ETF MKT TIMER

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012				(3.3%)	+6.6%	+2.9%	+2.7%	(1.9%)	(4.3%)	+2.4%	+4.3%	(0.3%)
2013	+0.9%	-	-	-	-

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Technical Analysis: Moving Average daysX

Instruments

Mostly Stocks; (some options)

Strategies

Market timing

System started

4/14/2012 (13 months ago)

System developer

(Last login to C2: 5/9/13 21:52)
C2 Score: 983

Vendor has created 1 other system. Show
The name of this system has been changed 2 times. Show

Status

This system is no longer supported.

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
11/8/12 13:26	BUY	84	SPY	STANDARD & POOR'S DEPOSITARY	138.49	1/14/13 15:04	146.96	Low	$709
8/3/12 9:33	SELL	1,000	SPY	STANDARD & POOR'S DEPOSITARY	138.66	11/8 13:26	139.14	Very	($498)
7/27/12 9:36	SELL	1,000	SPY	STANDARD & POOR'S DEPOSITARY	137.40	8/2 9:30	136.55	Normal	$830
7/26/12 9:33	SELL	1,000	SPY	STANDARD & POOR'S DEPOSITARY	136.09	7/26 10:00	135.93	Low	$140
7/25/12 9:33	SELL	800	SPY	STANDARD & POOR'S DEPOSITARY	134.29	7/25 10:04	133.77	Low	$400
7/24/12 9:33	SELL	700	SPY	STANDARD & POOR'S DEPOSITARY	135.06	7/24 9:56	134.81	Low	$161
7/20/12 9:33	SELL	700	IWM	ISHARES RUSSELL 2000 INDEX	79.30	7/20 10:43	79.09	Low	$133
7/13/12 9:33	SELL	1,400	IWM	ISHARES RUSSELL 2000 INDEX	79.20	7/17 10:40	78.86	Normal	$448
7/12/12 9:33	SELL	1,200	IWM	ISHARES RUSSELL 2000 INDEX	78.36	7/12 9:43	78.02	Low	$384
7/10/12 9:33	SELL	500	IWM	ISHARES RUSSELL 2000 INDEX	80.87	7/10 9:56	80.66	Low	$95
7/9/12 9:33	SELL	800	IWM	ISHARES RUSSELL 2000 INDEX	80.38	7/9 10:01	79.98	n/a	$304
7/6/12 9:33	SELL	400	IWM	ISHARES RUSSELL 2000 INDEX	80.77	7/6 12:38	80.39	Low	$144
5/25/12 10:21	SELL	3	UNG1216F20	UNG Jun12 20 call (exp 06/16/2012)	0.32	6/17 9:03	0.00	Low	$93
6/6/12 9:33	BUY	1,200	GLD	SPDR GOLD TRUST	155.96	6/12 10:26	156.09	Normal	$129
6/6/12 9:33	SELL	900	SPY	STANDARD & POOR'S DEPOSITARY	131.69	6/8 9:36	131.50	Low	$150

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
11/8/12 13:26	BUY	84	SPY	STANDARD & POOR'S DEPOSITARY	138.49	1/14/13 15:04	146.96	Low	$709
11/8/12 13:26	BTO	84	SPY		138.49
1/14/13 15:04	STC	84	SPY		146.96
8/3/12 9:33	SELL	1,000	SPY	STANDARD & POOR'S DEPOSITARY	138.66	11/8 13:26	139.14	Very	($498)
8/3/12 9:33	STO	1,000	SPY		138.66
9/7/12 10:38	BTC	25	SPY		144.19
Margin call (auto-generated).
9/13/12 14:07	BTC	31	SPY		146.31
Margin call (auto-generated).
9/14/12 10:37	BTC	28	SPY		147.80
Margin call (auto-generated).
11/8/12 13:26	BTC	916	SPY		138.49
7/27/12 9:36	SELL	1,000	SPY	STANDARD & POOR'S DEPOSITARY	137.40	8/2 9:30	136.55	Normal	$830
7/27/12 9:36	STO	500	SPY		137.00
7/27/12 13:00	STO	500	SPY		137.80
8/2/12 9:30	BTC	1,000	SPY		136.55
7/26/12 9:33	SELL	1,000	SPY	STANDARD & POOR'S DEPOSITARY	136.09	7/26 10:00	135.93	Low	$140
7/26/12 9:33	STO	1,000	SPY		136.09
7/26/12 10:00	BTC	1,000	SPY		135.93
7/25/12 9:33	SELL	800	SPY	STANDARD & POOR'S DEPOSITARY	134.29	7/25 10:04	133.77	Low	$400
7/25/12 9:33	STO	800	SPY		134.29
7/25/12 10:04	BTC	800	SPY		133.77
7/24/12 9:33	SELL	700	SPY	STANDARD & POOR'S DEPOSITARY	135.06	7/24 9:56	134.81	Low	$161
7/24/12 9:33	STO	700	SPY		135.06
7/24/12 9:56	BTC	700	SPY		134.81
7/20/12 9:33	SELL	700	IWM	ISHARES RUSSELL 2000 INDEX	79.30	7/20 10:43	79.09	Low	$133
7/20/12 9:33	STO	700	IWM		79.30
7/20/12 10:43	BTC	700	IWM		79.09
7/13/12 9:33	SELL	1,400	IWM	ISHARES RUSSELL 2000 INDEX	79.20	7/17 10:40	78.86	Normal	$448
7/13/12 9:33	STO	700	IWM		79.15
7/13/12 9:36	STO	700	IWM		79.25
7/17/12 10:40	BTC	1,400	IWM		78.86
7/12/12 9:33	SELL	1,200	IWM	ISHARES RUSSELL 2000 INDEX	78.36	7/12 9:43	78.02	Low	$384
7/12/12 9:33	STO	500	IWM		78.36
7/12/12 9:33	STO	700	IWM		78.36
7/12/12 9:43	BTC	1,200	IWM		78.02
7/10/12 9:33	SELL	500	IWM	ISHARES RUSSELL 2000 INDEX	80.87	7/10 9:56	80.66	Low	$95
7/10/12 9:33	STO	500	IWM		80.87
7/10/12 9:56	BTC	500	IWM		80.66
7/9/12 9:33	SELL	800	IWM	ISHARES RUSSELL 2000 INDEX	80.38	7/9 10:01	79.98	n/a	$304
7/9/12 9:33	STO	400	IWM		80.51
7/9/12 9:41	STO	400	IWM		80.25
7/9/12 10:01	BTC	800	IWM		79.98
7/6/12 9:33	SELL	400	IWM	ISHARES RUSSELL 2000 INDEX	80.77	7/6 12:38	80.39	Low	$144
7/6/12 9:33	STO	200	IWM		80.76
7/6/12 9:33	STO	200	IWM		80.78
7/6/12 12:38	BTC	400	IWM		80.39
5/25/12 10:21	SELL	3	UNG1216F20	UNG Jun12 20 call (exp 06/16/2012)	0.32	6/17 9:03	0.00	Low	$93
5/25/12 10:21	STO	3	UNG1216F20		0.32
6/17/12 9:03	exp	3	UNG1216F20		0.00
6/6/12 9:33	BUY	1,200	GLD	SPDR GOLD TRUST	155.96	6/12 10:26	156.09	Normal	$129
6/6/12 9:33	BTO	300	GLD		158.88
6/7/12 9:33	BTO	300	GLD		157.62
6/8/12 9:33	BTO	300	GLD		153.20
6/11/12 9:33	BTO	300	GLD		154.15
6/12/12 10:21	STC	600	GLD		155.98
6/12/12 10:26	STC	600	GLD		156.20
6/6/12 9:33	SELL	900	SPY	STANDARD & POOR'S DEPOSITARY	131.69	6/8 9:36	131.50	Low	$150
6/6/12 9:33	STO	300	SPY		130.12
6/7/12 9:33	STO	300	SPY		133.38
6/8/12 9:33	STO	300	SPY		131.56
6/8/12 9:36	BTC	900	SPY		131.50

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	35
# Profitable	27 (77.1%)
# months tracked	14
Profitable months	6 (42.9%)
Avg trade duration	7.2 days
Annual return (compounded)	9.6%
Average win	$317
Average loss	$116
Profit factor	53.5:1
Max peak-to-valley drawdown (historical)	11.09%
drawdown period	Aug 04, 2012 to Sept 14, 2012
Correlation w/ S&P	-0.414
Sharpe ratio	0.969
Keep after worst-case slippage	97.4%
Probabilities of future account loss
Chance of 10% account loss	0.0%
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)	0.28
Average P/L per unit traded	$0.65

Reviews

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System Description

The ETF MKT TIMER strategy enables a proprietary Expert Advisor (EA) with enhance annotated alerts that systematically generate triggers using a scripted algorithmic trading signal.

Trading Signal:
Based on the Expert Advisor Market Calls, discretionary orders are then executed next day; also the Market Timing Charts are made available by request in the system Subscriber forum area.

- 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.

Report

Dividends Itemized
Started	$65,000
Buy Power	$71,941
Cash	$71,941
Equity	$0
Cumulative $*	$6,941
Total System Equity	$71,941
Margined	$0
Open P/L	$0

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