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OSL3




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                                   +14.3%+0.2%+2.1%+8.3%(9%)(5.7%)  -  
2013+8.6%(6.9%)+5.5%+11.8%(1.3%)                                          
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 Buy undervalue, Technical analysis, Market timing
System started 6/5/2012 (12 months ago)
System developer Optimum Systems
(Last login to C2: 6/7/12 0:45)
C2 Score: 985

Vendor has created 3 other systems. Show



Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades4
# Profitable3 (75.0%)
# months tracked12
Profitable months7 (58.3%)
Avg trade duration349.6 days
Annual return (compounded)30.1%
Average win$11,161
Average loss$5,728
Profit factor6.2:1
Max peak-to-valley drawdown (historical)19.98%
drawdown periodOct 05, 2012 to Nov 18, 2012
Correlation w/ S&P0.381
Sharpe ratio2.338
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
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)3.17
Average P/L per unit traded
Sum of dividends and cash expir. in model account$1,081


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System Description

EOD long only methodology buying oversold stocks and using non correlated hedging.

Since system may buy low priced stocks, a flat rate commission may work best.

- 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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Overview

EOD long only methodology buying oversold stocks and using non correlated hedging.
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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$100,000
Buy Power$91,596
Cash$1
Equity$1
Cumulative $*$28,839
Dividends Itemized
Total System Equity$128,839
Margined$1
Open P/L$32,996
System vendor has delayed data by 7 days for non-subs.


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