Inertia
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +7.3% | +11.9% | - | +2.8% | (91.1%) | +130.4% | (7.1%) | +66.8% | ||||
| 2013 | +90.2% | (38.3%) | (78%) | +157.0% | (6.6%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing |
| System started | 5/25/2012 (12 months ago) |
| System developer |
WHY 
(Last login to C2: 11/5/12 9:20) C2 Score: 972  Vendor has created 2 other systems. Show The name of this system has been changed 1 time. Show |
| Status | This system is no longer supported. |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 9/28/12 9:34 | BUY | 210 | NKE1228I95 | NKE Sep12 95 call (exp 09/28/2012) | 0.27 | 9/28 15:19 |
0.14 | High | ($3,119) |
| 9/20/12 11:57 | BUY | 20,000 | PPHM | PEREGRINE PHARMACEUTICLS | 5.10 | 9/25 9:31 |
1.26 | Extreme | ($77,250) |
| 9/20/12 12:52 | SELL | 800 | BVSN | BROADVISION | 11.37 | 9/20 15:55 |
10.92 | Low | $344 |
| 9/20/12 14:37 | SELL | 1,000 | GMCR | GREEN MTN COFFEE ROASTER | 27.95 | 9/20 15:55 |
27.95 | Low | ($20) |
| 9/20/12 12:28 | SELL | 250 | IHS | IHS INC CL A | 95.05 | 9/20 15:53 |
94.89 | Low | $35 |
| 9/20/12 9:56 | BUY | 800 | CAG | CONAGRA FOODS | 27.34 | 9/20 15:53 |
27.23 | Low | ($104) |
| 9/20/12 11:03 | BUY | 250 | BBBY | BED BATH & BEYOND INC | 64.37 | 9/20 14:40 |
62.18 | Low | ($553) |
| 9/20/12 11:12 | SELL | 500 | IHS | IHS INC CL A | 96.19 | 9/20 11:58 |
97.28 | Low | ($555) |
| 9/20/12 9:52 | SELL | 300 | BBBY | BED BATH & BEYOND INC | 62.70 | 9/20 10:56 |
64.11 | Low | ($429) |
| 9/20/12 9:39 | BUY | 20,000 | PPHM | PEREGRINE PHARMACEUTICLS | 5.03 | 9/20 9:41 |
5.03 | Low | ($400) |
| 9/19/12 15:01 | BUY | 15,000 | PPHM | PEREGRINE PHARMACEUTICLS | 4.93 | 9/20 9:33 |
4.93 | Normal | ($300) |
| 9/19/12 13:21 | BUY | 3,000 | BVSN | BROADVISION | 10.86 | 9/19 15:25 |
11.27 | n/a | $1,180 |
| 9/19/12 14:55 | BUY | 5,000 | REGI | RENEWABLE ENERGY GROUP | 8.20 | 9/19 15:20 |
8.12 | Low | ($500) |
| 9/19/12 14:11 | BUY | 5,000 | REGI | RENEWABLE ENERGY GROUP | 8.07 | 9/19 14:45 |
8.13 | Low | $200 |
| 9/19/12 9:57 | BUY | 33,000 | PPHM | PEREGRINE PHARMACEUTICLS | 4.67 | 9/19 14:43 |
4.77 | Low | $2,440 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 561 |
| # Profitable | 266 (47.4%) |
| # months tracked | 13 |
| Profitable months | 7 (53.8%) |
| Avg trade duration | 12.4 hours |
| Annual return (compounded) | -51.1% |
| Average win | $454 |
| Average loss | $582 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 80.85% |
| drawdown period | Sept 21, 2012 to Nov 09, 2012 |
| Correlation w/ S&P | 0.174 |
| Sharpe ratio | -0.528 |
| 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) | -0.24 |
| Average P/L per unit traded | ($0.04) |
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System Description
A short-term momentum-driven discretionary trading system that scans for fast moving stocks experiencing a big surge in volume and rides the momentum until it runs out. The holding period varies anywhere from minutes to hours, sometimes overnight as long as momentum is there.
- 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.
