Loading historical trade record for Risk Off...






Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                        +0.5%+0.9%(0.1%)(0.1%)
2012(4.1%)(5.8%)+0.1%(1.7%)+2.9%                                          

Strategy Summary

Quant based model giving signals on specified equity pairs to establish market neutral positions. Upon backtesting this proprietary strategy has produced returns in bear and bull markets.

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

Three-day free trial, then $30 per monthDetails

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.)

Subscribe


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

Model Account Status

Started$25,000
Buy Power$15,527
Cash$29,354
Equity($2,068)
Cumulative $*($1,516)
Total System Equity$23,483
Margined$11,758
Open P/L($2,068)







Note: system has an open, losing position which is not being displayed to non-subscribers.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/11/12 13:41 BUY 67 CHK CHESAPEAKE ENERGY CORP 22.38 1/2515:32 23.25 Low $56
1/11/12 13:41 SELL 41 PXP PLAINS EXPL & PRODUCTION 36.94 1/2515:32 38.17 Low ($52)
1/11/12 13:42 BUY 15 GS GOLDMAN SACHS GROUP INC 99.61 1/1315:35 98.86 Low ($13)
1/11/12 13:41 SELL 89 MS MORGAN STANLEY 16.94 1/1315:34 16.60 Low $28
1/11/12 13:39 SELL 43 M MACY'S INC 34.81 1/1215:13 35.02 Low ($11)
1/11/12 13:39 BUY 20 PVH PHILLIPS-VAN HEUSEN CORP 74.14 1/1215:13 75.79 Low $31
10/7/11 9:30 SELL 71 JCP J.C. PENNEY CO INC 28.46 10/129:30 30.24 Low ($128)
10/7/11 9:31 BUY 76 M MACY'S INC 26.61 10/129:30 28.21 Low $120
9/26/11 9:30 SELL 81 LHO LASALLE HOTEL PROPERTIES 18.82 10/1014:15 19.77 Low ($79)
9/26/11 9:30 BUY 142 HST HOST HOTELS & RESORTS 10.71 10/1014:14 11.31 Low $82
10/7/11 9:30 BUY 31 KO COCA-COLA CO 66.51 10/711:24 65.94 Low ($20)
10/7/11 9:30 BUY 63 ABV COMPANHIA DE BEB AMER PF 32.35 10/711:24 32.72 Low $21
9/29/11 13:54 BUY 34 PVH PHILLIPS-VAN HEUSEN CORP 58.88 10/512:00 58.67 Low ($9)
9/29/11 13:54 SELL 75 M MACY'S INC 26.68 10/512:00 26.01 Low $48
10/5/11 9:30 BUY 92 PXP PLAINS EXPL & PRODUCTION 21.90 10/510:22 21.96 Low $4

<< More recent
Less  |  More
Older >>


Reviews


No reviews have been written yet.



Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades46
# Profitable24 (52.2%)
# months tracked9
Profitable months4 (44.4%)
Avg trade duration19.7 days
Annual return (compounded)-9.3%
Average win$89
Average loss$167
Profit factor0.6:1
Max peak-to-valley drawdown (historical)12.51%
drawdown periodOct 13, 2011 to April 21, 2012
Correlation w/ S&P0.044
Sharpe ratio-1.913
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.26
Average P/L per unit traded$0.07
Sum of dividends and cash expir. in model account$13