MFS-Cyclical-Options
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 (2%) (8.5%) +95.1% (16.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) (0.3%) 2013 (0.3%) (0.3%) - (0.4%) (0.4%)
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 422 days.
Instruments
Mostly Options; (some stocks)
Strategies
Technical analysis, Volatility trading, Spreads, Market timing, Unclassified
System started
3/25/2012 (14 months ago)
System developer
MFS-Models 925 Vendor has created 2 other systems. Show
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/22/12 12:40
BUY
34
ZNGA1216F7
ZNGA Jun12 7 call (exp 06/16/2012) 0.70
6/17
0.00 High ($2,412)
5/21/12 9:36
BUY
25
OPEN1216R35
OPEN Jun12 35 put (exp 06/16/2012) 1.40
6/17
0.00 Very ($3,524)
5/21/12 9:31
BUY
55
LNKD1216R90
LNKD Jun12 90 put (exp 06/16/2012) 3.32
6/17
0.00 Extreme ($18,332)
5/22/12 12:40
BUY
31
ZNGA1216R7
ZNGA Jun12 7 put (exp 06/16/2012) 0.70
6/12
1.90 Low $3,661
5/23/12 10:32
BUY
50
CVX1216F100
CVX Jun12 100 call (exp 06/16/2012) 1.31
6/11
2.62 Extreme $6,465
5/23/12 12:51
BUY
20
CVX1225E100
CVX May12 100 call (exp 05/25/2012) 0.09
5/26
0.00 Low ($199)
4/30/12 13:36
BUY
9
CHK1219E18
CHK May12 18 call (exp 05/19/2012) 1.27
5/20
0.00 Normal ($1,152)
4/30/12 12:14
BUY
30
ARBA1219Q35
ARBA May12 35 put (exp 05/19/2012) 0.30
5/20
0.00 Normal ($929)
4/30/12 11:58
BUY
50
PHM1219Q9
PHM May12 9 put (exp 05/19/2012) 0.20
5/18
0.35 Normal $655
4/30/12 11:28
BUY
20
AAPL1219Q550
AAPL May12 550 put (exp 05/19/2012) 4.26
5/17
16.50 Extreme $24,442
4/30/12 11:59
BUY
16
KBH1219Q9
KBH May12 9 put (exp 05/19/2012) 0.67
5/17
1.61 Normal $1,474
4/30/12 12:04
BUY
43
BAC1219Q8
BAC May12 8 put (exp 05/19/2012) 0.21
5/11
0.42 Normal $821
4/30/12 12:11
BUY
9
TWC1219Q80
TWC May12 80 put (exp 05/19/2012) 1.40
5/9
2.80 Normal $1,243
4/22/12 9:04
SELL
2,000
FCX
FREEPORT-MCMORAN C & G 38.00
4/30
37.24 Normal $1,471
4/22/12 9:04
SELL
3,200
SWC
STILLWATER MINING CO 12.00
4/23
10.93 n/a $3,353
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/22/12 12:40
BUY
34
ZNGA1216F7
ZNGA Jun12 7 call (exp 06/16/2012)
0.70
6/17
0.00 High ($2,412)
5/22/12 12:40
BTO
34
ZNGA1216F7
0.70
6/17/12 9:03
exp
34
ZNGA1216F7
0.00
5/21/12 9:36
BUY
25
OPEN1216R35
OPEN Jun12 35 put (exp 06/16/2012)
1.40
6/17
0.00 Very ($3,524)
5/21/12 9:36
BTO
25
OPEN1216R35
1.40
6/17/12 9:03
exp
25
OPEN1216R35
0.00
5/21/12 9:31
BUY
55
LNKD1216R90
LNKD Jun12 90 put (exp 06/16/2012)
3.32
6/17
0.00 Extreme ($18,332)
5/21/12 9:31
BTO
15
LNKD1216R90
4.30
5/21/12 11:25
BTO
15
LNKD1216R90
3.97
5/22/12 12:36
BTO
25
LNKD1216R90
2.35
6/17/12 9:03
exp
55
LNKD1216R90
0.00
5/22/12 12:40
BUY
31
ZNGA1216R7
ZNGA Jun12 7 put (exp 06/16/2012)
0.70
6/12
1.90 Low $3,661
5/22/12 12:40
BTO
31
ZNGA1216R7
0.70
6/12/12 9:51
STC
31
ZNGA1216R7
1.90
5/23/12 10:32
BUY
50
CVX1216F100
CVX Jun12 100 call (exp 06/16/2012)
1.31
6/11
2.62 Extreme $6,465
5/23/12 10:32
BTO
30
CVX1216F100
1.40
5/23/12 12:51
BTO
20
CVX1216F100
1.17
6/11/12 9:32
STC
50
CVX1216F100
2.62
5/23/12 12:51
BUY
20
CVX1225E100
CVX May12 100 call (exp 05/25/2012)
0.09
5/26
0.00 Low ($199)
5/23/12 12:51
BTO
20
CVX1225E100
0.09
5/26/12 9:00
exp
20
CVX1225E100
0.00
4/30/12 13:36
BUY
9
CHK1219E18
CHK May12 18 call (exp 05/19/2012)
1.27
5/20
0.00 Normal ($1,152)
4/30/12 13:36
BTO
9
CHK1219E18
1.27
5/20/12 10:05
exp
9
CHK1219E18
0.00
4/30/12 12:14
BUY
30
ARBA1219Q35
ARBA May12 35 put (exp 05/19/2012)
0.30
5/20
0.00 Normal ($929)
4/30/12 12:14
BTO
30
ARBA1219Q35
0.30
5/20/12 10:05
exp
30
ARBA1219Q35
0.00
4/30/12 11:58
BUY
50
PHM1219Q9
PHM May12 9 put (exp 05/19/2012)
0.20
5/18
0.35 Normal $655
4/30/12 11:58
BTO
50
PHM1219Q9
0.20
5/18/12 9:39
STC
50
PHM1219Q9
0.35
4/30/12 11:28
BUY
20
AAPL1219Q550
AAPL May12 550 put (exp 05/19/2012)
4.26
5/17
16.50 Extreme $24,442
4/30/12 11:28
BTO
4
AAPL1219Q550
3.70
4/30/12 12:15
BTO
16
AAPL1219Q550
4.40
5/17/12 15:15
STC
20
AAPL1219Q550
16.50
4/30/12 11:59
BUY
16
KBH1219Q9
KBH May12 9 put (exp 05/19/2012)
0.67
5/17
1.61 Normal $1,474
4/30/12 11:59
BTO
16
KBH1219Q9
0.67
5/17/12 10:13
STC
16
KBH1219Q9
1.61
4/30/12 12:04
BUY
43
BAC1219Q8
BAC May12 8 put (exp 05/19/2012)
0.21
5/11
0.42 Normal $821
4/30/12 12:04
BTO
43
BAC1219Q8
0.21
5/11/12 9:30
STC
43
BAC1219Q8
0.42
4/30/12 12:11
BUY
9
TWC1219Q80
TWC May12 80 put (exp 05/19/2012)
1.40
5/9
2.80 Normal $1,243
4/30/12 12:11
BTO
2
TWC1219Q80
1.40
4/30/12 12:11
BTO
7
TWC1219Q80
1.40
5/9/12 15:09
STC
9
TWC1219Q80
2.80
4/22/12 9:04
SELL
2,000
FCX
FREEPORT-MCMORAN C & G
38.00
4/30
37.24 Normal $1,471
4/22/12 9:04
SSHORT
2,000
FCX
38.00
4/23/12 10:50
BTC
597
FCX
36.21
Margin call (auto-generated).
4/23/12 12:49
BTC
307
FCX
36.90
Margin call (auto-generated).
4/23/12 15:07
BTC
135
FCX
37.00
Margin call (auto-generated).
4/26/12 14:22
BTC
34
FCX
37.95
Margin call (auto-generated).
4/27/12 11:08
BTC
27
FCX
38.16
Margin call (auto-generated).
4/30/12 9:30
BTC
900
FCX
38.03
4/22/12 9:04
SELL
3,200
SWC
STILLWATER MINING CO
12.00
4/23
10.93 n/a $3,353
4/22/12 9:04
SSHORT
3,200
SWC
12.00
4/23/12 10:50
BTC
1,921
SWC
10.86
Margin call (auto-generated).
4/23/12 12:49
BTC
988
SWC
11.07
Margin call (auto-generated).
4/23/12 15:07
BTC
291
SWC
10.94
Margin call (auto-generated).
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 23 # Profitable 10 (43.5%) # months tracked 15 Profitable months 1 (6.7%) Avg trade duration 19.3 days Annual return (compounded) 44.2% Average win $4,652 Average loss $2,763 Profit factor 1.3:1 Max peak-to-valley drawdown (historical) 48.89% drawdown period April 10, 2012 to May 03, 2012 Correlation w/ S&P -0.320 Sharpe ratio 0.584 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 0.3% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) 0.14 Average P/L per unit traded $29.51
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This is an option portfolio and uses Cyclical Analysis to determine the positions to be in
read more... - 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 $20,000 Buy Power $30,596 Cash $30,596 Equity $0 Cumulative $ $10,597 Total System Equity $30,597 Margined $0 Open P/L $0
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