Beta 2
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 +9.0% +9.7% +3.6% (33.3%) (0.5%) (0.5%) (0.5%) (0.5%) 2013 (0.5%) (0.5%) (0.5%) (0.5%) (0.5%)
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 376 days.
Instruments
Options
Strategies
Technical analysis, Volatility trading, Arbitrage, Spreads, Market timing
System started
5/11/2012 (13 months ago)
System developer
WHY 972 Vendor has created 2 other systems. Show The name of this system has been changed 6 times. Show Original name Changed to When changed OptionSense Options Seller 6/11/12 21:53 Options Seller Option Seller 6/11/12 22:24 Option Seller Options Seller 6/15/12 7:35 Options Seller Option Plays 8/8/12 11:55 Option Plays Options Beta 8/13/12 14:59 Options Beta Beta 2 8/20/12 9:05
Status This system is no longer supported.
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
8/7/12 14:29
SELL
5
PCLN1210T595
PCLN Aug12 595 put (exp 08/10/2012) 1.52
8/8
21.80 Extreme ($10,150)
7/26/12 15:19
SELL
5
AMZN1227S170
AMZN Jul12 170 put (exp 07/27/2012) 0.22
7/28
0.00 Low $105
7/24/12 14:58
SELL
6
AAPL1227S525
AAPL Jul12 525 put (exp 07/27/2012) 0.42
7/26
0.04 Normal $221
7/23/12 9:47
SELL
2
AAPL1227S520
AAPL Jul12 520 put (exp 07/27/2012) 1.38
7/23
0.54 Low $164
6/19/12 12:27
SELL
60
EBAY1221S38
EBAY Jul12 38 put (exp 07/21/2012) 0.26
7/22
0.16 Very $506
6/19/12 12:25
BUY
50
EBAY1221S38
EBAY Jul12 38 put (exp 07/21/2012) 0.27
6/19
0.26 Low ($145)
6/18/12 13:23
SELL
30
EBAY1221S38
EBAY Jul12 38 put (exp 07/21/2012) 0.39
6/19
0.28 Low $273
6/12/12 15:30
SELL
4
LNKD1216R82.5
LNKD Jun12 82.50 put (exp 06/16/2012) 0.10
6/17
0.00 Low $36
6/5/12 9:52
SELL
15
LNKD1216R77.5
LNKD Jun12 77.50 put (exp 06/16/2012) 0.50
6/17
0.00 Low $736
5/25/12 10:09
SELL
100
UVXY1216R12
UVXY Jun12 12 put (exp 06/16/2012) 0.20
6/17
0.00 Low $1,905
5/22/12 15:25
SELL
15
NFLX1216F80
NFLX Jun12 80 call (exp 06/16/2012) 0.83
6/17
0.93 Normal ($183)
5/31/12 15:21
SELL
6
LNKD1216R77.5
LNKD Jun12 77.50 put (exp 06/16/2012) 0.40
6/5
0.60 Low ($131)
5/25/12 9:36
SELL
10
FFIV1201F120
FFIV Jun12 120 call (exp 06/01/2012) 0.25
6/2
0.00 Low $241
5/24/12 11:25
SELL
10
LNKD1201F105
LNKD Jun12 105 call (exp 06/01/2012) 1.10
5/25
0.90 Low $181
5/21/12 15:34
SELL
60
BBY1216F22
BBY Jun12 22 call (exp 06/16/2012) 0.30
5/22
0.12 Low $966
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
8/7/12 14:29
SELL
5
PCLN1210T595
PCLN Aug12 595 put (exp 08/10/2012)
1.52
8/8
21.80 Extreme ($10,150)
8/7/12 14:29
STO
1
PCLN1210T595
1.75
8/7/12 15:34
STO
1
PCLN1210T595
1.65
8/7/12 15:46
STO
3
PCLN1210T595
1.40
8/8/12 10:30
BTC
5
PCLN1210T595
21.80
7/26/12 15:19
SELL
5
AMZN1227S170
AMZN Jul12 170 put (exp 07/27/2012)
0.22
7/28
0.00 Low $105
7/26/12 15:19
STO
5
AMZN1227S170
0.22
7/28/12 9:00
exp
5
AMZN1227S170
0.00
7/24/12 14:58
SELL
6
AAPL1227S525
AAPL Jul12 525 put (exp 07/27/2012)
0.42
7/26
0.04 Normal $221
7/24/12 14:58
STO
3
AAPL1227S525
0.41
7/24/12 15:48
STO
3
AAPL1227S525
0.44
7/25/12 11:13
BTC
1
AAPL1227S525
0.08
Margin call (auto-generated).
7/26/12 12:41
BTC
5
AAPL1227S525
0.03
7/23/12 9:47
SELL
2
AAPL1227S520
AAPL Jul12 520 put (exp 07/27/2012)
1.38
7/23
0.54 Low $164
7/23/12 9:47
STO
2
AAPL1227S520
1.38
7/23/12 13:58
BTC
2
AAPL1227S520
0.54
6/19/12 12:27
SELL
60
EBAY1221S38
EBAY Jul12 38 put (exp 07/21/2012)
0.26
7/22
0.16 Very $506
6/19/12 12:27
STO
60
EBAY1221S38
0.26
7/6/12 13:23
BTC
4
EBAY1221S38
0.46
Margin call (auto-generated).
7/10/12 14:25
BTC
8
EBAY1221S38
0.68
Margin call (auto-generated).
7/16/12 14:23
BTC
3
EBAY1221S38
0.85
Margin call (auto-generated).
7/22/12 9:02
exp
45
EBAY1221S38
0.00
6/19/12 12:25
BUY
50
EBAY1221S38
EBAY Jul12 38 put (exp 07/21/2012)
0.27
6/19
0.26 Low ($145)
6/19/12 12:25
BTO
50
EBAY1221S38
0.27
6/19/12 12:26
STC
50
EBAY1221S38
0.26
6/18/12 13:23
SELL
30
EBAY1221S38
EBAY Jul12 38 put (exp 07/21/2012)
0.39
6/19
0.28 Low $273
6/18/12 13:23
STO
30
EBAY1221S38
0.39
6/19/12 12:24
BTC
30
EBAY1221S38
0.28
6/12/12 15:30
SELL
4
LNKD1216R82.5
LNKD Jun12 82.50 put (exp 06/16/2012)
0.10
6/17
0.00 Low $36
6/12/12 15:30
STO
4
LNKD1216R82.5
0.10
6/17/12 9:04
exp
4
LNKD1216R82.5
0.00
6/5/12 9:52
SELL
15
LNKD1216R77.5
LNKD Jun12 77.50 put (exp 06/16/2012)
0.50
6/17
0.00 Low $736
6/5/12 9:52
STO
15
LNKD1216R77.5
0.50
6/17/12 9:04
exp
15
LNKD1216R77.5
0.00
5/25/12 10:09
SELL
100
UVXY1216R12
UVXY Jun12 12 put (exp 06/16/2012)
0.20
6/17
0.00 Low $1,905
5/25/12 10:09
STO
50
UVXY1216R12
0.20
5/25/12 10:13
STO
50
UVXY1216R12
0.20
6/17/12 9:03
exp
100
UVXY1216R12
0.00
5/22/12 15:25
SELL
15
NFLX1216F80
NFLX Jun12 80 call (exp 06/16/2012)
0.83
6/17
0.93 Normal ($183)
5/22/12 15:25
STO
15
NFLX1216F80
0.83
5/24/12 15:51
BTC
14
NFLX1216F80
1.00
6/17/12 9:03
exp
1
NFLX1216F80
0.00
5/31/12 15:21
SELL
6
LNKD1216R77.5
LNKD Jun12 77.50 put (exp 06/16/2012)
0.40
6/5
0.60 Low ($131)
5/31/12 15:21
STO
6
LNKD1216R77.5
0.40
6/5/12 9:50
BTC
6
LNKD1216R77.5
0.60
5/25/12 9:36
SELL
10
FFIV1201F120
FFIV Jun12 120 call (exp 06/01/2012)
0.25
6/2
0.00 Low $241
5/25/12 9:36
STO
10
FFIV1201F120
0.25
6/2/12 9:00
exp
10
FFIV1201F120
0.00
5/24/12 11:25
SELL
10
LNKD1201F105
LNKD Jun12 105 call (exp 06/01/2012)
1.10
5/25
0.90 Low $181
5/24/12 11:25
STO
10
LNKD1201F105
1.10
5/25/12 10:06
BTC
10
LNKD1201F105
0.90
5/21/12 15:34
SELL
60
BBY1216F22
BBY Jun12 22 call (exp 06/16/2012)
0.30
5/22
0.12 Low $966
5/21/12 15:34
STO
60
BBY1216F22
0.30
5/22/12 9:35
BTC
60
BBY1216F22
0.12
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 17 # Profitable 12 (70.6%) # months tracked 13 Profitable months 3 (23.1%) Avg trade duration 7.4 days Annual return (compounded) -12.9% Average win $598 Average loss $2,105 Profit factor 0.7:1 Max peak-to-valley drawdown (historical) 31.94% drawdown period Aug 07, 2012 to Aug 08, 2012 Correlation w/ S&P 0.240 Sharpe ratio -0.747 Keep after worst-case slippage 100.0% 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) -0.19 Average P/L per unit traded ($99.65)
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