Fletch

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012							(1.8%)	(3.4%)	+0.2%	(2%)	(1.3%)	(2.6%)
2013	(0.3%)	(0.2%)	(0.2%)	(0.2%)	(0.2%)

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Technical Analysis: Moving Average daysX

Instruments	Stocks
Strategies	Technical analysis
System started	7/3/2012 (11 months ago)
System developer	HNBC (Last login to C2: 5/20/13 22:09) C2 Score: 221 Vendor has created 1 other system. 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
11/21/12 13:27	SELL	130	CAH	CARDINAL HEALTH INC	39.64	12/14 9:30	41.83	Low	($288)
11/26/12 10:33	SELL	260	CNP	CENTERPOINT ENERGY INC	19.54	12/13 9:30	19.83	Low	($80)
11/26/12 9:48	SELL	120	AEP	AMERICAN ELECTRIC POWER	41.34	12/13 9:30	43.47	Low	($258)
11/23/12 10:31	SELL	1,670	HHS	HARTE-HANKS INC	5.35	12/13 9:30	5.40	Low	($117)
11/23/12 9:38	SELL	185	BIG	BIG LOTS INC	27.87	12/13 9:30	27.68	Low	$31
11/23/12 10:24	SELL	65	APA	APACHE CORP	76.88	12/13 9:30	77.36	Low	($33)
11/28/12 14:56	SELL	170	AEE	AMEREN CORP	29.22	12/13 9:30	29.73	Low	($90)
11/21/12 9:36	SELL	130	BMC	BMC SOFTWARE INC	39.61	12/13 9:30	40.68	Low	($142)
11/26/12 9:37	SELL	200	AIV	APARTMENT INV & MGMT	24.78	12/13 9:30	25.67	Low	($182)
11/21/12 9:43	SELL	90	ADP	AUTOMATIC DATA PROCESSNG	55.29	12/13 9:30	57.45	Low	($196)
11/21/12 9:31	SELL	600	AA	ALCOA	8.29	12/11 9:30	8.58	Low	($186)
11/23/12 9:30	SELL	157	ABT	ABBOTT LABORATORIES	63.55	12/3 9:30	65.09	Low	($245)
11/21/12 9:43	SELL	500	AMAT	APPLIED MATERIALS INC	10.43	12/3 9:30	10.78	Low	($185)
11/12/12 9:32	BUY	500	PDCE	PDC ENERGY	27.76	11/28 11:19	34.00	Low	$3,109
11/12/12 12:10	BUY	1,300	WMGI	WRIGHT MEDICAL GROUP	20.31	11/16 9:57	19.55	Normal	($1,014)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
11/21/12 13:27	SELL	130	CAH	CARDINAL HEALTH INC	39.64	12/14 9:30	41.83	Low	($288)
11/21/12 13:27	STO	130	CAH		39.64
12/14/12 9:30	BTC	130	CAH		41.83
11/26/12 10:33	SELL	260	CNP	CENTERPOINT ENERGY INC	19.54	12/13 9:30	19.83	Low	($80)
11/26/12 10:33	STO	260	CNP		19.54
12/13/12 9:30	BTC	260	CNP		19.83
11/26/12 9:48	SELL	120	AEP	AMERICAN ELECTRIC POWER	41.34	12/13 9:30	43.47	Low	($258)
11/26/12 9:48	STO	120	AEP		41.34
12/13/12 9:30	BTC	120	AEP		43.47
11/23/12 10:31	SELL	1,670	HHS	HARTE-HANKS INC	5.35	12/13 9:30	5.40	Low	($117)
11/23/12 10:31	STO	1,670	HHS		5.35
12/13/12 9:30	BTC	1,670	HHS		5.40
11/23/12 9:38	SELL	185	BIG	BIG LOTS INC	27.87	12/13 9:30	27.68	Low	$31
11/23/12 9:38	STO	185	BIG		27.87
12/13/12 9:30	BTC	185	BIG		27.68
11/23/12 10:24	SELL	65	APA	APACHE CORP	76.88	12/13 9:30	77.36	Low	($33)
11/23/12 10:24	STO	65	APA		76.88
12/13/12 9:30	BTC	65	APA		77.36
11/28/12 14:56	SELL	170	AEE	AMEREN CORP	29.22	12/13 9:30	29.73	Low	($90)
11/28/12 14:56	STO	170	AEE		29.22
12/13/12 9:30	BTC	170	AEE		29.73
11/21/12 9:36	SELL	130	BMC	BMC SOFTWARE INC	39.61	12/13 9:30	40.68	Low	($142)
11/21/12 9:36	STO	130	BMC		39.61
12/13/12 9:30	BTC	130	BMC		40.68
11/26/12 9:37	SELL	200	AIV	APARTMENT INV & MGMT	24.78	12/13 9:30	25.67	Low	($182)
11/26/12 9:37	STO	200	AIV		24.78
12/13/12 9:30	BTC	200	AIV		25.67
11/21/12 9:43	SELL	90	ADP	AUTOMATIC DATA PROCESSNG	55.29	12/13 9:30	57.45	Low	($196)
11/21/12 9:43	STO	90	ADP		55.29
12/13/12 9:30	BTC	90	ADP		57.45
11/21/12 9:31	SELL	600	AA	ALCOA	8.29	12/11 9:30	8.58	Low	($186)
11/21/12 9:31	STO	600	AA		8.29
12/11/12 9:30	BTC	600	AA		8.58
11/23/12 9:30	SELL	157	ABT	ABBOTT LABORATORIES	63.55	12/3 9:30	65.09	Low	($245)
11/23/12 9:30	STO	157	ABT		63.55
12/3/12 9:30	BTC	157	ABT		65.09
11/21/12 9:43	SELL	500	AMAT	APPLIED MATERIALS INC	10.43	12/3 9:30	10.78	Low	($185)
11/21/12 9:43	STO	500	AMAT		10.43
12/3/12 9:30	BTC	500	AMAT		10.78
11/12/12 9:32	BUY	500	PDCE	PDC ENERGY	27.76	11/28 11:19	34.00	Low	$3,109
11/12/12 9:32	BTO	500	PDCE		27.76
11/28/12 11:19	STC	500	PDCE		34.00
11/12/12 12:10	BUY	1,300	WMGI	WRIGHT MEDICAL GROUP	20.31	11/16 9:57	19.55	Normal	($1,014)
11/12/12 12:10	BTO	1,300	WMGI		20.31
11/16/12 9:57	STC	1,300	WMGI		19.55

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	45
# Profitable	12 (26.7%)
# months tracked	11
Profitable months	1 (9.1%)
Avg trade duration	11.8 days
Annual return (compounded)	-8.9%
Average win	$752
Average loss	$378
Profit factor	0.7:1
Max peak-to-valley drawdown (historical)	10.78%
drawdown period	July 06, 2012 to Nov 16, 2012
Correlation w/ S&P	0.200
Sharpe ratio	-1.505
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	100.0%
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)	-0.20
Average P/L per unit traded	($0.20)

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System Description

Swing trading

- 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	$50,000
Buy Power	$46,021
Cash	$46,021
Equity	$0
Cumulative $*	($3,978)
Total System Equity	$46,021
Margined	$0
Open P/L	$0

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