Loading historical trade record for QLD and PSQ...


QLD and PSQ

  | Warning

SubscribeAdd to My...AutoTrade

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                     +8.7%+5.7%+5.5%(9.7%)+2.6%+11.2%+0.3%(5.9%)(0.5%)
2010(3.5%)(2.1%)+11.1%                                                      

 
Drag mouse in chart to zoom
Show chart:  Standard  |  Monte Carlo  |  Personalized
Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Market timing
System started 4/12/2009 (11 months ago)
System developer ETF 2X Contact
(Last login to C2: 3/10/10 18:45)

Vendor has created 2 other systems. Show



Recently Closed Trades

CSVDetails

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

Opened ET B/S # Symbol   Price Closed Price Risk P/L
1/25/10 11:37 BUY 240 PSQ 45.14 2/16 10:50 45.52 Low $92
12/21/09 10:19 BUY 195 QLD 57.60 1/25/10 10:11 55.70 Normal ($370)
12/21/09 10:16 SELL 254 PSQ 44.43 12/21 10:18 44.41 Low $5
10/28/09 10:22 BUY 506 PSQ 48.09 12/21 10:16 46.25 High ($933)
7/20/09 15:21 BUY 241 QLD 41.45 10/28 12:14 50.14 Low $2,093
7/8/09 11:20 BUY 278 PSQ 58.15 7/16 14:54 54.67 High ($967)
4/13/09 9:30 BUY 315 QLD 31.35 7/7 12:13 35.03 Normal $1,159

<< More recent
Less  |  More
Older >>


Statistics

Analytics  
Trades8
# Profitable5 (62.5%)
# months tracked11
Profitable months7 (63.6%)
Avg trade duration39.0 days
Annual return (compounded)24.6%
Average win$915
Average loss$756
Profit factor2.0:1
Max peak-to-valley drawdown (historical)19.47%
drawdown periodOct 21, 2009 to Feb 25, 2010
Correlation w/ S&P0.323
Sharpe ratio0.697
C2Realism Factor 94%
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss48.8%
Chance of 20% account loss19.5%
Chance of 30% account loss4.9%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.63
Average P/L per unit traded$0.79


Reviews


No reviews have been written yet.

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 etf2x.com.

- This system description was provided by the system developer. Collective2 has not verified it.

Find System by Name

Wait

Advanced


Subscribe to System

30-day free trial, then $25 per monthDetails

There is a free trial period of 30 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, you will be charged $25 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.)



Overview

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 etf2x.com.

- This overview was provided by the system developer. Collective2 has not verified it.

Model Account Status

Started$10,000
Buy Power$6,656
Cash$5,430
Equity$892
Cumulative $$2,305
Total System Equity$12,305
Margined$0
Open P/L$892
System vendor has delayed data by 2 days for non-subs.


System Forum

All
October Review
Financial Scientist at 11/1/09 20:46ET

Hmmm.... every 78 days is asking for a lot of volatility in those securities. Watch your leverage.

October Review
Fred Penney at 11/1/09 20:19ET

My system will trade only once every 78 days or so on average and that's fine by me. As for comparisons which will be statistically signifi...

October Review
Karl Aschenbrenner at 11/1/09 20:00ET

Fred, Of all the systems where I computed the APR after commissions and sub fees to date there is only one which had over 2,000 trades, w...

October Review
Fred Penney at 11/1/09 19:00ET

Karl: I just reviewed your comments on your My Analyst page. How do you account for slippage with the systems that have 1000's of trades? Fred

Crowd Opinion

Viewed 803 times
Tracked by 14 people
Analyst notes 0