Max hedge fund
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 +1.6% +14.7% 2012 +11.3% +14.7% +20.0% (1.3%) - - - - - - - - 2013 - - - - -
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 561 days.
Instruments
Stocks, Futures
Strategies
System started
11/4/2011 (19 months ago)
System developer
Massi 531
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Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
4/17/12 12:49
BUY
1,600
VXX
IPATH S&P 500 VIX SHORT-TERM 71.80
4/23
74.68 Low $4,584
4/17/12 12:45
SELL
4,800
VXZ
IPATH S&P 500 VIX MID-TERM F 47.51
4/23
48.06 Normal ($2,737)
4/17/12 12:48
BUY
4,800
SH
PROSHARES SHORT S&P 500 36.10
4/18
36.22 Low $480
4/17/12 12:46
SELL
4,800
SH
PROSHARES SHORT S&P 500 36.09
4/17
36.10 Low ($144)
3/30/12 14:50
SELL
16
@VXQ2
CBOE Volatility Index VIX 23.75
4/17
24.45 Extreme ($11,423)
3/30/12 14:54
BUY
8
@VXJ2
CBOE Volatility Index VIX 16.95
4/5
18.40 Normal $11,488
3/26/12 14:14
SELL
8
@VXM2
CBOE Volatility Index VIX 21
3/27
20.85 Low $1,088
3/26/12 14:09
SELL
400
EDZ
DIREXION EMG MKT BEAR 3X 61.50
3/27
60.90 n/a $232
3/26/12 14:08
BUY
8
@VXJ2
CBOE Volatility Index VIX 16.15
3/27
16.65 Normal $3,888
2/24/12 13:42
BUY
5,900
SH
PROSHARES SHORT S&P 500 36.90
3/21
35.84 Normal ($6,361)
2/24/12 13:25
BUY
12,200
XIV
VELOCITYSHARES DAILY INVERSE 9.26
3/21
11.28 High $24,370
2/10/12 10:21
BUY
23,000
XIV
VELOCITYSHARES DAILY INVERSE 8.33
2/24
9.29 Very $21,630
2/10/12 10:21
SELL
6
@ESH2
E-MINI S&P 500 1336.00
2/24
1364.75 High ($8,709)
2/9/12 10:30
SELL
4
@ESH2
E-MINI S&P 500 1343.00
2/9
1349.50 Low ($1,356)
2/6/12 10:16
SELL
10
@VXN2
CBOE Volatility Index VIX 26.05
2/9
26.41 Normal ($3,740)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
4/17/12 12:49
BUY
1,600
VXX
IPATH S&P 500 VIX SHORT-TERM
71.80
4/23
74.68 Low $4,584
4/17/12 12:49
BTO
175
VXX
71.48
4/18/12 9:41
BTO
1,025
VXX
71.80
vxx 65%
vxz -130% or ziv 130%
4/18/12 9:47
BTO
400
VXX
71.92
4/23/12 9:30
STC
1,600
VXX
74.68
4/17/12 12:45
SELL
4,800
VXZ
IPATH S&P 500 VIX MID-TERM F
47.51
4/23
48.06 Normal ($2,737)
4/17/12 12:45
STO
3,380
VXZ
47.56
-90% VXZ or 90% ZIV
100% SH
7% VXX
4/18/12 9:44
STO
1,420
VXZ
47.39
4/23/12 9:30
BTC
4,800
VXZ
48.06
4/17/12 12:48
BUY
4,800
SH
PROSHARES SHORT S&P 500
36.10
4/18
36.22 Low $480
4/17/12 12:48
BTO
4,800
SH
36.10
-90% VXZ or 90% ZIV
100% SH
7% VXX
4/18/12 9:39
STC
4,800
SH
36.22
4/17/12 12:46
SELL
4,800
SH
PROSHARES SHORT S&P 500
36.09
4/17
36.10 Low ($144)
4/17/12 12:46
STO
4,800
SH
36.09
-90% VXZ or 90% ZIV
100% SH
7% VXX
4/17/12 12:48
BTC
4,800
SH
36.10
3/30/12 14:50
SELL
16
@VXQ2
CBOE Volatility Index VIX
23.75
4/17
24.45 Extreme ($11,423)
3/30/12 14:50
STO
16
@VXQ2
23.75
4/17/12 12:15
BTC
16
@VXQ2
24.45
3/30/12 14:54
BUY
8
@VXJ2
CBOE Volatility Index VIX
16.95
4/5
18.40 Normal $11,488
3/30/12 14:54
BTO
8
@VXJ2
16.95
4/5/12 16:13
STC
8
@VXJ2
18.40
3/26/12 14:14
SELL
8
@VXM2
CBOE Volatility Index VIX
21
3/27
20.85 Low $1,088
3/26/12 14:14
STO
8
@VXM2
21
3/27/12 11:20
BTC
8
@VXM2
20.85
3/26/12 14:09
SELL
400
EDZ
DIREXION EMG MKT BEAR 3X
61.50
3/27
60.90 n/a $232
3/26/12 14:09
STO
400
EDZ
61.50
3/27/12 11:15
BTC
400
EDZ
60.90
3/26/12 14:08
BUY
8
@VXJ2
CBOE Volatility Index VIX
16.15
3/27
16.65 Normal $3,888
3/26/12 14:08
BTO
8
@VXJ2
16.15
3/27/12 11:14
STC
8
@VXJ2
16.65
2/24/12 13:42
BUY
5,900
SH
PROSHARES SHORT S&P 500
36.90
3/21
35.84 Normal ($6,361)
2/24/12 13:42
BTO
5,500
SH
36.97
3/20/12 12:46
BTO
400
SH
35.91
3/21/12 14:01
STC
5,900
SH
35.84
2/24/12 13:25
BUY
12,200
XIV
VELOCITYSHARES DAILY INVERSE
9.26
3/21
11.28 High $24,370
2/24/12 13:25
BTO
10,500
XIV
9.20
3/9/12 12:51
STC
1,200
XIV
9.43
3/15/12 9:48
BTO
1,700
XIV
9.66
3/20/12 12:44
STC
1,000
XIV
10.62
3/21/12 14:00
STC
10,000
XIV
11.57
2/10/12 10:21
BUY
23,000
XIV
VELOCITYSHARES DAILY INVERSE
8.33
2/24
9.29 Very $21,630
2/10/12 10:21
BTO
23,000
XIV
8.33
2/24/12 9:31
STC
12,000
XIV
9.30
2/24/12 9:35
STC
11,000
XIV
9.28
2/10/12 10:21
SELL
6
@ESH2
E-MINI S&P 500
1336.00
2/24
1364.75 High ($8,709)
2/10/12 10:21
STO
6
@ESH2
1336.00
2/24/12 9:33
BTC
6
@ESH2
1364.75
2/9/12 10:30
SELL
4
@ESH2
E-MINI S&P 500
1343.00
2/9
1349.50 Low ($1,356)
2/9/12 10:30
STO
4
@ESH2
1343.00
2/9/12 16:05
BTC
4
@ESH2
1349.50
2/6/12 10:16
SELL
10
@VXN2
CBOE Volatility Index VIX
26.05
2/9
26.41 Normal ($3,740)
2/6/12 10:16
STO
10
@VXN2
26.05
2/9/12 16:05
BTC
10
@VXN2
26.41
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 66 # Profitable 38 (57.6%) # months tracked 19 Profitable months 5 (26.3%) Avg trade duration 7.5 days Annual return (compounded) 47.6% Average win $5,219 Average loss $4,138 Profit factor 1.7:1 Max peak-to-valley drawdown (historical) 25.45% drawdown period Nov 16, 2011 to Nov 26, 2011 Correlation w/ S&P 0.104 Sharpe ratio 1.512 Keep after worst-case slippage 66.9% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 6.7%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) 0.27 Average P/L per unit traded $264.15 Sum of dividends and cash expir. in model account $22
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Subscribe to System $150 per month, only if profitable
This is a pay-for-performance system. Subscriptions cost $150 at the end of each
month, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do
we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track
record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if
the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end
of a calendar month; you'll still get 30 days' worth of trades.)
Model Account Status Started $100,000 Buy Power $182,460 Cash $182,460 Equity $0 Cumulative $* $82,459 Dividends Itemized Total System Equity $182,459 Margined $0 Open P/L $0
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