Risk Off is a strategy which trades Stocks.
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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 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.
Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +0.6% | +1.0% | - | - | ||||||||
| 2012 | (3.9%) | (5%) |
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Subscribe to System
| Three-day free trial, then $30 per month | Details |
There is a free trial period of 3 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 $30 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.)
Note: system has an open, losing position which is not being displayed to non-subscribers.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 1/11/12 13:41 | BUY | 67 | CHK | CHESAPEAKE ENERGY CORP | 22.38 | 1/25 15:32 |
23.25 | Low | $56 |
| 1/11/12 13:41 | SELL | 41 | PXP | PLAINS EXPL & PRODUCTION | 36.94 | 1/25 15:32 |
38.17 | Low | ($52) |
| 1/11/12 13:42 | BUY | 15 | GS | GOLDMAN SACHS GROUP INC | 99.61 | 1/13 15:35 |
98.86 | Low | ($13) |
| 1/11/12 13:41 | SELL | 89 | MS | MORGAN STANLEY | 16.94 | 1/13 15:34 |
16.60 | Low | $28 |
| 1/11/12 13:39 | SELL | 43 | M | MACY'S INC | 34.81 | 1/12 15:13 |
35.02 | Low | ($11) |
| 1/11/12 13:39 | BUY | 20 | PVH | PHILLIPS-VAN HEUSEN CORP | 74.14 | 1/12 15:13 |
75.79 | Low | $31 |
| 10/7/11 9:30 | SELL | 71 | JCP | J.C. PENNEY CO INC | 28.46 | 10/12 9:30 |
30.24 | Low | ($128) |
| 10/7/11 9:31 | BUY | 76 | M | MACY'S INC | 26.61 | 10/12 9:30 |
28.21 | Low | $120 |
| 9/26/11 9:30 | SELL | 81 | LHO | LASALLE HOTEL PROPERTIES | 18.82 | 10/10 14:15 |
19.77 | Low | ($79) |
| 9/26/11 9:30 | BUY | 142 | HST | HOST HOTELS & RESORTS | 10.71 | 10/10 14:14 |
11.31 | Low | $82 |
| 10/7/11 9:30 | BUY | 31 | KO | COCA-COLA CO | 66.51 | 10/7 11:24 |
65.94 | Low | ($20) |
| 10/7/11 9:30 | BUY | 63 | ABV | COMPANHIA DE BEB AMER PF | 32.35 | 10/7 11:24 |
32.72 | Low | $21 |
| 9/29/11 13:54 | BUY | 34 | PVH | PHILLIPS-VAN HEUSEN CORP | 58.88 | 10/5 12:00 |
58.67 | Low | ($9) |
| 9/29/11 13:54 | SELL | 75 | M | MACY'S INC | 26.68 | 10/5 12:00 |
26.01 | Low | $48 |
| 10/5/11 9:30 | BUY | 92 | PXP | PLAINS EXPL & PRODUCTION | 21.90 | 10/5 10:22 |
21.96 | Low | $4 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 46 |
| # Profitable | 25 (54.3%) |
| # months tracked | 6 |
| Profitable months | 2 (33.3%) |
| Avg trade duration | 8.9 days |
| Annual return (compounded) | -15.7% |
| Average win | $73 |
| Average loss | $168 |
| Profit factor | 0.5:1 |
| Max peak-to-valley drawdown (historical) | 9.03% |
| drawdown period | Oct 13, 2011 to Feb 21, 2012 |
| Correlation w/ S&P | 0.043 |
| Sharpe ratio | -4.141 |
Keep after worst-case slippage  | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.32 |
| Average P/L per unit traded | $0.07 |
