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Alphergence - DayTrade Stocks

Created by:
Variance LLC
Variance LLC
Started: 05/2011
Stocks
Last trade: 1211 days ago

Subscription terms. There is a free trial period of 5 days. After that, subscriptions cost $149.00 per month.

Try AutoTrade for free. We'll give you $100,000 in a Simulated Broker Account to AutoTrade Alphergence - DayTrade Stocks.

Free AutoTrade
-6.5%
8.6%
Max Drawdown
1108
Num Trades
48.6%
Win Trades
1.1 : 1
Profit Factor
2.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                            (0.1%)(1.3%)(3.2%)+1.6%(0.2%)  -  (0.3%)(0.2%)(3.7%)
2012(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(1.9%)
2013(0.2%)  -  (0.3%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(1.9%)
2014(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(0.2%)(1.9%)

Model Account Details

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Closed Trades

CSV
Show More detailsShow fewer details
Opened ETB/S#Symbol PriceClosedPriceDDP/L
8/26/11 15:05 BUY 300 BRCM BROADCOM CORP CL A 33.82 8/26 16:00 33.88 0.06%
Trade id #65067604
Max drawdown($62)
Time8/26/11 15:26
Quant open300
Worst price33.61
Drawdown as % of equity-0.06%
$12
Includes Typical Broker Commission and AutoTrade Fees trade costs of $6.00
8/26/11 12:49 BUY 100 AMZN AMAZON.COM INC 198.57 8/26 15:59 199.25 0.08%
Trade id #65063220
Max drawdown($88)
Time8/26/11 15:19
Quant open100
Worst price197.69
Drawdown as % of equity-0.08%
$66
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/26/11 11:00 BUY 150 GMCR GREEN MTN COFFEE ROASTER 94.04 8/26 15:58 97.92 -0%
Trade id #65057428
Max drawdown($4)
Time8/26/11 11:02
Quant open150
Worst price94.01
Drawdown as % of equity-0.00%
$579
Includes Typical Broker Commission and AutoTrade Fees trade costs of $3.00
8/26/11 14:37 SELL 1,000 MU MICRON TECHNOLOGY INC 5.76 8/26 15:58 5.67 0%
Trade id #65067464
Max drawdown$0
Time8/26/11 14:39
Quant open-1,000
Worst price5.76
Drawdown as % of equity0.00%
$70
Includes Typical Broker Commission and AutoTrade Fees trade costs of $20.00
8/26/11 15:37 SELL 250 C CITIGROUP INC 29.71 8/26 15:57 29.80 0.03%
Trade id #65068812
Max drawdown($32)
Time8/26/11 15:41
Quant open-250
Worst price29.84
Drawdown as % of equity-0.03%
($28)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $5.00
8/26/11 14:17 BUY 600 MRVL MARVELL TECHNOLOGY GROUP 12.90 8/26 15:55 12.86 0.08%
Trade id #65066158
Max drawdown($87)
Time8/26/11 15:25
Quant open600
Worst price12.76
Drawdown as % of equity-0.08%
($36)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $12.00
8/26/11 11:03 BUY 600 JPM JPMORGAN CHASE & CO 35.84 8/26 15:29 36.09 n/a $134
Includes Typical Broker Commission and AutoTrade Fees trade costs of $12.00
8/26/11 14:48 SELL 100 GOOG GOOGLE INC A 527.07 8/26 15:17 525.08 0.06%
Trade id #65067680
Max drawdown($65)
Time8/26/11 14:55
Quant open-100
Worst price527.73
Drawdown as % of equity-0.06%
$197
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/26/11 14:11 BUY 714 AAPL APPLE INC 53.55 8/26 14:52 53.68 0.05%
Trade id #65065931
Max drawdown($47)
Time8/26/11 14:32
Quant open100
Worst price382.00
Drawdown as % of equity-0.05%
$83
Includes Typical Broker Commission and AutoTrade Fees trade costs of $14.28
8/25/11 13:48 BUY 2,000 C CITIGROUP INC 29.75 8/26 14:49 29.88 0.15%
Trade id #65024006
Max drawdown($153)
Time8/26/11 10:11
Quant open250
Worst price29.05
Drawdown as % of equity-0.15%
$223
Includes Typical Broker Commission and AutoTrade Fees trade costs of $40.00
8/26/11 14:12 BUY 100 GOOG GOOGLE INC A 528.30 8/26 14:48 527.07 0.25%
Trade id #65065953
Max drawdown($261)
Time8/26/11 14:47
Quant open100
Worst price525.69
Drawdown as % of equity-0.25%
($125)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/26/11 11:25 BUY 1,000 MU MICRON TECHNOLOGY INC 5.64 8/26 14:37 5.76 0.04%
Trade id #65059135
Max drawdown($40)
Time8/26/11 11:49
Quant open1,000
Worst price5.60
Drawdown as % of equity-0.04%
$100
Includes Typical Broker Commission and AutoTrade Fees trade costs of $20.00
8/23/11 15:57 SELL 2,400 YHOO YAHOO! INC 13.01 8/26 14:19 12.89 0.02%
Trade id #64940802
Max drawdown($18)
Time8/23/11 15:59
Quant open-600
Worst price13.35
Drawdown as % of equity-0.02%
$234
Includes Typical Broker Commission and AutoTrade Fees trade costs of $48.00
8/26/11 11:23 BUY 100 GOOG GOOGLE INC A 527.33 8/26 12:01 529.25 0.13%
Trade id #65059036
Max drawdown($133)
Time8/26/11 11:50
Quant open100
Worst price526.00
Drawdown as % of equity-0.13%
$190
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/26/11 11:25 BUY 100 AMZN AMAZON.COM INC 195.37 8/26 12:00 197.37 0%
Trade id #65059316
Max drawdown$0
Time8/26/11 11:42
Quant open100
Worst price195.37
Drawdown as % of equity0.00%
$198
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/26/11 10:16 SELL 200 JPM JPMORGAN CHASE & CO 35.26 8/26 11:00 35.51 0.12%
Trade id #65054948
Max drawdown($130)
Time8/26/11 10:49
Quant open-200
Worst price35.91
Drawdown as % of equity-0.12%
($54)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $4.00
8/26/11 10:15 SELL 100 AMZN AMAZON.COM INC 191.00 8/26 11:00 195.37 0.65%
Trade id #65054615
Max drawdown($674)
Time8/26/11 10:49
Quant open-100
Worst price197.74
Drawdown as % of equity-0.65%
($439)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/25/11 15:19 SELL 200 GOOG GOOGLE INC A 519.83 8/26 10:37 522.65 1.47%
Trade id #65027822
Max drawdown($1,534)
Time8/26/11 10:27
Quant open-200
Worst price527.50
Drawdown as % of equity-1.47%
($569)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $4.00
8/25/11 15:19 SELL 150 GMCR GREEN MTN COFFEE ROASTER 93.20 8/25 15:57 92.13 0.05%
Trade id #65027808
Max drawdown($49)
Time8/25/11 15:22
Quant open-150
Worst price93.53
Drawdown as % of equity-0.05%
$158
Includes Typical Broker Commission and AutoTrade Fees trade costs of $3.00
8/25/11 15:12 SELL 200 JPM JPMORGAN CHASE & CO 35.76 8/25 15:57 35.70 0.06%
Trade id #65027135
Max drawdown($62)
Time8/25/11 15:22
Quant open-200
Worst price36.07
Drawdown as % of equity-0.06%
$8
Includes Typical Broker Commission and AutoTrade Fees trade costs of $4.00
8/25/11 14:52 BUY 714 AAPL APPLE INC 52.40 8/25 15:57 52.36 0.17%
Trade id #65025812
Max drawdown($174)
Time8/25/11 15:42
Quant open100
Worst price372.52
Drawdown as % of equity-0.17%
($37)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $14.28
8/25/11 15:16 SELL 1,000 MU MICRON TECHNOLOGY INC 5.40 8/25 15:57 5.37 0.03%
Trade id #65027644
Max drawdown($30)
Time8/25/11 15:20
Quant open-1,000
Worst price5.43
Drawdown as % of equity-0.03%
$10
Includes Typical Broker Commission and AutoTrade Fees trade costs of $20.00
8/25/11 15:10 SELL 100 AMZN AMAZON.COM INC 192.27 8/25 15:57 192.17 0.1%
Trade id #65027127
Max drawdown($105)
Time8/25/11 15:30
Quant open-100
Worst price193.32
Drawdown as % of equity-0.10%
$8
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/25/11 13:43 SELL 600 MRVL MARVELL TECHNOLOGY GROUP 12.72 8/25 15:55 12.64 0.02%
Trade id #65023948
Max drawdown($24)
Time8/25/11 14:37
Quant open-600
Worst price12.76
Drawdown as % of equity-0.02%
$36
Includes Typical Broker Commission and AutoTrade Fees trade costs of $12.00
8/25/11 14:07 BUY 100 GOOG GOOGLE INC A 522.63 8/25 15:19 520.64 0.4%
Trade id #65025326
Max drawdown($413)
Time8/25/11 15:05
Quant open100
Worst price518.50
Drawdown as % of equity-0.40%
($201)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/25/11 10:22 BUY 150 GMCR GREEN MTN COFFEE ROASTER 94.11 8/25 15:19 93.20 0.24%
Trade id #65013572
Max drawdown($247)
Time8/25/11 15:02
Quant open150
Worst price92.46
Drawdown as % of equity-0.24%
($140)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $3.00
8/25/11 13:49 BUY 1,000 MU MICRON TECHNOLOGY INC 5.44 8/25 15:15 5.40 0.07%
Trade id #65024820
Max drawdown($70)
Time8/25/11 15:01
Quant open1,000
Worst price5.37
Drawdown as % of equity-0.07%
($60)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $20.00
8/25/11 13:49 BUY 200 JPM JPMORGAN CHASE & CO 35.96 8/25 15:12 35.76 0.09%
Trade id #65024823
Max drawdown($96)
Time8/25/11 15:02
Quant open200
Worst price35.48
Drawdown as % of equity-0.09%
($44)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $4.00
8/25/11 13:49 BUY 100 AMZN AMAZON.COM INC 192.87 8/25 15:09 192.27 0.16%
Trade id #65024855
Max drawdown($162)
Time8/25/11 15:02
Quant open100
Worst price191.25
Drawdown as % of equity-0.16%
($62)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00
8/25/11 13:47 BUY 714 AAPL APPLE INC 52.07 8/25 14:17 52.21 0.06%
Trade id #65024714
Max drawdown($62)
Time8/25/11 13:50
Quant open100
Worst price371.29
Drawdown as % of equity-0.06%
$86
Includes Typical Broker Commission and AutoTrade Fees trade costs of $14.28

Statistics

  • Strategy began
    5/26/2011
  • Age
    43 months ago
  • What it trades
    Stocks
  • # Trades
    1108
  • # Profitable
    538
  • % Profitable
    48.60%
  • Avg trade duration
    4.1 hours
  • Max peak-to-valley drawdown
    8.65%
  • drawdown period
    June 28, 2011 - Aug 09, 2011
  • Annual return (compounded)
    1.2%
  • Avg win
    $120.32
  • Avg loss
    $105.58
  • W:L ratio
    1.08:1
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    $4,550
  • Closed PL (start day)
    $4,540
  • Closed PL Change $
    $10.42
  • Closed PL Change %
    0.23%
  • Equity
    $104,540
  • Equity (start day)
    $104,540
  • Equity Change $
    $0.42
  • Equity Change %
    n/a
  • GENERAL STATISTICS
  • Age
    1303
  • # Trades
    1108
  • Avg Trade Length
    0.2
  • PROFIT
  • Profit Factor
    1.1
  • SORTINO STATISTICS
  • Sortino Ratio
    0.778
  • CALMAR STATISTICS
  • Calmar Ratio
    0.493
  • SHARPE STATISTICS
  • Sharpe Ratio
    0.501
  • Ann Return (w trading costs)
    -6.5%
  • Ann Return (Compnd, No Fees)
    1.2%
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • PROFIT STATISTICS
  • APD
    0.00
  • DRAW DOWN STATISTICS
  • Max Drawdown
    8.7%
  • TOS STATISTICS
  • Trades Own System?
    0
  • TOS percent
    n/a
  • BILLING STATISTICS
  • Subscription Price
    $149
  • Billing Period (days)
    30
  • Trial Days
    5
  • WIN STATISTICS
  • Avg Win
    $120
  • Avg Loss
    $106
  • # Winners
    538
  • # Losers
    570
  • % Winners
    48.6%
  • TIME STATISTICS
  • Avg Position Time (mins)
    243.90
  • Avg Position Time (hrs)
    4.07
  • OWNER STATISTICS
  • Developer
    -

Strategy Description

Day Trades Stocks

Q. What it trades?
A set of 12-15 individual US stocks. Most trades last from a few minutes to hours.

Q. Does it go Long only
NO, the system takes advantage from the short side as well. It will go long and short names. These are easy to borrow names, so locates for shorts will be readily available at your broker.

Q Can I manually trade this system?
NOT RECOMMENDED. It is highly desireable, due to the frequency of trading that this be AutoTraded.

Q. Do you have Stops and Targets?
YES. Each order is entered in a limit and after execution, clear targets and Stop orders are placed.

Q. There are so many trades. What about commissions?
Yes, there are several trades that are executed in the day. With today's low commissions (like IB), the transaction cost has already been taken into account in the performance displayed.

Q. What is the account size required?
Starting capital can be scaled based on the model start value, which is 100k. It does day trade into margin, but tends to close all/most all trades at the end of the day. The trade size per trade is about 10k per trade, per name.

Should you have any questions, please feel free to email me.

PLEASE NOTE: PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RETURNS.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment. For any trading system on our Web site, we assume you will invest the amount that appears as the starting amount of that system's performance chart.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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