system
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 (4.9%) +0.7% +0.3% +5.9% +15.5% +8.0% (23.1%) +14.9% +6.1% 2012 (7.2%) (21%) (7.8%) +8.1% +20.4% (7.6%) (1.5%) (5%) (5.8%) (2.5%) +1.1% (0.7%) 2013 (10.8%) +9.1% (3.2%) (6.1%) (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 770 days.
Instruments
Mostly Stocks; (some options)
Strategies
Unclassified
System started
4/11/2011 (26 months ago)
System developer
Strategic Options, LLC 875 Vendor has created 2 other systems. Show The name of this system has been changed 1 time. Show Original name Changed to When changed The Ninja system 11/4/11 19:56
What is the C2 Score?
Recently Closed Trades CSV Details System creator requested that closed trades data below be delayed by one day.
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
10/3/11 11:38
SELL
100
DE
DEERE & CO 64.20
5/8/13 9:49
91.86 Normal ($2,768)
4/14/11 9:30
SELL
100
ORLY
O'REILLY AUTOMOTIVE INC 55.08
5/8/13 9:48
96.99 Normal ($4,194)
8/9/11 14:26
SELL
100
XLE
SPDR ENERGY SECTOR ETF 62.66
5/8/13 9:48
77.79 Normal ($1,517)
8/31/11 15:58
SELL
200
ZUMZ
ZUMIEZ INC 18.64
1/3/13 13:24
21.27 Low ($529)
5/23/12 9:59
SELL
200
LNC
LINCOLN NATIONAL CORP 21.00
1/3/13 13:24
27.63 Low ($1,330)
12/19/11 13:54
SELL
100
DKS
DICK'S SPORTING GOODS 35.81
1/3/13 13:24
46.50 Normal ($1,071)
7/12/12 11:16
SELL
200
ZION
ZIONS BANCORP 18.51
11/199:52
19.96 Low ($294)
11/28/11 13:03
BUY
175
SDS
PROSHARES ULTRSHT S&P500 81.37
11/19/12 9:52
58.52 High ($4,004)
7/24/12 14:16
SELL
5
WFM1217K90
WFM Nov12 90 call (exp 11/17/2012) 4.10
11/189:20
0.00 Normal $2,045
6/12/12 13:40
SELL
2
DVA1220J85
DVA Oct12 85 call (exp 10/20/2012) 5.40
10/59:52
25.40 Normal ($4,004)
7/20/12 15:53
SELL
100
MSFT
MICROSOFT CORP 30.13
10/59:52
29.95 Low $16
6/8/12 10:00
SELL
100
KIM
KIMCO REALTY CORP 18.25
10/59:52
20.22 Low ($199)
6/22/12 15:47
SELL
1
DVA1220J95
DVA Oct12 95 call (exp 10/20/2012) 4.50
10/59:52
14.30 Low ($982)
6/12/12 12:56
SELL
200
BAC
BANK OF AMERICA CORP 7.35
10/59:52
9.62 Low ($458)
6/8/12 10:13
BUY
2
XOM1220V80
XOM Oct12 80 put (exp 10/20/2012) 4.20
10/59:52
0.01 Low ($842)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
10/3/11 11:38
SELL
100
DE
DEERE & CO
64.20
5/8/13 9:49
91.86 Normal ($2,768)
10/3/11 11:38
SSHORT
100
DE
64.20
5/8/13 9:49
BTC
100
DE
91.86
Margin call (auto-generated).
4/14/11 9:30
SELL
100
ORLY
O'REILLY AUTOMOTIVE INC
55.08
5/8/13 9:48
96.99 Normal ($4,194)
4/14/11 9:30
SSHORT
100
ORLY
55.08
1/25/13 9:49
BTC
74
ORLY
92.21
Margin call (auto-generated).
5/8/13 9:48
BTC
26
ORLY
110.58
Margin call (auto-generated).
8/9/11 14:26
SELL
100
XLE
SPDR ENERGY SECTOR ETF
62.66
5/8/13 9:48
77.79 Normal ($1,517)
8/9/11 14:26
SSHORT
100
XLE
62.66
1/25/13 9:49
BTC
74
XLE
76.82
Margin call (auto-generated).
5/8/13 9:48
BTC
26
XLE
80.57
Margin call (auto-generated).
8/31/11 15:58
SELL
200
ZUMZ
ZUMIEZ INC
18.64
1/3/13 13:24
21.27 Low ($529)
8/31/11 15:58
STO
100
ZUMZ
18.49
10/5/11 15:56
STO
100
ZUMZ
18.80
1/3/13 13:24
BTC
200
ZUMZ
21.27
Margin call (auto-generated).
5/23/12 9:59
SELL
200
LNC
LINCOLN NATIONAL CORP
21.00
1/3/13 13:24
27.63 Low ($1,330)
5/23/12 9:59
STO
100
LNC
21.06
8/2/12 11:37
STO
100
LNC
20.94
1/3/13 13:24
BTC
200
LNC
27.63
Margin call (auto-generated).
12/19/11 13:54
SELL
100
DKS
DICK'S SPORTING GOODS
35.81
1/3/13 13:24
46.50 Normal ($1,071)
12/19/11 13:54
STO
100
DKS
35.81
1/3/13 13:24
BTC
100
DKS
46.50
Margin call (auto-generated).
7/12/12 11:16
SELL
200
ZION
ZIONS BANCORP
18.51
11/199:52
19.96 Low ($294)
7/12/12 11:16
STO
200
ZION
18.51
11/19/12 9:52
BTC
200
ZION
19.96
Margin call (auto-generated).
11/28/11 13:03
BUY
175
SDS
PROSHARES ULTRSHT S&P500
81.37
11/19/12 9:52
58.52 High ($4,004)
11/28/11 13:03
BTO
125
SDS
87.76
5/7/12 15:48
BTO
25
SDS
63.00
6/8/12 10:05
BTO
25
SDS
67.80
11/19/12 9:52
STC
175
SDS
58.52
Margin call (auto-generated).
7/24/12 14:16
SELL
5
WFM1217K90
WFM Nov12 90 call (exp 11/17/2012)
4.10
11/189:20
0.00 Normal $2,045
7/24/12 14:16
STO
5
WFM1217K90
4.10
11/18/12 9:20
exp
5
WFM1217K90
0.00
6/12/12 13:40
SELL
2
DVA1220J85
DVA Oct12 85 call (exp 10/20/2012)
5.40
10/59:52
25.40 Normal ($4,004)
6/12/12 13:40
STO
2
DVA1220J85
5.40
10/5/12 9:52
BTC
2
DVA1220J85
25.40
Margin call (auto-generated).
7/20/12 15:53
SELL
100
MSFT
MICROSOFT CORP
30.13
10/59:52
29.95 Low $16
7/20/12 15:53
STO
100
MSFT
30.13
10/5/12 9:52
BTC
100
MSFT
29.95
Margin call (auto-generated).
6/8/12 10:00
SELL
100
KIM
KIMCO REALTY CORP
18.25
10/59:52
20.22 Low ($199)
6/8/12 10:00
STO
100
KIM
18.25
10/5/12 9:52
BTC
100
KIM
20.22
Margin call (auto-generated).
6/22/12 15:47
SELL
1
DVA1220J95
DVA Oct12 95 call (exp 10/20/2012)
4.50
10/59:52
14.30 Low ($982)
6/22/12 15:47
STO
1
DVA1220J95
4.50
10/5/12 9:52
BTC
1
DVA1220J95
14.30
Margin call (auto-generated).
6/12/12 12:56
SELL
200
BAC
BANK OF AMERICA CORP
7.35
10/59:52
9.62 Low ($458)
6/12/12 12:56
STO
200
BAC
7.35
10/5/12 9:52
BTC
200
BAC
9.62
Margin call (auto-generated).
6/8/12 10:13
BUY
2
XOM1220V80
XOM Oct12 80 put (exp 10/20/2012)
4.20
10/59:52
0.01 Low ($842)
6/8/12 10:13
BTO
2
XOM1220V80
4.20
10/5/12 9:52
STC
2
XOM1220V80
0.01
Margin call (auto-generated).
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 311 # Profitable 187 (60.1%) # months tracked 26 Profitable months 11 (42.3%) Avg trade duration 54.2 days Annual return (compounded) -12.3% Average win $388 Average loss $866 Profit factor 0.7:1 Max peak-to-valley drawdown (historical) 44.46% drawdown period Oct 03, 2011 to Feb 11, 2013 Correlation w/ S&P -0.534 Sharpe ratio -0.476 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) -0.21 Average P/L per unit traded $13.04
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There is a free trial period of 30 days before you are charged.
You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $100 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
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Model Account Status Started $100,000 Buy Power $4,801 Cash $1 Equity $1 Cumulative $* ($39,002) Dividends Itemized Total System Equity $60,997 Margined $1 Open P/L ($35,686) System vendor has delayed data by 1 day for non-subs.
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