Asset Rotation Premium
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | (0.7%) | |||||||||||
| 2012 | +8.0% | +5.7% | (1.9%) | +0.8% | (11.6%) | +3.2% | +1.2% | +0.1% | (1.2%) | +0.1% | (1.6%) | (0.1%) |
| 2013 | (0.1%) | (0.1%) | (0.1%) | (0.1%) | (0.1%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Market timing |
| System started | 12/13/2011 (18 months ago) |
| System developer |
Asset Rotation Systems 
(Last login to C2: 4/28/13 6:01) C2 Score: 988  Vendor has created 1 other system. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by seven days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/3/12 14:02 | BUY | 204 | IYR | ISHARES DOW JONES US REAL ES | 62.42 | 11/19 12:04 |
62.60 | Low | $33 |
| 4/30/12 15:55 | BUY | 91 | SPY | STANDARD & POOR'S DEPOSITARY | 139.85 | 5/31 15:55 |
131.63 | Normal | ($750) |
| 1/31/12 15:55 | BUY | 285 | EEM | ISHARES MSCI EMERGING MARKET | 42.03 | 5/31 15:55 |
37.73 | High | ($1,232) |
| 3/1/12 9:31 | BUY | 326 | DBC | POWERSHARES DB COMMODITY IDX | 29.39 | 4/3 13:56 |
29.11 | Low | ($98) |
| 12/13/11 15:38 | BUY | 92 | SPY | STANDARD & POOR'S DEPOSITARY | 122.80 | 3/15/12 13:36 | 140.57 | Low | $1,633 |
| 12/30/11 15:55 | BUY | 198 | IYR | ISHARES DOW JONES US REAL ES | 56.98 | 3/1/12 9:30 | 60.31 | Low | $655 |
| 1/23/12 10:00 | BUY | 108 | IEF | ISHARES BARCLAYS 7-10 YEAR T | 104.06 | 1/30 10:31 |
106.03 | Low | $211 |
| 12/13/11 15:38 | BUY | 108 | IEF | ISHARES BARCLAYS 7-10 YEAR T | 104.99 | 1/17/12 9:40 | 105.63 | Low | $67 |
| 12/13/11 15:39 | BUY | 72 | GLD | SPDR GOLD TRUST | 157.89 | 12/30 15:55 |
152.22 | Normal | ($410) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 9 |
| # Profitable | 5 (55.6%) |
| # months tracked | 18 |
| Profitable months | 7 (38.9%) |
| Avg trade duration | 69.8 days |
| Annual return (compounded) | 1.6% |
| Average win | $522 |
| Average loss | $618 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 15.82% |
| drawdown period | May 01, 2012 to May 18, 2012 |
| Correlation w/ S&P | 0.505 |
| Sharpe ratio | 0.123 |
| 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) | 0.04 |
| Average P/L per unit traded | $0.60 |
| Sum of dividends and cash expir. in model account | $309 |
Reviews
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System Description
Background: Asset Rotation Premium builds on the features of the popular Asset Rotation system, also available to subscribers on this site. If you have not read the description for the original Asset Rotation system, it would be worth reading that first here: http://asset-rotation.collective2.com/
Purpose: Asset Rotation Premium is designed to deliver an even smoother equity curve than Asset Rotation whilst achieving a measurable uplift in investment returns at the same level of leverage.
Performance: like its predecessor Asset Rotation Premium deploys a moderate level of leverage of 1.7x here so a straight comparison can be made. Based on prior years performance, our aim is to attain an average compound annual return of 45% per year, although clearly this cannot be guaranteed. For more details and prior years performance information please see our website at http://asset-rotation-system.com.
Operation: Asset Rotation Premium has had a number of improvements made to enhance its operation to deliver a smoother equity curve. Firstly it has been made more responsive thereby cutting any potential losses earlier. Secondly a sophisticated Position Management methodology has been implemented to book excess returns. Thirdly by having a slightly more tightly focused range of invested assets at any one time, returns are enhanced while reducing the potential increase in trades each year as a result of implementing the aforementioned enhancements. Apart from these enhancements, the other key operational and functional aspects are the same as for Asset Rotation.
Price: The price for Asset Rotation Premium is set at a modest $25 per month.
Purpose: Asset Rotation Premium is designed to deliver an even smoother equity curve than Asset Rotation whilst achieving a measurable uplift in investment returns at the same level of leverage.
Performance: like its predecessor Asset Rotation Premium deploys a moderate level of leverage of 1.7x here so a straight comparison can be made. Based on prior years performance, our aim is to attain an average compound annual return of 45% per year, although clearly this cannot be guaranteed. For more details and prior years performance information please see our website at http://asset-rotation-system.com.
Operation: Asset Rotation Premium has had a number of improvements made to enhance its operation to deliver a smoother equity curve. Firstly it has been made more responsive thereby cutting any potential losses earlier. Secondly a sophisticated Position Management methodology has been implemented to book excess returns. Thirdly by having a slightly more tightly focused range of invested assets at any one time, returns are enhanced while reducing the potential increase in trades each year as a result of implementing the aforementioned enhancements. Apart from these enhancements, the other key operational and functional aspects are the same as for Asset Rotation.
Price: The price for Asset Rotation Premium is set at a modest $25 per month.
- 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.
