Aroma of Cash
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +3.9% | +7.6% | +1.0% | +1.6% | (0.4%) | |||||||
| 2013 | +13.7% | +0.7% | +9.1% | (1.6%) | +0.1% | +0.6% |
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| Instruments | Stocks |
|---|---|
| Strategies | Technical analysis |
| System started | 8/4/2012 (11 months ago) |
| System developer |
Simian Capital Management 
(Last login to C2: 6/19/13 15:20) C2 Score: 993  |
System creator requested that closed trades data below be delayed by one day.
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 | |
| 4/29/13 9:31 | BUY | 437 | WDAY | WORKDAY | 62.27 | 6/17 9:30 |
61.16 | Low | ($494) |
| 4/22/13 9:30 | BUY | 91 | REGN | REGENERON PHARM INC | 213.57 | 6/17 9:30 |
238.20 | Low | $2,239 |
| 5/13/13 9:30 | BUY | 2,333 | FXCM | FXCM | 14.56 | 6/10 9:31 |
14.39 | Low | ($444) |
| 5/20/13 9:30 | BUY | 274 | LYB | LYONDELLBASELL INDUSTRIES | 67.27 | 6/10 9:30 |
65.06 | Low | ($611) |
| 5/20/13 9:30 | BUY | 710 | WAGE | 32.02 | 6/3 9:31 |
28.83 | Low | ($2,279) | |
| 1/9/13 9:30 | SELL | 1,455 | TVIX | VELOCITYSHARES DAILY 2X VIX | 6.70 | 6/3 9:30 |
4.34 | Low | $3,409 |
| 4/15/13 9:30 | BUY | 1,945 | SDIV | GLOBAL X SUPERDIVIDEND ETF | 23.64 | 5/28 9:30 |
23.35 | Low | ($603) |
| 3/25/13 9:30 | BUY | 373 | WSM | WILLIAMS SONOMA INC | 49.99 | 5/20 9:30 |
54.99 | Low | $1,858 |
| 4/25/13 9:30 | BUY | 140 | LNKD | 188.80 | 5/13 9:31 |
171.11 | Low | ($2,480) | |
| 2/19/13 9:30 | BUY | 482 | HHC | HOWARD HUGHES | 79.16 | 5/13 9:31 |
101.95 | Low | $10,975 |
| 3/25/13 9:31 | BUY | 216 | TUP | TUPPERWARE BRANDS CORP | 80.75 | 5/2 9:30 |
79.22 | Low | ($334) |
| 2/25/13 9:32 | BUY | 576 | COR | CORESITE REALTY | 32.50 | 4/29 9:31 |
34.90 | Low | $1,370 |
| 3/4/13 9:31 | BUY | 340 | AMGN | AMGEN INC | 92.11 | 4/25 9:30 |
105.49 | Low | $4,542 |
| 4/8/13 9:30 | BUY | 521 | UNH | UNITEDHEALTH GROUP INC. | 62.02 | 4/24 9:30 |
59.07 | Low | ($1,547) |
| 4/1/13 9:30 | BUY | 866 | VRNT | VERINT SYSTEMS | 36.66 | 4/22 9:30 |
32.76 | Normal | ($3,394) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 39 |
| # Profitable | 24 (61.5%) |
| # months tracked | 11 |
| Profitable months | 9 (81.8%) |
| Avg trade duration | 50.6 days |
| Cumul. Return | 41.5% |
| Average win | $3,615 |
| Average loss | $3,097 |
| Profit factor | 2.0:1 |
| Max peak-to-valley drawdown (historical) | 9.74% |
| drawdown period | May 15, 2013 to June 06, 2013 |
| Correlation w/ S&P | 0.359 |
| Sharpe ratio | 2.481 |
| Keep after worst-case slippage | 99.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 5.5% |
| 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) | 0.64 |
| Average P/L per unit traded | $2.93 |
| Sum of dividends and cash expir. in model account | $1,995 |
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System Description
Objective:
To achieve double digit annual returns in both up and down markets.
What to expect:
My system generates 40 to 50 trades a year. Every weekend, I run stock scans that comb through 10,000 stocks to find just one or two that are ready to move right now.
I use a sophisticated risk management strategy that was developed in the 1980's by William Eckhardt, who taught a group of traders now known as The Turtles.
The system will do well in trending markets and did exceptionally well in 2008, and moderately well in 2010 and 2012. The system will under-perform in choppy markets, such as 2011.
What I trade:
I trade liquid US stocks and ETFs. I am usually long, but will short stocks in bear markets.
Now, only pay if the system if profitable month over month. I only make money if you make money.
For more info:
Trading stocks is my passion, and I would be happy to answer any questions or discuss any comments you may have.
For for information on my trading style, please visit: http://www.chartingtrends.com
To achieve double digit annual returns in both up and down markets.
What to expect:
My system generates 40 to 50 trades a year. Every weekend, I run stock scans that comb through 10,000 stocks to find just one or two that are ready to move right now.
I use a sophisticated risk management strategy that was developed in the 1980's by William Eckhardt, who taught a group of traders now known as The Turtles.
The system will do well in trending markets and did exceptionally well in 2008, and moderately well in 2010 and 2012. The system will under-perform in choppy markets, such as 2011.
What I trade:
I trade liquid US stocks and ETFs. I am usually long, but will short stocks in bear markets.
Now, only pay if the system if profitable month over month. I only make money if you make money.
For more info:
Trading stocks is my passion, and I would be happy to answer any questions or discuss any comments you may have.
For for information on my trading style, please visit: http://www.chartingtrends.com
- 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.
