Nasdaq 100 Index |
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (2%) | +3.4% | +5.1% | +4.4% | +13.1% | +2.2% | +8.1% | (4.3%) | +9.3% | +8.5% | ||
| 2010 | (10.2%) | +6.5% | +10.8% | +5.9% | (12.4%) | (8.8%) | - | +3.0% | +5.4% |
Subscription Terms
| $19.9 per month (Details) |
Subscriptions cost $19.9 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Strategy Description
read more...
- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
DetailsSystem creator requested that closed trades data below be delayed by seven days.
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 3/30/09 12:09 | SELL | 500 | QQQQ | POWERSHRS QQQ TR SR1 ETF | 29.77 | 4/2 15:30 | 31.97 | Very | ($1,100) |
| 3/17/09 10:27 | BUY | 52.795 | QQQQ | POWERSHRS QQQ TR SR1 ETF | 28.54 | 3/30 12:03 | 29.79 | Low | $66 |
Statistics
Analytics| System has been audited since | 3/14/2009 (18 months ago) |
|---|---|
| Trades | 3 |
| # Profitable | 2 (66.7%) |
| # months tracked | 19 |
| Profitable months | 13 (68.4%) |
| Avg trade duration | 178.2 days |
| Annual return (compounded) | 32.7% |
| Average win | $3,365 |
| Average loss | $1,100 |
| Profit factor | 6.1:1 |
| Max peak-to-valley drawdown (historical) | 21.39% |
| drawdown period | April 23, 2010 to July 02, 2010 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | 0.879 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 50.0% |
| Chance of 20% account loss | 17.6% |
| 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) | 3.49 |
| Average P/L per unit traded | ($0.47) |
System Description
http://www.markettimingreport.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.
