RPH

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011						+11.0%	(7.6%)	+0.4%	+34.9%	(4.4%)	(16.2%)	+15.6%
2012	(3.1%)	(0.2%)	+1.4%	(5.7%)	+7.3%	+18.8%	+6.0%	(1.2%)	(0.3%)	+0.4%	(12.4%)	+3.5%
2013	+0.8%	(1.4%)	(6.3%)	(3.1%)	(1.4%)

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Show chart: Standard | Monte Carlo
Technical Analysis: Moving Average daysX

Instruments	Stocks
Strategies
System started	6/18/2011 (23 months ago)
System developer	Richard Haines (Last login to C2: 5/21/13 0:39) C2 Score: 988 Vendor has created 14 other systems. Show

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

Live brokerage trade data is available for this system. Show broker data?

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
4/10/13 9:30	BUY	5,848	TZA	DIREXION SHRS SML CAP 3X	37.50	5/7 9:30	37.26	High	($1,498)
4/4/13 9:30	BUY	161	TZA	DIREXION SHRS SML CAP 3X	40.70	4/8 9:30	39.72	Low	($161)
3/15/13 9:30	BUY	2,889	TNA	DIREXION SHRS SML BLL 3X	43.95	4/4 9:30	41.55	High	($6,992)
3/6/13 9:31	BUY	3,162	TZA	DIREXION SHRS SML CAP 3X	39.73	3/15 9:30	37.04	High	($8,562)
1/31/13 9:30	BUY	4,586	TNA	DIREXION SHRS SML BLL 3X	38.44	2/26 9:30	38.36	Low	($490)
1/25/13 9:30	BUY	3,088	TZA	DIREXION SHRS SML CAP 3X	44.28	1/31 9:30	45.11	Low	$2,514
1/16/13 9:30	BUY	804	TNA	DIREXION SHRS SML BLL 3X	35.85	1/25 9:30	37.96	Low	$1,677
12/21/12 9:30	BUY	4,976	TZA	DIREXION SHRS SML CAP 3X	52.06	1/16/13 9:30	51.53	High	($2,729)
12/7/12 9:30	BUY	2,662	TNA	DIREXION SHRS SML BLL 3X	29.13	12/21 9:30	31.20	Low	$5,470
11/21/12 9:30	BUY	2,356	TZA	DIREXION SHRS SML CAP 3X	66.01	12/5 9:30	59.92	Very	($14,403)
11/13/12 9:30	BUY	115	TZA	DIREXION SHRS SML CAP 3X	69.48	11/14 9:30	68.96	Low	($62)
11/5/12 9:30	BUY	9,174	TNA	DIREXION SHRS SML BLL 3X	27.42	11/13 9:30	26.65	High	($7,187)
10/17/12 9:30	BUY	819	TZA	DIREXION SHRS SML CAP 3X	58.42	11/5 9:30	63.08	Low	$3,800
9/24/12 9:30	BUY	7,156	TNA	DIREXION SHRS SML BLL 3X	31.39	10/12 9:30	30.25	Normal	($8,332)
9/10/12 9:30	BUY	2,812	TZA	DIREXION SHRS SML CAP 3X	59.20	9/24 9:30	56.46	High	($7,753)

How to see live brokerage trade data

Below, just click on any of the icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
4/10/13 9:30	BUY	5,848	TZA	DIREXION SHRS SML CAP 3X	37.50	5/7 9:30	37.26	High	($1,498)
4/10/13 9:30	BTO	335	TZA		39.03
10% TZA
4/11/13 9:30	BTO	1,961	TZA		37.29
65% TZA
4/12/13 9:30	BTO	358	TZA		37.45
75% TZA
4/16/13 9:30	STC	2,139	TZA		40.76
15% TZA
4/25/13 9:30	BTO	585	TZA		37.68
30% TZA
4/26/13 9:30	BTO	1,881	TZA		37.59
80% TZA
4/30/13 9:30	BTO	728	TZA		36.97
100% TZA
5/7/13 9:30	STC	3,709	TZA		35.24
4/4/13 9:30	BUY	161	TZA	DIREXION SHRS SML CAP 3X	40.70	4/8 9:30	39.72	Low	($161)
4/4/13 9:30	BTO	161	TZA		40.70
5% TZA
4/8/13 9:30	STC	161	TZA		39.72
3/15/13 9:30	BUY	2,889	TNA	DIREXION SHRS SML BLL 3X	43.95	4/4 9:30	41.55	High	($6,992)
3/15/13 9:30	BTO	556	TNA		44.71
15% TNA
3/18/13 9:30	BTO	64	TNA		43.39
20% TNA
3/19/13 9:31	BTO	1,428	TNA		44.35
65% TNA
3/21/13 9:30	STC	490	TNA		43.80
50% TNA
4/1/13 9:37	STC	464	TNA		44.46
35% TNA
4/2/13 9:30	BTO	173	TNA		43.74
45% TNA
4/3/13 9:30	BTO	668	TNA		42.56
60% TNA
4/4/13 9:30	STC	1,935	TNA		40.28
3/6/13 9:31	BUY	3,162	TZA	DIREXION SHRS SML CAP 3X	39.73	3/15 9:30	37.04	High	($8,562)
3/6/13 9:31	BTO	2,385	TZA		39.80
65% TZA
3/7/13 9:30	BTO	581	TZA		39.88
80% TZA
3/8/13 9:30	BTO	196	TZA		38.40
85% TZA
3/15/13 9:30	STC	3,162	TZA		37.04
1/31/13 9:30	BUY	4,586	TNA	DIREXION SHRS SML BLL 3X	38.44	2/26 9:30	38.36	Low	($490)
1/31/13 9:30	BTO	1,774	TNA		37.30
45% TNA
2/5/13 9:30	BTO	996	TNA		38.35
70% TNA
2/8/13 9:30	STC	434	TNA		39.04
60% TNA
2/11/13 9:31	STC	212	TNA		39.65
55% TNA
2/13/13 9:30	BTO	374	TNA		40.25
65% TNA
2/15/13 9:31	BTO	176	TNA		40.88
70% TNA
2/20/13 9:30	STC	416	TNA		42.13
60% TNA
2/21/13 9:30	BTO	458	TNA		39.59
70% TNA
2/22/13 9:30	BTO	808	TNA		39.07
90% TNA
2/26/13 9:30	STC	3,524	TNA		37.75
1/25/13 9:30	BUY	3,088	TZA	DIREXION SHRS SML CAP 3X	44.28	1/31 9:30	45.11	Low	$2,514
1/25/13 9:30	BTO	3,088	TZA		44.28
95% TZA
1/28/13 9:31	STC	459	TZA		44.00
80% TZA
1/29/13 9:30	STC	491	TZA		44.04
65% TZA
1/31/13 9:30	STC	2,138	TZA		45.60
1/16/13 9:30	BUY	804	TNA	DIREXION SHRS SML BLL 3X	35.85	1/25 9:30	37.96	Low	$1,677
1/16/13 9:30	BTO	594	TNA		35.75
15% TNA
1/17/13 9:30	BTO	210	TNA		36.13
20% TNA
1/23/13 9:30	STC	612	TNA		37.80
5% TNA
1/25/13 9:30	STC	192	TNA		38.45
12/21/12 9:30	BUY	4,976	TZA	DIREXION SHRS SML CAP 3X	52.06	1/16/13 9:30	51.53	High	($2,729)
12/21/12 9:30	BTO	2,098	TZA		56.28
75% TZA
12/27/12 9:30	STC	538	TZA		56.28
60% TZA
12/28/12 9:30	STC	781	TZA		57.52
30% TZA
12/31/12 9:30	STC	651	TZA		57.44
5% TZA
1/2/13 9:31	BTO	145	TZA		50.00
10% TZA
1/3/13 9:30	BTO	1,968	TZA		49.20
75% TZA
1/7/13 9:30	BTO	159	TZA		49.24
80% TZA
1/10/13 9:30	BTO	450	TZA		47.84
95% TZA
1/11/13 9:30	BTO	156	TZA		48.20
100% TZA
1/16/13 9:30	STC	3,007	TZA		47.84
12/7/12 9:30	BUY	2,662	TNA	DIREXION SHRS SML BLL 3X	29.13	12/21 9:30	31.20	Low	$5,470
12/7/12 9:30	BTO	244	TNA		29.30
5% TNA
12/10/12 9:30	BTO	242	TNA		29.16
10% TNA
12/14/12 9:30	BTO	1,574	TNA		28.95
45% TNA
12/17/12 9:31	BTO	602	TNA		29.50
55% TNA
12/19/12 9:30	STC	1,030	TNA		31.80
35% TNA
12/20/12 9:30	STC	238	TNA		31.84
30% TNA
12/21/12 9:30	STC	1,394	TNA		30.65
11/21/12 9:30	BUY	2,356	TZA	DIREXION SHRS SML CAP 3X	66.01	12/5 9:30	59.92	Very	($14,403)
11/21/12 9:30	BTO	689	TZA		67.32
30% TZA
11/23/12 9:30	BTO	823	TZA		66.00
65% TZA
11/26/12 9:31	BTO	844	TZA		64.96
100% TZA
12/5/12 9:30	STC	2,356	TZA		59.92
11/13/12 9:30	BUY	115	TZA	DIREXION SHRS SML CAP 3X	69.48	11/14 9:30	68.96	Low	($62)
11/13/12 9:30	BTO	115	TZA		69.48
5% TZA
11/14/12 9:30	STC	115	TZA		68.96
11/5/12 9:30	BUY	9,174	TNA	DIREXION SHRS SML BLL 3X	27.42	11/13 9:30	26.65	High	($7,187)
11/5/12 9:30	BTO	5,464	TNA		28.23
95% TNA
11/7/12 9:30	STC	3,454	TNA		28.34
35% TNA
11/8/12 10:16	BTO	1,234	TNA		27.08
55% TNA
11/9/12 9:30	BTO	2,476	TNA		25.80
95% TNA
11/13/12 9:30	STC	5,720	TNA		25.64
10/17/12 9:30	BUY	819	TZA	DIREXION SHRS SML CAP 3X	58.42	11/5 9:30	63.08	Low	$3,800
10/17/12 9:30	BTO	133	TZA		59.36
5% TZA
10/18/12 9:30	BTO	686	TZA		58.24
30% TZA
10/22/12 9:30	STC	171	TZA		63.00
25% TZA
10/24/12 9:30	STC	264	TZA		62.80
15% TZA
10/25/12 9:30	STC	127	TZA		62.48
5% TZA
11/5/12 9:30	STC	257	TZA		63.72
9/24/12 9:30	BUY	7,156	TNA	DIREXION SHRS SML BLL 3X	31.39	10/12 9:30	30.25	Normal	($8,332)
9/24/12 9:30	BTO	1,258	TNA		32.43
25% TNA
9/25/12 9:30	BTO	796	TNA		33.12
40% TNA
9/26/12 9:30	BTO	2,670	TNA		31.23
90% TNA
9/27/12 9:30	BTO	268	TNA		30.89
95% TNA
10/1/12 9:30	STC	270	TNA		31.36
90% TNA
10/5/12 9:30	BTO	254	TNA		31.96
95% TNA
10/8/12 9:30	STC	1,572	TNA		30.95
65% TNA
10/10/12 9:30	BTO	580	TNA		29.88
75% TNA
10/11/12 9:30	BTO	1,330	TNA		30.35
100% TNA
10/12/12 9:30	STC	5,314	TNA		29.98
9/10/12 9:30	BUY	2,812	TZA	DIREXION SHRS SML CAP 3X	59.20	9/24 9:30	56.46	High	($7,753)
9/10/12 9:30	BTO	2,812	TZA		59.20
95% TZA
9/14/12 9:30	STC	154	TZA		55.52
90% TZA
9/21/12 9:30	STC	447	TZA		55.12
75% TZA
9/24/12 9:30	STC	2,211	TZA		56.80

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	52
# Profitable	28 (53.8%)
# months tracked	24
Profitable months	11 (45.8%)
Avg trade duration	11.4 days
Annual return (compounded)	16.1%
Average win	$5,603
Average loss	$5,152
Profit factor	1.3:1
Max peak-to-valley drawdown (historical)	29.03%
drawdown period	Sept 16, 2011 to Dec 07, 2011
Correlation w/ S&P	0.057
Sharpe ratio	0.387
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	67.5%
Chance of 20% account loss	39.0%
Chance of 30% account loss	15.0%

Chance of 50% account loss	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.07
Average P/L per unit traded	$1.30

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System Description

RPH is an over bought over sold mechanical signal based on market internals. There is a separate component that is confirmation. When that component is not aligned with the internals we are in cash.

All signals are based on a mechanical evaluation. There is no guessing or speculation on my part that would alter the signal. Because of its pure mechanical nature this is a good signal to analyze using Kelly Criteria.

I have traded this signal exactly as it has been broadcast using 60% of my 401 since 10/20/11.

I have recently lowered the monthly fee for RPH to $49.00 monthly. For those interested in trading RPH using the "Auto Trade" technology I will discount the signal to $25.00 monthly. Please contact me using personal messaging and I will adjust your charges.

If you have any questions regarding this signal please feel free to contact me. I am happy to be of assistance to you any way I can.

Thank you and may your highest aspirations be attained.

Rick Haines

- 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	$100,000
Buy Power	$104,099
Cash	$1
Equity	$1
Cumulative $	$33,255
Total System Equity	$133,255
Margined	$1
Open P/L	$0
System vendor has delayed data by 7 days for non-subs.

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