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Canada Leveraged is a strategy which trades Stocks.

Systems uses proprietary market timing and buys EWC using margin during long calls. Go to http://www.etf2x.com for more info.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.

Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                                      +0.7%+3.2%
2010(11.6%)(5%)+12.6%+2.2%(18.5%)(10.1%)(0.4%)+2.3%+6.4%+4.0%+3.4%+7.8%
2011(1.4%)+11.2%+2.0%(2.9%)(2%)(8.1%)(4.4%)(4.4%)(17.5%)+6.0%(5.4%)+4.7%
2012+10.7%                                                                  

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Technical Analysis:  Moving Average daysX

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Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
6/16/10 14:16 BUY 294 EWC ISHARES MSCI CANADA INDEX 27.54 6/29
10:07
25.27 High ($673)
5/28/10 9:30 BUY 315 EWC ISHARES MSCI CANADA INDEX 26.59 6/8
14:45
25.67 Normal ($296)
5/12/10 9:30 BUY 320 EWC ISHARES MSCI CANADA INDEX 27.93 5/20
10:28
25.98 Normal ($628)
2/24/10 11:12 BUY 660 EWC ISHARES MSCI CANADA INDEX 26.14 5/7
10:24
26.58 Very $279
2/22/10 9:35 BUY 520 EWC ISHARES MSCI CANADA INDEX 26.53 2/23
12:44
25.56 Normal ($517)
11/9/09 10:14 BUY 770 EWC ISHARES MSCI CANADA INDEX 25.81 1/26/10 9:41 24.77 High ($816)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades7
# Profitable2 (28.6%)
# months tracked27
Profitable months14 (51.9%)
Avg trade duration106.4 days
Annual return (compounded)-9.6%
Average win$427
Average loss$577
Profit factor0.3:1
Max peak-to-valley drawdown (historical)32088.5%
drawdown periodAug 15, 2011 to Aug 31, 2011
Correlation w/ S&P0.564
Sharpe ratio-0.017
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss58.8%
Chance of 30% account loss22.2%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.65
Average P/L per unit traded($1.12)
Sum of dividends and cash expir. in model account$8


System Description

Once a long signal is generated, the system will purchase EWC (iShares Canada) using margin. Once a neutral signal is generated, the system will go to cash.

- 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.