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SPY trading




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                                          +2.9%(0.5%)(0.5%)(0.6%)(3.2%)+2.5%
2013(0.4%)(7%)(5.8%)(0.8%)(0.6%)                                          
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 Mostly Futures; (some stocks)
Strategies Buy undervalue, Sell overvalue
System started 7/6/2012 (11 months ago)
System developer Netdeal Corporation
(Last login to C2: 4/3/13 16:26)
C2 Score: 566

Vendor has created 1 other system. Show
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
4/3/13 13:55 SELL 3 @ESM3 E-MINI S&P 500 1548.00 4/3
16:00
1548.50 Normal ($117)
4/2/13 9:45 BUY 3 @ESM3 E-MINI S&P 500 1564.00 4/2
9:58
1564.75 Low $71
3/27/13 11:25 BUY 3 @ESM3 E-MINI S&P 500 1553.00 3/27
14:41
1556.75 Low $521
3/25/13 13:55 BUY 3 @ESM3 E-MINI S&P 500 1547.25 3/25
15:20
1542.50 Normal ($755)
3/25/13 12:00 BUY 3 @ESM3 E-MINI S&P 500 1547.75 3/25
12:55
1542.50 Normal ($830)
3/21/13 14:30 BUY 3 @ESM3 E-MINI S&P 500 1542.00 3/21
16:00
1539.00 Normal ($492)
3/19/13 14:20 BUY 3 @ESM3 E-MINI S&P 500 1535.00 3/19
16:00
1542.25 Low $1,046
3/6/13 13:45 BUY 1 @ESH3 E-MINI S&P 500 1541.50 3/6
15:45
1539.25 Low ($127)
3/6/13 10:45 BUY 1 @ESH3 E-MINI S&P 500 1541.75 3/6
12:15
1537.75 Low ($214)
3/5/13 10:45 BUY 1 @ESH3 E-MINI S&P 500 1540.50 3/5
16:00
1538.00 Low ($139)
2/13/13 9:40 BUY 1 @ESH3 E-MINI S&P 500 1520.75 2/13
9:50
1518.00 Low ($152)
2/12/13 15:45 SELL 1 @ESH3 E-MINI S&P 500 1516.00 2/12
15:56
1515.75 Low ($1)
2/12/13 10:35 BUY 4 @ESH3 E-MINI S&P 500 1516.69 2/12
13:56
1517.25 Low $57
2/11/13 15:50 BUY 1 @ESH3 E-MINI S&P 500 1514.75 2/11
15:55
1513.75 Low ($64)
2/11/13 13:55 SELL 1 @ESH3 E-MINI S&P 500 1511.50 2/11
14:05
1512.00 Low ($39)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades58
# Profitable19 (32.8%)
# months tracked11
Profitable months2 (18.2%)
Avg trade duration4.9 hours
Annual return (compounded)-1.2%
Average win$256
Average loss$130
Profit factor1.0:1
Max peak-to-valley drawdown (historical)10.53%
drawdown periodJuly 12, 2012 to March 25, 2013
Correlation w/ S&P-0.140
Sharpe ratio-0.204
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)-0.03
Average P/L per unit traded($9.58)


Reviews


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System Description

SPY long or short, holding not more than a day

- 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

SPY long or short holding not more than a day
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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$20,000
Buy Power$19,779
Cash$19,779
Equity$0
Cumulative $($220)
Total System Equity$19,779
Margined$0
Open P/L$0


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