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ETN/ETF




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                     +11.3%(19.3%)  -    -    -    -    -    -    -  
2013  -    -    -    -    -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Buy undervalue, Sell overvalue, Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing, Unclassified
System started 4/8/2012 (14 months ago)
System developer Gomyway.Networks
(Last login to C2: 4/1/13 11:10)
C2 Score: 249

Vendor has created 8 other systems. Show



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
5/11/12 10:51 SELL 1,000 ARBA ARIBA INC 38.89 5/11
11:07
38.84 Low $30
5/11/12 10:49 BUY 1,000 ARBA ARIBA INC 38.98 5/11
10:50
38.89 Low ($110)
5/11/12 10:48 SELL 1,000 ARBA ARIBA INC 38.96 5/11
10:49
38.98 Low ($40)
5/11/12 10:47 BUY 1,000 ARBA ARIBA INC 38.99 5/11
10:48
38.96 Low ($50)
5/11/12 9:52 SELL 1,000 ARBA ARIBA INC 38.41 5/11
10:47
38.99 Normal ($600)
5/11/12 9:39 BUY 1,000 ARBA ARIBA INC 38.53 5/11
9:52
38.41 Low ($140)
5/9/12 10:18 SELL 1,000 ARBA ARIBA INC 38.33 5/11
9:39
38.53 Normal ($220)
5/8/12 14:58 BUY 1,000 ARBA ARIBA INC 39.11 5/9
10:18
38.33 Normal ($800)
5/8/12 10:19 SELL 1,000 ARBA ARIBA INC 38.69 5/8
14:58
39.11 Normal ($440)
5/7/12 10:51 BUY 1,000 ARBA ARIBA INC 39.59 5/8
10:18
38.69 Normal ($920)
5/4/12 13:32 SELL 1,000 ARBA ARIBA INC 38.50 5/7
10:51
39.59 Normal ($1,110)
5/4/12 12:31 BUY 1,000 ARBA ARIBA INC 38.63 5/4
13:32
38.50 Low ($150)
5/4/12 11:47 SELL 1,000 ARBA ARIBA INC 38.56 5/4
12:31
38.63 Low ($90)
4/26/12 14:51 BUY 1,000 ARBA ARIBA INC 35.33 5/4
11:47
38.56 Low $3,210
4/26/12 9:30 SELL 1,000 ARBA ARIBA INC 34.80 4/26
14:51
35.33 Normal ($550)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades19
# Profitable3 (15.8%)
# months tracked14
Profitable months1 (7.1%)
Avg trade duration1.3 days
Annual return (compounded)-6.8%
Average win$1,166
Average loss$313
Profit factor0.7:1
Max peak-to-valley drawdown (historical)24.41%
drawdown periodApril 27, 2012 to May 11, 2012
Correlation w/ S&P0.105
Sharpe ratio-0.604
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.20
Average P/L per unit traded($0.08)


Reviews


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System Description

Volatility Index for QUARTERS. 300 return @ 30 DAY Compute Index.

- 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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$50 per week, only if profitable Details

This is a pay-for-performance system. Subscriptions cost $50 at the end of each week, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.



 

Overview

50 MA Calendar @ quarter.
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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$20,000
Buy Power$18,486
Cash$18,486
Equity$0
Cumulative $($1,514)
Total System Equity$18,486
Margined$0
Open P/L$0


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