US Stock Trader
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | (8.9%) | +17.3% | +1.7% | (9.5%) | (3%) | |||||||
| 2012 | +9.1% | +26.7% | +8.1% | +4.2% | +0.8% | (1.5%) | +13.6% | +10.1% | +6.1% | (7.1%) | (4.5%) | (0.3%) |
| 2013 | +15.5% | +3.8% | (0.4%) | +1.5% | +3.3% |
Loading Chart...
| Instruments | Stocks |
|---|---|
| Strategies | Unclassified |
| System started | 8/23/2011 (21 months ago) |
| System developer |
WoW Capital 
(Last login to C2: 5/24/13 15:05) C2 Score: 997  Vendor has created 1 other system. Show |
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 | |
| 5/22/13 14:30 | SELL | 68 | AAPL | APPLE INC | 440.56 | 5/22 16:00 |
441.38 | Low | ($57) |
| 5/20/13 11:45 | BUY | 80 | AAPL | APPLE INC | 443.99 | 5/22 14:30 |
440.61 | Low | ($273) |
| 5/17/13 11:45 | SELL | 62 | AAPL | APPLE INC | 431.62 | 5/17 16:00 |
433.26 | Low | ($104) |
| 5/16/13 11:45 | BUY | 59 | AAPL | APPLE INC | 436.54 | 5/17 11:45 |
431.61 | Low | ($293) |
| 5/15/13 11:45 | SELL | 84 | AAPL | APPLE INC | 433.63 | 5/15 16:00 |
428.98 | n/a | $389 |
| 5/14/13 11:45 | SELL | 115 | AAPL | APPLE INC | 452.95 | 5/14 15:51 |
443.98 | Low | $1,030 |
| 5/13/13 13:00 | BUY | 101 | AAPL | APPLE INC | 457.06 | 5/14 11:45 |
453.04 | Low | ($409) |
| 5/10/13 11:45 | SELL | 103 | AAPL | APPLE INC | 452.66 | 5/10 16:00 |
452.99 | Low | ($36) |
| 5/9/13 15:30 | SELL | 107 | AAPL | APPLE INC | 458.17 | 5/9 15:49 |
456.99 | Low | $124 |
| 4/19/13 12:00 | BUY | 60 | AAPL | APPLE INC | 396.80 | 5/9 15:30 |
458.14 | Low | $3,678 |
| 4/17/13 11:45 | SELL | 91 | AAPL | APPLE INC | 406.77 | 4/17 15:51 |
401.29 | n/a | $496 |
| 4/16/13 12:33 | BUY | 123 | AAPL | APPLE INC | 424.88 | 4/17 10:12 |
409.65 | Normal | ($1,876) |
| 4/15/13 11:45 | SELL | 130 | AAPL | APPLE INC | 424.80 | 4/15 15:48 |
419.82 | Low | $644 |
| 4/12/13 11:45 | SELL | 112 | AAPL | APPLE INC | 429.62 | 4/12 16:00 |
429.82 | Low | ($24) |
| 4/9/13 13:45 | BUY | 120 | AAPL | APPLE INC | 427.39 | 4/12 11:45 |
429.63 | Low | $267 |
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.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 264 |
| # Profitable | 118 (44.7%) |
| # months tracked | 22 |
| Profitable months | 14 (63.6%) |
| Avg trade duration | 1.4 days |
| Annual return (compounded) | 60.7% |
| Average win | $558 |
| Average loss | $276 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 14.98% |
| drawdown period | Sept 21, 2012 to Nov 20, 2012 |
| Correlation w/ S&P | 0.128 |
| Sharpe ratio | 2.268 |
| Keep after worst-case slippage | 99.9% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 8.5% |
| 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) | 0.33 |
| Average P/L per unit traded | $1.26 |
| Sum of dividends and cash expir. in model account | $599 |
Reviews
I have some doubts on this system. It started its operation when Apple was trading @ 376$ and at the moment of writing the price is 616%, so there is an increment of 64% that is almost the same return of this system (75% annual). So, a simple buy and hold strategy would have produced the same results, but this is not the point I wish to highlight. I see that the systems has much more losers than winners and in this last 30 days we entered into a a drawdown period where the system went long when was time to go short and viceversa. I have lost a bit of confidence in this system right now, so I hope the developer will share with its subscriber base some thoughts. Regards
Thank you for your feed back.
The system is performing as expected. The profitable trade percentage is 46% therefore the 'much more losers than winners' comment seems a little unfair.
I am really not sure if I can say anything that will gain your confidence back. If you have lost confidence in the system recently because of the recent percentage draw down of 5-6% in Oct, please look at results for Aug, Nov and Dec 2011 and readjust your expectations.
To help with the issues you have raised I will consider them further over the weekend, and draft an e-mail to all subscribers with more details on how the system was developed .
Sound system. Nice steady equity growth curve. Trading AAPL exclusively at the moment; presume this is subject to change. Good stats: win/loss, profit factor, Sharpe ratio all excellent. Drawdowns are well contained. Stops and target orders placed at time of entry on all new positions. Note for those trading within IRAs--system takes both long and short entries, so returns in a long-only account will vary accordingly.
Thank you for your feed back.
Your comment on IRA's is particularity interesting to me as I am currently working on a long only stock portfolio system.
System Description
US Stock Trader applies a margin requirement of 50%.
US Stock Trader compounds profits.
US Stock Trader is designed to be auto-traded.
Subscriptions to US Stock Trader are strictly limited to avoid system degradation through slippage.
- 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.
