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ETF Steady




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                                             +1.4%
2012+4.2%+13.4%+11.9%(4.3%)+6.4%(2.4%)+5.3%(15.2%)+5.0%(16.5%)(0.5%)(2.6%)
2013+2.9%(1.5%)+12.8%(0.5%)+5.2%                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Technical analysis, Market timing
System started 12/11/2011 (18 months ago)
System developer Thomas LLC
(Last login to C2: 5/22/13 10:04)
C2 Score: 994

Vendor has created 1 other system. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
2/22/13 9:30 BUY 280 TNA DIREXION SHRS SML BLL 3X 39.07 3/18
10:02
43.99 Normal $1,373
2/4/13 9:36 BUY 340 TNA DIREXION SHRS SML BLL 3X 39.97 2/21
12:07
39.19 Normal ($272)
2/4/13 9:37 BUY 120 MLPL UBS E-TRACS 2X LONG ALERIAN 46.71 2/15
15:40
47.98 Low $150
1/22/13 9:34 BUY 190 DRN DIREXION DAILY REAL ESTATE B 42.89 1/31
15:48
43.58 Low $127
12/3/12 9:35 BUY 100 EFA ISHARES MSCI EAFE INDEX 55.36 1/22/13 9:34 58.01 Low $263
12/3/12 9:34 BUY 120 UGLD VELOCITY SHARES 3X LONG GOLD 45.47 1/22/13 9:34 42.71 High ($333)
10/17/12 10:37 BUY 110 UGL ULTRA GOLD PROSHARES 93.92 10/22
12:12
91.49 Normal ($269)
9/28/12 9:33 BUY 270 USLV VELOCITY SHARES 3X LONG SILVER 40.99 10/15
13:04
34.69 Extreme ($1,706)
9/17/12 9:33 BUY 1,300 DYY DB COMMODITY DOUBLE LONG ETN 10.82 9/28
14:29
9.52 Extreme ($1,717)
9/4/12 13:22 BUY 375 FAS DIREXION DF BULL 3X 32.12 9/13
14:31
38.33 Low $2,321
8/16/12 9:35 BUY 630 DYY DB COMMODITY DOUBLE LONG ETN 9.74 8/31
15:09
9.85 Low $57
8/16/12 9:36 BUY 180 ERX DIREXION SHRS ENRGY BULL 50.16 8/24
15:05
49.69 Normal ($88)
8/1/12 9:38 BUY 330 TMF DIREXION DLY 30Y TRSY BL 79.34 8/15
15:45
73.13 Extreme ($2,054)
7/2/12 13:37 BUY 380 DRN DIREXION DAILY REAL ESTATE B 38.39 7/24
12:13
36.69 Normal ($657)
7/2/12 13:38 BUY 600 DAG DB AGRICULTURE DOUBLE LONG E 11.43 7/16
9:39
13.80 Low $1,408

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades29
# Profitable15 (51.7%)
# months tracked18
Profitable months10 (55.6%)
Avg trade duration18.9 days
Annual return (compounded)20.4%
Average win$839
Average loss$699
Profit factor1.3:1
Max peak-to-valley drawdown (historical)33.9%
drawdown periodJuly 17, 2012 to Dec 20, 2012
Correlation w/ S&P0.131
Sharpe ratio0.839
Keep after worst-case slippage 97.6%
Probabilities of future account loss  
Chance of 10% account loss48.0%
Chance of 20% account loss19.5%
Chance of 30% account loss2.5%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.18
Average P/L per unit traded$0.55
Sum of dividends and cash expir. in model account$281


Reviews


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System Description

This system uses computer algorithms to generate trade signals on a periodic basis. Currently I evaluate the market and make trade signals about twice a month based on the results of these algorithms. I use a basket of double and triple beta ETFs, as well as, a low duration treasury. I will have no more than two open positions at any given time.

- 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.

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Overview

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Paid Subscribers
This strategy has current paid subscribers.
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AutoTraded
This strategy is being traded in live (not demo) brokerage accounts linked to this site.
Learn more about AutoTrading
System trading various ETFs on a periodic basis.
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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.

Subscribers

Current subscribers:
1

Subscriber revenue:
$931

Model Account Status

Started$10,000
Buy Power$8,693
Cash$8,592
Equity$100
Cumulative $*$3,092
Dividends Itemized
Total System Equity$13,092
Margined$0
Open P/L$655


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