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Triple ETF Market Timer




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012              +0.8%+4.6%+4.3%(6.3%)(6.3%)+9.6%+9.3%(8.2%)(1.8%)(1.2%)
2013+10.1%(4.3%)(5%)(1.2%)  -                                            
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 3/4/2012 (15 months ago)
System developer The Market Timer
(Last login to C2: 5/24/13 20:54)
C2 Score: 850

Vendor has created 1 other system. Show



Recently Closed Trades

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System creator requested that closed trades data below be delayed by seven days.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
4/10/13 10:15 BUY 40 TQQQ PROSHARES ULTRAPRO QQQ 62.87 4/23
13:32
61.50 Low ($59)
3/19/13 9:31 BUY 128 SPXU PROSHARES ULTRAPRO SHORT SP 50 28.34 4/2
10:25
27.39 Low ($125)
3/8/13 9:30 BUY 20 UPRO PROSHARES ULTRAPRO SP 500 113.42 3/19
9:30
114.46 Low $19
2/26/13 10:14 BUY 74 SPXU PROSHARES ULTRAPRO SHORT SP 50 32.25 3/8
9:30
28.64 Normal ($269)
2/26/13 10:14 BUY 198 SQQQ PROSHARES ULTRAPRO SHORT QQQ 37.11 3/6
9:30
34.88 Normal ($447)
2/28/13 9:30 BUY 56 TZA DIREXION SHRS SML CAP 3X 42.84 3/1
9:31
43.40 Low $29
11/23/12 9:30 BUY 214 TQQQ PROSHARES ULTRAPRO QQQ 52.79 2/26/13 10:13 52.79 Normal ($10)
1/7/13 12:05 BUY 62 TNA DIREXION SHRS SML BLL 3X 34.76 2/26
10:13
37.62 Low $176
10/18/12 9:31 BUY 24 UPRO PROSHARES ULTRAPRO SP 500 93.80 2/26/13 10:13 101.28 Low $178
11/30/12 9:30 BUY 78 TNA DIREXION SHRS SML BLL 3X 29.22 1/2/13 9:30 34.28 Low $392
11/23/12 9:30 BUY 78 TNA DIREXION SHRS SML BLL 3X 26.68 11/26
9:30
27.12 Low $32
11/8/12 10:22 BUY 78 TNA DIREXION SHRS SML BLL 3X 27.08 11/19
9:31
25.14 Normal ($154)
11/8/12 10:22 BUY 42 TQQQ PROSHARES ULTRAPRO QQQ 49.50 11/19
9:31
46.35 Normal ($134)
10/19/12 9:30 BUY 42 TQQQ PROSHARES ULTRAPRO QQQ 56.84 11/7
9:31
51.26 Normal ($236)
10/19/12 9:30 BUY 78 TNA DIREXION SHRS SML BLL 3X 30.05 11/7
9:30
28.32 Low ($137)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades37
# Profitable18 (48.6%)
# months tracked15
Profitable months6 (40.0%)
Avg trade duration23.6 days
Annual return (compounded)7.5%
Average win$224
Average loss$163
Profit factor1.3:1
Max peak-to-valley drawdown (historical)21.76%
drawdown periodJune 04, 2012 to Aug 02, 2012
Correlation w/ S&P0.014
Sharpe ratio0.301
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss57.0%
Chance of 20% account loss14.5%
Chance of 30% account loss1.5%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.09
Average P/L per unit traded$0.49
Sum of dividends and cash expir. in model account$0


Reviews


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System Description

Uses triple leverage ETFs to time the US stock markets, mainly focusing on the S&P 500, Nasdaq 100, and Russell 2000. The system will attempt to ride trends up (long) and down (short). UPRO, SPXU, TQQQ, SQQQ, TNA, TZA are ETFs that will be used. Most of the time the system will be in the market although at times it may not be fully invested. The maximum leverage will be 3X. Margin will be used to avoid the 3 day waiting period rule.

Most trades will be sent during afterhours. Although some trades will occur during market hours.

- 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

Uses triple leverage ETFs to time the US stock markets mainly focusing on the S&P 500 Nasdaq 100 and Russell 2000. The system will try to ride trends up (long) and down (short).
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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.

Model Account Status

Started$10,000
Buy Power$10,926
Cash$1
Equity$1
Cumulative $*$926
Dividends Itemized
Total System Equity$10,926
Margined$1
Open P/L$0
System vendor has delayed data by 7 days for non-subs.


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