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CogniTraderSP




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                              -  +4.8%(2.2%)(2.3%)(2.1%)(0.3%)(1%)(1%)
2013(1%)(1.1%)(1.1%)(1.1%)  -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Unclassified
System started 5/29/2012 (12 months ago)
System developer Cogniception Inc.
(Last login to C2: 9/17/12 13:13)
C2 Score: 434

The name of this system has been changed 1 time. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
9/14/12 9:30 BUY 234 KFT KRAFT FOODS INC CL A 39.93 9/17
9:30
39.48 Low ($110)
8/6/12 9:30 BUY 849 IGT INTERNAT GAME TECHNOLOGY 11.24 8/7
9:30
11.10 Low ($136)
7/30/12 9:30 BUY 171 EXPE EXPEDIA INC. 54.90 7/31
9:30
55.64 Low $124
7/25/12 9:30 BUY 617 SWY SAFEWAY INC 15.33 7/26
9:30
15.28 Normal ($43)
7/24/12 9:30 BUY 269 JCI JOHNSON CONTROLS INC 24.54 7/24
12:23
23.81 Normal ($201)
7/23/12 9:30 BUY 179 STJ SAINT JUDE MEDICAL INC 37.38 7/24
9:31
36.75 Low ($117)
7/20/12 9:30 BUY 196 WAG WALGREEN CO 34.47 7/23
9:30
33.91 Low ($114)
7/19/12 9:30 BUY 32 GWW W.W. GRAINGER INC 210.50 7/20
9:30
204.77 Low ($185)
7/18/12 9:30 BUY 205 MAT MATTEL INC 33.97 7/19
9:30
34.51 n/a $107
7/17/12 9:30 BUY 193 ALL ALLSTATE CORP THE 33.68 7/18
9:30
33.77 Low $13
7/16/12 9:30 BUY 580 AES AES CORP THE 12.69 7/17
9:30
12.70 Low ($6)
7/13/12 9:30 BUY 605 F FORD MOTOR CO 9.16 7/16
9:31
9.22 Low $24
7/12/12 9:30 BUY 138 FDO FAMILY DOLLAR STORES INC 67.92 7/13
9:30
69.02 Low $149
7/9/12 9:30 BUY 212 NKE NIKE INC CL B 45.60 7/10
9:30
45.30 Low ($69)
7/5/12 9:30 BUY 212 NKE NIKE INC CL B 45.35 7/6
9:30
45.81 Low $92

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades23
# Profitable14 (60.9%)
# months tracked13
Profitable months1 (7.7%)
Avg trade duration1.4 days
Annual return (compounded)4.1%
Average win$108
Average loss$134
Profit factor1.4:1
Max peak-to-valley drawdown (historical)7.66%
drawdown periodJuly 18, 2012 to July 25, 2012
Correlation w/ S&P0.361
Sharpe ratio0.983
Keep after worst-case slippage 96.5%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.23
Average P/L per unit traded$0.01
Sum of dividends and cash expir. in model account$91


Reviews


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System Description

Trades subset of S&P 500. Long positions only.

Expect 1 buy or sell signal per day before market open.

Positions held for 24 hours unless model selects same stock on subsequent days.

Algorithm is based on machine learning and automated time-series analysis.

- 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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14-day free trial, then $100 per month Details

There is a free trial period of 14 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, you will be charged $100 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.

 

Overview

Machine learning based daily stock buy/sell system
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$10,000
Buy Power$10,404
Cash$10,404
Equity$0
Cumulative $*$404
Dividends Itemized
Total System Equity$10,404
Margined$0
Open P/L$0


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