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Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                                      +0.7%+3.0%
2010(11.9%)(5.3%)+12.5%+2.0%(19%)(10.9%)(0.8%)+2.0%+6.3%+3.8%+3.2%+7.8%
2011(1.4%)+11.4%+1.5%(3.3%)(2.4%)(8.8%)(5%)(5%)(19.1%)+6.2%(6.3%)+4.8%
2012+8.8%+5.4%(6.6%)(1.9%)(16.5%)                                          

Strategy Summary

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

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

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.)



Or... Want to try AutoTrading without risking real money? Trade this with $100,000 simulated dollars, for free.

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Technical Analysis:  Moving Average daysX

Model Account Status

Started$10,000
Buy Power$6,532
Cash$279
Equity$6,253
Cumulative $*($3,482)
Total System Equity$6,517
Margined$0
Open P/L($896)





Trade Record

CSVDetails


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
# Profitable1 (14.3%)
# months tracked31
Profitable months15 (48.4%)
Avg trade duration122.4 days
Annual return (compounded)-14.9%
Average win$292
Average loss$630
Profit factor0.1:1
Max peak-to-valley drawdown (historical)32088.5%
drawdown periodAug 15, 2011 to Aug 31, 2011
Correlation w/ S&P0.564
Sharpe ratio-0.028
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.

- 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.