FreeVector Capital Growth Fund

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2011												-
2012	(0.1%)	(0.1%)	+2.9%	(2.4%)	+5.4%	+1.7%	(1.5%)	(2.1%)	(3.1%)	+2.2%	+0.7%	(0.1%)
2013	+1.2%	+1.5%	+3.9%	(4.9%)	+2.0%	+0.1%

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Technical Analysis: Moving Average daysX

Instruments

Stocks

Strategies

Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Market timing

System started

12/15/2011 (18 months ago)

System developer

FreeVector Capital

(Last login to C2: 1/13/13 4:39)
C2 Score: 993

Vendor has created 1 other system. Show
The name of this system has been changed 2 times. Show

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
11/5/12 9:30	BUY	619	KIM	KIMCO REALTY CORP	19.53	11/28 9:30	18.81	Normal	($458)
10/25/12 9:30	BUY	261	ARIA	ARIAD PHARMACEUTICALS	22.02	11/28 9:30	21.42	Low	($162)
10/22/12 9:30	BUY	1,360	BRCD	BROCADE COMMUNICATIONS	5.43	11/2 11:15	5.55	Low	$136
10/25/12 10:40	BUY	536	GE	GENERAL ELECTRIC CO	21.26	11/2 9:38	21.55	Low	$144
10/23/12 9:30	BUY	34	MLNX	MELLANOX TECHNOLOGIES	74.12	11/2 9:38	78.92	Low	$161
10/25/12 9:30	BUY	96	VRTX	VERTEX PHARMACEUTICALS	49.50	10/25 11:37	50.37	Low	$82
10/22/12 9:30	BUY	229	STJ	SAINT JUDE MEDICAL INC	39.50	10/25 11:37	38.47	Low	($241)
10/23/12 9:30	BUY	127	ILMN	ILLUMINA INC	45.88	10/24 9:35	47.31	Low	$179
10/4/12 9:30	SELL	448	SFD	SMITHFIELD FOODS INC	20.34	10/18 11:57	20.69	Low	($167)
10/15/12 9:30	BUY	1,574	MFA	MFA FINANCIAL	8.13	10/18 9:34	8.27	Normal	$189
10/15/12 9:30	BUY	35	AMZN	AMAZON.COM INC	242.30	10/17 10:14	248.33	Low	$209
10/3/12 9:31	SELL	128	NUS	NU SKIN ENTERPRISES	41.16	10/16 10:13	42.23	Low	($141)
10/15/12 9:37	BUY	461	NWSA	NEWS CORP A	24.11	10/16 9:30	24.53	Low	$185
10/15/12 13:22	BUY	207	STX	SEAGATE TECHNOLOGY	28.23	10/15 14:40	28.20	Low	($10)
10/10/12 9:30	BUY	207	STX	SEAGATE TECHNOLOGY	28.55	10/15 11:34	28.26	Low	($64)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
11/5/12 9:30	BUY	619	KIM	KIMCO REALTY CORP	19.53	11/28 9:30	18.81	Normal	($458)
11/5/12 9:30	BTO	619	KIM		19.53
11/28/12 9:30	STC	619	KIM		18.81
10/25/12 9:30	BUY	261	ARIA	ARIAD PHARMACEUTICALS	22.02	11/28 9:30	21.42	Low	($162)
10/25/12 9:30	BTO	261	ARIA		22.02
11/28/12 9:30	STC	261	ARIA		21.42
10/22/12 9:30	BUY	1,360	BRCD	BROCADE COMMUNICATIONS	5.43	11/2 11:15	5.55	Low	$136
10/22/12 9:30	BTO	1,360	BRCD		5.43
11/2/12 11:15	STC	1,360	BRCD		5.55
10/25/12 10:40	BUY	536	GE	GENERAL ELECTRIC CO	21.26	11/2 9:38	21.55	Low	$144
10/25/12 10:40	BTO	536	GE		21.26
11/2/12 9:38	STC	536	GE		21.55
10/23/12 9:30	BUY	34	MLNX	MELLANOX TECHNOLOGIES	74.12	11/2 9:38	78.92	Low	$161
10/23/12 9:30	BTO	34	MLNX		74.12
11/2/12 9:38	STC	34	MLNX		78.92
10/25/12 9:30	BUY	96	VRTX	VERTEX PHARMACEUTICALS	49.50	10/25 11:37	50.37	Low	$82
10/25/12 9:30	BTO	96	VRTX		49.50
10/25/12 11:37	STC	96	VRTX		50.37
10/22/12 9:30	BUY	229	STJ	SAINT JUDE MEDICAL INC	39.50	10/25 11:37	38.47	Low	($241)
10/22/12 9:30	BTO	229	STJ		39.50
10/25/12 11:37	STC	229	STJ		38.47
10/23/12 9:30	BUY	127	ILMN	ILLUMINA INC	45.88	10/24 9:35	47.31	Low	$179
10/23/12 9:30	BTO	127	ILMN		45.88
10/24/12 9:35	STC	127	ILMN		47.31
10/4/12 9:30	SELL	448	SFD	SMITHFIELD FOODS INC	20.34	10/18 11:57	20.69	Low	($167)
10/4/12 9:30	STO	448	SFD		20.34
10/15/12 11:34	BTC	190	SFD		20.43
Margin call (auto-generated).
10/15/12 14:40	BTC	56	SFD		20.44
Margin call (auto-generated).
10/18/12 11:57	BTC	202	SFD		21.01
10/15/12 9:30	BUY	1,574	MFA	MFA FINANCIAL	8.13	10/18 9:34	8.27	Normal	$189
10/15/12 9:30	BTO	1,574	MFA		8.13
10/18/12 9:34	STC	1,574	MFA		8.27
10/15/12 9:30	BUY	35	AMZN	AMAZON.COM INC	242.30	10/17 10:14	248.33	Low	$209
10/15/12 9:30	BTO	35	AMZN		242.30
10/17/12 10:14	STC	35	AMZN		248.33
10/3/12 9:31	SELL	128	NUS	NU SKIN ENTERPRISES	41.16	10/16 10:13	42.23	Low	($141)
10/3/12 9:31	STO	128	NUS		41.16
10/15/12 11:34	BTC	94	NUS		42.11
Margin call (auto-generated).
10/15/12 14:40	BTC	28	NUS		42.36
Margin call (auto-generated).
10/16/12 10:13	BTC	6	NUS		43.48
10/15/12 9:37	BUY	461	NWSA	NEWS CORP A	24.11	10/16 9:30	24.53	Low	$185
10/15/12 9:37	BTO	461	NWSA		24.11
10/16/12 9:30	STC	461	NWSA		24.53
10/15/12 13:22	BUY	207	STX	SEAGATE TECHNOLOGY	28.23	10/15 14:40	28.20	Low	($10)
10/15/12 13:22	BTO	207	STX		28.23
10/15/12 14:40	STC	207	STX		28.20
Margin call (auto-generated).
10/10/12 9:30	BUY	207	STX	SEAGATE TECHNOLOGY	28.55	10/15 11:34	28.26	Low	($64)
10/10/12 9:30	BTO	207	STX		28.55
10/15/12 11:34	STC	207	STX		28.26
Margin call (auto-generated).

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	58
# Profitable	33 (56.9%)
# months tracked	19
Profitable months	10 (52.6%)
Avg trade duration	11.9 days
Annual Return	5.2%
Average win	$264
Average loss	$291
Profit factor	1.4:1
Max peak-to-valley drawdown (historical)	8.72%
drawdown period	June 26, 2012 to Nov 15, 2012
Correlation w/ S&P	0.127
Sharpe ratio	0.602
Keep after worst-case slippage	96.8%
Probabilities of future account loss
Chance of 10% account loss	20.0%
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)	0.08
Average P/L per unit traded	$0.55
Sum of dividends and cash expir. in model account	$602

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System Description

FreeVector Capital Growth Fund trades both long and short positions.

Trade signals are generated based on technical analysis.

- 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.

Report

Dividends Itemized
Started	$20,000
Buy Power	$14,668
Cash	$14,363
Equity	$304
Cumulative $*	$2,057
Total System Equity	$22,057
Margined	$0
Open P/L	$304

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