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Stellar--not supp. since 08.22.08

Created by:
JohnSkillern
JohnSkillern
Started:   02/2008
Stocks
Last trade:   3,032 days ago

Subscription terms. You can subscribe to this system for free.

0.3%
-
Max Drawdown
70
Num Trades
47.1%
Win Trades
1.1 : 1
Profit Factor
42.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2008       +0.9%+14.2%+4.3%(14%)(6.1%)+2.4%+0.2%(0.1%)(0.3%)(0.1%)(0.1%)(0.9%)
2009  -  +0.1%  -  (0.1%)+0.1%(0.3%)  -  (0.4%)+0.1%  -    -    -  (0.3%)
2010+0.1%  -  (0.1%)(0.1%)+0.2%  -  (0.1%)+0.1%  -  (0.2%)+0.1%+2.3%+2.3%
2011(0.1%)  -  +0.1%(0.1%)+0.2%(0.1%)  -  +0.2%  -    -    -  (0.1%)+0.1%
2012(0.3%)(0.1%)+0.1%  -  +0.3%(0.1%)  -  +0.2%+0.1%+0.1%+0.1%(0.1%)+0.1%
2013(0.3%)+0.1%  -  +0.1%+0.3%  -  +0.2%(0.1%)  -  (0.1%)(0.1%)  -  0.0
2014+0.2%+0.1%  -    -  +0.3%  -  (0.1%)+0.2%(0.1%)+0.2%+0.2%+0.2%+1.2%
2015+0.4%+0.1%+0.1%  -  +0.2%+0.2%+0.2%(0.2%)  -  +0.2%(0.2%)  -  +1.0%
2016(0.2%)  -  +0.1%(0.2%)+0.6%  -    -  +0.3%+0.2%(0.4%)(0.1%)+0.1%+0.4%

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Open positions are hidden from non-subscribers.

Long
Short
Both
Win
Loss
Both

Trading Record

Download CSV Show More detailsShow fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/22/08 9:30 ATVI ACTIVISION BLIZZARD LONG 138 17.00 8/22 9:49 17.00 0%
Trade id #34606247
Max drawdown($4)
Time8/22/08 9:43
Quant open69
Worst price33.94
Drawdown as % of equity-0.00%
($4)
Includes Typical Commission and AutoTrade Fees trade costs of $2.76
8/21/08 15:36 DELL DELL LONG 100 25.25 8/21 15:40 25.23 0%
Trade id #34595119
Max drawdown($4)
Time8/21/08 15:40
Quant open100
Worst price25.21
Drawdown as % of equity-0.00%
($4)
Includes Typical Commission and AutoTrade Fees trade costs of $2.00
8/21/08 15:27 AAPL APPLE LONG 1,429 24.46 8/21 15:28 24.46 n/a ($38)
Includes Typical Commission and AutoTrade Fees trade costs of $28.58
8/21/08 15:05 AAPL APPLE LONG 714 24.43 8/21 15:11 24.37 0.06%
Trade id #34594655
Max drawdown($59)
Time8/21/08 15:09
Quant open100
Worst price173.91
Drawdown as % of equity-0.06%
($59)
Includes Typical Commission and AutoTrade Fees trade costs of $14.28
8/21/08 13:00 AAPL APPLE SHORT 7 24.13 8/21 13:01 24.14 n/a ($2)
Includes Typical Commission and AutoTrade Fees trade costs of $2.00
8/20/08 15:48 AAPL APPLE LONG 721 24.35 8/21 12:59 24.13 0.2%
Trade id #34572547
Max drawdown($203)
Time8/21/08 11:10
Quant open101
Worst price171.89
Drawdown as % of equity-0.20%
($171)
Includes Typical Commission and AutoTrade Fees trade costs of $15.35
7/23/08 10:36 JOYG Joy Global, Inc. LONG 600 66.38 7/25 9:32 67.12 0.4%
Trade id #33990142
Max drawdown($420)
Time7/24/08 11:56
Quant open600
Worst price65.68
Drawdown as % of equity-0.40%
$432
Includes Typical Commission and AutoTrade Fees trade costs of $12.00
7/23/08 9:37 MICC Millicom International Cellular SA LONG 520 74.48 7/25 9:32 73.90 0.32%
Trade id #33984986
Max drawdown($327)
Time7/25/08 9:31
Quant open520
Worst price73.85
Drawdown as % of equity-0.32%
($312)
Includes Typical Commission and AutoTrade Fees trade costs of $10.40
7/21/08 11:45 GOOG ALPHABET INC CLASS C LONG 85 472.15 7/23 9:30 482.14 0.56%
Trade id #33928911
Max drawdown($556)
Time7/22/08 9:33
Quant open85
Worst price465.60
Drawdown as % of equity-0.56%
$847
Includes Typical Commission and AutoTrade Fees trade costs of $2.00
7/15/08 10:00 AMZN AMAZON.COM LONG 580 63.96 7/17 9:33 71.20 0.6%
Trade id #33795975
Max drawdown($562)
Time7/15/08 10:28
Quant open580
Worst price62.99
Drawdown as % of equity-0.60%
$4,187
Includes Typical Commission and AutoTrade Fees trade costs of $11.60
7/15/08 10:31 LAMR LAMAR ADVERTISING COMPANY CLAS LONG 1,200 30.95 7/17 9:32 33.50 0.32%
Trade id #33797610
Max drawdown($300)
Time7/15/08 10:37
Quant open1,200
Worst price30.70
Drawdown as % of equity-0.32%
$3,036
Includes Typical Commission and AutoTrade Fees trade costs of $24.00
7/14/08 9:30 INFY INFOSYS LONG 3,940 9.54 7/16 9:31 9.27 2.86%
Trade id #33759363
Max drawdown($2,669)
Time7/15/08 10:10
Quant open985
Worst price35.43
Drawdown as % of equity-2.86%
($1,111)
Includes Typical Commission and AutoTrade Fees trade costs of $78.80
7/8/08 10:00 VRSN VERISIGN LONG 1,140 32.97 7/10 9:33 33.61 0.46%
Trade id #33602482
Max drawdown($433)
Time7/8/08 10:07
Quant open1,140
Worst price32.59
Drawdown as % of equity-0.46%
$707
Includes Typical Commission and AutoTrade Fees trade costs of $22.80
7/8/08 9:46 VMED Virgin Media, Inc. LONG 3,100 12.10 7/10 9:33 11.78 2.77%
Trade id #33601584
Max drawdown($2,604)
Time7/9/08 10:49
Quant open3,100
Worst price11.26
Drawdown as % of equity-2.77%
($1,054)
Includes Typical Commission and AutoTrade Fees trade costs of $62.00
7/3/08 12:27 MXIM MAXIM INTEGRATED PRODUCTS LONG 2,065 19.08 7/8 9:33 17.85 3.04%
Trade id #33540224
Max drawdown($2,973)
Time7/7/08 14:53
Quant open2,065
Worst price17.64
Drawdown as % of equity-3.04%
($2,581)
Includes Typical Commission and AutoTrade Fees trade costs of $41.30
7/3/08 9:47 FWLT FOSTER WHEELER LONG 590 66.71 7/8 9:31 62.97 2.8%
Trade id #33534608
Max drawdown($2,743)
Time7/7/08 14:49
Quant open590
Worst price62.06
Drawdown as % of equity-2.80%
($2,219)
Includes Typical Commission and AutoTrade Fees trade costs of $11.80
7/3/08 11:45 ATVI ACTIVISION BLIZZARD LONG 2,550 15.44 7/8 9:30 15.68 0.12%
Trade id #33539085
Max drawdown($114)
Time7/3/08 13:17
Quant open1,275
Worst price30.79
Drawdown as % of equity-0.12%
$561
Includes Typical Commission and AutoTrade Fees trade costs of $51.00
7/3/08 9:52 AKAM AKAMAI TECHNOLOGIES LONG 1,210 32.56 7/8 9:30 32.46 1.29%
Trade id #33534584
Max drawdown($1,258)
Time7/7/08 13:01
Quant open1,210
Worst price31.52
Drawdown as % of equity-1.29%
($145)
Includes Typical Commission and AutoTrade Fees trade costs of $24.20
6/30/08 9:33 DELL DELL LONG 1,770 22.16 7/2 9:33 22.76 1.18%
Trade id #33440548
Max drawdown($1,168)
Time7/1/08 9:31
Quant open1,770
Worst price21.50
Drawdown as % of equity-1.18%
$1,036
Includes Typical Commission and AutoTrade Fees trade costs of $35.40
6/30/08 9:41 WFMI Whole Foods Market, Inc. LONG 1,655 23.79 7/2 9:33 23.67 1.31%
Trade id #33445358
Max drawdown($1,290)
Time6/30/08 9:56
Quant open1,655
Worst price23.01
Drawdown as % of equity-1.31%
($232)
Includes Typical Commission and AutoTrade Fees trade costs of $33.10
6/30/08 9:33 WYNN WYNN RESORTS LONG 490 79.01 7/2 9:33 81.84 0.94%
Trade id #33440547
Max drawdown($926)
Time7/1/08 9:31
Quant open490
Worst price77.12
Drawdown as % of equity-0.94%
$1,377
Includes Typical Commission and AutoTrade Fees trade costs of $9.80
6/27/08 11:26 XLNX XILINX LONG 1,570 25.43 7/1 9:31 24.47 2.11%
Trade id #33401802
Max drawdown($2,088)
Time7/1/08 9:31
Quant open1,570
Worst price24.10
Drawdown as % of equity-2.11%
($1,538)
Includes Typical Commission and AutoTrade Fees trade costs of $31.40
6/27/08 9:32 LINTA LIBERTY INTERACTIVE LONG 2,600 15.33 7/1 9:30 14.55 2.05%
Trade id #33391311
Max drawdown($2,028)
Time6/30/08 10:05
Quant open2,600
Worst price14.69
Drawdown as % of equity-2.05%
($2,080)
Includes Typical Commission and AutoTrade Fees trade costs of $52.00
6/24/08 9:47 CMCSA COMCAST LONG 2,055 19.09 6/26 9:36 19.02 0.52%
Trade id #33228035
Max drawdown($534)
Time6/24/08 11:11
Quant open2,055
Worst price18.83
Drawdown as % of equity-0.52%
($175)
Includes Typical Commission and AutoTrade Fees trade costs of $41.10
6/24/08 9:58 ADSK AUTODESK LONG 1,100 35.76 6/26 9:36 35.26 0.64%
Trade id #33233617
Max drawdown($649)
Time6/26/08 9:34
Quant open1,100
Worst price35.17
Drawdown as % of equity-0.64%
($572)
Includes Typical Commission and AutoTrade Fees trade costs of $22.00
6/19/08 9:34 JNPR JUNIPER NETWORKS LONG 1,790 22.52 6/23 9:32 22.77 0.74%
Trade id #33018199
Max drawdown($751)
Time6/19/08 9:36
Quant open1,790
Worst price22.10
Drawdown as % of equity-0.74%
$412
Includes Typical Commission and AutoTrade Fees trade costs of $35.80
6/19/08 9:34 PDCO PATTERSON COMPANIES LONG 1,280 31.14 6/23 9:32 30.60 0.69%
Trade id #33018219
Max drawdown($716)
Time6/20/08 14:42
Quant open1,280
Worst price30.58
Drawdown as % of equity-0.69%
($717)
Includes Typical Commission and AutoTrade Fees trade costs of $25.60
6/18/08 9:32 DISH DISH NETWORK LONG 1,260 31.65 6/20 9:33 30.40 1.91%
Trade id #32974913
Max drawdown($1,940)
Time6/19/08 11:43
Quant open1,260
Worst price30.11
Drawdown as % of equity-1.91%
($1,600)
Includes Typical Commission and AutoTrade Fees trade costs of $25.20
6/13/08 9:32 PCAR PACCAR LONG 850 46.83 6/17 9:33 47.46 0.04%
Trade id #32855996
Max drawdown($39)
Time6/16/08 9:59
Quant open850
Worst price46.78
Drawdown as % of equity-0.04%
$519
Includes Typical Commission and AutoTrade Fees trade costs of $17.00
6/13/08 9:32 WFMI Whole Foods Market, Inc. LONG 1,480 26.82 6/17 9:33 27.58 0.16%
Trade id #32856027
Max drawdown($162)
Time6/13/08 9:47
Quant open1,480
Worst price26.71
Drawdown as % of equity-0.16%
$1,095
Includes Typical Commission and AutoTrade Fees trade costs of $29.60

Statistics

  • Strategy began
    2/22/2008
  • Starting Unit Size
    $100,000
  • Strategy Age (days)
    3210.03
  • Age
    107 months ago
  • What it trades
    Stocks
  • # Trades
    70
  • # Profitable
    33
  • % Profitable
    47.10%
  • Avg trade duration
    89.2 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual return (compounded)
    0.7%
  • Avg win
    $1,742
  • Avg loss
    $1,447
  • Model Account Values (Raw)
  • Cash
    $104,904
  • Margin Used
    $3,819
  • Buying Power
    $103,730
  • Ratios
  • W:L ratio
    1.12:1
  • Sharpe Ratio
    0.024
  • Sortino Ratio
    0.035
  • Calmar Ratio
    0.055
  • Return Statistics
  • Ann Return (w trading costs)
    0.3%
  • Ann Return (Compnd, No Fees)
    0.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    50.00%
  • Chance of 20% account loss
    17.50%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $1,743
  • Avg Loss
    $1,447
  • # Winners
    33
  • # Losers
    37
  • % Winners
    47.1%
  • Frequency
  • Avg Position Time (mins)
    128410.00
  • Avg Position Time (hrs)
    2140.17
  • Avg Trade Length
    89.2 days
  • Last Trade Ago
    3028

Strategy Description

Stellar is a long-only, script-driven EOD (End-of-Day) swing trading system that utilizes regression and money-flow analysis to identify price aberations in Naz/S&P-100 equities which historically precede short-term price increases with ~62% probability (based on a 10 year 1000+ trade backtest history). The system is comprised of two parallel, moderately-correlated algorithms which generate a combination of market and limit entry orders outside of market hours.

All positions are held for exactly 2 trading days. Profit targets and stoplosses are optional. C2 position sizes are 19.5% of available leveraged capital (2X margin) thus a hypothetical 100k account with 200k purchasing power could open a maximum of 5 positions at 39k each (assuming 5k total leeway allowance). Average exposure with margin is ~40%. Stellar can be easily scaled for a variety of account sizes with a recommended minimum of 1k per position.

Before subscribing please acknowledge that past performance (backtest and C2 out-of-sample) is not indicative of future performance and significant deviations from posted metrics (positive and negative) are not only possible but increasingly more likely with time. This system is intended to supplement other investment strategies.

More detailed information is forthcoming.



















Statistics

Strategy began
2008-02-22
Minimum Capital Required
$100,000
# Trades
70
# Profitable
33
% Profitable
47.1%
Net Dividends
Correlation S&P500
0.277
Sharpe Ratio
0.024

Latest

#PERSONNAME#
subscribed on #SUBSCRIBEDDATE#

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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