Endurance 1
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +0.1% | |||||||||||
| 2012 | (0.3%) | +2.3% | +1.9% | +0.7% | +4.2% | +2.2% | +3.8% | +4.2% | +4.6% | +4.5% | +2.7% | (64.2%) |
| 2013 | (0.2%) | (0.2%) | (0.2%) | (0.2%) | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
Loading Chart...
| Instruments | Mostly Options; (some stocks) |
|---|---|
| Strategies | Technical analysis |
| System started | 12/17/2011 (17 months ago) |
| System developer |
Barefoot Trading LLC 
(Last login to C2: 12/11/12 18:55) C2 Score: 49  |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 12/15/12 9:00 | BUY | 2,000 | AAPL | APPLE INC | 550.00 | 12/17 10:38 |
504.36 | Extreme | ($91,320) |
| 12/7/12 15:25 | BUY | 20 | AAPL1214X500 | AAPL Dec12 500 put (exp 12/14/2012) | 3.00 | 12/15 9:00 |
0.00 | High | ($6,019) |
| 12/7/12 15:26 | SELL | 20 | AAPL1214X550 | AAPL Dec12 550 put (exp 12/14/2012) | 23.12 | 12/15 9:00 |
0.00 | Extreme | $46,221 |
| 12/4/12 12:44 | BUY | 22 | AAPL1207X500 | AAPL Dec12 500 put (exp 12/07/2012) | 0.04 | 12/8 9:02 |
0.00 | Low | ($109) |
| 12/4/12 13:27 | SELL | 25 | AAPL1207X550 | AAPL Dec12 550 put (exp 12/07/2012) | 1.00 | 12/7 15:24 |
15.22 | Extreme | ($35,586) |
| 11/26/12 11:07 | SELL | 25 | AAPL1230W540 | AAPL Nov12 540 put (exp 11/30/2012) | 0.45 | 12/1 9:00 |
0.00 | Low | $1,101 |
| 11/26/12 11:04 | BUY | 25 | AAPL1230W490 | AAPL Nov12 490 put (exp 11/30/2012) | 0.07 | 12/1 9:00 |
0.00 | Low | ($199) |
| 11/16/12 15:39 | SELL | 30 | AAPL1223W470 | AAPL Nov12 470 put (exp 11/23/2012) | 0.65 | 11/24 9:10 |
0.00 | Low | $1,922 |
| 11/16/12 15:40 | BUY | 30 | AAPL1223W440 | AAPL Nov12 440 put (exp 11/23/2012) | 0.29 | 11/24 9:10 |
0.00 | Low | ($899) |
| 11/13/12 12:31 | BUY | 25 | AAPL1217W455 | AAPL Nov12 455 put (exp 11/17/2012) | 0.04 | 11/18 9:36 |
0.00 | Low | ($124) |
| 11/13/12 12:33 | SELL | 25 | AAPL1217W505 | AAPL Nov12 505 put (exp 11/17/2012) | 0.31 | 11/16 15:27 |
0.02 | High | $678 |
| 11/5/12 14:50 | SELL | 30 | AAPL1209W545 | AAPL Nov12 545 put (exp 11/09/2012) | 0.61 | 11/10 9:01 |
0.00 | Extreme | $1,802 |
| 11/5/12 14:48 | BUY | 30 | AAPL1209W525 | AAPL Nov12 525 put (exp 11/09/2012) | 0.19 | 11/10 9:01 |
0.00 | Low | ($599) |
| 10/25/12 14:20 | SELL | 20 | AAPL1226V540 | AAPL Oct12 540 put (exp 10/26/2012) | 0.92 | 10/27 9:00 |
0.00 | Low | $1,821 |
| 10/25/12 14:19 | BUY | 20 | AAPL1226V520 | AAPL Oct12 520 put (exp 10/26/2012) | 0.30 | 10/27 9:00 |
0.00 | Low | ($619) |
<< More recent
Less | More
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 131 |
| # Profitable | 83 (63.4%) |
| # months tracked | 18 |
| Profitable months | 11 (61.1%) |
| Avg trade duration | 6.8 days |
| Annual return (compounded) | -37.1% |
| Average win | $1,275 |
| Average loss | $3,211 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 62.82% |
| drawdown period | Dec 05, 2012 to Dec 18, 2012 |
| Correlation w/ S&P | 0.065 |
| Sharpe ratio | -1.223 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 50% account loss | 1.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.14 |
| Average P/L per unit traded | $35.36 |
Reviews
No reviews have been written yet.
System Description
This system attempts to deliver income by selling weekly options. The system sells credit spreads. The vast majority of credit spreads sold are weekly options. The system does not trade naked short options. Equities and indices are chosen using technical analysis - this is a discretionary process. We usually trade on Monday to avoid weekend risk, however there will be times when we initiate positions on Thursday and Friday. The system strives for high probability trades and consistent income. There will be losing trades, and in some cases options will be "rolled" to a future expiration period. In these cases you will need to have sufficient trading capital to roll the option. We highly recommend that the risk capital you allocate to this system be a small portion of your overall portfolio. While no system can guarantee risk-free or low-risk trading, and while unforeseen events can cause you to lose all your money, we do make an effort to control risk
- 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.
