GoldenStocks Short Only |
What it trades: Stocks
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | (0.6%) | +13.9% | (3%) | |||||||||
| 2008 | +3.7% | +1.5% | +1.0% | (5.8%) | +0.5% | +4.7% | (4.5%) | +0.3% | +7.9% | +7.4% | (0.3%) | (0.4%) |
| 2009 | (0.4%) | +1.3% | +0.6% | +1.5% | +0.1% | (0.2%) | (0.1%) | (0.4%) | +1.4% | - | (0.2%) | (0.1%) |
| 2010 | (0.1%) | (0.3%) | +0.1% |
Strategy Description 
GoldenStocks Short Only is a short stock trading system. We utilize a combination of fundamental and technical criteria to sell stocks short that we expect to significantly underperform the market as a whole. This is a good strategy to use for hedging your other long strategies.
- This overview was provided by the system developer. Collective2 has not verified it.
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 9/10/08 14:12 | SELL | 40 | PVTB | 34.90 | 10/10 10:41 | 30.79 | Low | $164 | |
| 7/7/08 11:21 | SELL | 220 | DXCM | 5.45 | 10/10 10:41 | 4.04 | Low | $310 | |
| 9/19/08 13:51 | SELL | 27 | SSS | 44.12 | 10/6 14:00 | 38.67 | Low | $147 | |
| 7/7/08 11:16 | SELL | 341 | SNTA | 6.95 | 10/6 14:00 | 6.52 | Normal | $145 | |
| 9/19/08 13:47 | SELL | 116 | OMPI | 10.25 | 10/6 13:59 | 8.25 | Low | $232 | |
| 9/19/08 13:48 | SELL | 61 | FGP | 19.53 | 10/6 13:59 | 15.17 | Low | $265 | |
| 9/10/08 14:10 | SELL | 230 | FCEL | 5.90 | 10/6 13:59 | 5.27 | Low | $144 | |
| 9/19/08 13:50 | SELL | 158 | EXAR | 7.56 | 10/6 13:58 | 6.82 | Low | $116 | |
| 9/10/08 14:09 | SELL | 83 | ENI | ENERSIS SA ADS | 16.02 | 10/6 13:58 | 13.95 | Low | $171 |
| 9/10/08 14:08 | SELL | 41 | BLUD | 32.02 | 10/6 13:58 | 26.88 | Low | $210 | |
| 9/19/08 13:48 | SELL | 25 | ARB | 47.76 | 10/6 13:58 | 40.40 | Low | $184 | |
| 9/10/08 14:11 | SELL | 70 | AMLN | AMYLIN PHARMACEUTICALS | 19.37 | 10/6 13:57 | 15.58 | Low | $265 |
| 9/10/08 14:09 | SELL | 71 | ABAX | 18.85 | 10/6 13:57 | 16.23 | Low | $186 | |
| 8/18/08 15:02 | SELL | 80 | PODD | 14.69 | 10/2 11:46 | 13.08 | Low | $128 | |
| 9/19/08 13:50 | SELL | 40 | ALNY | 30.49 | 10/2 11:45 | 27.26 | Low | $129 |
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Statistics
Analytics| System has been audited since | 10/28/2007 (29 months ago) |
|---|---|
| Trades | 438 |
| # Profitable | 301 (68.7%) |
| # months tracked | 29 |
| Profitable months | 15 (51.7%) |
| Avg trade duration | 19.1 days |
| Annual return (compounded) | 11.8% |
| Average win | $117 |
| Average loss | $142 |
| Profit factor | 1.8:1 |
| Max peak-to-valley drawdown (historical) | 9.95% |
| drawdown period | March 11, 2008 to May 17, 2008 |
| Correlation w/ S&P | -0.371 |
| Sharpe ratio | 0.956 |
C2Realism Factor  | 85% |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| 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) | 0.05 |
| Average P/L per unit traded | $0.57 |
