ETF GLOBAL TIMER

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011						(7.5%)	+1.3%	+20.2%	(12.9%)	+22.2%	(3.9%)	(1.1%)
2012	+10.6%	+2.7%	(3.9%)	(0.9%)	+3.7%	+6.0%	+1.2%	+4.1%	+0.9%	(3.2%)	+1.6%	+5.0%
2013	+3.0%	+1.0%	+1.0%	(2.2%)	(0.4%)

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Technical Analysis: Moving Average daysX

Instruments	Stocks
Strategies	Market timing
System started	6/1/2011 (24 months ago)
System developer	ETF GLOBAL TIMER (Last login to C2: 5/25/13 15:27) C2 Score: 996 Vendor has created 2 other systems. Show

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System creator requested that closed trades data below be delayed by seven days.

Note that the system currently has an open, losing position which is not being displayed to non-subscribers.

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
3/15/13 13:52	BUY	500	EEV	PROSHRS ULT SHT MSCI ETF	22.45	5/3 15:44	21.41	Low	($530)
2/20/13 15:24	BUY	700	UUP	POWERSHARES DB US DOLLAR IND	22.14	4/16 15:06	22.23	Low	$49
4/10/13 9:30	BUY	300	VXX	IPATH S&P 500 VIX SHORT-TERM	19.09	4/15 13:02	19.26	Low	$45
2/16/12 12:53	BUY	175	TBT	PROSHS ULTSHRT US TR ETF	71.93	4/3/13 13:30	64.11	n/a	($1,372)
3/5/13 9:40	BUY	400	VXX	IPATH S&P 500 VIX SHORT-TERM	22.22	3/19 12:00	22.47	Low	$92
1/24/13 15:12	BUY	200	QLD	Proshares Ultra QQQ ETF 2x	57.58	3/14 11:14	60.96	Low	$672
2/26/13 12:04	BUY	400	XIV	VELOCITYSHARES DAILY INVERSE	18.50	2/27 10:39	20.33	Low	$726
1/16/13 15:13	BUY	300	VXX	IPATH S&P 500 VIX SHORT-TERM	25.27	2/25 15:56	25.79	Low	$150
10/15/12 15:44	BUY	150	EET	PROSHARES ULTRA MSCI EMERGIN	74.54	2/12/13 14:56	84.13	Low	$1,436
11/30/12 13:57	BUY	250	UWM	ULTRA RUSSELL2000 PROSHARES	42.41	1/17/13 14:17	50.16	Low	$1,933
10/4/12 15:45	BUY	225	DIG	ULTRA OIL & GAS PROSHARES	48.99	1/15/13 14:42	49.20	Low	$43
12/6/12 15:24	BUY	400	UDN	POWERSHARES DB US DOLLAR IND	27.06	1/14/13 14:51	27.30	Low	$88
6/12/12 11:59	BUY	170	MVV	ULTRA MIDCAP400 PROSHARES	59.33	12/19 15:21	74.84	Low	$2,634
11/9/12 9:44	BUY	400	XIV	VELOCITYSHARES DAILY INVERSE	15.74	11/23 9:54	18.54	Low	$1,112
8/6/12 11:11	BUY	175	VXX	IPATH S&P 500 VIX SHORT-TERM	48.12	11/7 14:29	36.71	Normal	($2,000)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
3/15/13 13:52	BUY	500	EEV	PROSHRS ULT SHT MSCI ETF	22.45	5/3 15:44	21.41	Low	($530)
3/15/13 13:52	BTO	500	EEV		22.45
Buy to open 500 shares of EEV at the market price, which is about 15% of total account value.
5/3/13 15:44	STC	500	EEV		21.41
Sell the 500 shares of EEV at the market price.
2/20/13 15:24	BUY	700	UUP	POWERSHARES DB US DOLLAR IND	22.14	4/16 15:06	22.23	Low	$49
2/20/13 15:24	BTO	700	UUP		22.14
Buy 700 shares of UUP at the market price, which is about 20% of total account value.
4/16/13 15:06	STC	700	UUP		22.23
Sell the 700 shares of UUP at the market price.
4/10/13 9:30	BUY	300	VXX	IPATH S&P 500 VIX SHORT-TERM	19.09	4/15 13:02	19.26	Low	$45
4/10/13 9:30	BTO	300	VXX		19.09
Buy 300 shares of VXX on the open at the market price, which is about 7% of total account value.
4/15/13 13:02	STC	300	VXX		19.26
Sell the 300 shares of VXX at the market price.
2/16/12 12:53	BUY	175	TBT	PROSHS ULTSHRT US TR ETF	71.93	4/3/13 13:30	64.11	n/a	($1,372)
2/16/12 12:53	BTO	125	TBT		76.36
Buy to open 500 shares of TBT at a limit of 19.10, which is about 15% of total account value.
7/9/12 10:48	BTO	50	TBT		60.84
Buy an additional 200 shares of TBT, bringing the total owned to 700 shares, or about 15% of total account value.
4/3/13 13:30	STC	175	TBT		64.11
Sell the 175 shares of TBT at the market price.
3/5/13 9:40	BUY	400	VXX	IPATH S&P 500 VIX SHORT-TERM	22.22	3/19 12:00	22.47	Low	$92
3/5/13 9:40	BTO	400	VXX		22.22
Buy 400 shares of VXX at the market price, which is about 10% of total account value.
3/19/13 12:00	STC	400	VXX		22.47
Sell the 400 shares of VXX at the market price.
1/24/13 15:12	BUY	200	QLD	Proshares Ultra QQQ ETF 2x	57.58	3/14 11:14	60.96	Low	$672
1/24/13 15:12	BTO	200	QLD		57.58
Buy to open 200 shares of QLD at the market price, which is about 15% of total account value.
3/14/13 11:14	STC	200	QLD		60.96
Sell the 200 shares of QLD at the market price.
2/26/13 12:04	BUY	400	XIV	VELOCITYSHARES DAILY INVERSE	18.50	2/27 10:39	20.33	Low	$726
2/26/13 12:04	BTO	400	XIV		18.50
Buy 400 shares of XIV at the market price, which is about 9% of total account value.
2/27/13 10:39	STC	400	XIV		20.33
Sell the 400 shares of XIV at the market price.
1/16/13 15:13	BUY	300	VXX	IPATH S&P 500 VIX SHORT-TERM	25.27	2/25 15:56	25.79	Low	$150
1/16/13 15:13	BTO	300	VXX		25.27
Buy 300 shares of VXX at the market price, which is about 10% of total account value.
2/25/13 15:56	STC	300	VXX		25.79
Sell the 300 shares of VXX at the market price.
10/15/12 15:44	BUY	150	EET	PROSHARES ULTRA MSCI EMERGIN	74.54	2/12/13 14:56	84.13	Low	$1,436
10/15/12 15:44	BTO	150	EET		74.54
Buy 150 shares of EET at the market price, which is about 15% of total account value.
2/12/13 14:56	STC	150	EET		84.13
Sell the 150 shares of EET at the market price.
11/30/12 13:57	BUY	250	UWM	ULTRA RUSSELL2000 PROSHARES	42.41	1/17/13 14:17	50.16	Low	$1,933
11/30/12 13:57	BTO	250	UWM		42.41
Buy 250 shares of UWM at the market price, which is about 15% of total account value.
1/17/13 14:17	STC	250	UWM		50.16
Sell the 250 shares of UWM at the market price.
10/4/12 15:45	BUY	225	DIG	ULTRA OIL & GAS PROSHARES	48.99	1/15/13 14:42	49.20	Low	$43
10/4/12 15:45	BTO	225	DIG		48.99
Buy 225 shares of DIG at the market price, which is about 15% of total account value. I parked this order until 3:45PM (ET)
1/15/13 14:42	STC	225	DIG		49.20
Sell the 225 shares of DIG at the market price.
12/6/12 15:24	BUY	400	UDN	POWERSHARES DB US DOLLAR IND	27.06	1/14/13 14:51	27.30	Low	$88
12/6/12 15:24	BTO	400	UDN		27.06
Buy 400 shares of UDN at the market price, which is about 15% of total account value.
1/14/13 14:51	STC	400	UDN		27.30
Sell the 400 shares of UDN at the market price.
6/12/12 11:59	BUY	170	MVV	ULTRA MIDCAP400 PROSHARES	59.33	12/19 15:21	74.84	Low	$2,634
6/12/12 11:59	BTO	170	MVV		59.33
Buy 170 shares of MVV at the market price, which is about 15% of total account value.
12/19/12 15:21	STC	170	MVV		74.84
Sell the 170 shares of MVV at the market price.
11/9/12 9:44	BUY	400	XIV	VELOCITYSHARES DAILY INVERSE	15.74	11/23 9:54	18.54	Low	$1,112
11/9/12 9:44	BTO	400	XIV		15.74
Buy 400 shares of XIV at the market price, which is about 9% of total account value.
11/23/12 9:54	STC	400	XIV		18.54
Sell the 400 shares of XIV at the market price.
8/6/12 11:11	BUY	175	VXX	IPATH S&P 500 VIX SHORT-TERM	48.12	11/7 14:29	36.71	Normal	($2,000)
8/6/12 11:11	BTO	175	VXX		48.12
Buy to open 700 shares of VXX at the market price, which is about 12% of total account value.
10/24/12 14:12	STC	90	VXX		37.00
Sell 90 shares of the 175 shares owned of VXX at a stop loss of 37.00. Do not sell these shares unless the 37.00 stop loss is hit.
11/7/12 14:29	STC	85	VXX		36.41
Sell the remaining 85 shares of VXX at the market price.

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	51
# Profitable	42 (82.4%)
# months tracked	24
Profitable months	15 (62.5%)
Avg trade duration	60.0 days
Annual return (compounded)	26.2%
Average win	$907
Average loss	$974
Profit factor	4.3:1
Max peak-to-valley drawdown (historical)	17.98%
drawdown period	Aug 31, 2011 to Oct 03, 2011
Correlation w/ S&P	0.269
Sharpe ratio	1.029
Keep after worst-case slippage	99.8%
Probabilities of future account loss
Chance of 10% account loss	27.5%
Chance of 20% account loss	3.5%
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)	1.02
Average P/L per unit traded	$2.49
Sum of dividends and cash expir. in model account	$6

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System Description

ETF Global Timer trades various single and double leveraged diversified ETFs. The proprietary model upon which this strategy is based utilizes an active money management style. The strategy incorporates aspects of both trend following and reversion to the mean. Stronger inference is placed on different proprietary indicators at various times in a market cycle. It is strictly technical in nature and does not utilize fundamental analysis.

Specific entry and exit points are determined by proprietary technical indicators utilizing price and volume. Several different time frames are viewed using multiple indicators. A key component of the strategy provides for profit taking and risk reduction, in essence creating a system of stop loss and profit realization. On average, three to six trades are made on a monthly basis.

Please note that I don't use margin in ETF Global Timer. That way all of my subscribers are able to replicate my results in their own trading account, whether it's a cash or margin account. In fact, I trade ETF Global Timer in my own cash account held at an online discount broker.

This is an absolute return program with the goal of consistently outperforming the overall market regardless of the market environment and to produce that performance with less volatility than what is normally associated with the markets.

DISCLAIMER: 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

Dividends Itemized
Started	$50,000
Buy Power	$55,892
Cash	$1
Equity	$1
Cumulative $*	$29,361
Total System Equity	$79,361
Margined	$1
Open P/L	($2,111)
System vendor has delayed data by 7 days for non-subs.

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