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Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2006                     +0.1%(10.4%)+4.2%+0.9%(4%)+4.5%+1.7%+0.3%  -  
2007+0.8%(0.2%)+0.5%  -    -    -    -    -    -    -  +0.3%  -  
2008  -    -    -    -    -    -    -    -    -    -    -    -  
2009  -    -    -    -    -    -    -    -  +0.1%(1.5%)(0.5%)+2.2%
2010+2.1%  -  (5.5%)  -    -  +0.1%(0.1%)+0.1%  -    -    -    -  
2011  -    -    -    -    -    -    -    -    -    -    -    -  
2012  -    -    -    -    -                                            

Strategy Summary

Special Screener Diversification Money Management Market Timing and Technicals.

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.

Subscribe to System

$5 per profitable trade recommendationDetails

This is a pay-for-performance system. You will be charged $5 per trade - but only if a trade is closed at a profit.

Please note that, to determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you made the trades recommended here, nor the trade prices you received. We simply measure the system's hypothetical opening and closing prices here on C2, without factoring in fees or commissions. You will not be charged unless a trade is profitable.



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Technical Analysis:  Moving Average daysX

Model Account Status

Started$100,000
Buy Power$100,287
Cash$100,287
Equity$0
Cumulative $*$287
Total System Equity$100,287
Margined$0
Open P/L$0





Trade Record

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
2/8/10 9:30 BUY 1,651 DXD ULTRASHORT DOW30 PROSHARES 114.19 3/12
9:30
110.12 Normal ($6,762)
10/30/09 9:32 BUY 5,000 CPBY CHINA INFRMTN SECTRY TECH 5.06 3/4/10 10:06 5.07 Low ($73)
12/14/09 10:11 BUY 1,777 RRST RRSAT GLOBAL COMM 10.69 3/3/10 10:24 10.70 Low ($15)
2/18/10 9:30 BUY 50 DDM ULTRA DOW30 PROSHARES 42.97 3/3
9:30
44.05 Low $51
1/14/10 9:30 BUY 282 DDM ULTRA DOW30 PROSHARES 41.96 2/17
9:29
42.88 Low $246
1/25/10 9:30 BUY 27 DXD ULTRASHORT DOW30 PROSHARES 121.15 2/5
9:41
126.44 Low $139
12/17/09 13:35 BUY 187 DXD ULTRASHORT DOW30 PROSHARES 115.03 1/22/10 9:34 119.24 Low $752
12/29/09 9:41 BUY 97 DDM ULTRA DOW30 PROSHARES 44.73 1/13/10 9:46 45.87 Low $106
12/3/09 9:31 BUY 12 CF CF INDUSTRIES HOLDINGS 90.49 1/8/10 10:29 96.93 Low $75
11/12/09 9:30 BUY 133 CHL CHINA MOBILE LTD 47.44 1/8/10 10:28 47.86 Low $50
12/2/09 9:30 BUY 10 PCP PRECISION CASTPARTS CORP 107.30 1/8/10 10:28 116.38 Low $89
12/14/09 9:30 BUY 58 SLT STERLITE IND INDIA ADS 18.15 1/8/10 10:27 19.77 Low $92
11/24/09 9:30 BUY 50 NE NOBLE CORP 40.89 1/6/10 11:20 43.57 Low $131
10/20/09 15:25 BUY 1,575 JOEZ JOE'S JEANS INC 1.30 1/6/10 9:30 1.42 Low $165
11/5/09 9:32 BUY 272 ESV ENSCO INTERNATIONAL ADR 42.55 1/6/10 9:30 43.10 Low $137

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades292
# Profitable230 (78.8%)
# months tracked74
Profitable months14 (18.9%)
Avg trade duration21.1 days
Annual return (compounded)0.1%
Average win$106
Average loss$395
Profit factor1.0:1
Max peak-to-valley drawdown (historical)16.92%
drawdown periodMay 09, 2006 to June 13, 2006
Correlation w/ S&P0.083
Sharpe ratio-0.14
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss25.0%
Chance of 20% account loss6.2%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.00
Average P/L per unit traded$0.59
Sum of dividends and cash expir. in model account$370


System Description

A Special Screener is used to find Value Stocks with good earnings potential. Diversification, Money Management, Market Timing and Technicals are used in this system.

Diversified positions are purchased never using more than 1% of total portfolio in a stock purchase.

The system goes long and short.

The system purchases individual stocks and ETF's.

Market Timing and technicals are used for entry and exits.

- 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.