	ISHARES MSCI EMERGING MARKET	38.70	6/19 15:57	39.70	Normal	($408)
6/14/12 15:54	STO	100	EEM		38.32
6/14/12 15:55	STO	100	EEM		38.30
6/18/12 15:58	STO	200	EEM		39.09
6/19/12 15:57	BTC	400	EEM		39.70
6/12/12 15:57	BUY	200	EEM	ISHARES MSCI EMERGING MARKET	38.17	6/14 15:54	38.15	Low	($8)
6/12/12 15:57	BTO	200	EEM		38.17
6/13/12 15:56	STC	100	EEM		37.98
6/14/12 15:54	STC	100	EEM		38.32
6/6/12 16:01	SELL	100	EEM	ISHARES MSCI EMERGING MARKET	38.03	6/8 15:59	37.90	Low	$11
6/6/12 16:01	STO	100	EEM		38.03
6/8/12 15:59	BTC	100	EEM		37.90
6/4/12 15:45	BUY	100	EEM	ISHARES MSCI EMERGING MARKET	36.80	6/6 13:05	37.98	Low	$116
6/4/12 15:45	BTO	100	EEM		36.80
6/6/12 13:05	STC	100	EEM		37.98
5/29/12 15:52	SELL	200	EEM	ISHARES MSCI EMERGING MARKET	38.19	5/30 15:44	37.57	Low	$120
5/29/12 15:52	STO	200	EEM		38.19
5/30/12 15:44	BTC	200	EEM		37.57

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	108
# Profitable	67 (62.0%)
# months tracked	28
Profitable months	9 (32.1%)
Avg trade duration	2.5 days
Annual return (compounded)	8.5%
Average win	$101
Average loss	$116
Profit factor	1.4:1
Max peak-to-valley drawdown (historical)	14.65%
drawdown period	June 13, 2011 to Aug 17, 2011
Correlation w/ S&P	0.154
Sharpe ratio	0.929
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	100.0%
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)	0.17
Average P/L per unit traded	$0.15

Reviews

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System Description

TimerSignals uses a Multi-System / Multi-Strategy model to trade Emerging Markets (EEM).

- Everyday the System will determine if we are to be Long / Short / or in Cash for the next day using "EEM". The System is invested approximately 80% of the time.

- Correlated ETFs or Mutual Funds can be used to trade the system. (DXELX / DXESX)

- Signals will be posted around 3:45-3:55pm EST

-Can be autotraded or manually traded

*** Past performance is no guarantee of future results.

- 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

Started	$10,000
Buy Power	$11,980
Cash	$11,980
Equity	$0
Cumulative $	$1,980
Total System Equity	$11,980
Margined	$0
Open P/L	$0

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