QLD and PSQ

Proprietary timers which are based on both a fundamental and technical broad market analysis are used for long and short signals. Following a long signal QLD is bought. Following a short signal PSQ is bought. See history of system at http://etf2x.com.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 the Overview text above. 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.

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Hypothetical Monthly Returns (using typical broker commissions)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2009				+8.7%	+5.7%	+5.5%	(9.9%)	+2.6%	+11.2%	+0.2%	(5.9%)	(0.6%)
2010	(3.5%)	(2.1%)	+16.2%	+4.2%	(10.5%)	(2.2%)	(7.8%)	(4.7%)	+10.3%	+12.4%	(1.2%)	+9.7%
2011	+9.7%	+5.8%	(6.7%)	+5.1%	(3.2%)	(7.4%)	+10.5%	(12.7%)	(1.9%)	+4.9%	(11.5%)	+11.6%
2012	+14.4%

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Technical Analysis: Moving Average daysX

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System creator requested that closed trades data below be delayed by two days.

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
8/23/10 12:04	BUY	115	PSQ	SHORT QQQ PROSHARES	43.03	9/3 10:18	41.91	Low	($131)
7/27/10 13:17	BUY	183	QLD	Proshares Ultra QQQ ETF 2x	59.49	8/20 14:35	55.49	High	($736)
6/28/10 9:42	BUY	265	PSQ	SHORT QQQ PROSHARES	42.95	7/26 11:22	41.60	Normal	($363)
6/16/10 14:17	BUY	96	QLD	Proshares Ultra QQQ ETF 2x	61.44	6/28 9:41	56.51	Normal	($476)
5/7/10 10:17	BUY	210	PSQ	SHORT QQQ PROSHARES	42.28	6/16 14:12	40.98	Normal	($279)
2/17/10 10:48	BUY	200	QLD	Proshares Ultra QQQ ETF 2x	56.49	5/7 10:16	61.46	High	$989
1/25/10 11:37	BUY	240	PSQ	SHORT QQQ PROSHARES	45.14	2/16 10:50	45.52	Low	$87
12/21/09 10:19	BUY	195	QLD	Proshares Ultra QQQ ETF 2x	57.60	1/25/10 10:11	55.70	Normal	($375)
12/21/09 10:16	SELL	254	PSQ	SHORT QQQ PROSHARES	44.43	12/21 10:18	44.41	Low	$0
10/28/09 10:22	BUY	506	PSQ	SHORT QQQ PROSHARES	48.09	12/21 10:16	46.25	High	($945)
7/20/09 15:21	BUY	241	QLD	Proshares Ultra QQQ ETF 2x	41.45	10/28 12:14	50.14	Low	$2,086
7/8/09 11:20	BUY	278	PSQ	SHORT QQQ PROSHARES	58.15	7/16 14:54	54.67	High	($974)
4/13/09 9:30	BUY	315	QLD	Proshares Ultra QQQ ETF 2x	31.35	7/7 12:13	35.03	Normal	$1,153

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
8/23/10 12:04	BUY	115	PSQ	SHORT QQQ PROSHARES	43.03	9/3 10:18	41.91	Low	($131)
8/23/10 12:04	BTO	115	PSQ		43.03
9/3/10 10:18	STC	115	PSQ		41.91
7/27/10 13:17	BUY	183	QLD	Proshares Ultra QQQ ETF 2x	59.49	8/20 14:35	55.49	High	($736)
7/27/10 13:17	BTO	93	QLD		59.23
I am taking a 50% position in QLD with this purchase. If you are trading as per my Combined ETF 2X Model, it will take a 7% position in IWM and a 6% position in QQQQ tomorrow.
8/3/10 11:00	BTO	90	QLD		59.76
This purchase brings us to a 100% position in QLD
8/20/10 14:35	STC	183	QLD		55.49
6/28/10 9:42	BUY	265	PSQ	SHORT QQQ PROSHARES	42.95	7/26 11:22	41.60	Normal	($363)
6/28/10 9:42	BTO	265	PSQ		42.95
Taking a 50% position in PSQ
7/26/10 11:22	STC	265	PSQ		41.60
6/16/10 14:17	BUY	96	QLD	Proshares Ultra QQQ ETF 2x	61.44	6/28 9:41	56.51	Normal	($476)
6/16/10 14:17	BTO	48	QLD		61.33
I am taking a 25% position in QLD
6/17/10 9:30	BTO	48	QLD		61.55
This purchase will increase our position in QLD to roughly 50%
6/28/10 9:41	STC	96	QLD		56.51
Selling all QLD currently held
5/7/10 10:17	BUY	210	PSQ	SHORT QQQ PROSHARES	42.28	6/16 14:12	40.98	Normal	($279)
5/7/10 10:17	BTO	70	PSQ		43.02
This purchase is based on taking a 25% position in PSQ.
5/10/10 10:56	BTO	70	PSQ		41.31
Even with today's very strong rally, my US timer will still be short and I am therefore increasing my PSQ holding.
5/12/10 14:37	STC	70	PSQ		40.39
I am reducing my PSQ holdings to 25%
5/19/10 10:16	BTO	70	PSQ		42.52
With this purchase we have a 50% position in PSQ.
6/16/10 14:12	STC	140	PSQ		41.27
I am selling all remaining PSQ
2/17/10 10:48	BUY	200	QLD	Proshares Ultra QQQ ETF 2x	56.49	5/7 10:16	61.46	High	$989
2/17/10 10:48	BTO	50	QLD		55.72
My US timer will switch to a long position in a few days if the market continues to strengthen. This purchase will give us a 25% holding in QLD. If the market continues to strengthen over the next few days, I will increase this position.
2/18/10 11:21	BTO	50	QLD		56.31
As noted yesterday, if the market continued upward I would increase my holding in QLD. My timer has not yet generated a long signal but it is getting close.
2/19/10 13:37	BTO	100	QLD		56.96
Given where the markets are with 2-1/2hrs remaining in the trading day, my timer will go long this evening unless there is a sell-off late in the session.
5/6/10 10:49	STC	50	QLD		64.47
This sale reduces our position in QLD to 75%.
5/6/10 11:19	STC	50	QLD		63.83
This sale reduces of QLD holdings to 50%
5/7/10 10:16	STC	100	QLD		58.77
This sale closes our position in QLD
1/25/10 11:37	BUY	240	PSQ	SHORT QQQ PROSHARES	45.14	2/16 10:50	45.52	Low	$87
1/25/10 11:37	BTO	240	PSQ		45.14
2/1/10 9:52	STC	120	PSQ		46.14
I am reducing my PSQ holdings by 50%.
2/16/10 10:50	STC	120	PSQ		44.91
12/21/09 10:19	BUY	195	QLD	Proshares Ultra QQQ ETF 2x	57.60	1/25/10 10:11	55.70	Normal	($375)
12/21/09 10:19	BTO	195	QLD		57.60
1/25/10 10:11	STC	195	QLD		55.70
12/21/09 10:16	SELL	254	PSQ	SHORT QQQ PROSHARES	44.43	12/21 10:18	44.41	Low	$0
12/21/09 10:16	STO	254	PSQ		44.43
12/21/09 10:18	BTC	254	PSQ		44.41
10/28/09 10:22	BUY	506	PSQ	SHORT QQQ PROSHARES	48.09	12/21 10:16	46.25	High	($945)
10/28/09 10:22	BTO	250	PSQ		47.94
10/28/09 12:15	BTO	250	PSQ		48.24
10/28/09 12:16	BTO	6	PSQ		48.27
10/30/09 9:51	STC	254	PSQ		48.05
12/21/09 10:16	STC	252	PSQ		44.43
7/20/09 15:21	BUY	241	QLD	Proshares Ultra QQQ ETF 2x	41.45	10/28 12:14	50.14	Low	$2,086
7/20/09 15:21	BTO	75	QLD		41.23
My timer hasn't gone long yet but it is close so I will establish a partial position.
7/21/09 13:38	BTO	120	QLD		40.93
My timer is close to going long so I am take a half-position in QLD.
7/22/09 11:14	BTO	25	QLD		42.38
7/24/09 14:43	BTO	21	QLD		44.14
10/28/09 10:19	STC	120	QLD		50.40
10/28/09 12:14	STC	121	QLD		49.88
7/8/09 11:20	BUY	278	PSQ	SHORT QQQ PROSHARES	58.15	7/16 14:54	54.67	High	($974)
7/8/09 11:20	BTO	188	PSQ		59.43
7/15/09 13:53	BTO	90	PSQ		55.48
7/16/09 14:54	STC	278	PSQ		54.67
4/13/09 9:30	BUY	315	QLD	Proshares Ultra QQQ ETF 2x	31.35	7/7 12:13	35.03	Normal	$1,153
4/13/09 9:30	BTO	315	QLD		31.35
I joined C2 on April 12. My US timer generated a long signal on March 20 so the best I can do is buy QLD tomorrow morning since I can't back-date a purchase.
7/7/09 12:13	STC	315	QLD		35.03

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	14
# Profitable	6 (42.9%)
# months tracked	34
Profitable months	18 (52.9%)
Avg trade duration	71.4 days
Annual return (compounded)	17.9%
Average win	$1,684
Average loss	$529
Profit factor	2.4:1
Max peak-to-valley drawdown (historical)	30.7%
drawdown period	July 26, 2011 to Aug 21, 2011
Correlation w/ S&P	0.253
Sharpe ratio	0.587
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	73.2%
Chance of 20% account loss	45.2%
Chance of 30% account loss	14.3%

Chance of 50% account loss	0.0%
Chance of 100% account loss	0.0%
Average Profit to Drawdown (APD)	0.02
Average P/L per unit traded	($0.17)

System Description

Proprietary timers which are based on both a fundamental and technical broad market analysis are used for long and short signals. Following a long signal QLD is bought. Following a short signal PSQ is bought. You can review the performance of this system from 2006 to present at http://etf2x.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. 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.

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