Corporate Investments |
What it trades: Mostly Stocks, Futures; (some forex, options)
Strategies: Technical analysis, Market timing
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | +0.8% | |||||||||||
| 2008 | +0.2% | (3.3%) | +23.1% | +21.3% | +22.3% | +6.3% | (17.1%) | +12.2% | (23.9%) | +43.2% | +7.1% | +14.1% |
| 2009 | (19.2%) | (18.1%) | (18.3%) | +520.5% | +11.6% | +0.3% | +33.6% | +14.6% | +29.9% | (5.4%) | +4.4% | (2%) |
| 2010 | +5.8% | - | - | - | - | - | - | - | - |
| This system is not currently accepting new subscribers. |
Strategy Description 
See system description.
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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 that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 4/28/09 14:05 | BUY | 100,000 | DNDN | DENDREON CORP | 18.20 | 1/13/10 12:00 | 25.77 | n/a | $757,389 |
| 6/16/09 20:32 | BUY | 100 | @ESU9 | E-MINI S&P 500 | 909.75 | 9/18 9:02 | 1070.75 | Extreme | $805,000 |
| 4/17/09 11:04 | BUY | 50,000 | UNG | US NATURAL GAS FUND ETF | 13.23 | 5/13 11:45 | 15.17 | Very | $97,231 |
| 5/10/09 18:01 | SELL | 10 | @ESM9 | E-MINI S&P 500 | 919.25 | 5/12 14:42 | 903.25 | Low | $8,000 |
| 4/28/09 12:26 | BUY | 7,500 | DAL | DELTA AIR LINES INC. | 6.49 | 4/30 9:52 | 6.44 | Low | ($375) |
| 4/21/09 12:59 | BUY | 2,500 | WFR | MEMC ELECTRONIC MATERL | 14.04 | 4/24 13:28 | 15.62 | Low | $3,950 |
| 4/21/09 14:13 | BUY | 3,000 | YHOO | YAHOO! INC | 14.20 | 4/24 13:27 | 14.82 | Low | $1,860 |
| 4/16/09 9:30 | BUY | 5,000 | GLW | CORNING INC | 14.82 | 4/24 13:27 | 15.01 | Normal | $950 |
| 4/9/09 9:59 | BUY | 2,000 | CHK | CHESAPEAKE ENERGY CORP | 21.04 | 4/21 13:58 | 19.63 | Normal | ($2,820) |
| 4/20/09 11:50 | SELL | 3,000 | XLF | SPDR FINANCIAL SECTR ETF | 10.40 | 4/21 12:58 | 10.36 | Low | $120 |
| 4/17/09 9:47 | BUY | 300 | GOOG | GOOGLE INC A | 396.24 | 4/20 11:49 | 388.26 | Low | ($2,393) |
| 4/15/09 11:02 | SELL | 300 | GOOG | GOOGLE INC A | 365.57 | 4/17 9:46 | 396.95 | High | ($9,414) |
| 4/13/09 9:31 | BUY | 4,000 | SBUX | STARBUCKS CORP | 11.93 | 4/15 9:32 | 11.16 | Normal | ($3,080) |
| 4/9/09 10:00 | BUY | 200 | TM | TOYOTA MOTOR CORP ADS | 78.81 | 4/15 9:32 | 75.87 | Low | ($589) |
| 3/31/09 13:11 | SELL | 400 | GLD | SPDR GOLD TRUST | 90.52 | 4/15 9:31 | 87.42 | Low | $1,240 |
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Statistics
Analytics| System has been audited since | 12/20/2007 (33 months ago) |
|---|---|
| Trades | 158 |
| # Profitable | 72 (45.6%) |
| # months tracked | 34 |
| Profitable months | 18 (52.9%) |
| Avg trade duration | 23.2 days |
| Annual return (compounded) | 183.9% |
| Average win | $27,741 |
| Average loss | $3,521 |
| Profit factor | 6.6:1 |
| Max peak-to-valley drawdown (historical) | 52.79% |
| drawdown period | Dec 18, 2008 to April 20, 2009 |
| Correlation w/ S&P | 0.037 |
| Sharpe ratio | 0.901 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | 99.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 75.0% |
| Chance of 20% account loss | 35.3% |
| Chance of 30% account loss | 27.8% |
| Chance of 50% account loss | 0.1% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 1.29 |
| Average P/L per unit traded | $368.99 |
| Sum of dividends and cash expir. in model account | $1,278 |
System Description
SYSTEM BACKGROUND:
This system was originally conceived in 2007 as part of a lengthy interview process with a prominent bank in an effort to demonstrate system performance and highlight my own credentials and trading expertise. Despite its success it was no longer required from May 2008 and was thereafter used to track signals from Broadsword Macro and other discretionary trades. Whilst still maintaining a 30% annualized return it subsequently suffered it's worst drawdown of 50% by end March 2009, the maximum dd tolerated for system purposes, and therefore will no longer be actively traded or represent any system going forward.
This system was originally conceived in 2007 as part of a lengthy interview process with a prominent bank in an effort to demonstrate system performance and highlight my own credentials and trading expertise. Despite its success it was no longer required from May 2008 and was thereafter used to track signals from Broadsword Macro and other discretionary trades. Whilst still maintaining a 30% annualized return it subsequently suffered it's worst drawdown of 50% by end March 2009, the maximum dd tolerated for system purposes, and therefore will no longer be actively traded or represent any system going forward.
- 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.
