QLD and PSQ

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2009				+8.7%	+5.5%	+5.3%	(10.1%)	+2.4%	+11.0%	-	(6.2%)	(0.8%)
2010	(3.8%)	(2.4%)	+16.4%	+4.1%	(10.9%)	(2.5%)	(8.3%)	(5.1%)	+10.4%	+12.7%	(1.5%)	+9.9%
2011	+9.9%	+5.8%	(7.1%)	+5.1%	(3.5%)	(7.9%)	+10.8%	(13.6%)	(2.1%)	+5.0%	(12.3%)	+11.9%
2012	+20.2%	+10.4%	+12.0%	(2.8%)	(10.6%)

Strategy Summary

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.

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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Details

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.)

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Show chart: Standard | Monte Carlo
Technical Analysis: Moving Average daysX

Model Account Status

Started	$10,000
Buy Power	$12,710
Cash	$1
Equity	$1
Cumulative $	$7,745
Total System Equity	$17,745
Margined	$1
Open P/L	$8,102
System vendor has delayed data by 2 days for non-subs.

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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	9/310:18	41.91	Low	($131)
7/27/10 13:17	BUY	366	QLD	Proshares Ultra QQQ ETF 2x	29.75	8/2014:35	27.75	High	($739)
6/28/10 9:42	BUY	265	PSQ	SHORT QQQ PROSHARES	42.95	7/2611:22	41.60	Normal	($363)
6/16/10 14:17	BUY	192	QLD	Proshares Ultra QQQ ETF 2x	30.72	6/289:41	28.25	Normal	($477)
5/7/10 10:17	BUY	210	PSQ	SHORT QQQ PROSHARES	42.28	6/1614:12	40.98	Normal	($279)
2/17/10 10:48	BUY	400	QLD	Proshares Ultra QQQ ETF 2x	28.24	5/710:16	30.73	High	$987
1/25/10 11:37	BUY	240	PSQ	SHORT QQQ PROSHARES	45.14	2/1610:50	45.52	Low	$87
12/21/09 10:19	BUY	390	QLD	Proshares Ultra QQQ ETF 2x	28.80	1/25/10 10:11	27.85	Normal	($379)
12/21/09 10:16	SELL	254	PSQ	SHORT QQQ PROSHARES	44.43	12/2110:18	44.41	Low	$0
10/28/09 10:22	BUY	506	PSQ	SHORT QQQ PROSHARES	48.09	12/2110:16	46.25	High	($945)
7/20/09 15:21	BUY	482	QLD	Proshares Ultra QQQ ETF 2x	20.73	10/2812:14	25.07	Low	$2,082
7/8/09 11:20	BUY	278	PSQ	SHORT QQQ PROSHARES	58.15	7/1614:54	54.67	High	($974)
4/13/09 9:30	BUY	630	QLD	Proshares Ultra QQQ ETF 2x	15.68	7/712:13	17.51	Normal	$1,146

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	9/310:18	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	366	QLD	Proshares Ultra QQQ ETF 2x	29.75	8/2014:35	27.75	High	($739)
7/27/10 13:17	BTO	186	QLD		29.61
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	180	QLD		29.88
This purchase brings us to a 100% position in QLD
8/20/10 14:35	STC	366	QLD		27.75
6/28/10 9:42	BUY	265	PSQ	SHORT QQQ PROSHARES	42.95	7/2611:22	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	192	QLD	Proshares Ultra QQQ ETF 2x	30.72	6/289:41	28.25	Normal	($477)
6/16/10 14:17	BTO	96	QLD		30.66
I am taking a 25% position in QLD
6/17/10 9:30	BTO	96	QLD		30.77
This purchase will increase our position in QLD to roughly 50%
6/28/10 9:41	STC	192	QLD		28.25
Selling all QLD currently held
5/7/10 10:17	BUY	210	PSQ	SHORT QQQ PROSHARES	42.28	6/1614:12	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	400	QLD	Proshares Ultra QQQ ETF 2x	28.24	5/710:16	30.73	High	$987
2/17/10 10:48	BTO	100	QLD		27.86
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	100	QLD		28.16
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	200	QLD		28.48
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	100	QLD		32.23
This sale reduces our position in QLD to 75%.
5/6/10 11:19	STC	100	QLD		31.91
This sale reduces of QLD holdings to 50%
5/7/10 10:16	STC	200	QLD		29.39
This sale closes our position in QLD
1/25/10 11:37	BUY	240	PSQ	SHORT QQQ PROSHARES	45.14	2/1610:50	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	390	QLD	Proshares Ultra QQQ ETF 2x	28.80	1/25/10 10:11	27.85	Normal	($379)
12/21/09 10:19	BTO	390	QLD		28.80
1/25/10 10:11	STC	390	QLD		27.85
12/21/09 10:16	SELL	254	PSQ	SHORT QQQ PROSHARES	44.43	12/2110:18	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	12/2110:16	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	482	QLD	Proshares Ultra QQQ ETF 2x	20.73	10/2812:14	25.07	Low	$2,082
7/20/09 15:21	BTO	150	QLD		20.61
My timer hasn't gone long yet but it is close so I will establish a partial position.
7/21/09 13:38	BTO	240	QLD		20.46
My timer is close to going long so I am take a half-position in QLD.
7/22/09 11:14	BTO	50	QLD		21.19
7/24/09 14:43	BTO	42	QLD		22.07
10/28/09 10:19	STC	240	QLD		25.20
10/28/09 12:14	STC	242	QLD		24.94
7/8/09 11:20	BUY	278	PSQ	SHORT QQQ PROSHARES	58.15	7/1614:54	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	630	QLD	Proshares Ultra QQQ ETF 2x	15.68	7/712:13	17.51	Normal	$1,146
4/13/09 9:30	BTO	630	QLD		15.68
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	630	QLD		17.52

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	14
# Profitable	6 (42.9%)
# months tracked	38
Profitable months	19 (50.0%)
Avg trade duration	79.5 days
Annual return (compounded)	20.3%
Average win	$1,997
Average loss	$529
Profit factor	2.8:1
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	0.695
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	($0.42)

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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