QuantAlphaMR
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 - +0.9% 2012 (0.9%) +1.3% +3.3% +2.2% (5.5%) +4.7% +3.6% (0.2%) +0.1% +2.0% +3.2% +2.5% 2013 +2.5% +0.7% (0.3%) +6.0% (0.2%)
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 536 days.
Instruments
Stocks
Strategies
Technical analysis, Volatility trading, Arbitrage, Market timing
System started
11/30/2011 (18 months ago)
System developer
QuantAlpha Consulting 995 Vendor has created 1 other system. Show
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/15/13 9:30
SELL
121
SPY
STANDARD & POOR'S DEPOSITARY 164.96
5/20
167.40 Low ($297)
5/14/13 9:30
BUY
66
XEL
XCEL ENERGY INC 30.00
5/20
30.42 Low $26
5/7/13 9:30
BUY
91
FE
FIRSTENERGY CORP 43.56
5/20
43.77 Low $16
5/9/13 9:30
BUY
136
NI
NISOURCE INC 29.28
5/16
29.66 Low $49
5/14/13 9:31
BUY
43
SO
SOUTHERN COMPANY THE 45.75
5/16
46.59 n/a $34
5/10/13 9:30
BUY
45
ADBE
ADOBE SYSTEMS INC 44.12
5/16
44.96 Low $36
5/3/13 9:30
BUY
31
K
KELLOGG CO 63.72
5/15
65.01 Low $38
5/10/13 9:30
BUY
74
NRG
NRG ENERGY INC 26.93
5/15
27.56 Low $45
5/10/13 9:30
BUY
69
PFE
PFIZER INC 28.59
5/14
29.38 Low $53
5/8/13 9:30
SELL
123
SPY
STANDARD & POOR'S DEPOSITARY 161.49
5/13
163.59 Low ($260)
5/2/13 9:30
BUY
72
LLY
ELI LILLY & CO 54.32
5/13
54.72 Low $26
5/2/13 9:30
BUY
63
LEG
LEGGETT & PLATT INC 31.71
5/10
33.18 Low $91
5/2/13 9:30
BUY
23
CLX
CLOROX CO THE 85.03
5/10
86.21 Low $25
4/26/13 9:31
BUY
16
DVA
DAVITA INC 121.10
5/9
129.46 Low $132
4/26/13 9:30
BUY
37
ABC
AMERISOURCE BERGEN CORP 53.00
5/9
54.49 Low $53
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/15/13 9:30
SELL
121
SPY
STANDARD & POOR'S DEPOSITARY
164.96
5/20
167.40 Low ($297)
5/15/13 9:30
STO
121
SPY
164.96
5/20/13 11:41
BTC
121
SPY
167.40
5/14/13 9:30
BUY
66
XEL
XCEL ENERGY INC
30.00
5/20
30.42 Low $26
5/14/13 9:30
BTO
66
XEL
30.00
5/20/13 9:31
STC
66
XEL
30.42
5/7/13 9:30
BUY
91
FE
FIRSTENERGY CORP
43.56
5/20
43.77 Low $16
5/7/13 9:30
BTO
45
FE
44.36
5/13/13 9:30
BTO
46
FE
42.78
5/20/13 9:30
STC
91
FE
43.77
5/9/13 9:30
BUY
136
NI
NISOURCE INC
29.28
5/16
29.66 Low $49
5/9/13 9:30
BTO
67
NI
29.84
5/14/13 9:30
BTO
69
NI
28.73
5/16/13 9:31
STC
136
NI
29.66
5/14/13 9:31
BUY
43
SO
SOUTHERN COMPANY THE
45.75
5/16
46.59 n/a $34
5/14/13 9:31
BTO
43
SO
45.75
5/16/13 9:31
STC
43
SO
46.59
5/10/13 9:30
BUY
45
ADBE
ADOBE SYSTEMS INC
44.12
5/16
44.96 Low $36
5/10/13 9:30
BTO
45
ADBE
44.12
5/16/13 9:30
STC
45
ADBE
44.96
5/3/13 9:30
BUY
31
K
KELLOGG CO
63.72
5/15
65.01 Low $38
5/3/13 9:30
BTO
31
K
63.72
5/15/13 9:31
STC
31
K
65.01
5/10/13 9:30
BUY
74
NRG
NRG ENERGY INC
26.93
5/15
27.56 Low $45
5/10/13 9:30
BTO
74
NRG
26.93
5/15/13 9:30
STC
74
NRG
27.56
5/10/13 9:30
BUY
69
PFE
PFIZER INC
28.59
5/14
29.38 Low $53
5/10/13 9:30
BTO
69
PFE
28.59
5/14/13 9:31
STC
69
PFE
29.38
5/8/13 9:30
SELL
123
SPY
STANDARD & POOR'S DEPOSITARY
161.49
5/13
163.59 Low ($260)
5/8/13 9:30
STO
123
SPY
161.49
5/13/13 15:59
BTC
123
SPY
163.59
5/2/13 9:30
BUY
72
LLY
ELI LILLY & CO
54.32
5/13
54.72 Low $26
5/2/13 9:30
BTO
36
LLY
54.32
5/2/13 9:30
BTO
36
LLY
54.32
5/13/13 9:31
STC
72
LLY
54.72
5/2/13 9:30
BUY
63
LEG
LEGGETT & PLATT INC
31.71
5/10
33.18 Low $91
5/2/13 9:30
BTO
63
LEG
31.71
5/10/13 9:30
STC
63
LEG
33.18
5/2/13 9:30
BUY
23
CLX
CLOROX CO THE
85.03
5/10
86.21 Low $25
5/2/13 9:30
BTO
23
CLX
85.03
5/10/13 9:30
STC
23
CLX
86.21
4/26/13 9:31
BUY
16
DVA
DAVITA INC
121.10
5/9
129.46 Low $132
4/26/13 9:31
BTO
16
DVA
121.10
5/9/13 9:31
STC
16
DVA
129.46
4/26/13 9:30
BUY
37
ABC
AMERISOURCE BERGEN CORP
53.00
5/9
54.49 Low $53
4/26/13 9:30
BTO
37
ABC
53.00
5/9/13 9:30
STC
37
ABC
54.49
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 1,227 # Profitable 859 (70.0%) # months tracked 19 Profitable months 13 (68.4%) Avg trade duration 5.9 days Annual return (compounded) 21.0% Average win $59 Average loss $51 Profit factor 2.8:1 Max peak-to-valley drawdown (historical) 9.7% drawdown period May 11, 2012 to May 18, 2012 Correlation w/ S&P 0.397 Sharpe ratio 2.227 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 0.0% 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) 0.44 Average P/L per unit traded $0.49 Sum of dividends and cash expir. in model account $654
Reviews No reviews have been written yet.
System Description
- 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.
Subscribe to System Subscriptions cost $49 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
X
Paid Subscribers This strategy has current paid subscribers.
DipBuyer -
https://docs.google.com/file/d/0Byt-k9n1svqgaGNoeV9XZ3ZFVnM/edit?usp=sharing read more... - This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.
Subscribers
Current subscribers:
2
Subscriber revenue:
$196
Model Account Status Started $100,000 Buy Power $124,475 Cash $124,807 Equity ($331) Cumulative $* $32,453 Dividends Itemized Total System Equity $132,453 Margined $0 Open P/L ($331)
Crowd Opinion
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