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PairTrade.STK.A




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                                             +1.7%
2012(3%)+0.9%(3.1%)(6.3%)(7.8%)(8.1%)+2.0%  -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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

Instruments Mostly Stocks; (some forex)
Strategies Arbitrage, Market timing
System started 12/4/2011 (18 months ago)
System developer S11Pundit
(Last login to C2: 7/3/12 11:04)
C2 Score: 95

Vendor has created 1 other system. Show



Recently Closed Trades

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System creator requested that closed trades data below be delayed by 1 hour.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
5/24/12 15:31 SELL 311 HNR HARVEST NATURAL RESOURCES 5.14 7/3
11:10
8.78 High ($1,138)
5/24/12 15:31 BUY 29 SM ST MARY LAND & EXPLOR 55.13 7/3
11:10
49.83 Normal ($156)
5/23/12 15:30 BUY 25 APC ANADARKO PETROLEUM CORP 63.51 7/3
11:10
68.62 Low $126
5/22/12 15:54 BUY 26 DVN DEVON ENERGY CORP 61.45 7/3
11:10
58.29 Low ($84)
5/22/12 15:34 SELL 60 LGCY LEGACY RESERVES 26.60 7/3
11:10
25.25 Low $79
5/21/12 15:34 BUY 57 SU SUNCOR ENERGY INC 27.91 7/3
11:10
30.27 Low $133
5/17/12 15:34 BUY 85 PBT PERMIAN BASIN ROYALTY TST 18.73 7/3
11:10
18.31 Low ($38)
5/17/12 15:34 SELL 54 CNQ CANADIAN NATURAL RES LTD 29.28 7/3
11:10
28.06 Low $64
5/17/12 15:34 BUY 183 FST FOREST OIL CORP 8.71 7/3
11:10
7.18 Normal ($284)
5/14/12 15:34 BUY 305 GTE GRAN TIERRA ENERGY INC 5.24 7/3
11:10
4.96 Low ($91)
5/9/12 15:34 SELL 63 QSFT QUEST SOFTWARE INC 25.16 7/3
11:10
27.83 Low ($170)
5/9/12 15:34 BUY 133 PRFT PERFICIENT 12.02 7/3
11:10
11.78 Low ($35)
5/9/12 15:32 BUY 142 TLM TALISMAN ENERGY INC 11.20 7/3
11:10
11.93 Low $101
5/9/12 15:30 BUY 137 TGA TRANSGLOBE ENERGY 11.65 7/3
11:10
9.41 Normal ($310)
5/3/12 15:34 SELL 43 SMSC STANDARD MICROSYSTEMS CP 36.49 7/3
11:10
36.83 Low ($17)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades376
# Profitable187 (49.7%)
# months tracked18
Profitable months3 (16.7%)
Avg trade duration11.4 days
Annual return (compounded)-11.9%
Average win$41
Average loss$58
Profit factor0.7:1
Max peak-to-valley drawdown (historical)28.58%
drawdown periodFeb 17, 2012 to June 25, 2012
Correlation w/ S&P0.228
Sharpe ratio-1.305
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.15
Average P/L per unit traded($0.11)


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$15 per week, only if profitable Details

This is a pay-for-performance system. Subscriptions cost $15 at the end of each week, 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.



 

Overview

This system looks for arbitrage opportunities in a basket of selected correlated and cointegrated stocks/ETFs. Primarily a market-neutral strategy this system identifies temporal price divergences in stock pairs and exploits their reversion to mean for profits. Suitable for traders who want returns independent of general market direction.
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- 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.

Model Account Status

Started$20,000
Buy Power$16,609
Cash$1
Equity$1
Cumulative $*($3,390)
Dividends Itemized
Total System Equity$16,609
Margined$1
Open P/L$0
System vendor has delayed data by one hour for non-subs.


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