ETF Quickie
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +0.1% | +0.1% | +0.2% | +3.9% | (3.8%) | (0.1%) | (0.1%) | (0.6%) | (1.1%) | - | (3.1%) | |
| 2013 | +2.5% | +2.0% | (1.8%) | (0.4%) | (4.7%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Stocks; (some forex) |
|---|---|
| Strategies | Technical analysis |
| System started | 2/17/2012 (15 months ago) |
| System developer |
Curious Trading 
(Last login to C2: 5/17/13 21:37) C2 Score: 914  Vendor has created 11 other systems. Show The name of this system has been changed 1 time. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/13/13 14:59 | SELL | 10 | EUR/JPY | 132.200 | 5/13 20:28 |
132.197 | Low | ($7) | |
| 5/10/13 8:27 | SELL | 10 | EUR/JPY | 131.943 | 5/13 4:43 |
131.922 | Low | $11 | |
| 5/8/13 2:33 | SELL | 10 | EUR/JPY | 129.594 | 5/8 8:39 |
130.151 | Normal | ($574) | |
| 5/7/13 12:51 | BUY | 10 | EUR/JPY | 129.539 | 5/7 18:43 |
129.013 | Low | ($542) | |
| 5/7/13 3:13 | BUY | 10 | EUR/JPY | 129.480 | 5/7 7:01 |
130.328 | Low | $845 | |
| 5/6/13 21:36 | BUY | 10 | EUR/JPY | 129.417 | 5/7 2:24 |
129.405 | Low | ($22) | |
| 5/6/13 9:38 | BUY | 10 | EUR/JPY | 130.130 | 5/6 21:12 |
129.552 | Normal | ($594) | |
| 4/24/13 12:12 | SELL | 100 | TNA | DIREXION SHRS SML BLL 3X | 41.34 | 4/24 15:59 |
41.75 | Low | ($43) |
| 4/19/13 13:17 | BUY | 100 | FAS | DIREXION DF BULL 3X | 52.93 | 4/19 15:59 |
53.50 | Low | $55 |
| 4/19/13 14:39 | SELL | 100 | TNA | DIREXION SHRS SML BLL 3X | 38.75 | 4/19 15:59 |
39.03 | Low | ($30) |
| 4/19/13 9:44 | SELL | 100 | TNA | DIREXION SHRS SML BLL 3X | 37.86 | 4/19 10:01 |
37.83 | Low | $1 |
| 4/18/13 15:37 | SELL | 100 | TNA | DIREXION SHRS SML BLL 3X | 37.51 | 4/18 15:59 |
37.66 | Low | ($17) |
| 4/18/13 13:29 | BUY | 100 | TNA | DIREXION SHRS SML BLL 3X | 38.14 | 4/18 14:17 |
37.44 | Low | ($72) |
| 4/11/13 11:31 | SELL | 100 | FAS | DIREXION DF BULL 3X | 58.42 | 4/11 15:59 |
57.98 | Low | $42 |
| 4/4/13 9:35 | SELL | 100 | FAS | DIREXION DF BULL 3X | 53.02 | 4/4 10:02 |
54.02 | Low | ($102) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 523 |
| # Profitable | 245 (46.8%) |
| # months tracked | 16 |
| Profitable months | 6 (37.5%) |
| Avg trade duration | 2.5 hours |
| Annual return (compounded) | -1.8% |
| Average win | $80 |
| Average loss | $73 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 9.31% |
| drawdown period | May 23, 2012 to May 18, 2013 |
| Correlation w/ S&P | -0.040 |
| Sharpe ratio | -0.401 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 13.5% |
| 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) | -0.03 |
| Average P/L per unit traded | $0.11 |
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System Description
ETF Quickie:
* trades 100 shares of TVIX, TNA and FAS.
* day trades only, no overnight positions, any opened position will be closed out by 4PM EST
* uses pattern recognition algorithm with noise reduction filter and velocity breakout trigger
* system will enter the market by fading a weakening trend when one is identified
* profit target and initial stoploss are pre-determined
* 100% automatic, signals are sent to C2 via NinjaTrader platform
* highly speculative, please use risk capital only
* trades 100 shares of TVIX, TNA and FAS.
* day trades only, no overnight positions, any opened position will be closed out by 4PM EST
* uses pattern recognition algorithm with noise reduction filter and velocity breakout trigger
* system will enter the market by fading a weakening trend when one is identified
* profit target and initial stoploss are pre-determined
* 100% automatic, signals are sent to C2 via NinjaTrader platform
* highly speculative, please use risk capital only
- 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.
